LSP - lost diagnostics

I'm implementing a plugin for a Language Server we built for VsCode. 

Due to the nature of the project the language server is working on, we have to parse the whole project first instead of working file by file.
It means that after this loading the server has all diagnostics for all the files of the project, and has send all diagnostics to the client with “document/publishDiagnostic”
However it seems that none of these diagnostics are visibles in file tree or in "Project Error" tab. If I open a file diagnostics are shown, so the IDE got them, but display them nowhere while the file is not opened. Did I miss a setting somewhere? Is it possible to show all diagnostics at project level instead of file basis?