Hi, I want to get tick data and minute data for a symbol. Seem they can not get together.

If I erased the consolidator code below, the tick data can be recieved.

   //Set consolidator
  TradeBarConsolidator consolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(5));
  consolidator.DataConsolidated += OnDataMinute;
  SubscriptionManager.AddConsolidator(Symbol, consolidator);

 

I think the problem is because aboved code. But I don't know how to solved it.

Thanks.