Fix consolidator updating during warmup
Fix consolidator updating during warmup

When creating time slices for warmup history requests, data for security types with multiple tick types (Crypto, Futures, Options) were being matched to the configuration for the first subscription, instead of using the correct data type.

For example, with the Crypto security type, historical data of type TradeBar was passed to TimeSlice.Create with a SubscriptionDataConfig object for the QuoteBar data type.

AlexCatarino/Lean,StefanoRaggi/Lean,AnshulYADAV007/Lean,redmeros/Lean,kaffeebrauer/Lean,jameschch/Lean,AlexCatarino/Lean,QuantConnect/Lean,QuantConnect/Lean,AnshulYADAV007/Lean,jameschch/Lean,AlexCatarino/Lean,Jay-Jay-D/LeanSTP,AnshulYADAV007/Lean,Jay-Jay-D/LeanSTP,QuantConnect/Lean,AlexCatarino/Lean,JKarathiya/Lean,StefanoRaggi/Lean,AnshulYADAV007/Lean,jameschch/Lean,Jay-Jay-D/LeanSTP,StefanoRaggi/Lean,QuantConnect/Lean,JKarathiya/Lean,redmeros/Lean,AnshulYADAV007/Lean,StefanoRaggi/Lean,redmeros/Lean,kaffeebrauer/Lean,JKarathiya/Lean,StefanoRaggi/Lean,kaffeebrauer/Lean,JKarathiya/Lean,jameschch/Lean,Jay-Jay-D/LeanSTP,jameschch/Lean,redmeros/Lean,Jay-Jay-D/LeanSTP,kaffeebrauer/Lean,kaffeebrauer/Lean