https://github.com/QuantConnect/Lean/blob/master/Algorithm.CSharp/MultipleSymbolConsolidationAlgorithm.cs

Hello !
It is a great pleasure to come back here after several months of absence: D Hoping that everyone is fine!

Can someone help me modify the code example above, I would like to have access to the data of closing, opening, higher, and lower of the previous candles.

Many Thanks !