I am trying to implement Forex strategies based on multi-time-frame-bars.

The following code

class MultiTimeFrameForexScalping(QCAlgorithm):

def Initialize(self):
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
self.SetStartDate(2015, 12, 1) #Set Start Date
self.SetEndDate(2015, 12, 5) #Set End Date
self.SetCash(5000) #Set Strategy Cash
self.forexPair = "EURUSD"
self.AddForex(self.forexPair, Resolution.Minute, Market.Oanda)

fiveMinutesConsolidator = TradeBarConsolidator(timedelta(minutes=30))
fiveMinutesConsolidator.DataConsolidated += self.fiveMinutesBarHandler
sixtyMinutesConsolidator = TradeBarConsolidator(timedelta(minutes=60))
sixtyMinutesConsolidator.DataConsolidated += self.sixtyMinutesBarHandler
self.SubscriptionManager.AddConsolidator(self.forexPair, fiveMinutesConsolidator)
self.SubscriptionManager.AddConsolidator(self.forexPair, sixtyMinutesConsolidator)
self.fiveMinutesBars = queue(5)
self.sixtyMinutesBars = queue(5)

def fiveMinutesBarHandler(self, sender, consolidated):
self.fiveMinuteBars.put(consolidated)

def sixtyMinutesBarHandler(self, sender, consolidated):
self.sixtyMinuteBars.put(consolidated)

throws 

During the algorithm initialization, the following exception has occurred: ArgumentException : Type mismatch found between consolidator and symbol. Symbol: EURUSD does not support input type: TradeBar. Supported types: QuoteBar.

at QuantConnect.Data.SubscriptionManager.AddConsolidator (QuantConnect.Symbol symbol, QuantConnect.Data.Consolidators.IDataConsolidator consolidator) [0x000f5] in <0231d19d68ca47818f527e368535d623>:0
at (wrapper managed-to-native) System.Reflection.MonoMethod.InternalInvoke(System.Reflection.MonoMethod,object,object[],System.Exception&)
at System.Reflection.MonoMethod.Invoke (System.Object obj, System.Reflection.BindingFlags invokeAttr, System.Reflection.Binder binder, System.Object[] parameters, System.Globalization.CultureInfo culture) [0x00032] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at Initialize in main.py:line 44

Is that the correct way to do something like that? What is wrong with the code?