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QuantConnect / Lean Public

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Market hours aware intraday consolidation#9530

Open

JosueNina wants to merge 8 commits into

QuantConnect:masterQuantConnect/Lean:masterfrom

JosueNina:feature-9480-market-hours-aware-intraday-consolidationJosueNina/Lean:feature-9480-market-hours-aware-intraday-consolidationCopy head branch name to clipboard

Conversation Commits8 (8)Checks Files changed

Open

Market hours aware intraday consolidation#9530
JosueNina wants to merge 8 commits into
QuantConnect:masterfrom
JosueNina:feature-9480-market-hours-aware-intraday-consolidation

Commits

Commits on Jun 12, 2026

Add market-hours aware intraday consolidation to MarketHourAwareConsolidator
JosueNina
committed
Minor fix
JosueNina
committed
Address review comments
JosueNina
committed
Assert consolidated bar size in regression algorithms
JosueNina
committed
Move MarketHourAwareConsolidator to Data.Consolidators namespace
JosueNina
committed
Remove accidentally committed log file
JosueNina
committed
Keep MarketHourAwareConsolidator in Data.Common namespace
JosueNina
committed
Move MarketHourAwareConsolidator to Data.Consolidators namespace
JosueNina
committed

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