Since the update to 1023 gateway is sending invalid/unexpected ticks sizes
Runtime Error: Value was either too large or too small for an Int64. in OptionContract.cs:line 202 Stack Trace: Value was either too large or too small for an Int64. in OptionContract.cs:line 202
AggregationManager.Update(): System.OverflowException: Value was either too large or too small for a Decimal.
at System.Number.ThrowOverflowException(TypeCode type)
at System.Decimal.DecCalc.DecAddSub(DecCalc& d1, DecCalc& d2, Boolean sign)
at System.Decimal.op_Addition(Decimal d1, Decimal d2)
at QuantConnect.Data.Consolidators.TickConsolidator.AggregateBar(TradeBar& workingBar, Tick data)
Motivation and Context
N/A
Requires Documentation Change
N/A
How Has This Been Tested?
N/A
Types of changes
[x] Bug fix (non-breaking change which fixes an issue)
[ ] Refactor (non-breaking change which improves implementation)
[ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
[ ] New feature (non-breaking change which adds functionality)
[ ] Breaking change (fix or feature that would cause existing functionality to change)
Description
Related Issue
Since the update to 1023 gateway is sending invalid/unexpected ticks sizes
Motivation and Context
N/A
Requires Documentation Change
N/A
How Has This Been Tested?
N/A
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>