context.security_list = symbols('CLG11','CLH11','CLJ11','CLK11','CLM11','CLN11','CLQ11','CLU11', 'CLV11')
This line of code is raising the following build error:
Error Symbol 'CLG11' was not found. Did you check set_symbol_lookup_date() to confirm the asset traded at this time?
The backtest is being run from the 1st of January 2011, and according to:
the futures contract should be available. What am I missing?