diff --git a/Algorithm.Python/OptionChainFullDataRegressionAlgorithm.py b/Algorithm.Python/OptionChainFullDataRegressionAlgorithm.py
index a10f8671602c..d230e517f7dd 100644
--- a/Algorithm.Python/OptionChainFullDataRegressionAlgorithm.py
+++ b/Algorithm.Python/OptionChainFullDataRegressionAlgorithm.py
@@ -32,10 +32,10 @@ def initialize(self):
# Demonstration using data frame:
# Get contracts expiring within 10 days, with an implied volatility greater than 0.5 and a delta less than 0.5
contracts = [
- # Index is a tuple (symbol, date)
- index[0]
- for index, contract_data in option_chain.data_frame.iterrows()
- if index[0].id.date - self.time <= timedelta(days=10) and contract_data["impliedvolatility"] > 0.5 and contract_data["delta"] < 0.5
+ symbol
+ # Index is a tuple and the first element is the symbol
+ for (symbol,), contract_data in option_chain.data_frame.iterrows()
+ if symbol.id.date - self.time <= timedelta(days=10) and contract_data["impliedvolatility"] > 0.5 and contract_data["delta"] < 0.5
]
# Get the contract with the latest expiration date
diff --git a/Common/QuantConnect.csproj b/Common/QuantConnect.csproj
index 4218bf22f991..262200725a5a 100644
--- a/Common/QuantConnect.csproj
+++ b/Common/QuantConnect.csproj
@@ -35,7 +35,7 @@
-
+