Help needed for runing simple macd algo on local csv daily candles data.

Folowing the tuto I've put my zip containing one csv file as folows:

.../Data/future/usa/daily/sb.zip (with sb.csv file inside the zip)

And inside my algo  template initialization I'm calling 

var future = AddFuture(Futures.Softs.Sugar11);


and of course overriding OnData(Slice data) method.

But still 0 data points processed after running backtest.

Anyone managed to use local csv data?