"The security does not have an accurate price as it has not yet received a bar of data. Before placing a trade (or using SetHoldings) warm up your algorithm with SetWarmup, or use slice."

def on_securities_changed(self, changes):
    if self.is_warming_up:
        return
    self.changes = changes
    self.Log(f"Onsecuritieschanged({self.Time}):: {changes}")
    for security in changes.removed_securities:
        if security.invested:
            self.liquidate(security.Symbol)
    for security in changes.added_securities:
        if not security.invested:
            self.set_holdings(security.Symbol, 0.1)

Sources: Event Handlers - QuantConnect.com, Key Concepts - QuantConnect.com, Key Concepts - QuantConnect.com, Numerai Signal Export Demonstration Algorithm, Maximum Sector Exposure Risk Management Model

tried that. not receiving any data. thanks tho

def OnSecuritiesChanged(self, changes: Slice):
        if self.is_warming_up:
            return
        self.changes=changes
        self.Log(f"Onsecuritieschanged({self.Time}):: {changes}")

        for security in changes.RemovedSecurities:
            if security.Invested:
                self.Liquidate(security.Symbol)

        for security in changes.AddedSecurities:
            if not security.Invested:
                self.set_holdings(security.Symbol, 0.1)