are auctions data (daily open/close price should be from auction not from some random first trade) included while using Resolution.Daily (in both research and algorithm primarly for equities)?

From my investigation it seems that they are not.

If it is the case, is there any easy/recommended/fast way how to get daily bars history with auctions data? Any Example of this?

Agregation of tick data seems to be an option here, but it wil likely take forever and use too much memory on bigger universes...

This is unfortunate, because quite standard way how to construct those bars is include auctions (yahoo finance, tradingview, many paied data sources) and it just make sense for many  algoritms (in last years, close auctions has often 10%+ of all dauly volume for equities - so it's natural to use this event liquidity and price formation power..)

Quandl doesn't seem to have daily bars available for free anymore an something like yahoo isn't easily accesible at quantconnect (e.g. yfinance library or pandas_datareader)