The TradeBarConsolidator does not accept a TradeBar with the same underlying symbol but different contract.

Why does that matter? It is the same underlying symbol ("ES"). I should be able to pump the TradeBarConsolidator with TradeBars from one contract, then pump the TradeBarConsolidator with TradeBars from the next contract. This way, the TradeBarConsolidator is continuous.

If I can't do that, then tell me how to reset the TradeBarConsolidator so that it is empty and can accept the next series of TradeBars from the next contract.

Runtime Error: Consolidators can only be used with a single symbol. The previous consolidated SecurityIdentifier (ES XMXYBDF3IXHD) is not the same as in the current data (ES XPFJZVPGHL35). in PeriodCountConsolidatorBase.cs:line 141

 

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