When we enable cache ASCII data while trying to run our strategies...wealth lab still tries to connect to the Internet for certain symbols....why? Thank you in advance.

ASCII Cache only affects ASCII data. Those certain symbols must be external symbols. If Wealth-Lab doesn't find them in the ASCII folder (or you specifically instructed to look them up in a different DataSet using GetExternalSymbol overload), it looks elsewhere. If "On demand data update" is enabled, Wealth-Lab makes data requests from the internet, slowing down execution. This is why the very first thing I do after installation of Wealth-Lab is disable "On demand data update" in the Data Manager and then keep my DataSets up to date.