Subscription does not permit querying recent SIP data

[AlexCatarino]

Expected Behavior

Does not raise the "Subscription does not permit querying recent SIP data" error

Actual Behavior

Exception with error:
RestClientErrorException: subscription does not permit querying recent SIP data
it happens due to a historical data request on initialize for example, using warm_up_indicator.

Potential Solution

N/A

Reproducing the Problem

Deploy the following algorithm with Alpaca data:

from AlgorithmImports import *
class CryingYellowGreenChicken(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2025, 1, 14)
        self.spy = self.add_equity("SPY", Resolution.MINUTE)
        rsi = self.rsi(self.spy.symbol, 100, resolution=Resolution.DAILY)
        self.warm_up_indicator(self.spy.symbol, rsi, Resolution.DAILY)

Checklist

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