Represents a bar sectioned not by time, but by some amount of movement in a set field, where: More...

Inheritance diagram for QuantConnect.Data.Market.BaseRenkoBar:

Public Member Functions
override BaseData	Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
	Reader Method :: using set of arguements we specify read out type. Enumerate until the end of the data stream or file. E.g. Read CSV file line by line and convert into data types. More...

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...

Public Member Functions inherited from QuantConnect.Data.Market.TradeBar
	TradeBar ()
	Default initializer to setup an empty tradebar. More...

	TradeBar (TradeBar original)
	Cloner constructor for implementing fill forward. Return a new instance with the same values as this original. More...

	TradeBar (DateTime time, Symbol symbol, decimal open, decimal high, decimal low, decimal close, decimal volume, TimeSpan? period=null)
	Initialize Trade Bar with OHLC Values: More...

override BaseData	Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
	TradeBar Reader: Fetch the data from the QC storage and feed it line by line into the engine. More...

override BaseData	Reader (SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)
	TradeBar Reader: Fetch the data from the QC storage and feed it directly from the stream into the engine. More...

override void	Update (decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize)
	Update the tradebar - build the bar from this pricing information: More...

override SubscriptionDataSource	GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode)
	Get Source for Custom Data File What source file location would you prefer for each type of usage: More...

override BaseData	Clone (bool fillForward)
	Return a new instance clone of this object, used in fill forward More...

override BaseData	Clone ()
	Return a new instance clone of this object More...

override string	ToString ()
	Formats a string with the symbol and value. More...

Public Member Functions inherited from QuantConnect.Data.BaseData
	BaseData ()
	Constructor for initialising the dase data class More...

virtual bool	RequiresMapping ()
	Indicates if there is support for mapping More...

virtual bool	IsSparseData ()
	Indicates that the data set is expected to be sparse More...

virtual bool	ShouldCacheToSecurity ()
	Indicates whether this contains data that should be stored in the security cache More...

virtual Resolution	DefaultResolution ()
	Gets the default resolution for this data and security type More...

virtual List< Resolution >	SupportedResolutions ()
	Gets the supported resolution for this data and security type More...

virtual DateTimeZone	DataTimeZone ()
	Specifies the data time zone for this data type. This is useful for custom data types 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...

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
RenkoType	Type `[get, protected set]`
	Gets the kind of the bar More...

decimal	BrickSize `[get, protected set]`
	The preset size of the consolidated bar More...

override DateTime	EndTime `[get, set]`
	Gets the end time of this renko bar or the most recent update time if it IsClosed More...

DateTime	Start `[get, protected set]`
	Gets the time this bar started More...

virtual bool	IsClosed `[get, protected set]`
	Gets whether or not this bar is considered closed. More...

Properties inherited from QuantConnect.Data.Market.TradeBar
virtual decimal	Volume `[get, set]`
	Volume: More...

virtual decimal	Open `[get, set]`
	Opening price of the bar: Defined as the price at the start of the time period. More...

virtual decimal	High `[get, set]`
	High price of the TradeBar during the time period. More...

virtual decimal	Low `[get, set]`
	Low price of the TradeBar during the time period. More...

virtual decimal	Close `[get, set]`
	Closing price of the TradeBar. Defined as the price at Start Time + TimeSpan. More...

override DateTime	EndTime `[get, set]`
	The closing time of this bar, computed via the Time and Period More...

virtual TimeSpan	Period `[get, set]`
	The period of this trade bar, (second, minute, daily, ect...) 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...

Properties inherited from QuantConnect.Data.Market.IBar
decimal	Open `[get]`
	Opening price of the bar: Defined as the price at the start of the time period. More...

decimal	High `[get]`
	High price of the bar during the time period. More...

decimal	Low `[get]`
	Low price of the bar during the time period. More...

decimal	Close `[get]`
	Closing price of the bar. Defined as the price at Start Time + TimeSpan. More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.Data.Market.TradeBar
static TradeBar	Parse (SubscriptionDataConfig config, string line, DateTime baseDate)
	Parses the trade bar data line assuming QC data formats More...

