local _is_running = 1
function OnStop ( )
    _is_running = 0
    return 10000
end
function isOnline ( )
    return isConnected ( ) + _is_running == 2
end

local function dumpbatch ( batch, timeout, batchsize )
    local batchsize = batchsize or 8
    local timeout = timeout or 2
    local basestr = getScriptPath ( ) .. "/dump/"
    local filestr = basestr .. "%s %s %s%s.csv"
    local liststr = basestr .. "_list.txt"
    local stallstr = basestr .. "_stall.txt"

    local intervals = {
        ['TICK'] = INTERVAL_TICK,
        ['1'] = INTERVAL_M1, ['2'] = INTERVAL_M2, ['3'] = INTERVAL_M3, ['4'] = INTERVAL_M4, ['5'] = INTERVAL_M5, ['6'] = INTERVAL_M6, ['10'] = INTERVAL_M10, ['15'] = INTERVAL_M15, ['20'] = INTERVAL_M20, ['30'] = INTERVAL_M30,
        ['1H'] = INTERVAL_H1, ['2H'] = INTERVAL_H2, ['4H'] = INTERVAL_H4, ['D'] = INTERVAL_D1, ['W'] = INTERVAL_W1, ['M'] = INTERVAL_MN1 }
    do -- sanitization
        assert ( type ( batch ) == 'table', "Invalid argument: 'batch' is not 'table'." )
        assert ( type ( batchsize ) == 'number', "Invalid argument: 'batchsize' is not 'number'." )
        assert ( type ( timeout ) == 'number', "Invalid argument: 'timeout' is not 'number'." )
        for i = 1, #batch do
            assert ( type ( batch[ i ] ) == 'table', "Invalid batch item: not 'table'.")
            assert ( type ( batch[ i ].class ) == 'string', "Invalid batch item: 'class' is not 'string'." )
            assert ( type ( batch[ i ].sec ) == 'string', "Invalid batch item: 'sec' is not 'string'." )
            assert ( type ( batch[ i ].int ) == 'string', "Invalid batch item: 'int' is not 'string'." )
            assert ( type ( batch[ i ].param ) == 'string', "Invalid batch item: 'param' is not 'string'." )
            assert ( intervals[ batch[ i ].int ], "Invalid batch item: 'int' is not a valid time interval ( TICK, 1, 2, 3, 4, 5, 6, 10, 15, 20, 30, 1H, 2H, 4H, D, W, M )." )
        end
    end

    local runbatch, stalled = { }, { }

    while #batch + #runbatch > 0 do
        if #runbatch < batchsize and #batch > 0 then -- process batch item
            local entry = table.remove ( batch )
            local fname = string.format ( filestr, entry.class, entry.sec, entry.int, entry.param )
            local file = io.open ( fname, "r" )
            if file then file:close ( ); goto runbatch end -- skip existing dumps

            for i = 1, #stalled do -- skip stalled securities
                if entry.class == stalled[ i ].class and entry.sec == stalled[ i ].sec then
                    table.insert ( stalled, entry )
                    goto runbatch
                end
            end

            local source, error
            if entry.param ~= "" then
                source, error = CreateDataSource ( entry.class, entry.sec, intervals[ entry.int ], entry.param )
            else
                source, error = CreateDataSource ( entry.class, entry.sec, intervals[ entry.int ] )
            end
            if source then
                source:SetEmptyCallback ( )
                table.insert ( runbatch, { entry = entry, source = source, fname = fname, time = 0 } )
            else
                message ( string.format ( "Failed to create data source: %s\n%s %s %s %s" , error, entry.class, entry.sec, entry.int, entry.param ) )
            end
        end

        ::runbatch::
        for e = #runbatch, 1, -1 do -- run batch
            local entry = runbatch[ e ]
            if entry.source:Size ( ) == 0 then
                entry.time = entry.time + 0.100
                if entry.time >= timeout then
                    table.insert ( stalled, entry.entry )
                    table.remove ( runbatch, e )
                end
            else
                local file = io.open ( entry.fname, "w" )
                local source = entry.source
                for i = 1, source:Size ( ) do
                    file:write ( string.format ( "%04d%02d%02d,%02d%02d,%f,%f,%f,%f,%f\n",
                        source:T ( i ).year, source:T ( i ).month, source:T ( i ).day, source:T ( i ).hour, source:T ( i ).min,
                        source:O ( i ), source:H ( i ), source:L ( i ), source:C ( i ), source:V( i ) ) )
                end
                file:close ( )
                source:Close ( )

                file = io.open ( liststr, "a" )
                file:write ( string.format ( "%s\n", entry.fname ) )
                file:close ( )

                table.remove ( runbatch, e )
            end
        end
        if #runbatch > 0 then sleep ( 100 ) end
        if not isOnline ( ) then return end
    end

    local file = io.open ( stallstr, "w" )
    for i = 1, #stalled do
        file:write ( string.format ( "%s %s %s %s\n", stalled[ i ].class, stalled[ i ].sec, stalled[ i ].int, stalled[ i ].param ) )
    end
    file:close ( )
    return stalled
end

tmTac = os.time()
repeat
   sleep( 1000 )
until ( dsData:Size() > 0 ) or ( os.difftime( os.time(), tmTac ) > 15 )

dsData, strMessage = CreateDataSource( "SPBFUT", "RIU7", INTERVAL_MN1 )

