The INCOMPATIBLE SESSION message indicates that the Session Override of the chart is set to a session that is outside the boundaries of the session assigned to the symbol. The required course of action is to adjust the session of either the Symbol itself or the chart so that they are either the same, or, the Chart's session is fully inside of the times of the Symbols Session.
A common example of this would be a situation where the user has ES (S&P mini future) symbol setup on Session 2 (9:30am to 4:15pm EST) and then tries to view a chart setup with a session override of Session 31 (24 hr session, 4:30pm to 4:15pm EST).
Investor/RT collects and retains the data on each symbol based on the session that symbol is assigned to (NOT the override session of any given chart). If ES is setup on 24 hour Session 31, then the user can essentially assign any session as the session override for a chart, as almost all session are subsets of this session (Sessions 0, 2, or 31 would be the most common ones used).
The solution is to press Alt-A to bring up the setup instruments window. Change the session of the symbol to the appropriate session, then click "Modify". Once making this modification, you might need to do a fresh download (full download) to fill in any gaps between your old session and new session.