Hi All,

I have noticed some strange behaviour in the "self.Schedule.On" method that I am unable to pinpoint. I checked the logs and found this for 2018-01-02:
"The security does not have an accurate price as it has not yet received a bar of data. Before placing a trade (or using SetHoldings) warm up your algorithm with SetWarmup, or use slice.Contains(symbol) to confirm the Slice object has price before using the data. Data does not necessarily all arrive at the same time so your algorithm should confirm the data is ready before using it."

Ok, so I can implement a check in the rebalance function to see if a symbol has data before executing the code, HOWEVER, this is where it gets weird, the trigger of the Rebalance function came from the OnSchedule function, which took a Symbol as an argument. 

So why is OnSchedule function firing on 2018-01-02, when the markets were closed and this symbol was not trading?