2012 was a rough year for SPY.

using System;
using System.Collections;
using System.Collections.Generic;

namespace QuantConnect {

using QuantConnect.Securities;
using QuantConnect.Models;

public partial class BasicTemplateAlgorithm : QCAlgorithm, IAlgorithm {

bool bTraded = false;
DateTime nextDate = new DateTime();

public override void Initialize() {
SetStartDate(2012, 06, 01);
SetEndDate(2012, 06, 30);
SetCash(30000);
SetRunMode(RunMode.Series);
AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
}

public override void OnTradeBar(Dictionary securityData) {
if (Time.Date > nextDate) {
if (Time.Hour > 12 && !bTraded) {
Order("SPY", 10);
bTraded = false;
nextDate = Time.Date.AddHours(48);
}
}
}
}
}