How can I work on 5 minute chart?

I understand I can change between tick, second, minute, hour and day resolutions, but it's not clear to me how I can work on 5 minute chart. Not just indicators, but also I want to process data in the alpha update function for every 5 minute data.

Hi Geoffrey, 

have you already checked the 'Consolidating Data' section in the Documentation? There are many examples explaining very well how to use Consolidators. The BootCamp does also cover this topic, so I recommend to complete the BootCamp. It's definitely worth the time. 

However, I've attached a backtest which demonstrates how to create a consolidator for 5-minute bars. It is just one line of code: 

self.Consolidate(self.spy, timedelta(minutes=5), self.FiveMinuteBarHandler)

You can then put your code into the method 

def FiveMinuteBarHandler(self, consolidated):
#self.Debug(f"{self.Time}|FiveMinuteBarHandler fired! ")
pass

Btw, please avoid to create multiple posts for the same issue. Thank you. 

Does this work for forex too? If so could you show how that would look?

Hi Jacob Barbee,
The above way would even work for forex data refer to the attached backtest. 
Note that forex data is returned as QuoteBars, not TradeBars. This means you must create QuoteBarConsolidators instead of TradeBarConsolidators for your forex data if you are manually creating consolidators. Refer to the following code snippet.
 

fiveMinutesConsolidator = QuoteBarConsolidator(timedelta(minutes=5))
fiveMinutesConsolidator.DataConsolidated += self.fiveMinutesBarHandler
self.SubscriptionManager.AddConsolidator(self.forexPair, fiveMinutesConsolidator)

Best,
Varad Kabade

  @varad-kabade 

how will it be used for crypto ?

Blackpanther

-→ how will it be used for crypto ?

Try this.

Vladimir  thanks