Hi everyone,

So here is my problem. I need hourly data that contains extended market data. After some lengthy debugging and digging, I have discovered that Resolution.Hour market data does not include extended market data. (I hope this particular fact gets better documentation soon because it took me quite a while to figure this out).

However, I know that Resolution.Minute market data DOES include extended market data. Great. I will just use a handy data consolidator to consolidate up to the hour resolution!

This is all well and good, but my question is this:

How does a symbol set to Resolution.Minute and then consolidated to hourly data work with the whole Framework idea (alphas, portfolio model, etc.) of QuantConnect?

Will the alpha's Update method be called for the consolidated resolution (hourly) or the resolution declared within AddEquity (minute)?

If it is the minute resolution, is there a way for an Alpha to understand that a symbol's data is consolidated and not take the initially declared resolution?

Any insight on this issue is appreciated. Thanks.