All I want to do is test a simple strategy where I short 10k of VXX every month forever, from 2009 until now. I tried doing this on Quantopian, but their VXX data is hosed because they don't handle the 2018 transistion to VXXB. It looks like the QuantConnect data is good though.


However, my code gives this runtime error - Backtest Handled Error: VXX: asset price is $0. If using custom data make sure you've set the 'Value' property.

How can I fix this? Is it my code? Or the data?