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Delisting event of a security More...
Public Member Functions | |
Delisting () | |
Initializes a new instance of the Delisting class More... | |
Delisting (Symbol symbol, DateTime date, decimal price, DelistingType type) | |
Initializes a new instance of the Delisting class More... | |
void | SetOrderTicket (OrderTicket ticket) |
Sets the OrderTicket used to liquidate this position 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. 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... | |
override 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... | |
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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 | 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... | |
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... | |
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 | |
DelistingType | Type [get] |
Gets the type of delisting, warning or delisted A DelistingType.Warning is sent More... | |
OrderTicket | Ticket [get] |
Gets the OrderTicket that was submitted to liquidate this position More... | |
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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... | |
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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... | |
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Symbol | Symbol [get, set] |
Gets the Symbol More... | |
Additional Inherited Members | |
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static IEnumerable< BaseData > | DeserializeMessage (string serialized) |
Deserialize the message from the data server More... | |
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virtual decimal | Price => Value |
As this is a backtesting platform we'll provide an alias of value as price. More... | |
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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... | |
Delisting event of a security
Definition at line 26 of file Delisting.cs.
QuantConnect.Data.Market.Delisting.Delisting | ( | ) |
Initializes a new instance of the Delisting class
Definition at line 43 of file Delisting.cs.
QuantConnect.Data.Market.Delisting.Delisting | ( | Symbol | symbol, |
DateTime | date, | ||
decimal | price, | ||
DelistingType | type | ||
) |
Initializes a new instance of the Delisting class
symbol | The delisted symbol |
date | The date the symbol was delisted |
price | The final price before delisting |
type | The type of delisting event |
Definition at line 56 of file Delisting.cs.
void QuantConnect.Data.Market.Delisting.SetOrderTicket | ( | OrderTicket | ticket | ) |
Sets the OrderTicket used to liquidate this position
ticket | The ticket that represents the order to liquidate this position |
Definition at line 69 of file Delisting.cs.
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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.
config | Subscription data config setup object |
line | Line of the source document |
date | Date of the requested data |
isLiveMode | true if we're in live mode, false for backtesting mode |
Reimplemented from QuantConnect.Data.BaseData.
Definition at line 83 of file Delisting.cs.
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virtual |
Return the URL string source of the file. This will be converted to a stream
config | Configuration object |
date | Date of this source file |
isLiveMode | true if we're in live mode, false for backtesting mode |
Reimplemented from QuantConnect.Data.BaseData.
Definition at line 95 of file Delisting.cs.
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virtual |
Return a new instance clone of this object, used in fill forward
This base implementation uses reflection to copy all public fields and properties
Reimplemented from QuantConnect.Data.BaseData.
Definition at line 107 of file Delisting.cs.
override string QuantConnect.Data.Market.Delisting.ToString | ( | ) |
Formats a string with the symbol and value.
Definition at line 116 of file Delisting.cs.
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get |
Gets the type of delisting, warning or delisted A DelistingType.Warning is sent
Definition at line 33 of file Delisting.cs.
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get |
Gets the OrderTicket that was submitted to liquidate this position
Definition at line 38 of file Delisting.cs.