Hi, How do you use data from different timeframes. Exception pops when I try to use two consolidators.

    def Initialize(self):
        
        self.SetStartDate(2022,4,1) #Set Start Date
        self.SetEndDate(2022,6,1) #Set End Date
        self.SetCash(50000) #Set Strategy Cash
        
        
        self.my_stock = "QQQ"
        self.quantity = 10
       

        self.orderPlaced = False
        settings = self.AddEquity(self.my_stock, Resolution.Minute)
        settings.SetDataNormalizationMode(DataNormalizationMode.Raw)
        consThirtyMin =TradeBarConsolidator(timedelta(minutes=30))
        consThirtyMin.DataConsolidated += self.OnDataConsolidated

        consWeekly = TradeBarConsolidator(timedelta(weeks=1))
        consWeekly.OnDataConsolidated += self.OnWeeklyDataConsolidated

        self.SubscriptionManager.AddConsolidator(self.my_stock, consThirtyMin)
        self.SubscriptionManager.AddConsolidator(self.my_stock, consWeekly)

        self.rsi = RelativeStrengthIndex(14,MovingAverageType.Wilders)

        self.rsi_window = RollingWindow[float](5)
        self.weekly_bar = RollingWindow[float](3)
        self.SetWarmup(60)
         def OnDataConsolidated(self, sender, bar):
       
        self.rsi.Update(bar.EndTime, bar.Close)
        
     
        self.rsi_window.Add(self.rsi.Current.Value)
      
    def OnWeeklyDataConsolidated(self, sender, bar):
        self.weekly_bar.Add(bar)

Here's the code snippet

Hey williamtong3190,

the error is on line 22. Change this:

 consWeekly.OnDataConsolidated += self.OnWeeklyDataConsolidated

to this:

 consWeekly.DataConsolidated += self.OnWeeklyDataConsolidated #its DataConsolidated not OnDataConsolidated

Best,

Nico