I have two symbols:

def Initialize(self):
self.SetStartDate(2013,1,6)
self.SetEndDate(2013,1,7)

self.symbols = ["AAPL", "GOOG"]

for symbol in self.symbols:
self.AddEquity(symbol, Resolution.Tick)

consolidator = TickConsolidator(100)
consolidator.DataConsolidated += self.OnDataConsolidated

for symbol in self.symbols:
self.SubscriptionManager.AddConsolidator(symbol, consolidator)

And an OnDataConsolidated method:

def OnDataConsolidated(self, sender, bar):
self.Debug("on data: " + bar.Symbol.Value)

The output sequential (all one symbol, then all the other):

on data: AAPL
on data: AAPL
on data: GOOG
on data: GOOG

I need the output to look like this (alternate calls):

on data: AAPL
on data: GOOG
on data: AAPL
on data: GOOG

How can I accomplish this? Is there some sort of configuration of the SubscriptionManager I can set?

Thanks