namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class DailyConsolidatorEmitTimeAlgorithm : QCAlgorithm
    {
    	const string Symbol = "SPY";
    	
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
            //Start and End Date range for the backtest:
            SetStartDate(2013, 1, 1);         
            SetEndDate(2013, 01, 7);
            
            //Cash allocation
            SetCash(25000);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, Symbol, Resolution.Minute);
            
            var daily = new TradeBarConsolidator(TimeSpan.FromDays(1));
            SubscriptionManager.AddConsolidator(Symbol, daily);
            
            // print out the emit time
            daily.DataConsolidated += (sender, args) =>
            {
            	Log(">>Algo>>" + Time + ">>DataStart>>" + args.Time + ">>DataEnd>>" + args.EndTime);
            };
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data) 
        {
        	if (!Portfolio.Invested) SetHoldings(Symbol, 1);
        }
    }
}