Hi everyone,

In my python code when accessing data['MSFT'].Ask.Close, I receive the following stacktrace:

"'MSFT' wasn't found in the QuoteBars object, likely because there was no-data at this moment in time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with data.ContainsKey(''MSFT'')"

This error only happens during demo trading with Interactive Brokers accounts. Backtesting with the same code works fine. As a data source I use QuantConnect provider.

OnData is set to Resolution.Second.

Could anyone please advise on the issues?

 

Thanks, Grigori.

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