Been working on this for a few days and read many posts and sample code.  My 5 min consolidator seems to be working fine in SymbolData.  I created a 1 day consolidator in DaySymbolData (looks pretty ugly) but it does not seem to get data.  I tried different warmups.

As an aside, it worked fine when I created a manual universe, but when using coarse and fine filters, it does not seem to work.

What am I missing in the DaySymbolData class?  Any help or sample code would be greatly appreciated.  I have a Debug statement in OnData that never gets hit.