CFD packet by packet data filtering mechanism for dynamically detecting bad ticks. More...

Inheritance diagram for QuantConnect.Securities.Cfd.CfdDataFilter:

Additional Inherited Members
Public Member Functions inherited from QuantConnect.Securities.SecurityDataFilter
	SecurityDataFilter ()
	Initialize data filter class More...

virtual bool	Filter (Security vehicle, BaseData data)
	Filter the data packet passing through this method by returning true to accept, or false to fail/reject the data point. More...

Detailed Description

CFD packet by packet data filtering mechanism for dynamically detecting bad ticks.

Definition at line 22 of file CfdDataFilter.cs.

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

Additional Inherited Members