I am trying to add a consolidator for each of the symbol in the fine universe as below. It was running good until it reaches GOOG.
for symbol in symbols:
self.AddEquity(symbol.Value, Resolution.Daily)
self.SubscriptionManager.AddConsolidator(symbol, self.customConsolidator)
Runtime Error: ArgumentException: Please subscribe to this symbol before adding a consolidator for it. Symbol: GOOG
However if I run the code below directly for GOOG, no errors:
goog = self.AddEquity('GOOG', Resolution.Daily)
self.SubscriptionManager.AddConsolidator(goog.Symbol, self.customConsolidator)
Any ideas what might goes wrong here?
T C
Figured out why. Need to pass the return of self.AddEquity into AddConsolidator, instead of symbol.
Fred Painchaud
Hi Yuan,
Yes, sooner than later, it is recommended for your algos to use the Symbol object all the time instead of sting tickers.
Fred
T C
Thanks Fred!
T C
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