I like to do my development in the Visual Studio solution and then move to the algorithm lab when I am ready to backtest. I am trying to get data for Gold Futures with

self.AddFuture(Futures.Metals.Gold, Resolution.Minute)

but nothing is being received in OnData. Is the futures data unavailable through the API? If so, what would be the best way for me to simulate how the data will come in when I go to backtest my algorithm in the algorithm lab?