Fix SessionConsolidator skipping bars when updated manually

Common/Data/Consolidators/SessionConsolidator.cs

@@ -78,6 +78,12 @@ protected override void AggregateBar(ref SessionBar workingBar, BaseData data)
                 return;
             }
 
+            // Correct the timestamp if data skipped the predicted next trading day
+            if (workingBar.Time != DateTime.MaxValue && data.Time.Date > workingBar.Time.Date)
+            {
+                workingBar.Time = data.Time.Date;
+            }
+
             // Update the working session bar
             workingBar.Update(data, Consolidated);
         }
@@ -90,7 +96,11 @@ public override void Update(BaseData data)
         {
             if (!_initialized)
             {
-                _workingBar.Time = data.Time.Date;
+                // Set the working bar time only if it hasn't been set yet
+                if (_workingBar.Time == DateTime.MaxValue)
+                {
+                    _workingBar.Time = data.Time.Date;
+                }
                 _initialized = true;
             }
             base.Update(data);

Tests/Indicators/SessionTests.cs

@@ -171,6 +171,49 @@ private static IEnumerable<TestCaseData> NextSessionTradingDayCases()
             yield return new TestCaseData(new DateTime(2025, 8, 29, 10, 0, 0), new DateTime(2025, 9, 2));
         }
 
+        [Test]
+        public void ManualDailyBarUpdateProducesOneConsolidationPerBar()
+        {
+            var symbol = Symbols.SPY;
+            var barCount = 20;
+            var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(symbol.ID.Market, symbol, symbol.SecurityType);
+            var session = new Session(TickType.Trade, exchangeHours, symbol, barCount + 1);
+
+            var barDate = new DateTime(2025, 9, 2, 9, 30, 0);
+            for (var i = 0; i < barCount; i++)
+            {
+                session.Update(new TradeBar(barDate, symbol, 100 + i, 101 + i, 99 + i, 100 + i, 1000, Time.OneDay));
+                barDate = barDate.AddDays(1);
+                while (!exchangeHours.IsDateOpen(barDate.Date, false))
+                {
+                    barDate = barDate.AddDays(1);
+                }
+            }
+
+            Assert.AreEqual(barCount, session.Samples);
+        }
+
+        [Test]
+        public void GapDayDataPreservesCorrectTimestampAndContent()
+        {
+            var symbol = Symbols.SPY;
+            var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(symbol.ID.Market, symbol, symbol.SecurityType);
+            var session = new Session(TickType.Trade, exchangeHours, symbol, 5);
+
+            var sep2 = new DateTime(2025, 9, 2, 9, 30, 0);
+            var sep4 = new DateTime(2025, 9, 4, 9, 30, 0);
+            var sep5 = new DateTime(2025, 9, 5, 9, 30, 0);
+
+            session.Update(new TradeBar(sep2, symbol, 100, 110, 90, 105, 1000, Time.OneDay));
+            session.Update(new TradeBar(sep4, symbol, 200, 210, 190, 205, 2000, Time.OneDay));
+            session.Update(new TradeBar(sep5, symbol, 300, 310, 290, 305, 3000, Time.OneDay));
+
+            Assert.AreEqual(sep4.Date, session[1].Time);
+            Assert.AreEqual(200, session[1].Open);
+            Assert.AreEqual(sep2.Date, session[2].Time);
+            Assert.AreEqual(100, session[2].Open);
+        }
+
         private static Session GetSession(TickType tickType, int initialSize)
         {
             var symbol = Symbols.SPY;