Provides access to exchange hours and raw data times zones in various markets More...

Classes
class	Entry
	Represents a single entry in the MarketHoursDatabase More...

Public Member Functions
	MarketHoursDatabase (Dictionary< SecurityDatabaseKey, Entry > exchangeHours)
	Initializes a new instance of the MarketHoursDatabase class More...

SecurityExchangeHours	GetExchangeHours (SubscriptionDataConfig configuration)
	Convenience method for retrieving exchange hours from market hours database using a subscription config More...

SecurityExchangeHours	GetExchangeHours (string market, Symbol symbol, SecurityType securityType)
	Convenience method for retrieving exchange hours from market hours database using a subscription config More...

DateTimeZone	GetDataTimeZone (string market, Symbol symbol, SecurityType securityType)
	Performs a lookup using the specified information and returns the data's time zone if found, if an entry is not found, an exception is thrown More...

void	ReloadEntries ()
	Reload entries dictionary from MHDB file and merge them with previous custom ones More...

virtual Entry	SetEntry (string market, string symbol, SecurityType securityType, SecurityExchangeHours exchangeHours, DateTimeZone dataTimeZone=null)
	Sets the entry for the specified market/symbol/security-type. This is intended to be used by custom data and other data sources that don't have explicit entries in market-hours-database.csv. At run time, the algorithm can update the market hours database via calls to AddData. More...

virtual Entry	SetEntryAlwaysOpen (string market, string symbol, SecurityType securityType, DateTimeZone timeZone)
	Convenience method for the common custom data case. Sets the entry for the specified symbol using SecurityExchangeHours.AlwaysOpen(timeZone) This sets the data time zone equal to the exchange time zone as well. More...

virtual Entry	GetEntry (string market, string symbol, SecurityType securityType)
	Gets the entry for the specified market/symbol/security-type More...

bool	TryGetEntry (string market, Symbol symbol, SecurityType securityType, out Entry entry)
	Tries to get the entry for the specified market/symbol/security-type More...

bool	TryGetEntry (string market, string symbol, SecurityType securityType, out Entry entry)
	Tries to get the entry for the specified market/symbol/security-type More...

virtual Entry	GetEntry (string market, Symbol symbol, SecurityType securityType)
	Gets the entry for the specified market/symbol/security-type More...

Static Public Member Functions
static void	Reset ()
	Resets the market hours database, forcing a reload when reused. Called in tests where multiple algorithms are run sequentially, and we need to guarantee that every test starts with the same environment. More...

static MarketHoursDatabase	FromDataFolder ()
	Gets the instance of the MarketHoursDatabase class produced by reading in the market hours data found in /Data/market-hours/ More...

static MarketHoursDatabase	FromFile (string path)
	Reads the specified file as a market hours database instance More...

static string	GetDatabaseSymbolKey (Symbol symbol)
	Gets the correct string symbol to use as a database key More...

Public Attributes
List< KeyValuePair< SecurityDatabaseKey, Entry > >	ExchangeHoursListing => _entries.ToList()
	Gets all the exchange hours held by this provider More...

Protected Member Functions
bool	ContainsKey (SecurityDatabaseKey key)
	Determines if the database contains the specified key More...

Properties
static MarketHoursDatabase	AlwaysOpen `[get]`
	Gets a MarketHoursDatabase that always returns SecurityExchangeHours.AlwaysOpen More...

Detailed Description

Provides access to exchange hours and raw data times zones in various markets

Definition at line 33 of file MarketHoursDatabase.cs.

Constructor & Destructor Documentation

◆ MarketHoursDatabase()

QuantConnect.Securities.MarketHoursDatabase.MarketHoursDatabase ( Dictionary< SecurityDatabaseKey, Entry > exchangeHours )

Initializes a new instance of the MarketHoursDatabase class

Parameters

exchangeHours The full listing of exchange hours by key

Definition at line 67 of file MarketHoursDatabase.cs.

