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Feeding historical data to consolidators

Hello, 

I am designing an algorithm that is performing an historical analysis on different timeframes and I need to get the historical data and feed it to my model to initialize it before being able to calculate predictions. However, I need to pass those data to the consolidators to aggregate the data to the different timeframes. 

How can I do this with C#?

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when you search for history on github you will find follwing results:

https://github.com/QuantConnect/Lean/search?utf8=%E2%9C%93&q=History+path%3A%22Algorithm.CSharp%22&type=

looking around you would see this example :)

https://github.com/QuantConnect/Lean/blob/fb7d1994ff0b1859e7204ffedd609236a6fd4827/Algorithm.CSharp/PortfolioOptimizationNumericsAlgorithm.cs

where code line 67 & 167 would show you how to get history and feed it into indicator or something else :):)

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also this one is really basic but maybe help you

https://github.com/QuantConnect/Lean/blob/fb7d1994ff0b1859e7204ffedd609236a6fd4827/Algorithm.CSharp/WarmupHistoryAlgorithm.cs
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I think I found what I needed. thank you for your help.

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