| AdjustedClose | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| AdjustedHigh | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| AdjustedLow | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| AdjustedOpen | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| AdjustedVolume | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| AllResolutions | QuantConnect.Data.BaseData | protectedstatic |
| BaseData() | QuantConnect.Data.BaseData | |
| Clone(bool fillForward) | QuantConnect.Data.Market.TradeBar | virtual |
| Clone() | QuantConnect.Data.Market.TradeBar | virtual |
| Close | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| DailyResolution | QuantConnect.Data.BaseData | protectedstatic |
| DataTimeZone() | QuantConnect.Data.Custom.Tiingo.TiingoPrice | virtual |
| DataType | QuantConnect.Data.BaseData | |
| Date | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| DefaultResolution() | QuantConnect.Data.Custom.Tiingo.TiingoPrice | virtual |
| DeserializeMessage(string serialized) | QuantConnect.Data.BaseData | static |
| Dividend | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| EndTime | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) | QuantConnect.Data.Custom.Tiingo.TiingoPrice | virtual |
| QuantConnect::Data::BaseData.GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed) | QuantConnect.Data.BaseData | virtual |
| High | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| HighResolution | QuantConnect.Data.BaseData | protectedstatic |
| IsFillForward | QuantConnect.Data.BaseData | |
| IsSparseData() | QuantConnect.Data.BaseData | virtual |
| Low | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| MinuteResolution | QuantConnect.Data.BaseData | protectedstatic |
| Open | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| OptionResolutions | QuantConnect.Data.BaseData | protectedstatic |
| Parse(SubscriptionDataConfig config, string line, DateTime baseDate) | QuantConnect.Data.Market.TradeBar | static |
| ParseCfd(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseCfd(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseCfd< T >(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseCrypto(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseCrypto(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseCrypto< T >(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseEquity(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseEquity(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseEquity< T >(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseForex(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseForex(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseForex< T >(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseFuture(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseFuture(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseFuture< T >(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseFuture< T >(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseIndex(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseIndex(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseOption(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseOption(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseOption< T >(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| ParseOption< T >(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.TradeBar | static |
| Period | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| Price | QuantConnect.Data.BaseData | |
| Reader(SubscriptionDataConfig config, string content, DateTime date, bool isLiveMode) | QuantConnect.Data.Custom.Tiingo.TiingoPrice | virtual |
| QuantConnect::Data::Market::TradeBar.Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode) | QuantConnect.Data.Market.TradeBar | virtual |
| QuantConnect::Data::BaseData.Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed) | QuantConnect.Data.BaseData | virtual |
| RequiresMapping() | QuantConnect.Data.Custom.Tiingo.TiingoPrice | virtual |
| ShouldCacheToSecurity() | QuantConnect.Data.BaseData | virtual |
| SplitFactor | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| SupportedResolutions() | QuantConnect.Data.Custom.Tiingo.TiingoPrice | virtual |
| Symbol | QuantConnect.Data.BaseData | |
| TiingoPrice() | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
| Time | QuantConnect.Data.BaseData | |
| ToString() | QuantConnect.Data.Market.TradeBar | |
| TradeBar() | QuantConnect.Data.Market.TradeBar | |
| TradeBar(TradeBar original) | QuantConnect.Data.Market.TradeBar | |
| TradeBar(DateTime time, Symbol symbol, decimal open, decimal high, decimal low, decimal close, decimal volume, TimeSpan? period=null) | QuantConnect.Data.Market.TradeBar | |
| Update(decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize) | QuantConnect.Data.Market.TradeBar | virtual |
| UpdateAsk(decimal askPrice, decimal askSize) | QuantConnect.Data.BaseData | |
| UpdateBid(decimal bidPrice, decimal bidSize) | QuantConnect.Data.BaseData | |
| UpdateQuote(decimal bidPrice, decimal bidSize, decimal askPrice, decimal askSize) | QuantConnect.Data.BaseData | |
| UpdateTrade(decimal lastTrade, decimal tradeSize) | QuantConnect.Data.BaseData | |
| Value | QuantConnect.Data.BaseData | |
| Volume | QuantConnect.Data.Custom.Tiingo.TiingoPrice | |
1.8.17