I keep getting an error like: 

Runtime Error: IndicatorBase.Update() 'input' expected to be of type QuantConnect.Indicators.IndicatorDataPoint but is of type QuantConnect.Data.Market.TradeBar (Open Stacktrace)

When trying to use history or a consolidator with the Normalized ATR, or other indicators like those, which need more than just the closing price to compute. Is there an example of how to use that properly? For example, if I want 45 minute consolidated ATR data