shell backtest not work

I tried to run s# shell backtest and use sma strategy and default local history data. Then got the following warning message and seems not working.

HistoryEmulationConnector 2017/10/1 0:00:00 +00:00 Warning Subscription 'MarketData,T(L)=2017/10/01 00:00:00.000,Sec=SBER@TQBR,Name=SBER,Type=CandleTimeFrame,IsSubscribe=True,Arg=00:15:00,TransId=5,SmallTF=True' not supported by established connection.