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I have a simple algorithm that is similar to the Liquid Universe selection in the Boot Camp tutorial. When placing an order in the OnSecuritiesChanged event, I'm seeing the following error…
The security does not have an accurate price as it has not yet received a bar of data.
Searching the forum turned up this answer which works but I'm curious as to why the error is thrown if the symbols have been added to the universe. If I save the changes to a variable and buy in the OnData event, everything works fine. Should I be buying and selling in OnData instead of OnSecuritiesChanged?
Justin Busa
Here's the algorithm for reference.
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Justin Busa
Hey Fred, thanks for clarifying that. I'll stick to buying in onData. Appreciate the help!
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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