Hi, 

I'm working on an option strategy. noticed option chain is missing for few days for Ticket = Ph

Am I missing any thing?

//Intialize
SetStartDate(2019, 01, 3);
SetEndDate(2019, 01,30);
SetCash(1000000);
AddEquity(ticker, Resolution.Minute);
var option = AddOption(ticker, Resolution.Minute);
option.SetFilter(u => u.Strikes(-7, 7).Expiration(TimeSpan.FromDays(45), TimeSpan.FromDays(90)));


//OnData
OptionChain callChain;
if (slice.OptionChains.TryGetValue(stock.OptionSymbol, out callChain))
{
  // data missing for few dates like Jan 11,14
}