First I apologize if this has been answered before but I did my best to search and could not find it. 

Basically I want to develop and debug locally my strategy that trades ES Mini futures contracts. I generated data as per documentation `lean data generate --start 20210101 --security-type Future --resolution Minute --symbol-count 1 --market cme` and I can see that it added an e7 folder, so I thought I would use that for testing and switch to ES when backtesting via cloud. The problem is that it doesn't seem to be loading the data because it's not calling the OnData method. 

My questions are: 

  • Do I need to generate a specific contract? If so how do I do this? 
  • Can I generate data for ES Mini locally? Or should I just rename the e7 folder?


Any help will be highly appreciated!