The attached trivial indicator shows the issue. Apply it to a 5-min chart of ES 03-17, with 5 days of data loaded, and tick replay turned on.
When data is loaded, it works for the first N bars (approx 10K), and then it will throw the exception on all subsequent bars. I have a try catch block printing out a msg, so there is no actual exception raised into the log, but you can breakpoint on the print.
It almost seems like it ran out of memory or there is an internal limit as I for sure did not run out of memory on my machine.
This is using 8.0.3.1, using Continuum
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