Use TickQuoteBarConsolidator to consolidate quote ticks into a specified resolution More...

Inheritance diagram for QuantConnect.ToolBox.QuoteTickAggregator:

Public Member Functions
	QuoteTickAggregator (Resolution resolution)

Public Member Functions inherited from QuantConnect.ToolBox.TickAggregator
virtual void	Update (BaseData data)
	Updates the consolidator with the specified bar. More...

List< BaseData >	Flush ()
	Return all the consolidated data as well as the bar the consolidator is currently working on More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.ToolBox.TickAggregator
static IEnumerable< TickAggregator >	ForTickTypes (SecurityType securityType, Resolution resolution, params TickType[] tickTypes)
	Creates the correct TickAggregator instances for the specified tick types and resolution. QuantConnect.TickType.OpenInterest will ignore resolution and use QuantConnect.Resolution.Daily More...

Protected Member Functions inherited from QuantConnect.ToolBox.TickAggregator
	TickAggregator (Resolution resolution, TickType tickType)

Properties inherited from QuantConnect.ToolBox.TickAggregator
TickType	TickType `[get, protected set]`
	Gets the tick type of the consolidator More...

IDataConsolidator	Consolidator `[get, protected set]`
	The consolidator used to aggregate data from higher resolutions to data in lower resolutions More...

List< BaseData >	Consolidated `[get, protected set]`
	The consolidated data More...

Resolution	Resolution `[get]`
	The resolution that the data is being aggregated into More...

Detailed Description

Use TickQuoteBarConsolidator to consolidate quote ticks into a specified resolution

Definition at line 116 of file TickAggregator.cs.

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

Public Member Functions