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Hi I have issue removing consolidator after adding them.
I am dynamically adding and removing symbols using the universe filter. OnSecurityChange, I will add start a consolidator or remove the consolidator accordingly. However algorithm.SubscriptionManager.RemoveConsolidator does not seems to work.
Upvote
Hi Pranava,
The issue stems from this line:
Share New Research 
self.AddEquity(symbol.Value, Resolution.Minute, Market.USA, True, 0, True)The coarse-fine universe selection methods automatically handle the data subscriptions of each security, so we shouldn't call AddEquity manually. After commenting out the line above in the attached backtest, the logs show the problem is fixed.
Best,
Derek Melchin
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