Could someone please tell me why the catch statement below fails to catch the exception when the stock symbol is not found in the GICS dictionary? I just don't see the problem.

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Please note this is embedded in larger code inside a DLL definition ... if that matters.

What I do get out of my DLL is:
System.ThrowHelper.ThrowKeyNotFoundException()

Does that prevent the generic catch statement from working? If so, how do I catch that?

It's not clear to me from the information given how ThrowHelper is being invoked. If required, set up your IDE to break on the error in order to trace it.

I found the problem. There's nothing wrong with the code above, and my DLL library wasn't the area causing the problem. I was looking in the wrong place.

Typically I don't perform error handling in the Main Strategy code, but I include a

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statement in the Strategy, and when the Strategy hit a stock that wasn't in the GICS dictionary, it threw an unhandled error.

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There are a few problems is the GICS dictionary (such as stocks unknown to it), but I guess that's a new subject (and post). Thanks for the help.