Experiencing difficulty consolidating second-resolution data to 1-minute consolidated bars in a rolling window.

Hey James,

Me again. 😊

Your consolidator is registered and feeds your window via the lambda…

…and then you also feed your window inside your OnData…

…which receives what? - second bars.

So what is your logic using thereafter in OnData? - second bars, and also minute bars at the minute gong.

😊

I'm sure it pops out to you now…

def OnData(self, data):
        
        if data[self.symbol] is None:
            return
            
        self.window.Add(data[self.symbol])

        if not self.window.IsReady:
            return

        barB = self.window[0]
        barA = self.window[1]

→

def OnData(self, data):
        
        if data[self.symbol] is None or not self.window.IsReady:
            return

        barB = self.window[0]
        barA = self.window[1]

“data[self.symbol] is None” would not be necessary anymore but it does not hurt too much staying there - especially if you eventually change your algo so OnData uses data[self.symbol].

Fred

Ah yes- it totally jumps out to me now! I have conflicting consolidations :/

As always, thank you Fred Painchaud 😊