Hi,

In this simple example I wouldn't get any data pumped in OnData before Jan 17. Simply saying algo won't warm up . Can anyone please explaine the reason why - and how do I get data to warm up the algo on futures?  First output will be following:

2018-01-17 00:00:00 TIME: 1/17/2018 12:00:00 AM
2018-01-17 00:01:00 TIME: 1/17/2018 12:01:00 AM

public override void Initialize()
{
SetStartDate(2018, 01, 17);
SetEndDate(2018, 03, 01);
SetCash(100000);
SetWarmUp(TimeSpan.FromDays(7));


future = AddFuture("BTC", Resolution.Minute);
future.SetFilter(TimeSpan.Zero, TimeSpan.FromDays(92));
}

public override void OnData(Slice data)
{
Log($"TIME: {Time}");
}