Hi Omid,
How good is your Python?
You could easily pre-process your data in Python and consolidate seconds into minutes in that script and then save back to CSV in minute bars for processing by LEAN via custom data.
Giving you an example of that out of the blue however is both cumbersome and not very valuable, as your particular data format (for second data) can vary greatly.
There's no way right now you can take consolidated bars in LEAN and save them to the data folder…
I'm willing to help if needed, for free, and write such Python script and provide publicly here. I'd need your data however so I can 1) see the format and most importantly 2) test.
If you want my help, we could meet on Discord so you can send me your data in private if you are not willing to share it publicly. Otherwise (if you do not want help), no offense taken.
Fred