First, all datasets are up to date per update data manager.

Ok, this is a weird error. The error only occurs for the symbol EEM on 5m data. The exact same code on 5m EEM worked fine yesterday, no changes in data range or otherwise. If I change the symbol on 5m data, the code works fine, no index out of range error. If I switch to 1m data EEM the code works fine.

Maybe the EEM 5m data is corrupt and need to be deleted but I do not know how to do this. I deleted the dataset and created a new 5m one with EEM symbol and updated but the update says the data is already here. Probably need to find the 5m data on my drive and delete it manually but do not know where to look.

Any help is appreciated.

QUOTE:
I deleted the dataset and created a new 5m one with EEM symbol and updated but the update says the data is already here.

This action will not affect the symbol's data. A DataSet in this relation can be likened to a Windows shortcut to a file.

QUOTE:
Probably need to find the 5m data on my drive and delete it manually but do not know where to look.

Yes it's an option; but considering that you're dealing with just 1 symbol, it's easier to open its 5-minute chart, right-click and select "Reload chart history" to download the symbol's 5-min data from scratch. Note: you should open a 5-min chart, not e.g. a 1-min scaled to 5-min.

If simply reloading it doesn't help, you might have a subtle programming error in the code:

Wiki > Errors | Strategy > Index was out of range

Ok, I tried "Reload Chart History" on 5m EEM data and get an error.

The error says
"Thread was being aborted: Unable to get Data on Demand for symbol
EEM Reload failed: Thread was being aborted"

Does this make any sense?

Hmm, sounds like some trouble on Fidelity's end with that symbol's data? Not sure.
When did the IOOB error with this 5-min symbol start first, today?

Disable "Update data on demand" in the Data Manager tool and retry history reload. Did that help or again an error?

Looks like it was a Fidelity problem with the symbol. The reload finally worked and now the index out of range error is gone.

Thanks for the ideas.