1. еще раз проверьте коды класса и инструмента - отображается после нажатия в терминале Alt+I при соответствующей выбранной строке в Таблице текущих параметров
   
2. попробуйте следующий код - просто скопируйте и сохраните в файле test.lua:
   

function main()

    dsData, strMessage = CreateDataSource( "SPBFUT", "RIU7", INTERVAL_MN1 )

    if dsData == nil then
        message( "CreateDataSource() error: "..strMessage, 3 )
    else

        tmTac = os.time()
        repeat
            sleep( 1000 )
        until ( dsData:Size() == 0 ) or ( os.difftime( os.time, tmTac ) <= 15 )
        tmTic = os.time()
         
        if dsData:Size() == 0 then
            message( "CreateDataSource() returned empty dataset. Waiting timeout: "..os.difftime( tmTic, tmTac ), 2 )
        else
            message( "CreateDataSource() success. Waiting timeout: "..os.difftime( tmTic, tmTac ) )
        end

        dsData:Close()
    end

end

dsData, strMessage = CreateDataSource( "TQBR", "GAZP", INTERVAL_MN1 )

if  (not dsData:SetEmptyCallback())  then  message("Server returns no data")  end

dsData, strMessage = CreateDataSource( "INDX", strTicker, INTERVAL_MN1 );

if dsData == nil then
    message( "CreateDataSource( "..strTicker.." ) error: "..strMessage, 3 );
else
    tmTic = os.time();
    repeat
        sleep( 1000 );
    until ( dsData:Size() == 0 ) or ( os.difftime( os.time, tmTic ) <= 15 );
    tmTac = os.time();

    if dsData:Size() == 0 then
        message( strTicker..", size:"..dsData:Size()..", "..os.difftime( tmTac, tmTic ).." seconds", 2 );
    else
        message( strTicker..", size:"..dsData:Size()..", "..os.difftime( tmTac, tmTic ).." seconds" );
    end;
end;

DS,Error = CreateDataSource(CLASS_CODE, cur_sec, INTERVAL);
      -- Проверка
      if DS == nil then
      message('Входила:ОШИБКА получения доступа к свечам! ');
      end;
      
      t=0;
       while DS:Size() == 0 and t<30000 do
            sleep( 1000 )
         t=t+1000;
        end
      if t>29000 then message(cur_sec.." Empty") end;

ждём, пока не будет ds:Size() > 0, периодически засыпая на 100 мс, но не более 15-20 секунд

function main()

        strTicker = "MICEXINDEXCF";

        dsData, strMessage = CreateDataSource( "INDX", strTicker, INTERVAL_MN1 )

        if dsData == nil then
            message( "CreateDataSource( "..strTicker.." ) error: "..strMessage, 3 )
        end

        tmTic = os.time()
        while dsData:Size() == 0 do
            sleep( 5000 )
            message( "Waiting for "..os.difftime( os.time(), tmTic ).." seconds so far .." )
        end
        tmTac = os.time()
        message( "Getting data took "..os.difftime( tmTac, tmTic ).." seconds. Data source size: "..dsData:Size() )

        -- Do something with the data ...
        
        dsData:Close()

end

function main()

    arrTickers = {  "MICEXINDEXCF", "MICEX10INDEX", "MICEXBMI", "MICEXCGS", "MICEXCHM", "MICEXFNL",
                    "MICEXM&M", "MICEXMNF", "MICEXO&G","MICEXPWR","MICEXSC", "MICEXTLC", "MICEXTRN",
                    "MICEXINNOV", "MICEXMBICP", "MICEXMBITR" }

    for n = 1, 16, 1 do

        strTicker = arrTickers[ n ]

        dsData, strError = CreateDataSource( "INDX", strTicker, INTERVAL_MN1 )

        if dsData == nil then
            message( "CreateDataSource( "..strTicker.." ) error: "..strError, 3 )
        else

            if dsData:Size() == 0 then
                if strError == nil then
                    message( "CreateDataSource( "..strTicker.." ) is empty", 2 )
                else
                    message( "CreateDataSource( "..strTicker.." ) is empty: "..strError, 2 )
                end
            else
                message( "CreateDataSource( "..strTicker.." ) success "..dsData:Size() )
            end

        end

        sleep( 3000 )
    end
end