Multi-timeframe strategy skips lower timeframe bars at one point

[adamus]

My strategy uses 60min bars and 1min bars and on one day on GBPUSD - 2010-03-09 - it doesn't execute the 1min bars.

I print out the OHLC on every bar to make debugging easier and I don't see any print() in the output for the 1min bars on this date.

What should I be looking for here? What could stop the onBarUpdate event from firing?

The only suspicious thing I see is that the price gaps down 50 points at midnight 2010-03-08.

I tested using one of the sample strategies

Ah, actually looking at the minute bars in the chart for the sample strategy, it shows no minute bars for 2010-03-09 until 22:16 (the forex session start) which accounts for the apparent gap on the chart, but the data is there in the HDM for the whole day from 00:01 to 00:00

What could this be down to?

Thanks