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