I am having an issue accessing the 'close' field in the History dataframe for the S&P Futures Contract with the highest open interest. See code below:

class MultidimensionalNadionCircuit(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 5, 18) # Set Start Date self.SetEndDate(2020, 5, 18) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.SP = self.AddFuture(Futures.Indices.SP500EMini,Resolution.Minute) self.SP.SetFilter(0, 90) def OnData(self, slice): for chain in slice.FutureChains: self.popularContracts = [contract for contract in chain.Value if contract.OpenInterest > 1000] if len(self.popularContracts) == 0: continue sortedByOIContracts = sorted(self.popularContracts, key=lambda k : k.OpenInterest, reverse=True) self.liquidContract = sortedByOIContracts[0] hist = self.History(self.liquidContract.Symbol, 60, Resolution.Minute) hist =hist["close"] def OnEndOfDay(self): pass

In the hist=hist["close"] statement, I get an error: Runtime Error: Trying to retrieve an element from a collection using a key that does not exist in that collection throws a KeyError exception KeyError : 'close' . Shouldn't I be able top access the 'close' column of the hist dataframe? Is this a bug?