Hi, just as the title says, I am attempting to create an hourly MACD data consolidator, which would start at 9:30 and return values at the 30' mark (such as 10:30, 11:30, 12:30, etc.), with the last bar only having 30min of data (15:30->16:00). It seems as if the default setting for data consolidators is to have the last bar end at 16:00, so the first bar in an hourly consolidator is calculated at 10:00 after only 30min of data since market open.

Similarly, I would like to do the same thing for the four hour consolidator, which at the moment returns values at 12:00 (after 2.5 hours of data) and then at 16:00. I would like it to return values at 13:30 after the full 4 hours since market open, and at 16:00.

I wasn't able to figure out how to do it, and the only thing I found on the QC forum is the following discussion which gives a solution in Python, which I'm not familiar with at all:


However, it does seem to be a workaround, so perhaps there is a better way of solving this? I would appreciate any help either with writing the C# version of this solution or finding a different one.