| BaseDataConsolidator |
Type capable of consolidating trade bars from any base data instance |
| BaseTimelessConsolidator |
Represents a timeless consolidator which depends on the given values. This consolidator... |
| Calendar |
Helper class that provides Func{DateTime,CalendarInfo} used to define consolidation calendar |
| CalendarInfo |
Calendar Info for storing information related to the start and period of a consolidator |
| CalendarType |
Calendar Type Class; now obsolete routes functions to Calendar... |
| ClassicRangeConsolidator |
This consolidator can transform a stream of IBaseData instances into a stream of RangeBar.... |
| ClassicRenkoConsolidator |
Provides a type safe wrapper on the RenkoConsolidator class. This just allows us to define our selector functions with the real type they'll be receiving |
| DataConsolidator |
Represents a type that consumes BaseData instances and fires an event with consolidated... |
| DynamicDataConsolidator |
A data csolidator that can make trade bars from DynamicData derived types. This is useful for... |
| FilteredIdentityDataConsolidator |
Provides an implementation of IDataConsolidator that preserve the input... |
| IDataConsolidator |
Represents a type capable of taking BaseData updates and firing events containing new... |
| IdentityDataConsolidator |
Represents the simplest DataConsolidator implementation, one that is defined... |
| OpenInterestConsolidator |
Type capable of consolidating open interest |
| PeriodCountConsolidatorBase |
Provides a base class for consolidators that emit data based on the passing of a period of time... |
| QuoteBarConsolidator |
Consolidates QuoteBars into larger QuoteBars |
| RangeConsolidator |
This consolidator can transform a stream of IBaseData instances into a stream of RangeBar |
| RenkoConsolidator |
Provides a type safe wrapper on the RenkoConsolidator class. This just allows us to define our selector functions with the real type they'll be receiving |
| SequentialConsolidator |
This consolidator wires up the events on its First and Second consolidators... |
| TickConsolidator |
A data consolidator that can make bigger bars from ticks over a given... |
| TickQuoteBarConsolidator |
Consolidates ticks into quote bars. This consolidator ignores trade ticks |
| TradeBarConsolidator |
A data consolidator that can make bigger bars from smaller ones over a given... |
| TradeBarConsolidatorBase |
A data consolidator that can make bigger bars from any base data... |
| VolumeRenkoConsolidator |
This consolidator can transform a stream of BaseData instances into a stream of RenkoBar... |
| WickedRenkoConsolidator |
This consolidator can transform a stream of BaseData instances into a stream of RenkoBar... |