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QuantConnect.Data.IDataAggregator Interface Reference

Aggregates ticks and bars based on given subscriptions. More...

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

void Initialize (DataAggregatorInitializeParameters parameters)
 Initialize this instance More...
 
IEnumerator< BaseData > Add (SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
 Add new subscription to current IDataAggregator instance More...
 
bool Remove (SubscriptionDataConfig dataConfig)
 Remove the given subscription More...
 
void Update (BaseData input)
 Adds new BaseData input into aggregator. More...
 

Detailed Description

Aggregates ticks and bars based on given subscriptions.

Definition at line 26 of file IDataAggregator.cs.

Member Function Documentation

◆ Initialize()

void QuantConnect.Data.IDataAggregator.Initialize ( DataAggregatorInitializeParameters  parameters)

Initialize this instance

Parameters
parametersThe parameters dto instance

Implemented in QuantConnect.Lean.Engine.DataFeeds.AggregationManager.

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◆ Add()

IEnumerator<BaseData> QuantConnect.Data.IDataAggregator.Add ( SubscriptionDataConfig  dataConfig,
EventHandler  newDataAvailableHandler 
)

Add new subscription to current IDataAggregator instance

Parameters
dataConfigdefines the parameters to subscribe to a data feed
newDataAvailableHandlerhandler to be fired on new data available
Returns

The new enumerator for this subscription request

Implemented in QuantConnect.Lean.Engine.DataFeeds.AggregationManager.

◆ Remove()

bool QuantConnect.Data.IDataAggregator.Remove ( SubscriptionDataConfig  dataConfig)

Remove the given subscription

Parameters
dataConfigdefines the subscription configuration data.


Returns
Returns true if given SubscriptionDataConfig was found and succesfully removed; otherwise false.

Implemented in QuantConnect.Lean.Engine.DataFeeds.AggregationManager.

◆ Update()

void QuantConnect.Data.IDataAggregator.Update ( BaseData  input)

Adds new BaseData input into aggregator.

Parameters
inputThe new data

Implemented in QuantConnect.Lean.Engine.DataFeeds.AggregationManager.

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