QuantConnect.Data.Market.VolumeRenkoBar Member List

This is the complete list of members for QuantConnect.Data.Market.VolumeRenkoBar, including all inherited members.

AllResolutions	QuantConnect.Data.BaseData	protectedstatic
BaseData()	QuantConnect.Data.BaseData
BrickSize	QuantConnect.Data.Market.BaseRenkoBar
Clone(bool fillForward)	QuantConnect.Data.Market.TradeBar	virtual
Clone()	QuantConnect.Data.Market.TradeBar	virtual
Close	QuantConnect.Data.Market.TradeBar
DailyResolution	QuantConnect.Data.BaseData	protectedstatic
DataTimeZone()	QuantConnect.Data.BaseData	virtual
DataType	QuantConnect.Data.BaseData
DefaultResolution()	QuantConnect.Data.BaseData	virtual
DeserializeMessage(string serialized)	QuantConnect.Data.BaseData	static
EndTime	QuantConnect.Data.Market.BaseRenkoBar
GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)	QuantConnect.Data.Market.BaseRenkoBar	virtual
QuantConnect::Data::BaseData.GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)	QuantConnect.Data.BaseData	virtual
High	QuantConnect.Data.Market.TradeBar
HighResolution	QuantConnect.Data.BaseData	protectedstatic
IsClosed	QuantConnect.Data.Market.VolumeRenkoBar
IsFillForward	QuantConnect.Data.BaseData
IsSparseData()	QuantConnect.Data.BaseData	virtual
Low	QuantConnect.Data.Market.TradeBar
MinuteResolution	QuantConnect.Data.BaseData	protectedstatic
Open	QuantConnect.Data.Market.TradeBar
OptionResolutions	QuantConnect.Data.BaseData	protectedstatic
Parse(SubscriptionDataConfig config, string line, DateTime baseDate)	QuantConnect.Data.Market.TradeBar	static
ParseCfd(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseCfd(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseCfd< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseCrypto(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseCrypto(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseCrypto< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseEquity(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseEquity(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseEquity< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseForex(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseForex(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseForex< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseFuture(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseFuture(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseFuture< T >(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseFuture< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseIndex(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseIndex(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseOption(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseOption(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseOption< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseOption< T >(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
Period	QuantConnect.Data.Market.TradeBar
Price	QuantConnect.Data.BaseData
Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)	QuantConnect.Data.Market.BaseRenkoBar	virtual
QuantConnect::Data::Market::TradeBar.Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)	QuantConnect.Data.Market.TradeBar	virtual
QuantConnect::Data::BaseData.Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed)	QuantConnect.Data.BaseData	virtual
RequiresMapping()	QuantConnect.Data.BaseData	virtual
Rollover()	QuantConnect.Data.Market.VolumeRenkoBar
ShouldCacheToSecurity()	QuantConnect.Data.BaseData	virtual
Start	QuantConnect.Data.Market.BaseRenkoBar
SupportedResolutions()	QuantConnect.Data.BaseData	virtual
Symbol	QuantConnect.Data.BaseData
Time	QuantConnect.Data.BaseData
ToString()	QuantConnect.Data.Market.TradeBar
TradeBar()	QuantConnect.Data.Market.TradeBar
TradeBar(TradeBar original)	QuantConnect.Data.Market.TradeBar
TradeBar(DateTime time, Symbol symbol, decimal open, decimal high, decimal low, decimal close, decimal volume, TimeSpan? period=null)	QuantConnect.Data.Market.TradeBar
Type	QuantConnect.Data.Market.BaseRenkoBar
Update(DateTime time, decimal high, decimal low, decimal close, decimal volume)	QuantConnect.Data.Market.VolumeRenkoBar
QuantConnect::Data::Market::BaseRenkoBar.Update(decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize)	QuantConnect.Data.Market.TradeBar	virtual
UpdateAsk(decimal askPrice, decimal askSize)	QuantConnect.Data.BaseData
UpdateBid(decimal bidPrice, decimal bidSize)	QuantConnect.Data.BaseData
UpdateQuote(decimal bidPrice, decimal bidSize, decimal askPrice, decimal askSize)	QuantConnect.Data.BaseData
UpdateTrade(decimal lastTrade, decimal tradeSize)	QuantConnect.Data.BaseData
Value	QuantConnect.Data.BaseData
Volume	QuantConnect.Data.Market.TradeBar
VolumeRenkoBar()	QuantConnect.Data.Market.VolumeRenkoBar
VolumeRenkoBar(Symbol symbol, DateTime start, DateTime endTime, decimal brickSize, decimal open, decimal high, decimal low, decimal close, decimal volume)	QuantConnect.Data.Market.VolumeRenkoBar