For an algorithm I am trying out, I have a bunch of specific stock symbols I would like to follow. One of them is YDLE which does not exist in the QuantConnect database currently. When I run the backtest, it aborts with:

Backtest Error: Requested symbol (YDLE) not found in database.

I tried wrapping the AddSecurity call in a try-catch so that the backtest could continue, but that didn't work.

Is there a way to gracefully continue a backtest if the symbol is not in the QuantConnect database?

To test this, you can just clone the starter project, substitute SPY with YDLE and then put a try-catch around AddSecurity:



AddSecurity(SecurityType.Equity, "YDLE", Resolution.Minute);


catch {}