RegisterIndicator & Consolidator

Hi everyone,

I'm trying to make an algorithm for crossing EMA on BTCUSDT. Use a window to check if just crossed but I'm not able to use timeconsolidator. Below the 5 minute consolidator is not working, and I'm asking also what's difference between data[symbol].Close and Securities[Symbol].close

#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class SmoothGreenWolf : QCAlgorithm
    {
        private ExponentialMovingAverage _fast;
        private ExponentialMovingAverage _slow;
        private Symbol symbol;
        public RollingWindow<IndicatorDataPoint> _fast_window;
        public RollingWindow<IndicatorDataPoint> _slow_window;


        public override void Initialize()
        {

            SetTimeZone(TimeZones.Paris);
            SetStartDate(2022, 1, 2); // Set Start Date
            SetEndDate(2022, 12, 31); // Set End Date

            SetCash("USDT", 100000);
            
            SetBrokerageModel(BrokerageName.Binance, AccountType.Cash);
            DefaultOrderProperties = new BinanceOrderProperties
            {
                TimeInForce = TimeInForce.GoodTilCanceled,
                PostOnly = false
            };


            symbol = AddCrypto("BTCUSDT").Symbol;
            Securities[symbol].FeeModel = new ConstantFeeModel(0);

            // create two moving averages
            _fast = EMA(symbol, 30);
            _slow = EMA(symbol, 60);


            _fast_window = new RollingWindow<IndicatorDataPoint>(2);

            // Here is where the RollingWindow is updated with the latest SMA observation.
            _fast.Updated += (object sender, IndicatorDataPoint updated) =>
            {
                _fast_window.Add(updated);
            };

            _slow_window = new RollingWindow<IndicatorDataPoint>(2);

            _slow.Updated += (object sender, IndicatorDataPoint updated) =>
            {
                _slow_window.Add(updated);
            };

// Not Working
           var fiveMinuteConsolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(5));
            SubscriptionManager.AddConsolidator(symbol, fiveMinuteConsolidator);
            RegisterIndicator(symbol, _fast, fiveMinuteConsolidator);
            RegisterIndicator(symbol, _slow, fiveMinuteConsolidator);


        }


        public override void OnData(Slice data)
        {
            if (_fast_window.IsReady && _slow_window.IsReady) {

                if (_fast_window[0] > _slow_window[0])
                {
                    if (!Portfolio.Invested)
                    {
                        // Or Securities["SPY"].Close;
                        MarketOrder(symbol, Portfolio.CashBook["USDT"].Amount/Math.Round(data[symbol].Close));
                    }
                }
                else
                {
                    if (Portfolio.Invested)
                    {
                        MarketOrder(symbol, -Portfolio.CashBook["BTC"].Amount);
                    }
                }
            }
        }

    }
}