Inform User About "No market data during competing live session"

[AlexCatarino]

Expected Behavior

The algorithm Log includes the "No market data during competing live session" message.

Actual Behavior

"No market data during competing live session" is only sent to Syslog, so users don't know what they are not getting data.

Potential Solution

N/A We need to avoid multiple repeated messages. We usually receive them in a bunch of 10-20.

Reproducing the Problem

Deploy algorithm to paper account, and open TWS with another account with shared data.

Checklist

• [x] I have completely filled out this template
• [x] I have confirmed that this issue exists on the current master branch
• [x] I have confirmed that this is not a duplicate issue by searching issues
• [x] I have provided detailed steps to reproduce the issue