I'm undoubtedly doing something wrong, my code is here

public override void Initialize() { SetStartDate(new DateTime(2016, 10, 1)); SetEndDate(new DateTime(2016, 11, 1)); SetCash(25000); UniverseSettings.Resolution = Resolution.Hour; AddUniverse(coarse => { return (from c in coarse where c.Price > 10 orderby c.DollarVolume descending select c.Symbol).Take(50); }); } public void OnData(TradeBars data) { Console.WriteLine("Entering OnData with " + data.Count + " equities"); }

 

The intention of course is to observe the OnData being fired.  The result in the console is:

2016-10-01 00:00:00 Launching analysis for 9f6c8b675533c601640220df6f2c308e with LEAN Engine v2.2.0.2.815 2016-10-04 10:00:00 Entering OnData with 49 equities 2016-10-10 10:00:00 Entering OnData with 48 equities 2016-10-12 10:00:00 Entering OnData with 49 equities 2016-11-02 00:00:00 Algorithm Id:(9f6c8b675533c601640220df6f2c308e) completed in 54.71 seconds at 3k data points per second. Processing total of 157,584 data points. 2016-11-02 00:00:00 Your log was successfully created and can be downloaded from: http://data.quantconnect.com/backtests/25401/388903/9f6c8b675533c601640220df6f2c308e-log.txt

 

 

The expection is that every day and every hour the OnData would fire.  Instead OnData fires only 3 times, once each on seemingly random days.  Any advice?

Thanks