I am trying to build a simple algo that uses indicators on Futures.

I keep getting this error at runtime:

During the algorithm initialization, the following exception has occurred: Please register to receive data for symbol ' ' using the AddSecurity() function.

Any idea what am I doing wrong here ?

namespace QuantConnect
* QuantConnect University: Bollinger Bands Example:
public class BollingerBandsAlgorithm : QCAlgorithm
string _symbol = "ZN";
BollingerBands _bb;
RelativeStrengthIndex _rsi;
AverageTrueRange _atr;
ExponentialMovingAverage _ema;
SimpleMovingAverage _sma;
MovingAverageConvergenceDivergence _macd;

decimal _price;

//Initialize the data and resolution you require for your strategy:
public override void Initialize()
SetStartDate(2018, 1, 1);
SetEndDate(2018, 2, 1);

//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Future, _symbol, Resolution.Minute);

//Set up Indicators:
_bb = BB(_symbol, 20, 1, MovingAverageType.Simple, Resolution.Daily);
_rsi = RSI(_symbol, 14, MovingAverageType.Simple, Resolution.Daily);
_atr = ATR(_symbol, 14, MovingAverageType.Simple, Resolution.Daily);
_ema = EMA(_symbol, 14, Resolution.Daily);
_sma = SMA(_symbol, 14, Resolution.Daily);
_macd = MACD(_symbol, 12, 26, 9, MovingAverageType.Simple, Resolution.Daily);

public void OnData(TradeBars data)
if (!_bb.IsReady || !_rsi.IsReady) return;

_price = data["ZN"].Close;

if (!Portfolio.HoldStock)
int quantity = (int)Math.Floor(Portfolio.Cash / data[_symbol].Close);

//Order function places trades: enter the string symbol and the quantity you want:
Order(_symbol, quantity);

//Debug sends messages to the user console: "Time" is the algorithm time keeper object
Debug("Purchased ZN on " + Time.ToShortDateString());

// Fire plotting events once per day:
public override void OnEndOfDay() {
if (!_bb.IsReady) return;

Plot("BB", "Price", _price);
Plot("BB", _bb.UpperBand, _bb.MiddleBand, _bb.LowerBand);

Plot("RSI", _rsi);

Plot("ATR", _atr);

Plot("MACD", "Price", _price);
Plot("MACD", _macd.Fast, _macd.Slow);

Plot("Averages", _ema, _sma);