QuantConnect/Lean · error · RegressionTestException

No points were received

Error message

No points were received

What it means

Asserts that OnData was invoked at least once during the run. _noDataPointsReceived is set true in Initialize and cleared to false on the first OnData call; if it remains true at OnEndOfAlgorithm, no slice ever reached the algorithm.

Source

Thrown at Algorithm.CSharp/CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs:64

            }
            _noDataPointsReceived = true;
        }


        public override void OnData(Slice slice)
        {
            _noDataPointsReceived = false;
            if (slice.Count != ActiveSecurities.Count)
            {
                throw new RegressionTestException($"{ActiveSecurities.Count.ToString().ToCamelCase()} data points were expected, but only {slice.Count} were received");
            }
        }

        public override void OnEndOfAlgorithm()
        {
            if (_noDataPointsReceived)
            {
                throw new RegressionTestException($"No points were received");
            }
        }

        /// <summary>
        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
        /// </summary>
        public bool CanRunLocally { get; } = true;

        /// <summary>
        /// This is used by the regression test system to indicate which languages this algorithm is written in.
        /// </summary>
        public List<Language> Languages { get; } = new() { Language.CSharp };

        /// <summary>
        /// Data Points count of all timeslices of algorithm
        /// </summary>
        public long DataPoints => 94;

View on GitHub (pinned to d2c3659f87)

Solutions

1. Confirm the data files for all subscribed symbols exist for the StartDate-EndDate range in the data folder.
2. Verify each AddData/AddSecurity call uses the correct market and symbol casing so subscriptions resolve.
3. Check GetSource for custom data returns an accessible URL/path and Reader parses non-empty rows.
4. Run with data-feed logging enabled to see whether the subscription ever produced a packet.

Example fix

// before: custom source returns nothing
public override BaseData Reader(...) => null;

// after: parse and return a valid point
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
{
    var d = new ExampleCustomData { Symbol = config.Symbol, Time = date, Value = decimal.Parse(line) };
    return d;
}

// In OnEndOfAlgorithm, degrade gracefully instead of throwing
if (_noDataPointsReceived)
    Log("WARNING: no data points received; check subscriptions and data files.");

When it happens

Trigger: The algorithm completes its date range without OnData firing once: data files missing, feed not subscribed, or all data filtered out before reaching the algorithm.

Common situations: Required data not present in the local data folder (CanRunLocally notwithstanding), symbol/market mismatch so no subscription resolves, date range outside available data, or a custom data GetSource returning a bad URL/path that yields no rows.

Related errors

• The ticker did not rename throughout the course of its life
• The time zone of security {firstCustomSecurity} should be {T
• The time zone of security {secondCustomSecurity} should be {
• {ActiveSecurities.Count.ToString().ToCamelCase()} data point
• Custom data was not received

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/7e0e956b6dedfb09. Report an issue: GitHub.