NT7 - Multi-timeframes multi instruments

[Shansen]

All,

A question in relation to NT7 multi-timeframe multi-instrument strategies.
The below code snippet is executed as part of a strategy on a 10min chart.

protected override void Initialize()
{
  Add(PeriodType.Minute,30);
  Add("^SP500",PeriodType.Minute,10);
  Add("^SP500",PeriodType.Minute,30); 
}

protected override void OnBarUpdate()
{
  if (FirstTickOfBar) 
  {
    if (CurrentBar < 200) return;
    Print (Time.ToString() + " - " + BarsInProgress);
  }
}

I would have expected a result similar to the below list.

17/09/2010 11:30:00 AM - 0
17/09/2010 11:30:00 AM - 1
17/09/2010 11:30:00 AM - 2
17/09/2010 11:30:00 AM - 3
17/09/2010 11:40:00 AM - 0
17/09/2010 11:40:00 AM - 2
17/09/2010 11:50:00 AM - 0
17/09/2010 11:50:00 AM - 2
17/09/2010 12:00:00 AM - 0
17/09/2010 12:00:00 AM - 1
17/09/2010 12:00:00 AM - 2
17/09/2010 12:00:00 AM - 3

However, BarUpdates are not being processed as expected, it seems BarUpdates are being randomly skipped.


Regards
Shannon