Hello, Im running a backtesting of a VIX SPY ETF algo that also buy options when VIX price is higher than a threshold. Im using the self.OptionChainProvider.GetOptionContractList function to filter my symbol and get the list of  contracts. Then I filtered this list using the self.InitialFilter function that I want, based on conditions related to the underlying price and the strike price and the expiration date.

However Im receiving the following error, at the moment the algo try to buy the contract option:

Backtest Handled Error: The security with symbol 'SPY 151219C00203000' is marked as non-tradable.


I attached the algo below, some help on this?