I have a strategy that runs on several instruments simultaneously and loads the data using AddDataSeries method. In real-time the strategy is able to load the data just fine, while in Historical Replay mode the "Error on requesting bars series: 'Unknown instrument'" error appears.
I have downloaded Historical Data for the instruments used in the strategy prior to running it in Historical Replay.
It is also added to Playback mapping.
Can you please advise on how can I solve this problem?
Best regards,
Alexei
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