Getting NaN values for Previous Day MarketData while exporting csv

getting NaN values in column dailyO,dailyH,dailyL,dailyC. What Might have gone wrong in this case.

using System;
using System.Globalization;
using System.IO;
using System.Linq;
using System.Threading;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
    public class DumpToCSV : Robot
    {
        protected override void OnStop()
        {
            Thread.CurrentThread.CurrentCulture = CultureInfo.InvariantCulture;
            var desktopFolder = Environment.GetFolderPath(Environment.SpecialFolder.Desktop);
            var folderPath = Path.Combine(desktopFolder, "trendbars");
            Directory.CreateDirectory(folderPath);
            var filePath = Path.Combine(folderPath, Symbol.Code + " " + TimeFrame + ".csv");
            using (var writer = File.CreateText(filePath))
            {
                writer.WriteLine(ConcatWithComma("time", "open", "high", "low", "close", "volume","dopen", "dhigh", "dlow", "dclose"));
                for (var i = 0; i < MarketSeries.Close.Count; i++)
                {   
                    // Assuming Bars.OpenTimes[i] is a DateTime object
                    DateTime openTime = Bars.OpenTimes[i];
                    // Format the DateTime as a string in ISO 8601 format
                    string formattedDateTime = openTime.ToString("yyyy-MM-dd HH:mm:ss.fff");
                    var daily = MarketData.GetSeries(TimeFrame.Daily);
                    double dailyH = daily.High.Last(1);     
                    double dailyL = daily.Low.Last(1);     
                    double dailyO = daily.Open.Last(1);     
                    double dailyC = daily.Close.Last(1);     
                    // Write the formatted string to your output
                    writer.WriteLine(ConcatWithComma(
                        formattedDateTime,
                        MarketSeries.Open[i],
                        MarketSeries.High[i],
                        MarketSeries.Low[i],
                        MarketSeries.Close[i],
                        MarketSeries.TickVolume[i],
                        dailyO,
                        dailyH,
                        dailyL,
                        dailyC
                        ));

                }
            }
        }

        private string ConcatWithComma(params object[] parameters)
        {
            return string.Join(",", parameters.Select(p => p.ToString()));
        }
    }
}