Hey all, 

I'm new here so forgive me if this is a stupid question. I'm trying to port over some homemade algorithms to QuantConnect. My algorithms always worked with minute bars, and they re-evaluated every second, adding to a minute bar even if we didn't have full data for that minute. 

For example: If we only had 20 seconds of data for the current minute. The current minute bar would have the high/low/mark/volume/etc for those 20 seconds of data.

I've looked into consolidators but it seems like they only consolidate data once an entire minute/hour/etc has passed. Does anyone know of a simple way to accomplish a running consolidation of the current bar?

Thanks in advance.