QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket Class Reference

Defines a container type to hold data produced by a data feed subscription More...

Public Member Functions
	DataFeedPacket (ISecurityPrice security, SubscriptionDataConfig configuration, IReadOnlyRef< bool > isSubscriptionRemoved=null)
	Initializes a new instance of the DataFeedPacket class More...
	DataFeedPacket (ISecurityPrice security, SubscriptionDataConfig configuration, List< BaseData > data, IReadOnlyRef< bool > isSubscriptionRemoved=null)
	Initializes a new instance of the DataFeedPacket class More...
void	Add (BaseData data)
	Adds the specified data to this packet More...

Public Attributes
int	Count => Data.Count
	Gets the number of data points held within this packet More...
bool	IsSubscriptionRemoved => _isRemoved.Value
	Gets whether or not this packet should be filtered out due to the subscription being removed More...

Properties
ISecurityPrice	Security [get]
	The security More...
SubscriptionDataConfig	Configuration [get]
	The subscription configuration that produced this data More...
List< BaseData >	Data [get]
	The data for the security More...

Detailed Description

Defines a container type to hold data produced by a data feed subscription

Definition at line 27 of file DataFeedPacket.cs.

Constructor & Destructor Documentation

DataFeedPacket() [1/2]

QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket.DataFeedPacket	(	ISecurityPrice	security,
		SubscriptionDataConfig	configuration,
		IReadOnlyRef< bool >	isSubscriptionRemoved = null
	)

Initializes a new instance of the DataFeedPacket class

Parameters

security	The security whose data is held in this packet
configuration	The subscription configuration that produced this data
isSubscriptionRemoved	Reference to whether or not the subscription has since been removed, defaults to false

Definition at line 69 of file DataFeedPacket.cs.

DataFeedPacket() [2/2]

QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket.DataFeedPacket	(	ISecurityPrice	security,
		SubscriptionDataConfig	configuration,
		List< BaseData >	data,
		IReadOnlyRef< bool >	isSubscriptionRemoved = null
	)

Initializes a new instance of the DataFeedPacket class

Parameters

security	The security whose data is held in this packet
configuration	The subscription configuration that produced this data
data	The data to add to this packet. The list reference is reused internally and NOT copied.
isSubscriptionRemoved	Reference to whether or not the subscription has since been removed, defaults to false

Definition at line 85 of file DataFeedPacket.cs.

Member Function Documentation

Add()

void QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket.Add

(

BaseData

data

)

Adds the specified data to this packet

Parameters

data	The data to be added to this packet

Definition at line 97 of file DataFeedPacket.cs.

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Member Data Documentation

Count

int QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket.Count => Data.Count

Gets the number of data points held within this packet

Definition at line 51 of file DataFeedPacket.cs.

IsSubscriptionRemoved

bool QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket.IsSubscriptionRemoved => _isRemoved.Value

Gets whether or not this packet should be filtered out due to the subscription being removed

Definition at line 61 of file DataFeedPacket.cs.

Property Documentation

Security

ISecurityPrice QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket.Security

get

The security

Definition at line 36 of file DataFeedPacket.cs.

Configuration

SubscriptionDataConfig QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket.Configuration

get

The subscription configuration that produced this data

Definition at line 44 of file DataFeedPacket.cs.

Data

List<BaseData> QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket.Data

get

The data for the security

Definition at line 56 of file DataFeedPacket.cs.

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

• Engine/DataFeeds/DataFeedPacket.cs