I'm trying something new... trading futures for the first time with my strategy.
I've set everything up exactly the way I usually do (for US equities). I'm using symbol NG 07-09. I add two bars: 5 minutes and 30 minutes in my init code.
I have two datafeeds: IQFeed (with NYMEX enabled), and also ZenFire. When I run everything historically, everything looks perfect. I have added a simple print out in my OnBarUpdate(), and I can confirm I get every bar.
But *after* I start my strategy... nothing. I'm just not getting any bars. The print at the top of OnBarUpdate() just is'nt getting hit.
I must be missing something obvious... but I don't know what. Any suggestions?
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