QuantConnect/Lean · error · RegressionTestException

Unexpected Bar error

Error message

Unexpected Bar error

What it means

This RegressionTestException is thrown in OnData when the universe is selected (_universeSelected == true). It asserts that the single bar in slice.Bars is NOT a fill-forward bar and has a period of exactly 1 minute. LEAN throws it because when the universe selects SPY at Minute resolution while the AddEquity subscription is at Hour resolution, the universe-driven data should deliver real (non-fill-forward) Minute bars.

Source

Thrown at Algorithm.CSharp/CustomUniverseWithBenchmarkRegressionAlgorithm.cs:90

        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="slice">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice slice)
        {
            var security = Securities[_spy];
            _onDataWasCalled = true;

            var bar = slice.Bars.Values.Single();
            if (_universeSelected)
            {
                if (bar.IsFillForward
                    || bar.Period != TimeSpan.FromMinutes(1))
                {
                    // bar should always be the Minute resolution one here
                    throw new RegressionTestException("Unexpected Bar error");
                }
                if (_previousTime.Date == slice.Time.Date
                    && (slice.Time - _previousTime) != TimeSpan.FromMinutes(1))
                {
                    throw new RegressionTestException("For the same date expected data updates every 1 minute");
                }
            }
            else
            {
                if (slice.Time.Minute == 0
                    && _previousSecurityValue == security.Price)
                {
                    throw new RegressionTestException($"Security Price error. Price should change every new hour");
                }
                if (slice.Time.Minute != 0
                    && _previousSecurityValue != security.Price
                    && security.IsTradable)
                {

View on GitHub (pinned to d2c3659f87)

Solutions

1. Log bar.IsFillForward and bar.Period at the throw point to determine which condition failed.
2. Trace the subscription data-feed configuration to confirm the universe's Minute resolution is not being collapsed to Hour by the existing AddEquity(Hour) subscription.
3. Check that fill-forward only triggers on actual market gaps, not due to missing data files.
4. If testing engine changes, verify the SubscriptionDataConfig priority/merge logic preserves the highest-resolution subscription.

Example fix

// before
if (bar.IsFillForward || bar.Period != TimeSpan.FromMinutes(1))
{
    throw new RegressionTestException("Unexpected Bar error");
}

// after — split conditions for diagnosis
if (bar.IsFillForward)
    throw new RegressionTestException($"Bar was fill-forward, expected real data. Time: {slice.Time}");
if (bar.Period != TimeSpan.FromMinutes(1))
    throw new RegressionTestException($"Bar period was {bar.Period}, expected 1 minute. Time: {slice.Time}");

// Validate bar properties before asserting
var bar = slice.Bars.Values.Single();
if (bar.IsFillForward)
    Log($"Fill-forward bar at {slice.Time} — check data availability");
if (bar.Period != TimeSpan.FromMinutes(1))
    Log($"Bar period {bar.Period} — resolution may not be Minute");

When it happens

Trigger: bar.IsFillForward is true (the engine filled forward a stale bar instead of delivering real minute data), or bar.Period != 1 minute (the resolution was not correctly upgraded from Hour to Minute when the universe selected the security). Both indicate the universe subscription's resolution override isn't working.

Common situations: A LEAN version change to subscription resolution merging logic caused the minute-resolution universe subscription to be overridden by the hour-resolution AddEquity subscription. Also occurs when fill-forward logic changed to be more aggressive, or when universe-selection data-feed configuration was refactored.

Related errors

• Expected {ExpectedSymbols.Count} stocks to be added to the a
• Expected symbols were not added to the algorithm
• Expected events didn't happen
• For the same date expected data updates every 1 minute
• Security Price error. Price should change every new hour

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/2b41bab09aae11a9. Report an issue: GitHub.