Expected Behavior

OnData is called once per period.

Actual Behavior

OnData is called more than once when we add a subscription during a scheduled event

Potential Solution

N/A

Reproducing the Problem

https://www.quantconnect.cloud/backtest/c932358231d295109bcb90e66e26fa74/?theme=chrome

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue