Parsing WS exception

[Romazes]

Expected Behavior

Occasionally, we got the parsing exception.

Actual Behavior

Potential Solution

Probably, a problem in Alpaca SKD library.

Reproducing the Problem

Algo

public class UpgradedFluorescentOrangeManatee : QCAlgorithm
{
    Equity AAPL;
    Equity BND;
    Equity SPY;

    public UpgradedFluorescentOrangeManatee()
    {
        Logging.Log.DebuggingEnabled = true;
    }

    public override void Initialize()
    {
        SetStartDate(2024, 11, 20);
        SetEndDate(2024, 12, 20);

        SPY = AddEquity("SPY", Resolution.Second, extendedMarketHours: true);
        BND = AddEquity("BND", Resolution.Minute, extendedMarketHours: true);
        AAPL = AddEquity("AAPL", Resolution.Minute, extendedMarketHours: true);

        AddCrypto("BTCUSD");
    }

    /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
    /// Slice object keyed by symbol containing the stock data
    public override void OnData(Slice slice)
    {
        if (slice == null)
        {
            return;
        }

        var allData = new StringBuilder();
        for (var i = 0; i < slice.AllData.Count; i++)
        {
            var item = slice.AllData[i];

            if (item.Symbol.SecurityType == SecurityType.Option)
            {
                var underlying = item.Symbol.Underlying;
            }

            allData.AppendLine($"#{i}: Data Type: {item.DataType} | Time: {item.Time} | End Time: {item.EndTime} | Symbol: {item.Symbol} | Value: {item.Value} | Price: {item.Price}");
        }

        Log(allData.ToString() + "\n");
    }

}

System Information

Checklist

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