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);