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QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2 Class Reference

Data type that is indexed, i.e. a file that points to another file containing the contents we're looking for in a Symbol. More...

Inheritance diagram for QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2:
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Public Member Functions

override SubscriptionDataSource GetSourceForAnIndex (SubscriptionDataConfig config, DateTime date, string index, bool isLiveMode)
 Determines the actual source from an index contained within a ticker folder More...
 
override SubscriptionDataSource GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode)
 Gets the source of the index file More...
 
override BaseData Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
 Creates an instance from a line of JSON containing article information read from the content directory More...
 
override bool IsSparseData ()
 Indicates whether the data source is sparse. If false, it will disable missing file logging. More...
 
override bool RequiresMapping ()
 Indicates whether the data source can undergo rename events/is tied to equities. More...
 
override DateTimeZone DataTimeZone ()
 Set the data time zone to UTC More...
 
override Resolution DefaultResolution ()
 Sets the default resolution to Second More...
 
override List< ResolutionSupportedResolutions ()
 Gets a list of all the supported Resolutions More...
 
- Public Member Functions inherited from QuantConnect.Data.IndexedBaseData
override SubscriptionDataSource GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode)
 Returns the index source for a date More...
 
- Public Member Functions inherited from QuantConnect.Data.BaseData
 BaseData ()
 Constructor for initialising the dase data class More...
 
virtual BaseData Reader (SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)
 Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More...
 
virtual bool ShouldCacheToSecurity ()
 Indicates whether this contains data that should be stored in the security cache More...
 
void UpdateTrade (decimal lastTrade, decimal tradeSize)
 Updates this base data with a new trade More...
 
void UpdateQuote (decimal bidPrice, decimal bidSize, decimal askPrice, decimal askSize)
 Updates this base data with new quote information More...
 
void UpdateBid (decimal bidPrice, decimal bidSize)
 Updates this base data with the new quote bid information More...
 
void UpdateAsk (decimal askPrice, decimal askSize)
 Updates this base data with the new quote ask information More...
 
virtual void Update (decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize)
 Update routine to build a bar/tick from a data update. More...
 
virtual BaseData Clone (bool fillForward)
 Return a new instance clone of this object, used in fill forward More...
 
virtual BaseData Clone ()
 Return a new instance clone of this object, used in fill forward More...
 
override string ToString ()
 Formats a string with the symbol and value. More...
 
virtual BaseData Reader (SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
 Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. More...
 
virtual string GetSource (SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)
 Return the URL string source of the file. This will be converted to a stream More...
 

Properties

int Count [get, set]
 Example data property More...
 
- Properties inherited from QuantConnect.Data.BaseData
MarketDataType DataType = MarketDataType.Base [get, set]
 Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More...
 
bool IsFillForward [get]
 True if this is a fill forward piece of data More...
 
DateTime Time [get, set]
 Current time marker of this data packet. More...
 
virtual DateTime EndTime [get, set]
 The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered More...
 
Symbol Symbol = Symbol.Empty [get, set]
 Symbol representation for underlying Security More...
 
virtual decimal Value [get, set]
 Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price. More...
 
- Properties inherited from QuantConnect.Data.IBaseData
MarketDataType DataType [get, set]
 Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More...
 
DateTime Time [get, set]
 Time keeper of data – all data is timeseries based. More...
 
DateTime EndTime [get, set]
 End time of data More...
 
Symbol Symbol [get, set]
 Symbol for underlying Security More...
 
decimal Value [get, set]
 All timeseries data is a time-value pair: More...
 
decimal Price [get]
 Alias of Value. More...
 

Additional Inherited Members

- Static Public Member Functions inherited from QuantConnect.Data.BaseData
static IEnumerable< BaseDataDeserializeMessage (string serialized)
 Deserialize the message from the data server More...
 
- Public Attributes inherited from QuantConnect.Data.BaseData
virtual decimal Price => Value
 As this is a backtesting platform we'll provide an alias of value as price. More...
 
- Static Protected Attributes inherited from QuantConnect.Data.BaseData
static readonly List< ResolutionAllResolutions
 A list of all Resolution More...
 
static readonly List< ResolutionDailyResolution = new List<Resolution> { Resolution.Daily }
 A list of Resolution.Daily More...
 
static readonly List< ResolutionMinuteResolution = new List<Resolution> { Resolution.Minute }
 A list of Resolution.Minute More...
 
static readonly List< ResolutionHighResolution = new List<Resolution> { Resolution.Minute, Resolution.Second, Resolution.Tick }
 A list of high Resolution, including minute, second, and tick. More...
 
static readonly List< ResolutionOptionResolutions = new List<Resolution> { Resolution.Daily, Resolution.Hour, Resolution.Minute }
 A list of resolutions support by Options More...
 

Detailed Description

Data type that is indexed, i.e. a file that points to another file containing the contents we're looking for in a Symbol.

Definition at line 30 of file IndexedLinkedData2.cs.

Member Function Documentation

◆ GetSourceForAnIndex()

override SubscriptionDataSource QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2.GetSourceForAnIndex ( SubscriptionDataConfig  config,
DateTime  date,
string  index,
bool  isLiveMode 
)
virtual

Determines the actual source from an index contained within a ticker folder

Parameters
configSubscription configuration
dateDate
indexFile to load data from
isLiveModeIs live mode
Returns
SubscriptionDataSource pointing to the article

Reimplemented from QuantConnect.Data.IndexedBaseData.

Definition at line 46 of file IndexedLinkedData2.cs.

◆ GetSource()

override SubscriptionDataSource QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2.GetSource ( SubscriptionDataConfig  config,
DateTime  date,
bool  isLiveMode 
)
virtual

Gets the source of the index file

Parameters
configConfiguration object
dateDate of this source file
isLiveModeIs live mode
Returns
SubscriptionDataSource indicating where data is located and how it's stored

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 66 of file IndexedLinkedData2.cs.

◆ Reader()

override BaseData QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2.Reader ( SubscriptionDataConfig  config,
string  line,
DateTime  date,
bool  isLiveMode 
)
virtual

Creates an instance from a line of JSON containing article information read from the content directory

Parameters
configSubscription configuration
lineLine of data
dateDate
isLiveModeIs live mode

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 92 of file IndexedLinkedData2.cs.

◆ IsSparseData()

override bool QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2.IsSparseData ( )
virtual

Indicates whether the data source is sparse. If false, it will disable missing file logging.

Returns
true

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 107 of file IndexedLinkedData2.cs.

◆ RequiresMapping()

override bool QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2.RequiresMapping ( )
virtual

Indicates whether the data source can undergo rename events/is tied to equities.

Returns
true

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 117 of file IndexedLinkedData2.cs.

◆ DataTimeZone()

override DateTimeZone QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2.DataTimeZone ( )
virtual

Set the data time zone to UTC

Returns
Time zone as UTC

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 126 of file IndexedLinkedData2.cs.

◆ DefaultResolution()

override Resolution QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2.DefaultResolution ( )
virtual

Sets the default resolution to Second

Returns
Resolution.Second

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 135 of file IndexedLinkedData2.cs.

◆ SupportedResolutions()

override List<Resolution> QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2.SupportedResolutions ( )
virtual

Gets a list of all the supported Resolutions

Returns
All resolutions

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 144 of file IndexedLinkedData2.cs.

Property Documentation

◆ Count

int QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2.Count
getset

Example data property

Definition at line 36 of file IndexedLinkedData2.cs.


The documentation for this class was generated from the following file: