ql.OvernightIndexFutureRateHelper asking for a fixing, but not able to add it

Question

I´m trying to make a Overnight Index FutureRateHelper but when bootstrapping, the following Error arises:

RuntimeError: 1st iteration: failed at 1st alive instrument, pillar May 31st, 2024, maturity May 31st, 2024, reference date May 9th, 2024: missing rate on May 1st, 2024 for index TIIE_OISTN Actual/360

import numpy as np
import QuantLib as ql
import calendar

ql.Settings.instance().evaluationDate = ql.Date(9,5,2024)
ibor_MXNTIIE_oi = ql.OvernightIndex('TIIE_OIS',
                                    1, 
                                    ql.MXNCurrency(), ql.Mexico(),
                                    ql.Actual360())

fixing_dates = ['30/04/2024', '02/05/2024', '03/05/2024',  
                        '06/05/2024','07/05/2024', '08/05/2024']

fixings = [11.07, 11.02, 11.05, 11.01, 11.00, 11.01]        


ibor_MXNTIIE_oi.clearFixings()

ibor_MXNTIIE_oi.addFixings([ql.Date(d, '%d/%m/%Y') for d in fixing_dates], 
                           (np.array(fixings)/100).tolist())

fwd_quotes = [88.94, 88.9801, 89.2003, 89.1606]
month_year = [(5, 2024), (6, 2024), (7, 2024), (8, 2024)]

helpers = []
for d, q in zip(month_year, fwd_quotes):
    
    priceQuote = ql.QuoteHandle(ql.SimpleQuote(88.94))
    month = d[0]
    year = d[1]
    last_day = calendar.monthrange(year, month)[-1]
    
    startDate = ql.Date(1, month, year)
    
    endDate = ql.Date(last_day, month, year)
                                 
    
    helpers.append(ql.OvernightIndexFutureRateHelper(
        priceQuote, startDate, endDate, ibor_MXNTIIE_oi))
    
    
crvTIIE = ql.PiecewiseNaturalLogCubicDiscount(0, ql.Mexico(), 
                                              helpers, 
                                              ql.Actual360())

fwd_rate = crvTIIE.forwardRate(ql.Date(9,5,2024), ql.Date(10,5,2024),
                               ql.Actual360(), ql.Simple).rate()

I tried ading the fixing for 1 of May of 2024, but this other error arises:
RuntimeError: At least one invalid fixing provided: Wednesday May 1st, 2024, 0.1102

This is the code I used:

import numpy as np
import QuantLib as ql
import calendar

ql.Settings.instance().evaluationDate = ql.Date(9,5,2024)
ibor_MXNTIIE_oi = ql.OvernightIndex('TIIE_OIS',
                                    1, 
                                    ql.MXNCurrency(), ql.Mexico(),
                                    ql.Actual360())

fixing_dates = ['30/04/2024', '01/05/2024', '02/05/2024', '03/05/2024',  
                        '06/05/2024','07/05/2024', '08/05/2024']

fixings = [11.07, 11.07, 11.02, 11.05, 11.01, 11.00, 11.01]        


ibor_MXNTIIE_oi.clearFixings()

ibor_MXNTIIE_oi.addFixings([ql.Date(d, '%d/%m/%Y') for d in fixing_dates], 
                           (np.array(fixings)/100).tolist())

fwd_quotes = [88.94, 88.9801, 89.2003, 89.1606]
month_year = [(5, 2024), (6, 2024), (7, 2024), (8, 2024)]

helpers = []
for d, q in zip(month_year, fwd_quotes):
    
    priceQuote = ql.QuoteHandle(ql.SimpleQuote(88.94))
    month = d[0]
    year = d[1]
    last_day = calendar.monthrange(year, month)[-1]
    
    startDate = ql.Date(1, month, year)
    
    endDate = ql.Date(last_day, month, year)
                                 
    
    helpers.append(ql.OvernightIndexFutureRateHelper(
        priceQuote, startDate, endDate, ibor_MXNTIIE_oi))
    
    
crvTIIE = ql.PiecewiseNaturalLogCubicDiscount(0, ql.Mexico(), 
                                              helpers, 
                                              ql.Actual360())

fwd_rate = crvTIIE.forwardRate(ql.Date(9,5,2024), ql.Date(10,5,2024),
                               ql.Actual360(), ql.Simple).rate()

Can someone please explain or tell me how I can workaround this issue