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:

[legend]

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< Resolution >	SupportedResolutions ()
	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...

decimal	Value `[get, set]`
	All timeseries data is a time-value pair: More...

decimal	Price `[get]`
	Alias of Value. More...

Properties inherited from QuantConnect.Data.ISymbolProvider
Symbol	Symbol `[get, set]`
	Gets the Symbol More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.Data.BaseData
static IEnumerable< BaseData >	DeserializeMessage (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< Resolution >	AllResolutions
	A list of all Resolution More...

static readonly List< Resolution >	DailyResolution = new List<Resolution> { Resolution.Daily }
	A list of Resolution.Daily More...

static readonly List< Resolution >	MinuteResolution = new List<Resolution> { Resolution.Minute }
	A list of Resolution.Minute More...

static readonly List< Resolution >	HighResolution = new List<Resolution> { Resolution.Minute, Resolution.Second, Resolution.Tick }
	A list of high Resolution, including minute, second, and tick. More...

static readonly List< Resolution >	OptionResolutions = 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

config	Subscription configuration
date	Date
index	File to load data from
isLiveMode	Is 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

config	Configuration object
date	Date of this source file
isLiveMode	Is 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

config	Subscription configuration
line	Line of data
date	Date
isLiveMode	Is 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:

Common/Data/Custom/IconicTypes/IndexedLinkedData2.cs

Public Member Functions

Properties

Additional Inherited Members

Detailed Description

Member Function Documentation

◆ GetSourceForAnIndex()

◆ GetSource()

◆ Reader()

◆ IsSparseData()

◆ RequiresMapping()

◆ DataTimeZone()

◆ DefaultResolution()

◆ SupportedResolutions()

Property Documentation

◆ Count