My algorithm is working fine while I was backtesting it but it stopped working when I went live with Paper trading. I am getting following error for bunch of different symbols and none of my trades are getting executed:

Backtest Handled Error: The order quantity for RDSB cannot be calculated: the price of the security is zero.

Here is my initialized function:

def Initialize(self):

        self.SetStartDate(2007, 1, 1)                          # Set Start Date: Right after original paper published
        self.SetEndDate(2020, 3,31)                           # Set End Date
        self.SetCash(100000)                                   # Set Strategy Cash
        # Download Fama French factors data as a dataframe
        self.fama_french_factors_per_day = self._get_fama_french_factors()

        self.number_of_coarse_symbol = 200                     # Set the number of coarse symbol to be further filtered by expected skewness
        self.bottom_percent = 0.025                             # Set the bottom percent to long out of coarse symbols according to skewness ranking
        self.weights = {}                                      # Dictionary to save desired weights with symbols as key
        self.nextRebalance = self.Time                         # Define next rebalance time

        self.UniverseSettings.Resolution = Resolution.Daily    # Subscribe daily data for selected symbols in universe
        self.AddUniverse(self.CoarseSelectionAndSkewnessSorting, self.GetWeightsInFineSelection)


Thanks in advance for the help.