So I'm fairly new to all of this,  so bare with me as I try to explain my issue.

My code is simple, I am trying to add securities to a universe with a CoarseFundemental selection. 

private SecurityChanges _changes = SecurityChanges.None;

public override void Initialize()
{
SetStartDate(2020, 10, 25); //Set Start Date
SetEndDate(DateTime.Now);
SetCash(3000);//Set Strategy Cash

UniverseSettings.Resolution = Resolution.Daily;
AddUniverse(CoarseFundementalFilter);

}

private IEnumerable<Symbol> CoarseFundementalFilter(IEnumerable<CoarseFundamental> coarse)
{
var selected = coarse.Where(c => c.Price < 35).OrderByDescending(x => x.DollarVolume).Select(x => x.Symbol).Take(10);
return selected;
}

public override void OnSecuritiesChanged(SecurityChanges changes)
{
_changes = changes;
Log($"OnSecuritiesChanged({Time}):: {changes}");
}


/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// Slice object keyed by symbol containing the stock data
public override void OnData(Slice data)
{
Log($"OnData({UtcTime:o}): Keys: {string.Join(", ", data.Keys.OrderBy(x => x))}");
}

I keep getting the following errors in the backtest.

Backtest Handled Error: No data loaded for ACB WYXFTA8WCGV9 because there were no tradeable dates for this security.
No data loaded for XPEV XHD34ASNWZ1H because there were no tradeable dates for this security.
No data loaded for PLTR XIAKBH8EIMHX because there were no tradeable dates for this security.
No data loaded for TLRY WWAWWB4P01GL because there were no tradeable dates for this security.
No data loaded for AVTR X4K9WJLO3VXH because there were no tradeable dates for this security.

 

What is it that I'm doing wrong?  Why do I get the error and never see any of my Log output?