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Missing minutely data on December 31st, 2018?

Hello, 

  I am working on an algo that rebalances positions at the end of every month.  For some reason, I cannot get minutely close prices for my ticker on December 31st.  My call to self.History returns and empty dict, and the lookup of the close field fails:

# get the most recent prices
last_prices = self.History(self.etfs, 1, Resolution.Minute)['close'].unstack(0)

Runtime Error: In Scheduled Event 'SPY: EveryDay: SPY: 1 min before MarketClose', Trying to retrieve an element from a collection using a key that does not exist in that collection throws a KeyError exception. To prevent the exception, ensure that the close key exist in the collection and/or that collection is not empty. KeyError : 'close'

 

I cannot attache the backtest, as it failed. However, here is a link to it:

https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_e82362150de7a0bcae6bd5c1c0e5b0ef.html
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


HI KILLC ! Please use the data explorer to report detailed data errors. We have automated systems which patch data issues reported there and you can see fixes in less than a day.

https://www.quantconnect.com/forum/discussion/5134/all-symbols-daily-the-issue-starts-from-dec-31st-2018-12-00-am-and-continues-until-dec-31st-2018-11-59-pm/p1

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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