QuantConnect.ToolBox.TickAggregator Class Reference

Class that uses consolidators to aggregate tick data data More...

Inheritance diagram for QuantConnect.ToolBox.TickAggregator:

Public Member Functions
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...

Static Public Member Functions
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
	TickAggregator (Resolution resolution, TickType tickType)

Properties
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

Class that uses consolidators to aggregate tick data data

Definition at line 14 of file TickAggregator.cs.

Member Function Documentation

Update()

virtual void QuantConnect.ToolBox.TickAggregator.Update ( BaseData  data )

virtual

Updates the consolidator with the specified bar.

Parameters

data	The latest data observation.

Definition at line 47 of file TickAggregator.cs.

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Flush()

List<BaseData> QuantConnect.ToolBox.TickAggregator.Flush

(

)

Return all the consolidated data as well as the bar the consolidator is currently working on

Definition at line 56 of file TickAggregator.cs.

ForTickTypes()

static IEnumerable<TickAggregator> QuantConnect.ToolBox.TickAggregator.ForTickTypes ( SecurityType  securityType, Resolution  resolution, params TickType[]  tickTypes  )

static

Creates the correct TickAggregator instances for the specified tick types and resolution. QuantConnect.TickType.OpenInterest will ignore resolution and use QuantConnect.Resolution.Daily

Definition at line 71 of file TickAggregator.cs.

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Property Documentation

TickType

TickType QuantConnect.ToolBox.TickAggregator.TickType

getprotected set

Gets the tick type of the consolidator

Definition at line 25 of file TickAggregator.cs.

Consolidator

IDataConsolidator QuantConnect.ToolBox.TickAggregator.Consolidator

getprotected set

The consolidator used to aggregate data from higher resolutions to data in lower resolutions

Definition at line 31 of file TickAggregator.cs.

Consolidated

List<BaseData> QuantConnect.ToolBox.TickAggregator.Consolidated

getprotected set

The consolidated data

Definition at line 36 of file TickAggregator.cs.

Resolution

Resolution QuantConnect.ToolBox.TickAggregator.Resolution

get

The resolution that the data is being aggregated into

Definition at line 41 of file TickAggregator.cs.

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

• ToolBox/TickAggregator.cs