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@gsalaz98
Created July 29, 2019 19:10
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No History requests for data prior to 2013-07-01 for FOXA were made // Verify further to ensure this is intended behavior
20190729 11:53:23.598 Trace:: AlgorithmManager.Run(): Begin DataStream - Start: 6/28/2013 12:00:00 AM Stop: 7/2/2013 11:59:59 PM
20190729 11:53:23.604 Trace:: Debug: Launching analysis for OptionHistoryRenameRegressionAlgorithm with LEAN Engine v2.4.0.0
20190729 11:53:23.666 Trace:: FactorFile.HasScalingFactors(): Factor file not found: TFCFA
20190729 11:53:23.756 Trace:: Debug: Warning: SetBenchmark(FOXA): no existing security found, benchmark security will be added with Equity type.
20190729 11:53:23.756 Trace:: Debug: Warning: The FOXA equity security was set the raw price normalization mode to work with options.
20190729 11:53:23.781 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:23.781 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:23.781 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:23.781 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:23.783 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:23.783 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:23.782 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:23.783 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:23.792 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:23.792 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:23.793 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:23.803 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:23.806 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:23.807 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:23.807 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:23.807 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:23.808 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:23.808 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:23.819 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:23.820 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:23.820 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:23.821 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:23.822 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:23.862 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:23.862 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:23.931 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:23.932 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:23.996 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:23.999 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.000 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.004 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.044 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.044 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.049 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.049 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.051 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.052 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.052 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.062 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.121 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.122 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.123 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.137 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.165 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.198 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.233 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.233 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.260 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.265 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.299 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.328 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.367 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.367 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.428 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.429 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.430 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.431 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.434 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.434 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.435 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.469 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.470 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.685 Trace:: Log: 6/28/2013 3:50:00 PM - NWSA
20190729 11:53:24.685 Trace:: Log: 6/28/2013 3:50:00 PM - NWSA 130720P00033000
20190729 11:53:24.749 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.749 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.750 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.751 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.752 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.753 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.755 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.756 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.756 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.788 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.788 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.792 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.788 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.827 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.828 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.832 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.832 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.835 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.844 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.844 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.844 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:24.909 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.945 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:24.945 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:24.970 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:24.978 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.037 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.038 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.043 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.043 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.045 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.045 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.086 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.087 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.108 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.115 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.154 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.180 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.203 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.209 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.209 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.263 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.282 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.318 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.343 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.371 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.396 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.417 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.439 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.467 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.489 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.517 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.534 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.559 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.566 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.584 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.608 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.618 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.638 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.638 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.666 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.689 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:25.689 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.805 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.826 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.827 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.829 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.830 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.831 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.833 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.839 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.866 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.889 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.916 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:25.940 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:25.967 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:25.989 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.016 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.040 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.067 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.090 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.119 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.140 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.167 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.190 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.217 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.240 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.268 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.290 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.317 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.346 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.367 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.397 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.421 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.443 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.468 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.492 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.521 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.541 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.571 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.590 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.618 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.639 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.667 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.688 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.716 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.739 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.767 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.791 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.818 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.839 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.865 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.891 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.911 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:26.937 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:26.956 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:53:26.987 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:53:27.019 Trace:: Log: 7/1/2013 3:50:00 PM - FOXA
20190729 11:53:27.098 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:53:27.166 Trace:: Synchronizer.GetEnumerator(): Exited thread.
20190729 11:53:27.167 Trace:: AlgorithmManager.Run(): Firing On End Of Algorithm...
20190729 11:53:27.188 Trace:: Engine.Run(): Exiting Algorithm Manager
20190729 11:53:27.184 Trace:: Log: 7/2/2013 3:50:00 PM - FOXA
20190729 11:53:27.322 Trace:: Debug: Algorithm Id:(OptionHistoryRenameRegressionAlgorithm) completed in 3.78 seconds at 81k data points per second. Processing total of 304,167 data points.
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