Why-is-a-S-P-500-symbol-not-found-in-the-WD-index-DataSet

I created a rotation strategy and tested it on Yahoo data, then I switched to WealthData -> S&P500 data to test how delisted stocks affect the performance. I got a drastic deterioration, but then I digged into the data and found out that the rotation strategy will not provide me the full candidate list.

For example, when I open SMCI data from the WealthData -> S&P500, I can see its history from 2014, but when I run a simplified rotational strategy the data for the symbol is only available since 2024.

Is it a problem with PreExecute, the Data source or my ignorance?

CODE:

   public class MyTest : UserStrategyBase
   {
      public override void PreExecute(DateTime date, List<BarHistory> allBars)
      {
         WriteToDebugLog("\nChecking data: " + date);
         foreach (BarHistory bars in allBars)
         {
            if (bars.Symbol == "SMCI")
               WriteToDebugLog("Check OK");
         }
      }

      public override void Execute(BarHistory bars, int bar)
      { 
      }
   }