diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index <HASH>..<HASH> 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -311,10 +311,7 @@ class TradingAlgorithm(object):
         else:
             cancel_policy = cancel_policy or NeverCancel()
             blotter_class = blotter_class or SimulationBlotter
-            self.blotter = blotter_class(
-                data_frequency=self.sim_params.data_frequency,
-                cancel_policy=cancel_policy,
-            )
+            self.blotter = blotter_class(cancel_policy=cancel_policy)
 
         # The symbol lookup date specifies the date to use when resolving
         # symbols to sids, and can be set using set_symbol_lookup_date()
BUG: Fix blotter initialization.