This can occur in two different circumstances:
1) Your symbols and "Market Type" do not correspond. For example: if the Market Type is set for Futures, but you enter MSFT for Microsoft and IBM for International Business Machines (both stocks). The error form displays despite the fact that the symbols are valid. They just aren't valid commodity symbols! The solution is to correct the Market Type and try again.
2) You entered an incorrect symbol. If it was a typo, correct the symbol in the right-hand column and click [OK]. If the problem recurs, it may be that the symbol in the CSI database is not the same as you are accustomed to. You can dismiss this screen without a correct symbol by deleting the invalid symbol in the right column and clicking [OK]
If you don't know what symbol to use click the [Mkts] button next to the Markets box on the Selecting Data Series screen. This will allow you to choose your markets from a list, which will assure accurate symbols.