Add one time warning for daily consolidation#9254
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Martin-Molinero merged 2 commits intoQuantConnect:masterfrom Feb 3, 2026
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Description
Add a one time warning when
ExtendedMarketHours=truebutSettings.DailyConsolidationUseExtendedMarketHours=false. Both must be true for daily consolidators to include extended market hours data.Related Issue
Closes #8891
Motivation and Context
N/A
Requires Documentation Change
N/A
How Has This Been Tested?
It was tested with a regression algorithm.
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>