Defines the parameters required to add a subscription to a data feed. More...
Public Member Functions | |
| SubscriptionRequest (bool isUniverseSubscription, Universe universe, Security security, SubscriptionDataConfig configuration, DateTime startTimeUtc, DateTime endTimeUtc) | |
| Initializes a new instance of the SubscriptionRequest class More... | |
| SubscriptionRequest (SubscriptionRequest template, bool? isUniverseSubscription=null, Universe universe=null, Security security=null, SubscriptionDataConfig configuration=null, DateTime? startTimeUtc=null, DateTime? endTimeUtc=null) | |
| Initializes a new instance of the SubscriptionRequest class More... | |
Public Attributes | |
| override IEnumerable< DateTime > | TradableDaysInDataTimeZone |
| Gets the tradable days specified by this request, in the security's data time zone More... | |
 Public Attributes inherited from QuantConnect.Data.BaseDataRequest | |
| DateTime | StartTimeLocal => _localStartTime.Value |
| Gets the StartTimeUtc in the security's exchange time zone More... | |
| DateTime | EndTimeLocal => _localEndTime.Value |
| Gets the EndTimeUtc in the security's exchange time zone More... | |
Properties | |
| bool | IsUniverseSubscription [get] |
| Gets true if the subscription is a universe More... | |
| Universe | Universe [get] |
| Gets the universe this subscription resides in More... | |
| Security | Security [get] |
| Gets the security. This is the destination of data for non-internal subscriptions. More... | |
| SubscriptionDataConfig | Configuration [get] |
| Gets the subscription configuration. This defines how/where to read the data. More... | |
| Properties inherited from QuantConnect.Data.BaseDataRequest | |
| DateTime | StartTimeUtc [get, protected set] |
| Gets the beginning of the requested time interval in UTC More... | |
| DateTime | EndTimeUtc [get, protected set] |
| Gets the end of the requested time interval in UTC More... | |
| SecurityExchangeHours | ExchangeHours [get] |
| Gets the exchange hours used for processing fill forward requests More... | |
| abstract IEnumerable< DateTime > | TradableDaysInDataTimeZone [get] |
| Gets the tradable days specified by this request, in the security's data time zone More... | |
Additional Inherited Members | |
| Protected Member Functions inherited from QuantConnect.Data.BaseDataRequest | |
| BaseDataRequest (DateTime startTimeUtc, DateTime endTimeUtc, SecurityExchangeHours exchangeHours, TickType tickType) | |
| Initializes the base data request More... | |
Detailed Description
Defines the parameters required to add a subscription to a data feed.
Definition at line 25 of file SubscriptionRequest.cs.
Constructor & Destructor Documentation
◆ SubscriptionRequest() [1/2]
| QuantConnect.Data.UniverseSelection.SubscriptionRequest.SubscriptionRequest | ( | bool | isUniverseSubscription, |
| Universe | universe, | ||
| Security | security, | ||
| SubscriptionDataConfig | configuration, | ||
| DateTime | startTimeUtc, | ||
| DateTime | endTimeUtc | ||
| ) |
Initializes a new instance of the SubscriptionRequest class
Definition at line 59 of file SubscriptionRequest.cs.
◆ SubscriptionRequest() [2/2]
| QuantConnect.Data.UniverseSelection.SubscriptionRequest.SubscriptionRequest | ( | SubscriptionRequest | template, |
| bool? | isUniverseSubscription = null, |
||
| Universe | universe = null, |
||
| Security | security = null, |
||
| SubscriptionDataConfig | configuration = null, |
||
| DateTime? | startTimeUtc = null, |
||
| DateTime? | endTimeUtc = null |
||
| ) |
Initializes a new instance of the SubscriptionRequest class
Definition at line 83 of file SubscriptionRequest.cs.
Member Data Documentation
◆ TradableDaysInDataTimeZone
| override IEnumerable<DateTime> QuantConnect.Data.UniverseSelection.SubscriptionRequest.TradableDaysInDataTimeZone |
Gets the tradable days specified by this request, in the security's data time zone
Definition at line 50 of file SubscriptionRequest.cs.
Property Documentation
◆ IsUniverseSubscription
|
get |
Gets true if the subscription is a universe
Definition at line 30 of file SubscriptionRequest.cs.
◆ Universe
|
get |
Gets the universe this subscription resides in
Definition at line 35 of file SubscriptionRequest.cs.
◆ Security
|
get |
Gets the security. This is the destination of data for non-internal subscriptions.
Definition at line 40 of file SubscriptionRequest.cs.
◆ Configuration
|
get |
Gets the subscription configuration. This defines how/where to read the data.
Definition at line 45 of file SubscriptionRequest.cs.
The documentation for this class was generated from the following file:
- Common/Data/UniverseSelection/SubscriptionRequest.cs
