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QuantConnect.Data.IBaseData Interface Reference

Base Data Class: Type, Timestamp, Key – Base Features. More...

Inheritance diagram for QuantConnect.Data.IBaseData:
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Public Member Functions

BaseData Reader (SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed)
 Reader Method :: using set of arguements we specify read out type. Enumerate until the end of the data stream or file. E.g. Read CSV file line by line and convert into data types. More...
 
BaseData Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
 Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More...
 
BaseData Reader (SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)
 Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More...
 
string GetSource (SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)
 Return the URL string source of the file. This will be converted to a stream More...
 
bool RequiresMapping ()
 Indicates if there is support for mapping More...
 
BaseData Clone ()
 Return a new instance clone of this object More...
 

Properties

MarketDataType DataType [get, set]
 Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More...
 
DateTime Time [get, set]
 Time keeper of data – all data is timeseries based. More...
 
DateTime EndTime [get, set]
 End time of data More...
 
Symbol Symbol [get, set]
 Symbol for underlying Security More...
 
decimal Value [get, set]
 All timeseries data is a time-value pair: More...
 
decimal Price [get]
 Alias of Value. More...
 

Detailed Description

Base Data Class: Type, Timestamp, Key – Base Features.

Definition at line 24 of file IBaseData.cs.

Member Function Documentation

◆ Reader() [1/3]

BaseData QuantConnect.Data.IBaseData.Reader ( SubscriptionDataConfig  config,
string  line,
DateTime  date,
DataFeedEndpoint  dataFeed 
)

Reader Method :: using set of arguements we specify read out type. Enumerate until the end of the data stream or file. E.g. Read CSV file line by line and convert into data types.

Returns
BaseData type set by Subscription Method.

Implemented in QuantConnect.Data.BaseData.

◆ Reader() [2/3]

BaseData QuantConnect.Data.IBaseData.Reader ( SubscriptionDataConfig  config,
string  line,
DateTime  date,
bool  isLiveMode 
)

Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.

Parameters
configSubscription data config setup object
lineLine of the source document
dateDate of the requested data
isLiveModetrue if we're in live mode, false for backtesting mode
Returns
Instance of the T:BaseData object generated by this line of the CSV

Implemented in QuantConnect.Data.Market.Tick, QuantConnect.Data.Market.QuoteBar, QuantConnect.Data.Market.TradeBar, QuantConnect.Indicators.IndicatorDataPoint, QuantConnect.Data.Custom.Intrinio.IntrinioEconomicData, QuantConnect.Data.BaseData, QuantConnect.Data.Custom.FxcmVolume, QuantConnect.Data.Market.OpenInterest, QuantConnect.Python.PythonData, QuantConnect.Data.Market.Dividend, QuantConnect.Data.UniverseSelection.CoarseFundamental, QuantConnect.Data.Market.Split, QuantConnect.Data.UniverseSelection.ETFConstituentData, QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2, QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData, QuantConnect.Data.Market.Delisting, QuantConnect.Data.UniverseSelection.ConstituentsUniverseData, QuantConnect.Data.Market.BaseRenkoBar, QuantConnect.Data.Fundamental.Fundamentals, QuantConnect.Data.Custom.IconicTypes.UnlinkedDataTradeBar, QuantConnect.Data.Custom.IconicTypes.UnlinkedData, QuantConnect.Data.Auxiliary.ZipEntryName, QuantConnect.Data.Custom.IconicTypes.LinkedData, and QuantConnect.Data.Custom.Tiingo.TiingoPrice.

◆ Reader() [3/3]

BaseData QuantConnect.Data.IBaseData.Reader ( SubscriptionDataConfig  config,
StreamReader  stream,
DateTime  date,
bool  isLiveMode 
)

Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.

Parameters
configSubscription data config setup object
streamThe data stream
dateDate of the requested data
isLiveModetrue if we're in live mode, false for backtesting mode
Returns
Instance of the T:BaseData object generated by this line of the CSV

Implemented in QuantConnect.Data.Market.QuoteBar, QuantConnect.Data.Market.TradeBar, QuantConnect.Data.BaseData, QuantConnect.Data.Market.MarginInterestRate, and QuantConnect.Data.Market.Tick.

◆ GetSource()

string QuantConnect.Data.IBaseData.GetSource ( SubscriptionDataConfig  config,
DateTime  date,
DataFeedEndpoint  datafeed 
)

Return the URL string source of the file. This will be converted to a stream

Parameters
datafeedType of datafeed we're reqesting - backtest or live
configConfiguration object
dateDate of this source file
Returns
String URL of source file.

Implemented in QuantConnect.Data.BaseData.

◆ RequiresMapping()

◆ Clone()

Property Documentation

◆ DataType

MarketDataType QuantConnect.Data.IBaseData.DataType
getset

Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.

Definition at line 30 of file IBaseData.cs.

◆ Time

DateTime QuantConnect.Data.IBaseData.Time
getset

Time keeper of data – all data is timeseries based.

Definition at line 39 of file IBaseData.cs.

◆ EndTime

DateTime QuantConnect.Data.IBaseData.EndTime
getset

End time of data

Definition at line 48 of file IBaseData.cs.

◆ Symbol

Symbol QuantConnect.Data.IBaseData.Symbol
getset

Symbol for underlying Security

Definition at line 58 of file IBaseData.cs.

◆ Value

decimal QuantConnect.Data.IBaseData.Value
getset

All timeseries data is a time-value pair:

Definition at line 68 of file IBaseData.cs.

◆ Price

decimal QuantConnect.Data.IBaseData.Price
get

Alias of Value.

Definition at line 78 of file IBaseData.cs.


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