namespace QuantConnect 
{   
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
		private DateTime BuyDateTime = DateTime.Parse("2016-06-20T14:33:47.754Z");

        public override void Initialize() 
        {
            SetStartDate(2016, 6, 20);
            SetEndDate(2016, 6, 21);

            SetCash(25000);
            
            this.SetBrokerageModel(BrokerageName.FxcmBrokerage);


            AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Tick);

            var consolidator = new TickConsolidator(1);

            consolidator.DataConsolidated += OnDataConsolidated;

            SubscriptionManager.AddConsolidator("EURUSD", consolidator);            
        }

        public void OnDataConsolidated(object sender, TradeBar tradeBar)
        {   
            if (!Portfolio.Invested)
            {
            	var lastTick = Securities["EURUSD"].GetLastData() as Tick;
            	
            	var tag = string.Format("Price: {0}, Ask: {1}, Bid: {2}", lastTick.Price, lastTick.AskPrice, lastTick.BidPrice);
                
                Order("EURUSD", 1000, false, tag);
            }
        }
    }
}