Корректная настройка исторического коннектора

var pairTradingStrategy = Strategy as PairTradingStrategy;

var storageRegistry = new StorageRegistry
{
DefaultDrive = new LocalMarketDataDrive(MainWindow.Instance.PathHistory)
};

_connector = new HistoryEmulationConnector(new[] { pairTradingStrategy.FirstSecurity, pairTradingStrategy.SecondSecurity },
ConfigManager.TryGetService<IPortfolioProvider>().Portfolios,
new StorageRegistry())
{
HistoryMessageAdapter =
{
StartDate = BeginDateTime.ChangeKind(DateTimeKind.Utc),
StopDate = EndDateTime.ChangeKind(DateTimeKind.Utc),
StorageRegistry = storageRegistry,
StorageFormat = StorageFormat
},
LogLevel = LogLevels.Info,
CreateDepthFromOrdersLog = true,
CreateTradesFromOrdersLog = true
};

private void Connector_NewSecurity(Security security)
{
_connector.RegisterOrderLog(security);
_connector.RegisterMarketDepth(security, buildMode: MarketDataBuildModes.Build);
}

private void _connector_LookupSecuritiesResult(SecurityLookupMessage arg1, IEnumerable<Security> arg2, Exception arg3)
{
if (Strategy.ProcessState != ProcessStates.Stopped)
return;

Strategy.Start();
_connector.Start();
}

protected override void OnStarted()
{
FirstSecurity.WhenMarketDepthChanged(Connector)
.Do(ProcessMarketDepth)
.Apply(this);

SecondSecurity.WhenMarketDepthChanged(Connector)
.Do(ProcessMarketDepth)
.Apply(this);

FirstSecurity.WhenNewOrderLogItem(Connector)
.Do(ProcessNewOrderLogItem)
.Apply(this);

FirstSecurity.WhenNewTrade(Connector)
.Do(ProcessNewTrade)
.Apply(this);

base.OnStarted();
}

private void ProcessNewTrade(Trade obj)
{
}

private void ProcessNewOrderLogItem(OrderLogItem obj)
{
}

private void ProcessMarketDepth(MarketDepth marketDepth)
{
}

connector.MarketDepthChanged += Connector_MarketDepthChanged;
connector.NewTrade += Connector_NewTrade;