Why some symbols' "OnData" is never called for a trading day in back testing?

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Please see attached project where I am trying to get the closing prices for all symbols selected by Universal Selection for a given date.

The final log is this: 

s="A",p=77.95 s="AA",p=14.50 s="AAL",p=0 s="AAN",p=0 ..........

As you can see, "AAL" & "AAN" closing prices I try to get are showing 0. There are many more symbols showing 0 down the list in the log.

How could they be 0? It means some symbols' "OnData" is never called for that trading day in back testing?

Did I do anything wrong here? Please help. 

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Hey JL Lord,

Some of the data from February 25th 2020 was missing because we had not received it yet from our data vendors. This is why some of your symbols do not have any price data. We now have the data for that day so the price should not return 0 for that day. 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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