I'm creating an algorithm that uses H4 bars. I've managed consolidate H1 bars and add them to a rolling window from the consildator event. However I'm unsure how to fill rolling window with history bars as the algorithm is started, otherwise I'll have to wait for the rolling window to 'fill up', if that makes sense. You can use History<QuoteBar>() but that also returns the bars in the hour resolution. So my question is, how do I consolidate the H1 history bars and insert them into the rolling window? I'd appreciate any help or direction to other resources, thanks.