New Symbol is not Available When OnSymbolChangedEvents is Called

[AlexCatarino]

Expected Behavior

Roll futures contract in OnSymbolChangedEvents.

Actual Behavior

The new Symbol is not found in SecurityManager.
This asset symbol (BTC YG8I3I6VGYDD) was not found in your security list.

We can work around this issue by setting a filter so that the first two contracts are available.

Potential Solution

N/A

Reproducing the Problem

https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_99663cd7800d44a5e1251e8c236f96e6.html

Checklist

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• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue