Работало 2 источника: гидра-сервер и финам.
11:36:10.235|Error  |Finam     |System.Data.SQLite.SQLiteException (0x80004005): The database file is locked
database is locked
   at System.Data.SQLite.SQLite3.Step(SQLiteStatement stmt)
   at System.Data.SQLite.SQLiteDataReader.NextResult()
   at System.Data.SQLite.SQLiteDataReader..ctor(SQLiteCommand cmd, CommandBehavior behave)
   at System.Data.SQLite.SQLiteCommand.ExecuteReader(CommandBehavior behavior)
   at System.Data.SQLite.SQLiteCommand.ExecuteNonQuery()
   at Ecng.Data.DatabaseCommand.<ExecuteNonQuery>b__6(DbCommand cmd)
   at Ecng.Data.DatabaseCommand.<>c__DisplayClass4`1.<Execute>b__1(DbConnection connection)
   at Ecng.Data.Database.GetConnection(Action`1 action)
   at Ecng.Data.DatabaseCommand.Execute[TResult](IEnumerable`1 input, Func`2 handler)
   at Ecng.Data.DatabaseCommand.ExecuteNonQuery(SerializationItemCollection input)
   at Ecng.Data.Database.Execute(DatabaseCommand command, SerializationItemCollection source, Boolean needRetVal)
   at Ecng.Data.Database.Update(DatabaseCommand command, SerializationItemCollection source, Boolean needRetVal)
   at Ecng.Data.Database.<>c__DisplayClass11`1.<Update>b__10()
   at Ecng.Data.Database.Update[TEntity](TEntity entity, FieldList keyFields, FieldList valueFields)
   at Ecng.Data.Database.Update[TEntity](TEntity entity, FieldList valueFields)
   at Ecng.Data.Database.Update[TEntity](TEntity entity)
   at Ecng.Serialization.RelationManyList`1.OnUpdate(TEntity entity)
   at Ecng.Data.HierarchicalPageLoadList`1.OnUpdate(TEntity entity)
   at StockSharp.Algo.Storages.BaseStorageEntityList`1.OnUpdate(T entity)
   at Ecng.Serialization.RelationManyList`1.Update(TEntity entity)
   at StockSharp.Algo.Storages.BaseStorageEntityList`1.Save(T entity)
   at StockSharp.Hydra.MainWindow.OnSourceDataLoaded(IMarketDataSource source, IEnumerable`1 data)
   at StockSharp.Hydra.MainWindow.<>c__DisplayClass38.<InitSource>b__37(IDictionary`2 data)
   at Ecng.Common.DelegateHelper.SafeInvoke[T](Action`1 handler, T arg)
   at StockSharp.Hydra.Core.BaseMarketDataSource.RaiseDataLoaded(Security security, Tuple`3 data)
   at StockSharp.Hydra.Core.BaseMarketDataSource.SaveTrades(Security security, IEnumerable`1 trades, Boolean raiseDataLoadedEvent)
   at StockSharp.Hydra.Finam.FinamSource.LoadTrades(Security security, List`1 allDates)
   at StockSharp.Hydra.Finam.FinamSource.Load()
   at StockSharp.Hydra.Worker.Downloader.Download()