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Hi quant experts,
I am using the following code to get some option contracts
contracts = chainProvider.GetOptionContractList(symbol, self.Time)And even though the self.CurrentSlice.ContainsKey(symbol) equals True, I am getting the error:
Runtime Error: 'ARKK' wasn't found in the Slice object, likely because there was no-data at this moment in time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with data.ContainsKey("ARKK") in Slice.cs:line 315
Any clue how I fix that?
PS.: The symbol varies and I am subscribed to its data feed.
Louis Szeto
Hi Rafael
We cannot debug with insufficient information, could you please provide more snippets or attach a backtest (commented the line causing an exception)?
Best
Louis
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Rafael Trevisan
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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