Diagnosing Missing Local Bar Data During Live Strategy Initialization

Summary

This community exchange discusses a VeighNa live-trading strategy that uses imported local one-minute bars. The user asks whether a futures-style symbol such as rb2501 is recognized, reports an initialization error indicating that a data service is not configured, and notes that indicator values appear but stop changing. They also ask whether bars can be recorded during live trading and then reused for initialization.

A respondent suggests checking whether the strategy receives on-bar callbacks when initialization is triggered, and logging state to distinguish missing data delivery from an uninitialized strategy or an absent event update. The user says the local history covers six months, but the thread does not confirm a fix or establish that data volume is sufficient. It is a narrow troubleshooting exchange: it offers diagnostic checks for callback and event flow, while leaving symbol mapping, data-service configuration, and recorded-bar reuse unresolved.

Key ideas

• Check whether bar callbacks arrive during strategy initialization to verify that historical data is being delivered.
• Log strategy state to determine whether initialization completed and whether indicator updates have stopped.
• Confirm that event updates are being emitted when expected.
• The thread does not resolve symbol recognition, data-service setup, or reuse of recorded bars.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.