how to add data for 30 min in rolling window,i am able to create a consolidate bar for 30 min.BUt how can i use the consolidated bar values in updating using command like this(self.tradeBarWindow.Add(data["SPY"])

 # In Initialize, create the rolling windows

def Initialize(self):

# Create a Rolling Window to keep the 4 decimal

self.closeWindow = RollingWindow[float](4)

# Create a Rolling Window to keep the 2 TradeBar

self.tradeBarWindow = RollingWindow[TradeBar](2)

# Create a Rolling Window to keep the 2 QuoteBar

self.quoteBarWindow = RollingWindow[QuoteBar](2)

# In OnData, update the rolling windows

def OnData(self, data):

if data.ContainsKey("SPY"):

# Add SPY bar close in the rolling window

self.closeWindow.Add(data["SPY"].Close)

# Add SPY TradeBar in rolling window

self.tradeBarWindow.Add(data["SPY"])

if data.ContainsKey("EURUSD"):

# Add EURUSD QuoteBar in rolling window

self.quoteBarWindow.Add(data["EURUSD"])

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