Represents a grouping of data emitted at a certain time. More...

Public Member Functions
	TimeSlice (DateTime time, int dataPointCount, Slice slice, List< DataFeedPacket > data, List< UpdateData< ISecurityPrice >> securitiesUpdateData, List< UpdateData< SubscriptionDataConfig >> consolidatorUpdateData, List< UpdateData< ISecurityPrice >> customData, SecurityChanges securityChanges, Dictionary< Universe, BaseDataCollection > universeData, bool isTimePulse=false)
	Initializes a new TimeSlice containing the specified data More...

Properties
int	DataPointCount `[get]`
	Gets the count of data points in this TimeSlice More...

DateTime	Time `[get]`
	Gets the UTC time this data was emitted More...

List< DataFeedPacket >	Data `[get]`
	Gets the data in the time slice More...

Slice	Slice `[get]`
	Gets the Slice that will be used as input for the algorithm More...

List< UpdateData< ISecurityPrice > >	SecuritiesUpdateData `[get]`
	Gets the data used to update securities More...

List< UpdateData< SubscriptionDataConfig > >	ConsolidatorUpdateData `[get]`
	Gets the data used to update the consolidators More...

List< UpdateData< ISecurityPrice > >	CustomData `[get]`
	Gets all the custom data in this TimeSlice More...

SecurityChanges	SecurityChanges `[get]`
	Gets the changes to the data subscriptions as a result of universe selection More...

Dictionary< Universe, BaseDataCollection >	UniverseData `[get]`
	Gets the universe data generated this time step. More...

bool	IsTimePulse `[get]`
	True indicates this time slice is a time pulse for the algorithm containing no data More...

Detailed Description

Represents a grouping of data emitted at a certain time.

Definition at line 28 of file TimeSlice.cs.

Constructor & Destructor Documentation

◆ TimeSlice()

QuantConnect.Lean.Engine.DataFeeds.TimeSlice.TimeSlice	(	DateTime	time,
		int	dataPointCount,
		Slice	slice,
		List< DataFeedPacket >	data,
		List< UpdateData< ISecurityPrice >>	securitiesUpdateData,
		List< UpdateData< SubscriptionDataConfig >>	consolidatorUpdateData,
		List< UpdateData< ISecurityPrice >>	customData,
		SecurityChanges	securityChanges,
		Dictionary< Universe, BaseDataCollection >	universeData,
		bool	isTimePulse = `false`
	)

Initializes a new TimeSlice containing the specified data

Definition at line 83 of file TimeSlice.cs.

Property Documentation

◆ DataPointCount

int QuantConnect.Lean.Engine.DataFeeds.TimeSlice.DataPointCount

get

Gets the count of data points in this TimeSlice

Definition at line 33 of file TimeSlice.cs.

◆ Time

DateTime QuantConnect.Lean.Engine.DataFeeds.TimeSlice.Time

get

Gets the UTC time this data was emitted

Definition at line 38 of file TimeSlice.cs.

◆ Data

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

get

Gets the data in the time slice

Definition at line 43 of file TimeSlice.cs.

◆ Slice

Slice QuantConnect.Lean.Engine.DataFeeds.TimeSlice.Slice

get

Gets the Slice that will be used as input for the algorithm

Definition at line 48 of file TimeSlice.cs.

◆ SecuritiesUpdateData

List<UpdateData<ISecurityPrice> > QuantConnect.Lean.Engine.DataFeeds.TimeSlice.SecuritiesUpdateData

get

Gets the data used to update securities

Definition at line 53 of file TimeSlice.cs.

◆ ConsolidatorUpdateData

List<UpdateData<SubscriptionDataConfig> > QuantConnect.Lean.Engine.DataFeeds.TimeSlice.ConsolidatorUpdateData

get

Gets the data used to update the consolidators

Definition at line 58 of file TimeSlice.cs.

◆ CustomData

List<UpdateData<ISecurityPrice> > QuantConnect.Lean.Engine.DataFeeds.TimeSlice.CustomData

get

Gets all the custom data in this TimeSlice

Definition at line 63 of file TimeSlice.cs.

◆ SecurityChanges

SecurityChanges QuantConnect.Lean.Engine.DataFeeds.TimeSlice.SecurityChanges

get

Gets the changes to the data subscriptions as a result of universe selection

Definition at line 68 of file TimeSlice.cs.

◆ UniverseData

Dictionary<Universe, BaseDataCollection> QuantConnect.Lean.Engine.DataFeeds.TimeSlice.UniverseData

get

Gets the universe data generated this time step.

Definition at line 73 of file TimeSlice.cs.

◆ IsTimePulse

bool QuantConnect.Lean.Engine.DataFeeds.TimeSlice.IsTimePulse

get

True indicates this time slice is a time pulse for the algorithm containing no data

Definition at line 78 of file TimeSlice.cs.

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

Engine/DataFeeds/TimeSlice.cs

Public Member Functions

Properties