diff --git a/backtesting/backtest_iron_condor.py b/backtesting/backtest_iron_condor.py
index b86c764..88478fe 100644
--- a/backtesting/backtest_iron_condor.py
+++ b/backtesting/backtest_iron_condor.py
@@ -127,10 +127,15 @@ def _backtest_iron_condor(
         call_spread_history = get_spread_history(historical_option_data, call_spread_strategy)
         put_spread_history = get_spread_history(historical_option_data, put_spread_strategy)
     
-    current_date = call_spread_history.iloc[0].name[:10]
-
     entry_time = call_spread_strategy.trade_entry_time
 
+    if call_spread_history is None or put_spread_history is None:
+        # This can happen when the market closes early for the day.
+        logging.warn('No spread history found in %s for %s', historical_data_file, entry_time)
+        return None
+
+    current_date = call_spread_history.iloc[0].name[:10]
+
     call_spread_entry = call_spread_history.loc[current_date + ' ' + entry_time]
     original_call_spread_price = ((call_spread_entry['ask_short_strike'] + call_spread_entry['bid_short_strike']) / 2.0) - ((call_spread_entry['ask_long_strike'] + call_spread_entry['bid_long_strike']) / 2.0)