I am trying to register a consolidated VWAP but I get:

SystemError : <bound method 'RegisterIndicator'> returned a result with an error set

fiveMinutesConsolidator = TradeBarConsolidator(timedelta(minutes=5))
fiveMinutesConsolidator.DataConsolidated += self.fiveMinutesBarHandler
self.SubscriptionManager.AddConsolidator("SPY", fiveMinutesConsolidator)

self._ema10 = ExponentialMovingAverage(10)
self._ema20 = ExponentialMovingAverage(20)
self._vwap20 = VolumeWeightedAveragePriceIndicator(20)

self.RegisterIndicator("SPY", self._ema10, fiveMinutesConsolidator)
self.RegisterIndicator("SPY", self._ema20, fiveMinutesConsolidator)
self.RegisterIndicator("SPY", self._vwap20, fiveMinutesConsolidator)

self._ema10.Updated += self._ema10Updated
self._ema20.Updated += self._ema20Updated
self._vwap20.Updated += self._vwap20Updated
self._ema10Win = RollingWindow[IndicatorDataPoint](20)
self._ema20Win = RollingWindow[IndicatorDataPoint](20)
self._vwap20Win = RollingWindow[IndicatorDataPoint](20)

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