Buying/selling Options from Custom Data - there's a good chance the price isn't available in self.Securities and/or there's no contracts from GetOptionContractList at specified strike+expiry. until later? 

I've been debugging my output to try and find out why this strategy isn't working. It looks as though there's either no price available for a given option (so I can't figure out a qty to market buy/sell) and/or there's no contracts available for my strike+expiry, but there is later in the day (on minutely).

Tried it before setting brokerage, and after. Sameish results.

Anyone know why?