#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.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class UglyLightBrownFlamingo : QCAlgorithm
    {
        bool addedConsolidator = false;

        string symbolString = "VOO";

        private void DebugAndLog(string message) {
            Debug(message);
            Log(message);
        }

        public override void Initialize()
        {
            SetStartDate(2022, 1, 1);  //Set Start Date
            SetCash(100000);
            var universe = Universe.DollarVolume.Top(20);
            AddUniverse(universe);

            // Everyday we try and add a consolidator to the symbol minutely TradeBar subscription, if part of the universe, and we do that JUST ONCE
            Schedule.On(DateRules.EveryDay(), TimeRules.At(TimeSpan.FromHours(9)), () => {
                if (!addedConsolidator) {
                    var symbol = UniverseManager[universe.Configuration.Symbol].Members.Keys.FirstOrDefault(m => m.Value == symbolString);
                    if ( symbol != null) {
                        var consolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(15));
                        SubscriptionManager.AddConsolidator(symbol,consolidator);
                        addedConsolidator = true;
                    }
                }
            });

        }

        public override void OnData(Slice data)
        {
            var symbol = data.Keys.FirstOrDefault(s => s.Value == symbolString);
            if (symbol != null && !Portfolio[symbol].Invested && Time.DayOfYear == 12 && Time.Hour == 10 && Time.Minute == 4) {
                SetHoldings(symbol, 0.5);
            }
                
            if(Time.Minute == 0 && Time.Hour == 12) {
                var consolidator = (TradeBarConsolidator)SubscriptionManager.Subscriptions.FirstOrDefault(s => s.TickType == TickType.Trade && s.Symbol.Value == symbolString)?.Consolidators.FirstOrDefault();
                var security = ActiveSecurities.Values.FirstOrDefault(s => s.Symbol.Value == symbolString);
                string securityActive = security != null ? "security ACTIVE" : "security NOT ACTIVE";
                
                decimal quantity = symbol != null && Portfolio.ContainsKey(symbol) ? Portfolio[symbol].Quantity : 0;
                if(consolidator != null) {                
                    DebugAndLog($"{Time}: CONSOLIDATOR FOUND, portfolio quantity {quantity}, {securityActive}");
                } else {            
                    DebugAndLog($"{Time}: CONSOLIDATOR MISSING, portfolio quantity {quantity}, {securityActive}");
                }
                
            }
        }

    }
}