Dear all, 

In my strategy: my portfolio rebalances at the start of each month 5 min after SPY market opens. I aim to include a position in VXX when I rebalance the portfolio but when I run the backtest, i get the following error: 

Backtest Handled Error: VXX: 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)

Can someone advise me on how best to fix this issue. Thank you.