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: