Unhandled Argument Out Of Range Exception in ConvertOrder Method

[AlexCatarino]

Expected Behavior

Unhandled exceptions should be avoided.

Actual Behavior

The code is trying to access the index of an empty collection:

var symbol = order.OrderLegCollections[0].Instrument.Symbol;

Runtime error:

2023-04-21T18:47:22.5256253Z ERROR:: BrokerageSetupHandler.LoadExistingHoldingsAndOrders():  System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
   at System.Collections.Generic.List`1.get_Item(Int32 index)
   at QuantConnect.Brokerages.TDAmeritrade.Utils.Extensions.ConvertOrder(OrderModel order) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean.Brokerages.TDAmeritrade/QuantConnect.TDAmeritrade/Utils/Extensions.cs:line 198
   at QuantConnect.Brokerages.TDAmeritrade.TDAmeritradeBrokerage.GetOpenOrders() in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean.Brokerages.TDAmeritrade/QuantConnect.TDAmeritrade/TDAmeritradeBrokerage.cs:line 248
   at QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.GetOpenOrders(IAlgorithm algorithm, IResultHandler resultHandler, ITransactionHandler transactionHandler, IBrokerage brokerage, HashSet`1 supportedSecurityTypes) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/Setup/BrokerageSetupHandler.cs:line 524
   at QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.LoadExistingHoldingsAndOrders(IBrokerage brokerage, IAlgorithm algorithm, SetupHandlerParameters parameters) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/Setup/BrokerageSetupHandler.cs:line 399

Potential Solution

N/A

Reproducing the Problem

Live algorithm fetching open order.

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