Consolidating history quotebars

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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.

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I've fixed the problem. I've just discovered SetWarmUp().

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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