Suppose we have a ScheduledEvent that occurs hourly, and minute-level data feed with consolidation into hourly bars. 

The default behavior for something like the following would use stale prices from the previous hour:

class MyAlgo(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2015, 1, 5)
        self.SetEndDate(2015, 1, 6)
        self.SetCash(1) 
        
        # Subscribe to minute data
        self.symbols = ['EURUSD', 'GBPUSD', 'USDJPY']
        for symbol in self.symbols: self.AddForex(symbol, Resolution.Minute, Market.Oanda)
        
        # Rolling Window of 4 Hourly bars for each symbol
        self.symbolConsolidatedData = { symbol : RollingWindow[QuoteBar](4) for symbol in self.symbols }
        for symbol in self.symbols:
            consolidator = QuoteBarConsolidator(timedelta(hours=1))
            consolidator.DataConsolidated += self.OnDataConsolidated
            self.SubscriptionManager.AddConsolidator(self.Symbol(symbol), consolidator)
            
        # Hourly Scheduled Event
        self.Schedule.On(self.DateRules.EveryDay('EURUSD'),
                         self.TimeRules.Every(timedelta(hours=1)),
                         self.CheckDataWindows)
        
    def OnData(self, data):
        pass
    
    def OnDataConsolidated(self, sender, bar):
        self.symbolConsolidatedData[bar.Symbol.Value].Add(bar)
    
    def CheckDataWindows(self):
        
        # Number of bars in each window
        count = { symbol : window.Count for symbol, window in self.symbolConsolidatedData.items() }
        self.Log(count)
        
        # Most recent time
        if all( [c >= 1 for c in count.values()] ):
            time = { symbol: window[0].EndTime.isoformat() for symbol, window in self.symbolConsolidatedData.items() }
            self.Log(f'Most Recent Data: {time}')
            self.Log(f'Algorithm Time: {self.Time}')
        return
+ Expand
- Collapse

Logs:

2015-01-05 01:00:00 :	{'EURUSD': 1, 'GBPUSD': 1, 'USDJPY': 1}
2015-01-05 01:00:00 :	Most Recent Data: {'EURUSD': '2015-01-05T00:00:00', 'GBPUSD': '2015-01-05T00:00:00', 'USDJPY': '2015-01-05T00:00:00'}
2015-01-05 01:00:00 :	Algorithm Time: 2015-01-05 01:00:00
2015-01-05 02:00:00 :	{'EURUSD': 2, 'GBPUSD': 2, 'USDJPY': 2}
2015-01-05 02:00:00 :	Most Recent Data: {'EURUSD': '2015-01-05T01:00:00', 'GBPUSD': '2015-01-05T01:00:00', 'USDJPY': '2015-01-05T01:00:00'}
2015-01-05 02:00:00 :	Algorithm Time: 2015-01-05 02:00:00
2015-01-05 03:00:00 :	{'EURUSD': 3, 'GBPUSD': 3, 'USDJPY': 3}
2015-01-05 03:00:00 :	Most Recent Data: {'EURUSD': '2015-01-05T02:00:00', 'GBPUSD': '2015-01-05T02:00:00', 'USDJPY': '2015-01-05T02:00:00'}
2015-01-05 03:00:00 :	Algorithm Time: 2015-01-05 03:00:00

For instance, at time `2015-01-05 01:00:00`, the goal is to use a ScheduledEvent to run some analysis on the hourly bar that closes at time `2015-01-05 01:00:00`, and generate predictions for `2015-01-05 02:00:00`. However because the ScheduledEvent occurs at the same time the hourly bar consolidates, it is using the (stale) previous hourly bar closing at time `2015-01-05 00:00:00` instead.

Any suggestions on “delaying” the ScheduledEvent until the hourly bar is ready? E.g. Hourly Bar Consolidates at time `2015-01-05 01:00:00`, Scheduled Event is called at time `2015-01-05 01:00:01`.