Defines summary information about a single symbol for a given date More...

Inheritance diagram for QuantConnect.Data.UniverseSelection.CoarseFundamental:

Public Member Functions
	CoarseFundamental ()
	Initializes a new instance of the CoarseFundamental class 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	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 BaseData	Clone ()
	Return a new instance clone of this object, used in fill forward More...

Public Member Functions inherited from QuantConnect.Data.BaseData
	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 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...

Static Public Member Functions
static Symbol	CreateUniverseSymbol (string market)
	Creates the symbol used for coarse fundamental data More...

static string	ToRow (CoarseFundamental coarse)
	Converts a given fundamental data point into row format 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
decimal	PriceScaleFactor => PriceFactor * SplitFactor
	Gets the combined factor used to create adjusted prices from raw prices More...

decimal	AdjustedPrice => Price * PriceScaleFactor
	Gets the split and dividend adjusted price More...

override decimal	Price => Value
	Gets the raw price 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...

Properties
string	Market `[get, set]`
	Gets the market for this symbol More...

decimal	DollarVolume `[get, set]`
	Gets the day's dollar volume for this symbol More...

long	Volume `[get, set]`
	Gets the day's total volume More...

bool	HasFundamentalData `[get, set]`
	Returns whether the symbol has fundamental data for the given date More...

decimal	PriceFactor = 1m `[get, set]`
	Gets the price factor for the given date More...

decimal	SplitFactor = 1m `[get, set]`
	Gets the split factor for the given date More...

override DateTime	EndTime `[get, set]`
	The end time of this data. 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...

Additional Inherited Members
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

Defines summary information about a single symbol for a given date

Definition at line 27 of file CoarseFundamental.cs.

Constructor & Destructor Documentation

◆ CoarseFundamental()

QuantConnect.Data.UniverseSelection.CoarseFundamental.CoarseFundamental ( )

Initializes a new instance of the CoarseFundamental class

Definition at line 86 of file CoarseFundamental.cs.

Member Function Documentation

◆ GetSource()

override SubscriptionDataSource QuantConnect.Data.UniverseSelection.CoarseFundamental.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 98 of file CoarseFundamental.cs.

◆ Reader()

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

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.

Parameters

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

Returns: Instance of the T:BaseData object generated by this line of the CSV

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 113 of file CoarseFundamental.cs.

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◆ Clone()

override BaseData QuantConnect.Data.UniverseSelection.CoarseFundamental.Clone ( )

virtual

Return a new instance clone of this object, used in fill forward

Returns: A clone of the current object

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 151 of file CoarseFundamental.cs.

◆ CreateUniverseSymbol()

static Symbol QuantConnect.Data.UniverseSelection.CoarseFundamental.CreateUniverseSymbol ( string market )

static

Creates the symbol used for coarse fundamental data

Parameters

market The market

Returns: A coarse universe symbol for the specified market

Definition at line 173 of file CoarseFundamental.cs.

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◆ ToRow()

static string QuantConnect.Data.UniverseSelection.CoarseFundamental.ToRow ( CoarseFundamental coarse )

static

Converts a given fundamental data point into row format

Definition at line 184 of file CoarseFundamental.cs.

Member Data Documentation

◆ PriceScaleFactor

decimal QuantConnect.Data.UniverseSelection.CoarseFundamental.PriceScaleFactor => PriceFactor * SplitFactor

Gets the combined factor used to create adjusted prices from raw prices

Definition at line 62 of file CoarseFundamental.cs.

◆ AdjustedPrice

decimal QuantConnect.Data.UniverseSelection.CoarseFundamental.AdjustedPrice => Price * PriceScaleFactor

Gets the split and dividend adjusted price

Definition at line 67 of file CoarseFundamental.cs.

◆ Price

override decimal QuantConnect.Data.UniverseSelection.CoarseFundamental.Price => Value

Gets the raw price

Definition at line 81 of file CoarseFundamental.cs.

Property Documentation

◆ Market

string QuantConnect.Data.UniverseSelection.CoarseFundamental.Market

getset

Gets the market for this symbol

Definition at line 32 of file CoarseFundamental.cs.

◆ DollarVolume

decimal QuantConnect.Data.UniverseSelection.CoarseFundamental.DollarVolume

getset

Gets the day's dollar volume for this symbol

Definition at line 37 of file CoarseFundamental.cs.

◆ Volume

long QuantConnect.Data.UniverseSelection.CoarseFundamental.Volume

getset

Gets the day's total volume

Definition at line 42 of file CoarseFundamental.cs.

◆ HasFundamentalData

bool QuantConnect.Data.UniverseSelection.CoarseFundamental.HasFundamentalData

getset

Returns whether the symbol has fundamental data for the given date

Definition at line 47 of file CoarseFundamental.cs.

◆ PriceFactor

decimal QuantConnect.Data.UniverseSelection.CoarseFundamental.PriceFactor = 1m

getset

Gets the price factor for the given date

Definition at line 52 of file CoarseFundamental.cs.

◆ SplitFactor

decimal QuantConnect.Data.UniverseSelection.CoarseFundamental.SplitFactor = 1m

getset

Gets the split factor for the given date

Definition at line 57 of file CoarseFundamental.cs.

◆ EndTime

override DateTime QuantConnect.Data.UniverseSelection.CoarseFundamental.EndTime

getset

The end time of this data.

Definition at line 73 of file CoarseFundamental.cs.

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

Common/Data/UniverseSelection/CoarseFundamental.cs

Public Member Functions

Static Public Member Functions

Public Attributes

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ CoarseFundamental()

Member Function Documentation

◆ GetSource()

◆ Reader()

◆ Clone()

◆ CreateUniverseSymbol()

◆ ToRow()

Member Data Documentation

◆ PriceScaleFactor

◆ AdjustedPrice

◆ Price

Property Documentation

◆ Market

◆ DollarVolume

◆ Volume

◆ HasFundamentalData

◆ PriceFactor

◆ SplitFactor

◆ EndTime