Absence of fundamental data in Many tickers in backtest

Expected Behavior

In backtest the algorithm should give correct fundamental values.

Actual Behavior

For a lot of securities in backtest the algorithm does not give fundamental values. One example: the ticker "AFTY" gives correct fundamental data during Live but not in the backtest. The fundamental values are either 0 or nan during the backtest. This creates discrepancy in universe selection in backtest and live.

1) Backtest mode values:

2) Live mode values:

3) We can access correct data in research environment by calling History method:

Reproducing the Problem

We can run this code in backtest and live mode to check for the bug.

# region imports
from AlgorithmImports import *
# endregion

class SmallCapsScreener(QCAlgorithm):
    def Initialize(self):
        self.SetCash(10000)
        self.SetStartDate(2024,3,1)
        self.UniverseSettings.Resolution = Resolution.Daily
        self.AddUniverse(self.FundamentalFilterFunction)
        self.SetWarmup(20)

    def FundamentalFilterFunction(self, fundamental: List[Fundamental]) -> List[Symbol]:
        selected = [x for x in fundamental if x.Symbol.Value == "AFTY"]
        self.Log(f" { [x.Symbol.Value for x in selected]} | MarketCap: {[x.MarketCap for x in selected]} | DollarVolume {[x.DollarVolume for x in selected]} | Price: {[x.Price for x in selected]} | Time: {self.Time}")
        return []

System Information

QC Cloud

Checklist

[x] I have completely filled out this template
[x] I have confirmed that this issue exists on the current master branch
[x] I have confirmed that this is not a duplicate issue by searching issues
[x] I have provided detailed steps to reproduce the issue

QuantConnect / Lean