Hello, I was trying to backtest a volatility strategy and I found that VXX is listed differently before 17 Jan 2018 so i want to liquidate the position and switch from VXX1 to VXX. Thus, I have the following defined:

self.VXXO = self.AddEquity('VXX.1', Resolution.Minute).Symbol

self.VXX = self.AddEquity('VXX', Resolution.Minute).Symbol

--> works: self.Schedule.On(self.DateRules.On(2018, 1, 20), self.TimeRules.At(15,15), self.VXXDate)
--> does not work: self.Schedule.On(self.DateRules.On(2018, 1, 20), self.TimeRules.BeforeMarketClose(self.VXXO, 5), self.VXXDate)

def VXXDate(self):
        # VXX data

Does anyone know why I cannot use slf.TimeRules.BeforeMarketClose to trigger the method?