Hi Team,

I tried two methods to get consolidated OHLC bar from tick data:

1. Identity: it only returns BaseData with close price only.

2. Consolidator: it throws warning saying type mismatch found between consolidator and symbol.

Thank you.

AddSecurity(SecurityType.Forex, Symbol, Resolution.Tick);

MinuteIdentity = Identity(Symbol, Resolution.Minute);

MinuteIdentity.Updated += MinuteIdentity_Updated;

var oneMinuteConsolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(1));

oneMinuteConsolidator.DataConsolidated += OneMinuteConsolidator_DataConsolidated;

SubscriptionManager.AddConsolidator(Symbol, oneMinuteConsolidator);

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