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Lean
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Base interface intended for chain universe data to have some of their symbol properties accessible directly. More...
Properties | |
| SecurityIdentifier | ID [get] |
| Gets the security identifier. More... | |
Properties inherited from QuantConnect.Data.IBaseData | |
| 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... | |
| decimal | Value [get, set] |
| All timeseries data is a time-value pair: More... | |
| decimal | Price [get] |
| Alias of Value. More... | |
Properties inherited from QuantConnect.Data.ISymbolProvider | |
| Symbol | Symbol [get, set] |
| Gets the Symbol More... | |
Additional Inherited Members | |
Public Member Functions inherited from QuantConnect.Data.IBaseData | |
| 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... | |
Base interface intended for chain universe data to have some of their symbol properties accessible directly.
Definition at line 24 of file IChainUniverseData.cs.
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get |
Gets the security identifier.
Definition at line 29 of file IChainUniverseData.cs.