Minor fix

Author: jhonabreul

Algorithm/QCAlgorithm.cs

@@ -2018,7 +2018,10 @@ public Security AddSecurity(Symbol symbol, Resolution? resolution = null, bool f
                             continuousContractSymbol.ID.SecurityType,
                             security.Exchange.Hours);
                         AddUniverse(new ContinuousContractUniverse(security, continuousUniverseSettings, LiveMode,
-                            new SubscriptionDataConfig(canonicalConfig, symbol: continuousContractSymbol, extendedHours: extendedMarketHours)));
+                            new SubscriptionDataConfig(canonicalConfig, symbol: continuousContractSymbol,
+                                // We can use any data type here, since we are not going to use the data.
+                                // We just don't want to use the OptionUniverse type because it will force disable extended market hours
+                                objectType: typeof(Tick), extendedHours: extendedMarketHours)));
 
                         universe = new FuturesChainUniverse((Future)security, settings);
                     }
@@ -2373,7 +2376,10 @@ public Option AddOptionContract(Symbol symbol, Resolution? resolution = null, bo
                     Resolution = underlyingConfigs.GetHighestResolution(),
                     ExtendedMarketHours = extendedMarketHours
                 };
-                universe = AddUniverse(new OptionContractUniverse(new SubscriptionDataConfig(configs.First(), symbol: universeSymbol, extendedHours: extendedMarketHours), settings));
+                universe = AddUniverse(new OptionContractUniverse(new SubscriptionDataConfig(configs.First(),
+                    // We can use any data type here, since we are not going to use the data.
+                    // We just don't want to use the OptionUniverse type because it will force disable extended market hours
+                    symbol: universeSymbol, objectType: typeof(Tick), extendedHours: extendedMarketHours), settings));
             }
 
             // update the universe

Common/Data/SubscriptionDataConfig.cs

@@ -302,7 +302,6 @@ public SubscriptionDataConfig(SubscriptionDataConfig config,
             PriceScaleFactor = config.PriceScaleFactor;
             SumOfDividends = config.SumOfDividends;
             Consolidators = config.Consolidators;
-            ExtendedMarketHours = extendedHours ?? config.ExtendedMarketHours;
         }
 
         /// <summary>