QuantConnect.Securities.Forex.ForexDataFilter Class Reference

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

Inheritance diagram for QuantConnect.Securities.Forex.ForexDataFilter:

Public Member Functions
	ForexDataFilter ()
	Initialize forex data filter class: More...
override bool	Filter (Security vehicle, BaseData data)
	Forex data filter: a true value means accept the packet, a false means fail. More...
Public Member Functions inherited from QuantConnect.Securities.SecurityDataFilter
	SecurityDataFilter ()
	Initialize data filter class More...

Detailed Description

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

See also

SecurityDataFilter

Definition at line 24 of file ForexDataFilter.cs.

Constructor & Destructor Documentation

ForexDataFilter()

QuantConnect.Securities.Forex.ForexDataFilter.ForexDataFilter

(

)

Initialize forex data filter class:

Definition at line 29 of file ForexDataFilter.cs.

Member Function Documentation

Filter()

override bool QuantConnect.Securities.Forex.ForexDataFilter.Filter ( Security  vehicle, BaseData  data  )

virtual

Forex data filter: a true value means accept the packet, a false means fail.

Parameters

data	Data object we're scanning to filter
vehicle	Security asset

Reimplemented from QuantConnect.Securities.SecurityDataFilter.

Definition at line 40 of file ForexDataFilter.cs.

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

• Common/Securities/Forex/ForexDataFilter.cs