It is always frustating with QuantConnect.
I added future ES Mini and Future Swiss Franc and also HYG, but I can't access in OnData HYG. Neither with Slice nor TradeBars.
Can anybody help.
A run time error is raised becaus in OnData HYG is noz available.
ThanksĀ
Ulrich
Josh M
I think i had a similar problem with CFD'sĀ
Rahul Chowdhury
Hey Ulrich,
Equities data is only available between 9:30AM and 4:00PM if extended hours data has not been enabled, while futures data is available nearly 24 hours a day. This means the slice data coming in during equity market close hours will not contain equity data, only futures data.
However you can still access the latest equity data using Securities["HYG"]. Keep in mind the data in Securities["HYG"] will contain the data from the most recent Slice. If there has not yet been a Slice containing equity data, Securities["HYG"] will not contain any data.
Your algorithm starts at 6PM on 2016-01-03. This means the algorithm must run until the next morning until equity data becomes available.
Best
RahulĀ
Ulrich
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