I cloned the sample fundamentals algorithm (by the way the algorithm breaks at the end... which is a little does not put the best light on the documentation) and started debugging the update_universe function... something seems to be very strange. In the debugger, I can clearly see that the dataframe is loaded. However, when I try to access the actual sids I get an error message I cannot make any sense of....
Can someone explain this behaviour?
https://dl.dropboxusercontent.com/u/8262011/Capture.PNG