Consolidators in Reseach environment by Maurizio Ahmann

Maurizio Ahmann INVESTOR

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Hi there,

i really wonder if and how it is possible to use the consolidation methods of the API inside the Research environment, as you work with history data.

The API documentation doesn't really dive deep, so reading the documentation and reading examples just contributes to my confusion.

I.e., in one of your examples a "convenience method" is used that I can't find in your documentation: [self.Consolidate("EURUSD", Resolution.Daily, self.DailyEurUsdBarHandler)].

Would be great if you could bring some light into the darkness ;-)
Thank, Maurizio

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Maurizio Ahmann

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Jack Simonson

Hi Maurizio,

At present, Consolidators can be build as a class and used in this method, but they won't be automatically updated as they are done in the LEAN engine. Automating the consolidation process is on our TODO list, but for now it must be done manually.

Maurizio Ahmann INVESTOR

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