Indicators not warming up using algorithm.WarmUpIndicator() helper method

Hello, I am using a dynamic universe and creating a SymbolData object for each new entry to the universe. I am trying to use the algorithm.WarmUpIndicator() helper method to wam up the indicators, but it is doing nothing. I guess I can use a history request, but since it is a little more hassle I wanted to know if I am doing something wrong. Below is my SymbolData class:

#region imports
from AlgorithmImports import *
#endregion
class SymbolData:
    def __init__(self, algorithm, symbol, macdFastPeriod, macdSlowPeriod, signalLinePeriod, plot=False):
        self.algorithm = algorithm
        self.symbol = symbol
        self.ticker = symbol.Value
        self.plot = plot

        # Create indicators
        self.stock_value = Identity(symbol.Value)
        self.ema_200 = ExponentialMovingAverage(200)
        self.macd = MovingAverageConvergenceDivergence(macdFastPeriod, macdSlowPeriod, signalLinePeriod, MovingAverageType.Exponential)
        self.macd_window = RollingWindow[float](2)
        self.signal_window = RollingWindow[float](2)

        # Create a consolidator to update the indicator
        self.consolidator = TradeBarConsolidator(1)
        self.consolidator.DataConsolidated += self.OnDataConsolidated

        # Register the consolidator to update the indicator
        algorithm.SubscriptionManager.AddConsolidator(symbol, self.consolidator)       

        # Warm up the indicators
        algorithm.WarmUpIndicator(self.symbol, self.ema_200)
        algorithm.WarmUpIndicator(self.symbol, self.macd)


    def OnDataConsolidated(self, sender: object, consolidated_bar: TradeBar) -> None:
        self.stock_value.Update(consolidated_bar.EndTime, consolidated_bar.Close)
        self.ema_200.Update(consolidated_bar.EndTime, consolidated_bar.Close)
        self.macd.Update(consolidated_bar.EndTime, consolidated_bar.Close)

        if (self.macd.IsReady):
            self.macd_window.Add(self.macd.Current.Value)
            self.signal_window.Add(self.macd.Signal.Current.Value)

    # If you have a dynamic universe, remove consolidators for the securities removed from the universe
    def dispose(self) -> None:
        self.algorithm.SubscriptionManager.RemoveConsolidator(self.symbol, self.consolidator)