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17767: Market-hours aware intraday consolidation (#9516)
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@JosueNina JosueNina tagged this 11 Jun 13:02 
* Add market-hours aware intraday consolidation to MarketHourAwareConsolidator

* Minor fix

* Address review comments

* Assert consolidated bar size in regression algorithms

* Move MarketHourAwareConsolidator to Data.Consolidators namespace

* Remove accidentally committed log file

* Keep MarketHourAwareConsolidator in Data.Common namespace
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