Hi all,

 

I have found that SetWarmUP is NOT working for my consolidated bar Indicators. Instead, I would like to try warming them up with a history request but cant seem to make that work either. I have not been abloe to find a way in the documentation to implement a history request for consolidated bars. Any help appreciated...

thirtyMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=30))
thirtyMinuteConsolidator.DataConsolidated += self.ThirtyMinuteHandler       
self.SubscriptionManager.AddConsolidator(symbol, thirtyMinuteConsolidator)

self.short_ema = ExponentialMovingAverage(10)
self.RegisterIndicator(symbol, self.short_ema, thirtyMinuteConsolidator)

history = self.History(symbol, 10*30, Resolution.Minute).loc[symbol]

.... How do I update my thirtyMinuteConsolidator with the history?
... Which I believe will automatically update my registered indicators, no?