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QuantConnect.Interfaces.IDataProvider Interface Reference

Fetches a remote file for a security. Must save the file to Globals.DataFolder. More...

Inheritance diagram for QuantConnect.Interfaces.IDataProvider:
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Public Member Functions

Stream Fetch (string key)
 Retrieves data to be used in an algorithm More...
 

Events

EventHandler< DataProviderNewDataRequestEventArgs > NewDataRequest
 Event raised each time data fetch is finished (successfully or not) More...
 

Detailed Description

Fetches a remote file for a security. Must save the file to Globals.DataFolder.

Definition at line 27 of file IDataProvider.cs.

Member Function Documentation

◆ Fetch()

Stream QuantConnect.Interfaces.IDataProvider.Fetch ( string  key)

Retrieves data to be used in an algorithm

Parameters
keyA string representing where the data is stored
Returns
A Stream of the data requested

Implemented in QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider, QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider, QuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider, and QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider.

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Event Documentation

◆ NewDataRequest

EventHandler<DataProviderNewDataRequestEventArgs> QuantConnect.Interfaces.IDataProvider.NewDataRequest

Event raised each time data fetch is finished (successfully or not)

Definition at line 32 of file IDataProvider.cs.

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