QuantConnect.Data
Classes
| Class | Description |
|---|---|
| BaseData | Abstract base data class of QuantConnect. It is intended to be extended to define... |
| BaseDataRequest | Abstract sharing logic for data requests |
| Channel | Represents a subscription channel |
| ConstantDividendYieldModel | Constant dividend yield model |
| ConstantRiskFreeRateInterestRateModel | Constant risk free rate interest rate model |
| DataAggregatorInitializeParameters | The IDataAggregator parameters initialize dto |
| DataHistory | Historical data abstraction |
| DataMonitor | Monitors data requests and reports on missing data |
| DataQueueHandlerSubscriptionManager | Count number of subscribers for each channel (Symbol, Socket) pair |
| DiskDataCacheProvider | Simple data cache provider, writes and reads directly from disk... |
| DividendYieldProvider | Estimated annualized continuous dividend yield at given date |
| DownloaderExtensions | Contains extension methods for the Downloader functionality. |
| DynamicData | Dynamic Data Class: Accept flexible data, adapting to the columns provided by source. |
| EventBasedDataQueueHandlerSubscriptionManager | Overrides DataQueueHandlerSubscriptionManager methods using events |
| FuncRiskFreeRateInterestRateModel | Constant risk free rate interest rate model |
| GetSetPropertyDynamicMetaObject | Provides an implementation of DynamicMetaObject that uses get/set methods to update... |
| HistoryExtensions | Helper extension methods for objects related with Histotical data |
| HistoryProviderBase | Provides a base type for all history providers |
| HistoryProviderInitializeParameters | Represents the set of parameters for the IHistoryProvider.initialize method |
| HistoryRequest | Represents a request for historical data |
| HistoryRequestFactory | Helper class used to create new HistoryRequest |
| IBaseData | Base Data Class: Type, Timestamp, Key -- Base Features. |
| IDataAggregator | Aggregates ticks and bars based on given subscriptions. |
| IDividendYieldModel | Represents a model that provides dividend yield data |
| IndexedBaseData | Abstract indexed base data class of QuantConnect.... |
| IndicatorHistory | Provides historical values of an indicator |
| InterestRateProvider | Fed US Primary Credit Rate at given date |
| IRiskFreeInterestRateModel | Represents a model that provides risk free interest rate data |
| ISubscriptionEnumeratorFactory | Create an IEnumerator{BaseData} |
| ISymbolProvider | Base data with a symbol |
| LeanDataWriter | Data writer for saving an IEnumerable of BaseData into the LEAN data directory. |
| RiskFreeInterestRateModelExtensions | Provide extension and static methods for IRiskFreeInterestRateModel |
| Slice | Provides a data structure for all of an algorithm's data at a single time step |
| SliceExtensions | Provides extension methods to slices and slice enumerables |
| SubscriptionDataConfig | Subscription data required including the type of data. |
| SubscriptionDataConfigExtensions | Helper methods used to determine different configurations properties... |
| SubscriptionDataConfigList | Provides convenient methods for holding several SubscriptionDataConfig |
| SubscriptionDataSource | Represents the source location and transport medium for a subscription |
| SubscriptionManager | Enumerable Subscription Management Class |
Enumerations
Bases: IntEnum
Specifies the format of data in a subscription
CSV = 0
Comma separated values (0)
BINARY = 1
Binary file data (1)
ZIP_ENTRY_NAME = 2
Only the zip entry names are read in as symbols (2)
UNFOLDING_COLLECTION = 3
Reader returns a BaseDataCollection object (3)
INDEX = 4
Data stored using an intermediate index source (4)
FOLDING_COLLECTION = 5
Data type inherits from BaseDataCollection. Reader method can return a non BaseDataCollection type which will be folded, based on unique time, into an instance of the data type (5)