Lean  $LEAN_TAG$
QuantConnect.Data.Market.TradeBar Member List

This is the complete list of members for QuantConnect.Data.Market.TradeBar, including all inherited members.

AllResolutionsQuantConnect.Data.BaseDataprotectedstatic
BaseData()QuantConnect.Data.BaseData
Clone(bool fillForward)QuantConnect.Data.Market.TradeBarvirtual
Clone()QuantConnect.Data.Market.TradeBarvirtual
CloseQuantConnect.Data.Market.TradeBar
DailyResolutionQuantConnect.Data.BaseDataprotectedstatic
DataTimeZone()QuantConnect.Data.BaseDatavirtual
DataTypeQuantConnect.Data.BaseData
DefaultResolution()QuantConnect.Data.BaseDatavirtual
DeserializeMessage(string serialized)QuantConnect.Data.BaseDatastatic
EndTimeQuantConnect.Data.Market.TradeBar
GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)QuantConnect.Data.Market.TradeBarvirtual
QuantConnect::Data::BaseData.GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)QuantConnect.Data.BaseDatavirtual
HighQuantConnect.Data.Market.TradeBar
HighResolutionQuantConnect.Data.BaseDataprotectedstatic
IsFillForwardQuantConnect.Data.BaseData
IsSparseData()QuantConnect.Data.BaseDatavirtual
LowQuantConnect.Data.Market.TradeBar
MinuteResolutionQuantConnect.Data.BaseDataprotectedstatic
OpenQuantConnect.Data.Market.TradeBar
OptionResolutionsQuantConnect.Data.BaseDataprotectedstatic
Parse(SubscriptionDataConfig config, string line, DateTime baseDate)QuantConnect.Data.Market.TradeBarstatic
ParseCfd(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseCfd(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseCfd< T >(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseCrypto(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseCrypto(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseCrypto< T >(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseEquity(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseEquity(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseEquity< T >(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseForex(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseForex(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseForex< T >(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseFuture(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseFuture(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseFuture< T >(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseFuture< T >(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseIndex(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseIndex(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseOption(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseOption(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseOption< T >(SubscriptionDataConfig config, string line, DateTime date)QuantConnect.Data.Market.TradeBarstatic
ParseOption< T >(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)QuantConnect.Data.Market.TradeBarstatic
PeriodQuantConnect.Data.Market.TradeBar
PriceQuantConnect.Data.BaseData
Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)QuantConnect.Data.Market.TradeBarvirtual
Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)QuantConnect.Data.Market.TradeBarvirtual
QuantConnect::Data::BaseData.Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed)QuantConnect.Data.BaseDatavirtual
RequiresMapping()QuantConnect.Data.BaseDatavirtual
ShouldCacheToSecurity()QuantConnect.Data.BaseDatavirtual
SupportedResolutions()QuantConnect.Data.BaseDatavirtual
SymbolQuantConnect.Data.BaseData
TimeQuantConnect.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.TradeBarvirtual
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
ValueQuantConnect.Data.BaseData
VolumeQuantConnect.Data.Market.TradeBar