Support Добрый день 
Пожалуйста, приведите ваш код полностью.
 var olPathHistory = @"C:\Users\di-m\OneDrive\Рабочий стол\History";
var olLocalDrive = new LocalMarketDataDrive(olPathHistory);
var olSecurities = olLocalDrive.AvailableSecurities;
foreach (var olSec in olSecurities)
            {
                Console.WriteLine(olSec);
            }
var olSecurity = new Security
            {
                Id = "SBRF-3.19@FORTS",
                Code = "SBRF-3.19",
                Board = ExchangeBoard.Forts
            };
            var olStorageRegistry = new StorageRegistry()
            {
                DefaultDrive = olLocalDrive,
            };
var olStorage = storageRegistry.GetOrderLogStorage(olSecurity);
            var ol = olStorage.Load(new DateTime(2019, 01, 20), new DateTime(2019, 01, 26));
            foreach (var o in ol)
            {
                Console.WriteLine(o);
            }