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01 API Tutorials/01 Consolidating Data to Build Bars/01 Consolidating Data to Build Bars.html

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<p>
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<code>Consolidators</code> are used to combine data together from finer resolutions into larger ones. This can be useful for indicators with specific data requirements or to perform long term analysis in conjunction with short term signals.
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<code>Consolidators</code> are used to combine data together from finer resolutions into larger ones. This can be useful for indicators with specific data requirements or to perform long term analysis in conjunction with short term signals.
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Consolidators should be constructed and setup in your Initialize() method; this ensures they are only initialized once. There are three key steps to create and register a consolidator:
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</p>
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<ul>
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<li>Create the consolidator object.</li>
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<li>Bind an event handler to handle the new bars.</li>
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<li>Register it with the subscription manager to start receiving data.</li>
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</ul>
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<div class="section-example-container">
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<div class="section-example-container">
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<pre class="csharp">public class ConsolidatorDemoAlgorithm : QCAlgorithm
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{
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public override void Initialize()
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<pre class="python">
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</pre>
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</div>
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<p>
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There are two key points to remember:
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</p>
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<p>
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The raw data of QuantConnect is provided in Tick, Minute, Second, Hour or Daily bars. Using these building blocks you can combine data together to get any other resolution of data required.
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</p>
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<iframe width="560" height="315" src="https://www.youtube.com/embed/bbZy__qd1aA" frameborder="0" allow="autoplay; encrypted-media" allowfullscreen></iframe>
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<iframe width="100%" height="425" src="https://www.youtube.com/embed/bbZy__qd1aA" frameborder="0" allow="autoplay; encrypted-media" allowfullscreen></iframe>

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