Why would this code produce "TypeError: Unindexable Object"?

#in init:

self.AddForex("EURUSD", Resolution.Second, Market.Oanda)

self.Consolidate("EURUSD", timedelta(seconds=20), self.OnDataConsolidated)

#in functions:

def OnData(self, data):
pass

def OnDataConsolidated(self, dataConsolidated):
self.bid = dataConsolidated["EURUSD"].Bid.Close #this causes Unindexable error

 

I am using the simple one line helper method self.Consolidate() as per the documentation page. Perhaps I am unsure how to get the price data from the consolidator?