I am hitting the a runtime error when trying to backtest locally with LeanCLI.

20220628 11:51:24.477 ERROR:: Extensions.SetRuntimeError(): Extensions.SetRuntimeError(): RuntimeError at 6/27/2022 4:00:00 AM UTC. Context: Consolidators update 
System.ArgumentOutOfRangeException: Rolling window is empty (Parameter 'i')
   at QuantConnect.Indicators.RollingWindow`1.get_Item(Int32 i) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Indicators/RollingWindow.cs:line 143

I have the data locally in:

data/forex/oanda/minute/audusd/20220628_quote.zip

 

Can someone help me to decipher the stack trace? I can't see which rolling window might be the problem as I have a few, was hoping it would point me to a line.

 

20220628 11:51:24.031 TRACE:: Debug: Algorithm starting warm up...
20220628 11:51:24.477 ERROR:: Extensions.SetRuntimeError(): Extensions.SetRuntimeError(): RuntimeError at 6/27/2022 4:00:00 AM UTC. Context: Consolidators update 
System.ArgumentOutOfRangeException: Rolling window is empty (Parameter 'i')
   at QuantConnect.Indicators.RollingWindow`1.get_Item(Int32 i) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Indicators/RollingWindow.cs:line 143
--- End of stack trace from previous location ---
   at Python.Runtime.PythonException.ThrowLastAsClrException()
   at Python.Runtime.Dispatcher.TrueDispatch(Object[] args)
   at Python.Runtime.Dispatcher.Dispatch(Object[] args)
   at __System_Action`1\[\[QuantConnect_Data_Market_QuoteBar\, QuantConnect_Common\, Version=2_5_0_0\, Culture=neutral\, PublicKeyToken=null\]\]Dispatcher.Invoke(QuoteBar )
   at QuantConnect.Algorithm.QCAlgorithm.<>c__DisplayClass517_0`1.<AddConsolidator>b__1(Object sender, IBaseData consolidated) in 
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Algorithm/QCAlgorithm.Indicators.cs:line 3112
   at QuantConnect.Data.Consolidators.DataConsolidator`1.OnDataConsolidated(IBaseData consolidated) in 
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Data/Consolidators/DataConsolidator.cs:line 103
   at QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase`2.OnDataConsolidated(TConsolidated e) in 
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Data/Consolidators/PeriodCountConsolidatorBase.cs:line 314
   at QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase`2.Scan(DateTime currentLocalTime) in 
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Data/Consolidators/PeriodCountConsolidatorBase.cs:line 260
   at QuantConnect.Lean.Engine.AlgorithmManager.Run(AlgorithmNodePacket job, IAlgorithm algorithm, ISynchronizer synchronizer, ITransactionHandler transactions, IResultHandler results, 
IRealTimeHandler realtime, ILeanManager leanManager, IAlphaHandler alphas, CancellationToken token) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/AlgorithmManager.cs:line 
505
20220628 11:51:25.754 TRACE:: Engine.Run(): Exiting Algorithm Manager
20220628 11:51:25.772 TRACE:: FileSystemDataFeed.Exit(): Start. Setting cancellation token...
20220628 11:51:25.797 TRACE:: FileSystemDataFeed.Exit(): Exit Finished.
20220628 11:51:25.841 TRACE:: Engine.Run(): Sending runtime error to user...
20220628 11:51:25.877 ERROR:: Runtime Error: Rolling window is empty (Parameter 'i') in RollingWindow.cs:line 143
 Rolling window is empty (Parameter 'i') in RollingWindow.cs:line 143