Detected Delay Streaming Data

[AlexCatarino]

If we receive the "detected delay streaming data" for unsupported assets, do not exit.

Runtime Error: Detected delay streaming data for VENG. Expected delayed streaming data to be 'False', but received 'True'. Stack Trace: Detected delay streaming data for VENG. Expected delayed streaming data to be 'False', but received 'True'.

To reproduce it:

class CalculatingYellowEagle(QCAlgorithm):
    def initialize(self):
        self.set_start_date(self.end_date)
        symbol = self.add_equity('VENG').symbol

VENG is a delisted OTC stock, so it's not in our database. We could use IgnoreUnknownAssetHoldings.

Note: The user reported that he couldn't remove VENG from his TradeStation account.
The solution was to use QC as a data provider.