#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Portfolio.SignalExports;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Api;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Commands;
    using QuantConnect.Configuration;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Auxiliary;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.Data.Custom.IconicTypes;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.Shortable;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.OptionExercise;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Orders.TimeInForces;
    using QuantConnect.Python;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Positions;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;
    using QuantConnect.Securities.CryptoFuture;
    using QuantConnect.Securities.IndexOption;
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Securities.Volatility;
    using QuantConnect.Storage;
    using QuantConnect.Statistics;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
    using Calendar = QuantConnect.Data.Consolidators.Calendar;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class DeterminedBrownGiraffe : QCAlgorithm
    {
        private List<SymbolData> _symbolData = new();
        public override void Initialize()
        {
            SetStartDate(2025, 9, 20);
            SetCash(100000);
            
            var nvdlEquity = AddEquity("NVDL", Resolution.Minute);
            var spyEquity = AddEquity("SPY", Resolution.Minute);
            _symbolData.Add(new SymbolData(this,nvdlEquity,1));
            _symbolData.Add(new SymbolData(this,nvdlEquity,4));

        }
    }
    public class SymbolData{
        private readonly IDataConsolidator _consolidator;
        private readonly QCAlgorithm _algo;
        private readonly Symbol _symbol;
        public SymbolData(QCAlgorithm algo,Equity equity, int consolidationTime)
        {
            _algo = algo;
            _symbol = equity.Symbol;
            _consolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(consolidationTime));
            _consolidator.DataConsolidated += ConsolidationHandler;
            algo.SubscriptionManager.AddConsolidator(equity.Symbol,_consolidator);
        }
        private void ConsolidationHandler(object sender, IBaseData consolidated)
        {
            var bar = (TradeBar)consolidated;
            if(bar.Time.TimeOfDay <= new TimeSpan(9,30,0))
                _algo.Log($"Bar for {_symbol} is {bar.Time} {bar.EndTime} O={bar.Open:F3} H={bar.High:F3} L={bar.Low:F3} C={bar.Close:F3} V={bar.Volume}");
        }

    }
}