static T	ParseEquity< T > (SubscriptionDataConfig config, string line, DateTime date)
	Parses equity trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseEquity (SubscriptionDataConfig config, StreamReader streamReader, DateTime date)
	Parses equity trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseEquity (SubscriptionDataConfig config, string line, DateTime date)
	Parses equity trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static T	ParseForex< T > (SubscriptionDataConfig config, string line, DateTime date)
	Parses forex trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static T	ParseCrypto< T > (SubscriptionDataConfig config, string line, DateTime date)
	Parses crypto trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseCrypto (SubscriptionDataConfig config, string line, DateTime date)
	Parses crypto trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseCrypto (SubscriptionDataConfig config, StreamReader streamReader, DateTime date)
	Parses crypto trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseForex (SubscriptionDataConfig config, string line, DateTime date)
	Parses forex trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseForex (SubscriptionDataConfig config, StreamReader streamReader, DateTime date)
	Parses forex trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static T	ParseCfd< T > (SubscriptionDataConfig config, string line, DateTime date)
	Parses CFD trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseCfd (SubscriptionDataConfig config, string line, DateTime date)
	Parses CFD trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseCfd (SubscriptionDataConfig config, StreamReader streamReader, DateTime date)
	Parses CFD trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static T	ParseOption< T > (SubscriptionDataConfig config, string line, DateTime date)
	Parses Option trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static T	ParseOption< T > (SubscriptionDataConfig config, StreamReader streamReader, DateTime date)
	Parses Option trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static T	ParseFuture< T > (SubscriptionDataConfig config, StreamReader streamReader, DateTime date)
	Parses Future trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static T	ParseFuture< T > (SubscriptionDataConfig config, string line, DateTime date)
	Parses Future trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseIndex (SubscriptionDataConfig config, string line, DateTime date)
	Parse an index bar from the LEAN disk format More...

static TradeBar	ParseIndex (SubscriptionDataConfig config, StreamReader streamReader, DateTime date)
	Parse an index bar from the LEAN disk format More...

static TradeBar	ParseOption (SubscriptionDataConfig config, string line, DateTime date)
	Parses Option trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseOption (SubscriptionDataConfig config, StreamReader streamReader, DateTime date)
	Parses Option trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseFuture (SubscriptionDataConfig config, string line, DateTime date)
	Parses Future trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

static TradeBar	ParseFuture (SubscriptionDataConfig config, StreamReader streamReader, DateTime date)
	Parses Future trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar More...

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

Represents a bar sectioned not by time, but by some amount of movement in a set field, where:

Open : Gets the opening value that started this bar
Close : Gets the closing value or the current value if the bar has not yet closed.
High : Gets the highest value encountered during this bar
Low : Gets the lowest value encountered during this bar

Definition at line 28 of file BaseRenkoBar.cs.

Member Function Documentation

◆ Reader()

override BaseData QuantConnect.Data.Market.BaseRenkoBar.Reader	(	SubscriptionDataConfig	config,
		string	line,
		DateTime	date,
		bool	isLiveMode
	)

virtual

Reader Method :: using set of arguements we specify read out type. Enumerate until the end of the data stream or file. E.g. Read CSV file line by line and convert into data types.

Returns: BaseData type set by Subscription Method.

Parameters

config	Config.
line	Line.
date	Date.
isLiveMode	true if we're in live mode, false for backtesting mode

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 69 of file BaseRenkoBar.cs.

◆ GetSource()

override SubscriptionDataSource QuantConnect.Data.Market.BaseRenkoBar.GetSource	(	SubscriptionDataConfig	config,
		DateTime	date,
		bool	isLiveMode
	)

virtual

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

Parameters

config	Configuration object
date	Date of this source file
isLiveMode	true if we're in live mode, false for backtesting mode

Returns: String URL of source file.

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 81 of file BaseRenkoBar.cs.

Property Documentation

◆ Type

RenkoType QuantConnect.Data.Market.BaseRenkoBar.Type

getprotected set

Gets the kind of the bar

Definition at line 33 of file BaseRenkoBar.cs.

◆ BrickSize

decimal QuantConnect.Data.Market.BaseRenkoBar.BrickSize

getprotected set

The preset size of the consolidated bar

Definition at line 38 of file BaseRenkoBar.cs.

◆ EndTime

override DateTime QuantConnect.Data.Market.BaseRenkoBar.EndTime

getset

Gets the end time of this renko bar or the most recent update time if it IsClosed

Definition at line 43 of file BaseRenkoBar.cs.

◆ Start

DateTime QuantConnect.Data.Market.BaseRenkoBar.Start

getprotected set

Gets the time this bar started

Definition at line 49 of file BaseRenkoBar.cs.

◆ IsClosed

virtual bool QuantConnect.Data.Market.BaseRenkoBar.IsClosed

getprotected set

Gets whether or not this bar is considered closed.

Definition at line 57 of file BaseRenkoBar.cs.

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

Common/Data/Market/BaseRenkoBar.cs

Public Member Functions

Properties

Additional Inherited Members

Detailed Description

Member Function Documentation

◆ Reader()

◆ GetSource()

Property Documentation

◆ Type

◆ BrickSize

◆ EndTime

◆ Start

◆ IsClosed