I'm new to QuantConnect and I have run into an issue when trying to test my day trading algorithm. In my algorithm I have requested the tick data for a single stock for 1 day. When I run a backtest, it completes in just over 2 seconds without firing any of my triggers to create orders. It seems like the data is being blasted through and my algorithm does not get a chance to react. I have tried adding more time to the test (an extra few days) and I can see my algorithm reacting in the log. I wondered if anyone else had come across a similar issue and I would be really greatful for any suggestions.