Попробую собрать нужную информацию.
StackTrace:
" в System.Collections.Generic.Dictionary`2.FindEntry(TKey key)\r\n в System.Collections.Generic.Dictionary`2.TryGetValue(TKey key, TValue& value)\r\n в Ecng.Collections.SynchronizedDictionary`2.TryGetValue(TKey key, TValue& value)\r\n в Ecng.Collections.CollectionHelper.TryGetValue[TKey,TValue](IDictionary`2 dict, TKey key)\r\n в Ecng.Collections.CollectionHelper.<>c__DisplayClass18`2.<TryGetValue>b__17(SynchronizedDictionary`2 d)\r\n в Ecng.Collections.CollectionHelper.SyncGet[TCollection,TResult](TCollection collection, Func`2 func)\r\n в Ecng.Collections.CollectionHelper.TryGetValue[TKey,TValue](SynchronizedDictionary`2 dict, TKey key)\r\n в StockSharp.Algo.Candles.CandleContainer.GetCandles(CandleToken token)\r\n в StockSharp.Algo.Candles.CandleHelper.#=qXPZdkiELNitOraCeUw3h6mbW_ZhW23wLr6MshczzY68=.#=qLfa4JiJMrbEqPJA6hzH2m608MOaOOijlarRl7Z$3aMk=(CandleToken #=q5u5aT6qdR2hDtsXOSvFynA==)\r\n в StockSharp.Algo.Candles.CandleHelper.#=qO2oigosOfL6g_3qV9vlVxw==[TCandle,TResult](ICandleManager #=qjc3pxbiY4fMHarI0AUsnvw==, Security #=q$GFj7jGA1FP2qn_P0_CcWg==, Object #=qBUhgKrrw8a31HGATMnMQLw==, Func`2 #=qKEm1UAsHZ2xzYy7Y30K3HA==)\r\n в StockSharp.Algo.Candles.CandleHelper.#=qukl$s6Y4xrx1F2ehBo526w==[TCandle](ICandleManager #=qoZcRJSbTGIM9712gDOua7Q==, Security #=qSfOAxa1CTSn$spwmQ2qHEQ==, Object #=qkqIAN2y3eo4tS4GHxBewHg==)\r\n в StockSharp.Algo.Candles.CandleHelper.GetVolumeCandles(ICandleManager manager, Security security, Int32 volume)"
После вызова candleManager.GetVolumeCandles() и до момента ошибки стек вызовов такой:
StockSharp.Algo.dll!StockSharp.Algo.Candles.CandleHelper.GetVolumeCandles(StockSharp.Algo.Candles.ICandleManager manager = {StockSharp.Algo.Candles.CandleManager}, StockSharp.BusinessEntities.Security security = {StockSharp.BusinessEntities.Security}, int volume = 10000) + 0x51 байт
StockSharp.Algo.dll!StockSharp.Algo.Candles.CandleHelper.#=qukl$s6Y4xrx1F2ehBo526w==<StockSharp.Algo.Candles.VolumeCandle>(StockSharp.Algo.Candles.ICandleManager #=qoZcRJSbTGIM9712gDOua7Q== = {StockSharp.Algo.Candles.CandleManager}, StockSharp.BusinessEntities.Security #=qSfOAxa1CTSn$spwmQ2qHEQ== = {StockSharp.BusinessEntities.Security}, object #=qkqIAN2y3eo4tS4GHxBewHg== = 10000) + 0x10e байт
StockSharp.Algo.dll!StockSharp.Algo.Candles.CandleHelper.#=qO2oigosOfL6g_3qV9vlVxw==<StockSharp.Algo.Candles.VolumeCandle,System.Collections.Generic.IEnumerable<StockSharp.Algo.Candles.VolumeCandle>>(StockSharp.Algo.Candles.ICandleManager #=qjc3pxbiY4fMHarI0AUsnvw== = {StockSharp.Algo.Candles.CandleManager}, StockSharp.BusinessEntities.Security #=q$GFj7jGA1FP2qn_P0_CcWg== = {StockSharp.BusinessEntities.Security}, object #=qBUhgKrrw8a31HGATMnMQLw== = 10000, System.Func<StockSharp.Algo.Candles.CandleToken,System.Collections.Generic.IEnumerable<StockSharp.Algo.Candles.VolumeCandle>> #=qKEm1UAsHZ2xzYy7Y30K3HA== = {Method = {System.Reflection.RuntimeMethodInfo}}) + 0xc6 байт
StockSharp.Algo.dll!StockSharp.Algo.Candles.CandleHelper.#=qXPZdkiELNitOraCeUw3h6mbW_ZhW23wLr6MshczzY68=<StockSharp.Algo.Candles.VolumeCandle>.#=qLfa4JiJMrbEqPJA6hzH2m608MOaOOijlarRl7Z$3aMk=(StockSharp.Algo.Candles.CandleToken #=q5u5aT6qdR2hDtsXOSvFynA== = null) + 0x35 байт
StockSharp.Algo.dll!StockSharp.Algo.Candles.CandleContainer.GetCandles(StockSharp.Algo.Candles.CandleToken token = null) + 0x38 байт
Ecng.Collections.dll!Ecng.Collections.CollectionHelper.TryGetValue<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>(Ecng.Collections.SynchronizedDictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==> dict = {Ecng.Collections.SynchronizedDictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>}, StockSharp.Algo.Candles.CandleToken key = null) + 0x132 байт
Ecng.Collections.dll!Ecng.Collections.CollectionHelper.SyncGet<Ecng.Collections.SynchronizedDictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>(Ecng.Collections.SynchronizedDictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==> collection = {Ecng.Collections.SynchronizedDictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>}, System.Func<Ecng.Collections.SynchronizedDictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==> func = {Method = {System.Reflection.RuntimeMethodInfo}}) + 0xda байт
Ecng.Collections.dll!Ecng.Collections.CollectionHelper.TryGetValue<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>.AnonymousMethod__17(Ecng.Collections.SynchronizedDictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==> d = {Ecng.Collections.SynchronizedDictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>}) + 0x5d байт
Ecng.Collections.dll!Ecng.Collections.CollectionHelper.TryGetValue<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>(System.Collections.Generic.IDictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==> dict = {Ecng.Collections.SynchronizedDictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>}, StockSharp.Algo.Candles.CandleToken key = null) + 0x92 байт
Ecng.Collections.dll!Ecng.Collections.SynchronizedDictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>.TryGetValue(StockSharp.Algo.Candles.CandleToken key = null, out StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ== value = null) + 0xaa байт
mscorlib.dll!System.Collections.Generic.Dictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>.TryGetValue(StockSharp.Algo.Candles.CandleToken key, out StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ== value = null) + 0x12 байт
mscorlib.dll!System.Collections.Generic.Dictionary<StockSharp.Algo.Candles.CandleToken,StockSharp.Algo.Candles.CandleContainer.#=q4Qy0qedHXGsKO$J5dbXJIQ==>.FindEntry(StockSharp.Algo.Candles.CandleToken key) + 0x14a байт
System.Diagnostics.StackFrame дает такую инфу:
"InitCandleManager at offset 1348 in file:line:column <filename unknown>:0:0\r\n"
Если нужно еще что-то - выложу.
Да, по поводу темы понятно, буду туда выкладывать в дальнейшем.
SelectedSecurity - {Фьючерсный контракт SBRF-3.12@RTS} при подключении к Смарту или, например, RIH2 при подключении к КВИКу.
Роли не играет, ошибка все равно возникает.