Member Function Documentation

◆ GetExchangeHours() [1/2]

SecurityExchangeHours QuantConnect.Securities.MarketHoursDatabase.GetExchangeHours ( SubscriptionDataConfig configuration )

Convenience method for retrieving exchange hours from market hours database using a subscription config

Parameters

configuration The subscription data config to get exchange hours for

Returns: The configure exchange hours for the specified configuration

Definition at line 77 of file MarketHoursDatabase.cs.

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◆ GetExchangeHours() [2/2]

SecurityExchangeHours QuantConnect.Securities.MarketHoursDatabase.GetExchangeHours	(	string	market,
		Symbol	symbol,
		SecurityType	securityType
	)

Convenience method for retrieving exchange hours from market hours database using a subscription config

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded
securityType	The security type of the symbol

Returns: The exchange hours for the specified security

Definition at line 89 of file MarketHoursDatabase.cs.

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◆ GetDataTimeZone()

DateTimeZone QuantConnect.Securities.MarketHoursDatabase.GetDataTimeZone	(	string	market,
		Symbol	symbol,
		SecurityType	securityType
	)

Performs a lookup using the specified information and returns the data's time zone if found, if an entry is not found, an exception is thrown

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded
securityType	The security type of the symbol

Returns: The raw data time zone for the specified security

Definition at line 102 of file MarketHoursDatabase.cs.

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◆ Reset()

static void QuantConnect.Securities.MarketHoursDatabase.Reset ( )

static

Resets the market hours database, forcing a reload when reused. Called in tests where multiple algorithms are run sequentially, and we need to guarantee that every test starts with the same environment.

Definition at line 112 of file MarketHoursDatabase.cs.

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◆ ReloadEntries()

void QuantConnect.Securities.MarketHoursDatabase.ReloadEntries ( )

Reload entries dictionary from MHDB file and merge them with previous custom ones

Definition at line 123 of file MarketHoursDatabase.cs.

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◆ FromDataFolder()

static MarketHoursDatabase QuantConnect.Securities.MarketHoursDatabase.FromDataFolder ( )

static

Gets the instance of the MarketHoursDatabase class produced by reading in the market hours data found in /Data/market-hours/

Returns: A MarketHoursDatabase class that represents the data in the market-hours folder

Definition at line 139 of file MarketHoursDatabase.cs.

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◆ FromFile()

static MarketHoursDatabase QuantConnect.Securities.MarketHoursDatabase.FromFile ( string path )

static

Reads the specified file as a market hours database instance

Parameters

path	The market hours database file path

Returns: A new instance of the MarketHoursDatabase class

Definition at line 162 of file MarketHoursDatabase.cs.

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◆ SetEntry()

virtual Entry QuantConnect.Securities.MarketHoursDatabase.SetEntry	(	string	market,
		string	symbol,
		SecurityType	securityType,
		SecurityExchangeHours	exchangeHours,
		DateTimeZone	dataTimeZone = `null`
	)

virtual

Sets the entry for the specified market/symbol/security-type. This is intended to be used by custom data and other data sources that don't have explicit entries in market-hours-database.csv. At run time, the algorithm can update the market hours database via calls to AddData.

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded
securityType	The security type of the symbol
exchangeHours	The exchange hours for the specified symbol
dataTimeZone	The time zone of the symbol's raw data. Optional, defaults to the exchange time zone

Returns: The entry matching the specified market/symbol/security-type

Definition at line 179 of file MarketHoursDatabase.cs.

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◆ SetEntryAlwaysOpen()

virtual Entry QuantConnect.Securities.MarketHoursDatabase.SetEntryAlwaysOpen	(	string	market,
		string	symbol,
		SecurityType	securityType,
		DateTimeZone	timeZone
	)

virtual

Convenience method for the common custom data case. Sets the entry for the specified symbol using SecurityExchangeHours.AlwaysOpen(timeZone) This sets the data time zone equal to the exchange time zone as well.

