Error:
KeyError:
(1074201706,)
Code:
prices = data.history(context.futures, 'price', 64, '1d')
Future: ('ER')
Future details from debugger:
ContinuousFuture(91569527401283584, root_symbol='ER', offset=0, roll_style='volume', adjustment='mum')
Error occurring when fetching future price on: 08/08/2016