No Tradeable Dates for Option Contract

[AlexCatarino]

Expected Behavior

LEAN doesn't log the following message:
Backtest Handled Error: No data loaded for SPY 240119C00475000 because there were no tradeable dates for this security.
for contracts that are added by Option Filter. It's odd that we receive this message if the contract is in the option universe.

Actual Behavior

We read the following message:
Backtest Handled Error: No data loaded for SPY 240119C00475000 because there were no tradeable dates for this security.

Potential Solution

N/A
It is potentially a data issue, but how did we create an entry in the option universe without data?

Reproducing the Problem

public override void Initialize()
{
    SetStartDate(2023, 12, 29);
    SetEndDate(2023, 12, 30);
    AddOption("SPY");
}

Checklist

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• I have provided detailed steps to reproduce the issue