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded
securityType	The security type of the symbol
timeZone	The time zone of the symbol's exchange and raw data

Returns: The entry matching the specified market/symbol/security-type

Definition at line 199 of file MarketHoursDatabase.cs.

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◆ GetEntry() [1/2]

virtual Entry QuantConnect.Securities.MarketHoursDatabase.GetEntry	(	string	market,
		string	symbol,
		SecurityType	securityType
	)

virtual

Gets the entry for the specified market/symbol/security-type

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded
securityType	The security type of the symbol

Returns: The entry matching the specified market/symbol/security-type

Definition at line 211 of file MarketHoursDatabase.cs.

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◆ TryGetEntry() [1/2]

bool QuantConnect.Securities.MarketHoursDatabase.TryGetEntry	(	string	market,
		Symbol	symbol,
		SecurityType	securityType,
		out Entry	entry
	)

Tries to get the entry for the specified market/symbol/security-type

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded
securityType	The security type of the symbol
entry	The entry found if any

Returns: True if the entry was present, else false

Definition at line 249 of file MarketHoursDatabase.cs.

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◆ TryGetEntry() [2/2]

bool QuantConnect.Securities.MarketHoursDatabase.TryGetEntry	(	string	market,
		string	symbol,
		SecurityType	securityType,
		out Entry	entry
	)

Tries to get the entry for the specified market/symbol/security-type

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded
securityType	The security type of the symbol
entry	The entry found if any

Returns: True if the entry was present, else false

Definition at line 262 of file MarketHoursDatabase.cs.

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◆ GetEntry() [2/2]

virtual Entry QuantConnect.Securities.MarketHoursDatabase.GetEntry	(	string	market,
		Symbol	symbol,
		SecurityType	securityType
	)

virtual

Gets the entry for the specified market/symbol/security-type

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded (Symbol class)
securityType	The security type of the symbol

Returns: The entry matching the specified market/symbol/security-type

Definition at line 283 of file MarketHoursDatabase.cs.

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◆ GetDatabaseSymbolKey()

static string QuantConnect.Securities.MarketHoursDatabase.GetDatabaseSymbolKey ( Symbol symbol )

static

Gets the correct string symbol to use as a database key

Parameters

symbol The symbol

Returns: The symbol string used in the database ke

Definition at line 293 of file MarketHoursDatabase.cs.

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◆ ContainsKey()

bool QuantConnect.Securities.MarketHoursDatabase.ContainsKey ( SecurityDatabaseKey key )

protected

Determines if the database contains the specified key

Parameters

key	The key to search for

Returns: True if an entry is found, otherwise false

Definition at line 329 of file MarketHoursDatabase.cs.

Member Data Documentation

◆ ExchangeHoursListing

List<KeyValuePair<SecurityDatabaseKey,Entry> > QuantConnect.Securities.MarketHoursDatabase.ExchangeHoursListing => _entries.ToList()

Gets all the exchange hours held by this provider

Definition at line 45 of file MarketHoursDatabase.cs.

Property Documentation

◆ AlwaysOpen

MarketHoursDatabase QuantConnect.Securities.MarketHoursDatabase.AlwaysOpen

staticget

Gets a MarketHoursDatabase that always returns SecurityExchangeHours.AlwaysOpen

Definition at line 51 of file MarketHoursDatabase.cs.

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

Common/Securities/MarketHoursDatabase.cs

Classes

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ MarketHoursDatabase()

Member Function Documentation

◆ GetExchangeHours() [1/2]

◆ GetExchangeHours() [2/2]

◆ GetDataTimeZone()

◆ Reset()

◆ ReloadEntries()

◆ FromDataFolder()

◆ FromFile()

◆ SetEntry()

◆ SetEntryAlwaysOpen()

◆ GetEntry() [1/2]

◆ TryGetEntry() [1/2]

◆ TryGetEntry() [2/2]

◆ GetEntry() [2/2]

◆ GetDatabaseSymbolKey()

◆ ContainsKey()

Member Data Documentation

◆ ExchangeHoursListing

Property Documentation

◆ AlwaysOpen