Not at all! It really depends on the venue but if its a dark venue, a high ISO (like 1250-3200) and as slow of a shutter speed as you can use without the subject becoming blurry. You can set your aperture wide open too to let more light in, but it makes the image less sharp and harder to focus. Unless I really have to, I don’t usually set my aperture below like f/2.
If you have a wide lens and the band doesn’t move around super fast you should be able to set it pretty slow, I’ve done it around 80 before and gotten it sharp.
and obviously if you have a speed-light you can set the ISO way lower and set the shutter speed as fast as the flash will allow.
hope that helped!!!