-no value-

using System;
using System.Collections;
using System.Collections.Generic; 
using System.Text;
using QuantConnect.Securities; 
using QuantConnect.Models; 
namespace QuantConnect {
    
    //Basic Template using a Tick Condenser Class
    public class QCUFiveMinuteBars : QCAlgorithm, IAlgorithm { 
    
        //Use our new consolidator class - 5 minutes / 5 bars joined.
        public Consolidator barConsolidator = new Consolidator(5);
    
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() {          
            SetStartDate(2016, 03, 23);
            SetEndDate(2016, 03, 25);  
            SetCash(25000);
            AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute);
            //SetRunMode(RunMode.Automatic);
        }
        
        //Handle TradeBar Events: a TradeBar occurs on every time-interval
        //public override void OnTradeBar(Dictionary<string, TradeBar> data)
        public virtual void OnTradeBar(Dictionary<string, TradeBar> data)
        {
            
            //Add this 1 min to the Consolidator.
            if (!barConsolidator.Update(data["MSFT"])) return;
            
            //Once we have 5 bars it returns true, and we fetch the bar here:
            TradeBar msft = barConsolidator.Bar;
            
            //Now we can use the 5 min bar:
            //if (!Portfolio.HoldStock) {
                Order("MSFT", 1);
                //Debug("Long 100 Microsoft Stock: " + msft.Time);
                Debug("OHLCV:"+msft.Open+","+msft.High+","+msft.Low+","+msft.Close+","+msft.Volume);
                
            //}
        }
    }
}

using System;
using System.Collections;
using System.Collections.Generic;
using QuantConnect.Securities;
using QuantConnect.Models;

namespace QuantConnect {

	public class Consolidator {
        
        private int requestedCount = 0;
        private int barCount = 0;
        private Queue<TradeBar> barQueue;
        
        //Accessor - Create the x-"Bar" when the Update returns true.
        public TradeBar Bar {
            get {
                return this.Generate();
            }
        }
        
        //Initialize the Consolidator
        public Consolidator(int iBars) {
            //Number of TradeBars we want to join together (e.g. 5 min bars = 5 x 1 min bars)
            this.requestedCount = iBars;
            this.barCount = 0;
            // Queue to store the bars temporarily.
            this.barQueue = new Queue<TradeBar>(barCount);
        }
        
        // Add a bar to the list, when it totals X bars return a new tradebar.
        public bool Update(TradeBar bar) {
            //Add this bar to the queue:
            barQueue.Enqueue(bar);
            
            //Use a counter to speed up the counting.
            barCount++;
            
            if (barCount == requestedCount) {
                return true;
            } else {
                return false;
            }
        }
        
        //Using the barQueue generate a new "consolidated bar" then return
        private TradeBar Generate() {
            
            string symbol = "";
            long volume = 0;
            DateTime barOpenTime = new DateTime();
            decimal open = Decimal.Zero, high = Decimal.MinValue, low = Decimal.MaxValue, close = Decimal.Zero;
            
            //Create the new bar:
            while(barCount > 0) {
                TradeBar bar = barQueue.Dequeue();
                if (barOpenTime == new DateTime()) barOpenTime = bar.Time;
                if (symbol == "") symbol = bar.Symbol;
                if (open == Decimal.Zero) open = bar.Open;
                if (high < bar.High) high = bar.High;
                if (low > bar.Low) low = bar.Low;
                close = bar.Close;
                volume = bar.Volume;
                barCount--;
            }
            
            //Reset ready for next bar:
            barQueue.Clear();
            
            //Create the new trade bar.
            return new TradeBar(barOpenTime, symbol, open, high, low, close, volume);
        }
        
    }
}