Share New Research 
Can someone please share a sample code for creating 300-tick bars (candles) from tick data.
Note: TickConsolidator
Many thanks!
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Michael Handschuh
var consolidator = new TickConsolidator(300);All the other code for using the bars and handling the new data events is the same between all of the consolidators. Of an important note is that the ticks can and will span day and/or weekend gaps! Here's a link to the consolidator example algorithm in github. Here's another link (another, another, another) to various forum posts about consolidators that may help.Peter Lustig
Peter Lustig
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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