QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader Class Reference

Enumerator for converting AlgoSeek futures files into Ticks. More...

Inheritance diagram for QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader:

Public Member Functions
	AlgoSeekFuturesReader (string file, Dictionary< string, decimal > symbolMultipliers, HashSet< string > symbolFilter=null)
	Enumerate through the lines of the algoseek files. More...
bool	MoveNext ()
	Parse the next line of the algoseek future file. More...
void	Reset ()
	Reset the enumerator for the AlgoSeekFuturesReader More...
void	Dispose ()
	Dispose of the underlying AlgoSeekFuturesReader More...

Properties
Tick	Current [get]
	Current top of the tick file. More...

Detailed Description

Enumerator for converting AlgoSeek futures files into Ticks.

Definition at line 33 of file AlgoSeekFuturesReader.cs.

Constructor & Destructor Documentation

AlgoSeekFuturesReader()

QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader.AlgoSeekFuturesReader	(	string	file,
		Dictionary< string, decimal >	symbolMultipliers,
		HashSet< string >	symbolFilter = null
	)

Enumerate through the lines of the algoseek files.

Parameters

file	BZ File for AlgoSeek
symbolMultipliers	Symbol price multiplier
symbolFilter	Symbol filter to apply, if any

Definition at line 56 of file AlgoSeekFuturesReader.cs.

Here is the call graph for this function:

Member Function Documentation

MoveNext()

bool QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader.MoveNext

(

)

Parse the next line of the algoseek future file.

Returns

Definition at line 89 of file AlgoSeekFuturesReader.cs.

Here is the caller graph for this function:

Reset()

void QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader.Reset

(

)

Reset the enumerator for the AlgoSeekFuturesReader

Definition at line 119 of file AlgoSeekFuturesReader.cs.

Dispose()

void QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader.Dispose

(

)

Dispose of the underlying AlgoSeekFuturesReader

Definition at line 127 of file AlgoSeekFuturesReader.cs.

Property Documentation

Current

Tick QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader.Current

get

Current top of the tick file.

Definition at line 106 of file AlgoSeekFuturesReader.cs.

---

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

• ToolBox/AlgoSeekFuturesConverter/AlgoSeekFuturesReader.cs