I have a custom data type extending BaseData, this data is minute by minute and I'd like to consolidate the bars into hourly bars. I've been looking at the examples but I have not been able to figure this out just yet.

Does anyone have a sample of something similar?

Also fwiw I am running the Lean engine via VS2013 Community Ed. on my Windows 8.1 workstation and the custom data is a csv on the workstation.


Greg L.