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Description

Add a one time warning when ExtendedMarketHours=true but Settings.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

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@JosueNina JosueNina force-pushed the feature-8891-show-one-time-mismatch-warning branch from 27809e9 to eff5dcb Compare January 30, 2026 08:40
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Successfully merging this pull request may close these issues.

on_data/consolidator fails to report on data that is present in history requests

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