Store data (either raw or adjusted) and the time at which it should be synchronized More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.SubscriptionData:

Public Member Functions
	SubscriptionData (BaseData data, DateTime emitTimeUtc)
	Initializes a new instance of the SubscriptionData class More...

Static Public Member Functions
static SubscriptionData	Create (SubscriptionDataConfig configuration, SecurityExchangeHours exchangeHours, TimeZoneOffsetProvider offsetProvider, BaseData data, DataNormalizationMode normalizationMode, decimal? factor=null)
	Clones the data, computes the utc emit time and performs exchange round down behavior, storing the result in a new SubscriptionData instance More...

Public Attributes
virtual BaseData	Data => _data
	Gets the data More...

Protected Attributes
BaseData	_data
	Data More...

Properties
DateTime	EmitTimeUtc `[get]`
	Gets the UTC emit time for this data More...

Detailed Description

Store data (either raw or adjusted) and the time at which it should be synchronized

Definition at line 25 of file SubscriptionData.cs.

Constructor & Destructor Documentation

◆ SubscriptionData()

QuantConnect.Lean.Engine.DataFeeds.SubscriptionData.SubscriptionData	(	BaseData	data,
		DateTime	emitTimeUtc
	)

Initializes a new instance of the SubscriptionData class

Parameters

data	The base data
emitTimeUtc	The emit time for the data

Definition at line 47 of file SubscriptionData.cs.

Here is the caller graph for this function:

Member Function Documentation

◆ Create()

static SubscriptionData QuantConnect.Lean.Engine.DataFeeds.SubscriptionData.Create	(	SubscriptionDataConfig	configuration,
		SecurityExchangeHours	exchangeHours,
		TimeZoneOffsetProvider	offsetProvider,
		BaseData	data,
		DataNormalizationMode	normalizationMode,
		decimal?	factor = `null`
	)

static

Clones the data, computes the utc emit time and performs exchange round down behavior, storing the result in a new SubscriptionData instance

Parameters

configuration	The subscription's configuration
exchangeHours	The exchange hours of the security
offsetProvider	The subscription's offset provider
data	The data being emitted
normalizationMode	Specifies how data is normalized
factor	price scale factor

Returns: A new SubscriptionData containing the specified data

Definition at line 63 of file SubscriptionData.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

Member Data Documentation

◆ _data

BaseData QuantConnect.Lean.Engine.DataFeeds.SubscriptionData._data

protected

Data

Definition at line 30 of file SubscriptionData.cs.

◆ Data

virtual BaseData QuantConnect.Lean.Engine.DataFeeds.SubscriptionData.Data => _data

Gets the data

Definition at line 35 of file SubscriptionData.cs.

Property Documentation

◆ EmitTimeUtc

DateTime QuantConnect.Lean.Engine.DataFeeds.SubscriptionData.EmitTimeUtc

get

Gets the UTC emit time for this data

Definition at line 40 of file SubscriptionData.cs.

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

Engine/DataFeeds/SubscriptionData.cs

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Attributes

Properties