Hello!
I am  trying to get fundamental data within algorithm, but for some reason use too much memory and get the error:

"Runtime Error: Execution Security Error: Memory Usage Maxed Out - 6192MB max, with last sample of 7950MB"  even though i only use one symbol with daily resolution. What might be the issue here?

Found the algo here:

https://www.quantconnect.com/forum/discussion/5570/how-to-get-fundamentals-in-backtesting-outside-of-coursegrainselector-and-finegrainselector-in-c/p1 private Symbol _msft = QuantConnect.Symbol.Create("MSFT", SecurityType.Equity, Market.USA);

public override void Initialize()
{

AddUniverse(coarse => new [] { _msft }, fine => new [] { _msft });
UniverseSettings.Resolution = Resolution.Daily;

SetStartDate(2019, 03, 01);
SetEndDate(2019, 04, 04);
SetCash(50000);

}


public void OnData(TradeBars data)
{
Security msft;
if (Securities.TryGetValue(_msft, out msft))
{
var f = msft.Fundamentals;
if (f != null && f.ValuationRatios.PERatio > 0)
Log($"{Time} :: {f.ValuationRatios.PERatio}");

}
}