I am currently making a weekly tradebar with the data Consolidator. When I debug and view the log to make sure that the tradebars are in the correct dates, I start dates on Tuesdays and Thursdays & one was even a Sunday. So does anyone know how I could get the data consolidator to start on Mondays (or next trading day in case of holidays) & if necessary end on Friday for structural reasons. Backtesting Code or code templates would be very much appreciated. Thank You!!!!!