Data source that is linked (tickers that can have renames or be delisted) More...

Inheritance diagram for QuantConnect.Data.Custom.IconicTypes.LinkedData:

Public Member Functions
override SubscriptionDataSource	GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode)
	Return the URL string source of the file. This will be converted to a stream More...

override BaseData	Reader (SubscriptionDataConfig config, string line, 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...

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.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 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 source that is linked (tickers that can have renames or be delisted)

Definition at line 29 of file LinkedData.cs.

Member Function Documentation

◆ GetSource()

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

virtual

Return the URL string source of the file. This will be converted to a stream

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 40 of file LinkedData.cs.

◆ Reader()

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

virtual

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.

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 56 of file LinkedData.cs.

◆ IsSparseData()

override bool QuantConnect.Data.Custom.IconicTypes.LinkedData.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 71 of file LinkedData.cs.

◆ RequiresMapping()

override bool QuantConnect.Data.Custom.IconicTypes.LinkedData.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 81 of file LinkedData.cs.

◆ DataTimeZone()

override DateTimeZone QuantConnect.Data.Custom.IconicTypes.LinkedData.DataTimeZone ( )

virtual

Set the data time zone to UTC

Returns: Time zone as UTC

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 90 of file LinkedData.cs.

◆ DefaultResolution()

override Resolution QuantConnect.Data.Custom.IconicTypes.LinkedData.DefaultResolution ( )

virtual

Sets the default resolution to Second

Returns: Resolution.Second

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 99 of file LinkedData.cs.

◆ SupportedResolutions()

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

virtual

Gets a list of all the supported Resolutions

Returns: All resolutions

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 108 of file LinkedData.cs.

Property Documentation

◆ Count

int QuantConnect.Data.Custom.IconicTypes.LinkedData.Count

getset

Example data

Definition at line 35 of file LinkedData.cs.

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

Common/Data/Custom/IconicTypes/LinkedData.cs

Public Member Functions

Properties

Additional Inherited Members

Detailed Description

Member Function Documentation

◆ GetSource()

◆ Reader()

◆ IsSparseData()

◆ RequiresMapping()

◆ DataTimeZone()

◆ DefaultResolution()

◆ SupportedResolutions()

Property Documentation

◆ Count