QuantConnect/Lean · error · RegressionTestException

Expected a single subscription to exist

Error message

Expected a single subscription to exist ({spx})

What it means

After AddIndex('SPX', Resolution.Minute, fillForward:false), this asserts SubscriptionManager.Subscriptions has exactly one entry and its Symbol equals spx. .Single() will throw if count != 1. It guards that adding the index creates exactly one subscription, no more. Failure means either zero or multiple subscriptions, or the single subscription's symbol differs from spx.

Solutions

1. Dump SubscriptionManager.Subscriptions after AddIndex to count entries and their symbols.
2. Check AddIndex for any automatic auxiliary-subscription logic that was introduced.
3. Ensure the SPX canonical symbol matches the returned subscription Symbol (SID equality).

var subs = SubscriptionManager.Subscriptions.Select(s => s.Symbol).ToList();
if (subs.Count != 1 || subs[0] != spx)
{
    foreach (var s in subs) Log($"Subscription: {s}");
}

When it happens

Trigger: AddIndex created more than one subscription (duplicate), or the symbol returned does not match. A SubscriptionManager refactor that adds auxiliary subscriptions or changes canonical symbol resolution.

Common situations: Default subscriptions being added automatically (e.g. a benchmark or a helper subscription); symbol canonicalization producing a different SID; fillForward/extendedMarket options triggering extra config entries.

Related errors

• Expected subscriptions for the added index option contract
• Expected 2 subscriptions, but found
• Expected a single subscription for the underlying index…
• SMA was not updated.
• Unexpected ActiveSecurities count

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/6b72e867af259bf4. Report an issue: GitHub.

Appendix: source

Thrown at Algorithm.CSharp/DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs:42

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Reproduces https://github.com/QuantConnect/Lean/issues/7451, making sure no additional subscriptions are added for an index
    /// after manually adding both the underlying and an option contract, with slightly different configurations like the fill forward value.
    /// </summary>
    public class DuplicatedIndexOptionSubscriptionRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
    {
        public override void Initialize()
        {
            SetStartDate(2021, 1, 4);
            SetEndDate(2021, 1, 4);
            SetCash(1000000);

            var spx = AddIndex("SPX", Resolution.Minute, fillForward: false).Symbol;

            if (SubscriptionManager.Subscriptions.Single().Symbol != spx)
            {
                throw new RegressionTestException($"Expected a single subscription to exist ({spx})");
            }

            var spxOption = QuantConnect.Symbol.CreateOption(
                spx,
                Market.USA,
                OptionStyle.European,
                OptionRight.Call,
                3200m,
                new DateTime(2021, 1, 15));

            AddIndexOptionContract(spxOption, Resolution.Minute);

            if (SubscriptionManager.Subscriptions.Count() < 2)
            {
                throw new RegressionTestException("Expected subscriptions for the added index option contract");
            }

            if (SubscriptionManager.Subscriptions.Count(x => x.Symbol == spx) != 1)

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