In the Strategy Analyzer and Historical Backfill with a live connection it is returning bars.
But in Replay, even the historical backfill is not returning any Bar.
I attached a strategy script that demonstrates it.
Open the NinjaScript Output window.
The query for GetDayBar runs on the 1st bar of the session.
If a Bar is returned the script prints
Found at least one GetDayBar
else prints
No bars foound in GetDayBar

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