I have read the docs on consolidators, saw github examples and tried to find examples on communnity but I still dont' understand consolidators. I have build the strategy for the backtest with minute resolution, I want to move noe from minute to 30 minute resolution.

I don't understand what's really happening, but I copy paste following code to my initialize part (don't understand what dataConsolidated property contains, what are other methods/properties, why we need to add handler, and what updates it needs to receive from engine....):

# consolidators
# define our 30 minute trade bar consolidator. we can access the 30 minute bar from the DataConsolidated events
thirtyMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=30))
# attach our event handler. the event handler is a function that will be called each time we produce a new consolidated piece of data.
thirtyMinuteConsolidator.DataConsolidated += self.ThirtyMinuteBarHandler
# this call adds our 30 minute consolidator to the manager to receive updates from the engine
self.SubscriptionManager.AddConsolidator(self.symbol, thirtyMinuteConsolidator)

If I just run the script with this change nothing happens. It seems I have to remove OnData part (just pass) and put everything I develope so far into the handler? But I don't have `data` arguments in handler as in OnData part anymore. 

In nutshell, I am really confused about consolidators. What is the simplest way to consolidate data to 30 minutes? Do OnData part to handlers? Whay we have to do that?

I didn't attached the backtest since I don't want to make it visible, but it can be any backtest with simple trading rules (SMA crossover for example).