QuantConnect/Lean · error · RegressionTestException

{Time} - Unexpected order event symbol: {orderEvent.Symbol}.

Error message

{Time} - Unexpected order event symbol: {orderEvent.Symbol}. Expected {_contractToTrade}

What it means

OnOrderEvent asserts every order event belongs to the single contract the algorithm intends to trade (_contractToTrade). If orderEvent.Symbol differs, an order was placed/filled for a symbol the algorithm did not explicitly trade — a stray order, a mapping-related ghost fill, or a fill for the new mapped contract instead of the held one.

Source

Thrown at Algorithm.CSharp/BasicTemplateEurexFuturesAlgorithm.cs:118

            if (_contractToTrade != null && slice.Delistings.TryGetValue(_contractToTrade, out var delisting))
            {
                if (delisting.Type == DelistingType.Delisted)
                {
                    _delisted = true;

                    if (Portfolio.Invested)
                    {
                        throw new RegressionTestException($"{Time} - Portfolio should not be invested after the traded contract is delisted.");
                    }
                }
            }
        }

        public override void OnOrderEvent(OrderEvent orderEvent)
        {
            if (orderEvent.Symbol != _contractToTrade)
            {
                throw new RegressionTestException($"{Time} - Unexpected order event symbol: {orderEvent.Symbol}. Expected {_contractToTrade}");
            }

            if (orderEvent.Direction == OrderDirection.Buy)
            {
                if (orderEvent.Status == OrderStatus.Filled)
                {
                    if (_boughtQuantity != 0 && _liquidatedQuantity != 0)
                    {
                        throw new RegressionTestException($"{Time} - Unexpected buy order event status: {orderEvent.Status}");
                    }
                    _boughtQuantity = orderEvent.Quantity;
                }
            }
            else if (orderEvent.Direction == OrderDirection.Sell)
            {
                if (orderEvent.Status == OrderStatus.Filled)
                {
                    if (_boughtQuantity <= 0 && _liquidatedQuantity != 0)

View on GitHub (pinned to d2c3659f87)

Solutions

Ensure _contractToTrade is assigned (line 90, from _mappedSymbol) before any order events can fire.
Compare symbols by value/ID, and if multiple contract instances are expected, broaden the filter rather than strict equality.
Confirm no extra AddFuture/MarketOrder calls are placing orders on unintended contracts.
If rollover fills legitimately arrive for the new mapped symbol, handle them in a separate branch instead of rejecting.

Example fix

// before
if (orderEvent.Symbol != _contractToTrade) { throw ...; }

// after: allow the new mapped contract's liquidation events too
if (orderEvent.Symbol != _contractToTrade && orderEvent.Symbol != _mappedSymbol)
{
    throw new RegressionTestException($"{Time} - Unexpected order event symbol: {orderEvent.Symbol}.");
}

Defensive patterns

Strategy: validation

Validate before calling

public override void OnOrderEvent(OrderEvent orderEvent)
{
    var allowed = new[] { _contractToTrade, _mappedSymbol };
    if (!allowed.Contains(orderEvent.Symbol))
    {
        Log($"{Time} - Ignoring order event for {orderEvent.Symbol}");
        return;
    }
}

Type guard

bool IsExpectedOrderSymbol(Symbol s) => s == _contractToTrade || s == _mappedSymbol;

Prevention

Ensure _contractToTrade is assigned before orders can fill.
Allow liquidation events for the new mapped symbol after rollover.
Avoid placing orders on unintended contracts.

When it happens

Trigger: An OrderEvent arrives whose .Symbol != _contractToTrade. This happens when the continuous-contract remap routes a fill to the new mapped contract, or when an internal/liquidation order fires on a different symbol than _contractToTrade.

Common situations: Continuous contract rollover causes fills to appear under the new symbol; delisting liquidation emits events for a symbol object that is a different instance than _contractToTrade; engine ordering places the buy before _contractToTrade is set.

Related errors

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/587daeceaa9d9f68. Report an issue: GitHub.