I created a custom data class for my PortfolioWeight object, which loads pre-calculated portfolio weights from a file. The Data class sets PortfolioWeight.Symbol == config.Symbol. The ticker for this symbol is PortfolioWeight.Ticker, so for this test data. "PortfolioWeight.184840". My bar prices for this ticker have the ticker "184840" , so then SetHoldings looks up the price, it is not found. 

I would like to get around this gracefully - my custom data is not a tradeable instrument, the identifiers are meant to be linked to symbols for tradable equities in my universe.