I am running a strategy with multiple instruments and am getting an error after the StartUp event completes for the last instrument. The error message is in the attached image.
It is unclear why this is occurring. It would seem that the code is trying to read a historical bar for one of the option instruments at a time (8:36am) when the options market is closed. However, I only want to read in historical bars for the underlying instrument. I thought I was explicitly handling this, but it appears I am mistaken. Can you please advise how I may remedy this issue? Thank you.