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QuantConnect.Data.Market.Ticks Class Reference

Ticks collection which implements an IDictionary-string-list of ticks. This way users can iterate over the string indexed ticks of the requested symbol. More...

Inheritance diagram for QuantConnect.Data.Market.Ticks:
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Public Member Functions

 Ticks ()
 Initializes a new instance of the Ticks dictionary More...
 
 Ticks (DateTime frontier)
 Initializes a new instance of the Ticks dictionary More...
 

Properties

new List< Tickthis[string ticker] [get, set]
 Gets or sets the list of Tick with the specified ticker. More...
 
new List< Tickthis[Symbol symbol] [get, set]
 Gets or sets the list of Tick with the specified Symbol. More...
 

Detailed Description

Ticks collection which implements an IDictionary-string-list of ticks. This way users can iterate over the string indexed ticks of the requested symbol.

Ticks are timestamped to the nearest second in QuantConnect

Definition at line 25 of file Ticks.cs.

Constructor & Destructor Documentation

◆ Ticks() [1/2]

QuantConnect.Data.Market.Ticks.Ticks ( )

Initializes a new instance of the Ticks dictionary

Definition at line 30 of file Ticks.cs.

◆ Ticks() [2/2]

QuantConnect.Data.Market.Ticks.Ticks ( DateTime  frontier)

Initializes a new instance of the Ticks dictionary

Parameters
frontierThe time associated with the data in this dictionary

Definition at line 38 of file Ticks.cs.

Property Documentation

◆ this[string ticker]

new List<Tick> QuantConnect.Data.Market.Ticks.this[string ticker]
getset

Gets or sets the list of Tick with the specified ticker.

Returns
The list of Tick with the specified ticker.
Parameters
tickerThe ticker of the element to get or set.

Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations

Definition at line 51 of file Ticks.cs.

◆ this[Symbol symbol]

new List<Tick> QuantConnect.Data.Market.Ticks.this[Symbol symbol]
getset

Gets or sets the list of Tick with the specified Symbol.

Returns
The list of Tick with the specified Symbol.
Parameters
symbolThe Symbol of the element to get or set.

Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations

Definition at line 61 of file Ticks.cs.


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