BaseDataRequest

QuantConnect.Data.BaseDataRequest

BaseDataRequest(
    start_time_utc: Union[datetime, date],
    end_time_utc: Union[datetime, date],
    exchange_hours: SecurityExchangeHours,
    tick_type: TickType,
    is_custom_data: bool,
    data_type: Type,
)

Bases: Object

Abstract sharing logic for data requests

Initializes the base data request

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`start_time_utc`	`Union[datetime, date]`	The start time for this request,	required
`end_time_utc`	`Union[datetime, date]`	The start time for this request	required
`exchange_hours`	`SecurityExchangeHours`	The exchange hours for this request	required
`tick_type`	`TickType`	The tick type of this request	required
`is_custom_data`	`bool`	True if this subscription is for custom data	required
`data_type`	`Type`	The data type of the output data	required

start_time_utc

start_time_utc: datetime

Gets the beginning of the requested time interval in UTC

end_time_utc

end_time_utc: datetime

Gets the end of the requested time interval in UTC

start_time_local

start_time_local: datetime

Gets the start_time_utc in the security's exchange time zone

end_time_local

end_time_local: datetime

Gets the end_time_utc in the security's exchange time zone

exchange_hours

exchange_hours: SecurityExchangeHours

Gets the exchange hours used for processing fill forward requests

tradable_days_in_data_time_zone

tradable_days_in_data_time_zone: Iterable[datetime]

Gets the tradable days specified by this request, in the security's data time zone

is_custom_data

is_custom_data: bool

Gets true if this is a custom data request, false for normal QC data

data_type

data_type: Type

The data type of this request