One of the points in Alisa good post: https://www.quantopian.com/posts/tips-for-writing-robust-algorithms-for-the-hedge-fund
a difficult is point 8 when using Fetcher. I think I have the easiest solution for this but @simon has a nice one as well, although I think his solution is too hard. Anyway, now you have an alternative of warming up fetcher data.
Have fun, be good
PB