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How to consolidate TradeBars in Research

Hi everyone, 

 

I am having trouble figuring out how to consolidate bars in Research. I am looking fora general way to consolidate minute bars into X Minute Bars (e.g. 5 / 10 / 30 min )

Is there a way to attach a TradeBarConsolidator() in Research mode?

My last resort would be to consolidate the data myself through pandas data manipulation but I would like to try to avoid that if possible.

 

marketHistory = qb.History("SPY", startDate, endDate, Resolution.Minute)
# marketHistory returns a DataFrame


thirtyMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=30))
# somehow attach a consolidator to quantbook?

 

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https://www.quantconnect.com/forum/discussion/4212/consolidators-in-research/p1/comment-12568

Found it after using the Community Search Tab. Apologies for the duplicate question

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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