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Hi,
This is my first time playing with Futures Data. I tried to follow few examples but I get the following error
During the algorithm initialization, the following exception has occurred: Please register to receive data for symbol 'ES 0' using the AddSecurity() function. in Indicators.cs:line 2448 Please register to receive data for symbol 'ES 0' using the AddSecurity() function.
I have following code in the initialization section
def Initialize(self):
self.SetStartDate(2022, 6, 12) # Set Start Date
self.SetEndDate(2022,6,13) #Set End Date
self.SetCash(50000)
self.AddEquity("SPY", Resolution.Tick)
# self.AddFuture("ES", Resolution.Tick)
self.AddFuture(Futures.Indices.SP500EMini, Resolution.Tick)
# Consolidate 1min SPY -> 1min Bars
self.Consolidate(Futures.Indices.SP500EMini, timedelta(minutes=1), self.oneMinuteDataHandler)
Don't know what am I missing ? Please help
regards,
Avi
Yuri Lopukhov
Consolidator requires actual symbol, not a string as a parameter.
Try changing it like this:
Avi Dix
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