Location: Boulder, CO
This is an FYI comment on this error and John's solution.
For a while, one of my OT2018 installs was producing this same error reported by James and John. Before I went looking for this thread, I had found that this error only occurred on some symbols. In my case, it only occurred, as James reported, when "On-Demand Downloading" was selected. AND for me it only occurred on two symbols SPY and $SPX. It did not occur on $VIX or any of the S&P100 or NASDAQ100 symbols. Weird. I removed all strategies. The problem still occurred. So, it was unrelated to any indicators or strategies, and only triggered by loading one of these two symbols.
I found John's solution in this thread and enabled "Run program as administrator." That made the error go away. I then disabled "Run program as administrator" and the problem did NOT recur. I stopped OT, re-IPLed. And restarted OT withOUT "Run program as administrator." No error when loading SPY or $SPX with "On-Demand Downloading" enabled. The problem appears to be permanently fixed, and does not require running as admin. Go figure.
Thanks John. That error popup was annoying.