I backtest an algo from 2009.07.01 to 2019.05.08. But I got error as follow:
Cannot order VXX, as it started trading on 2018-01-18 00:00:00+00:00.. Try using data.can_trade to check whether an asset is delisted.
Then I divide the period in two parts. One from 2009.07.01 to 2019.03.16 and from 2018.07.01 to 2019.05.08. There is no problem. Strange!
The VXX was renamed to VXXB last year. But about last week, it is renamed back to VXX.