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QuantConnect.Data.Custom.Intrinio

Classes

Class Description
IntrinioConfig Auxiliary class to access all Intrinio API data.
IntrinioEconomicData Access the massive repository of economic data from the Federal Reserve Economic Data system via the Intrinio API.
IntrinioEconomicDataSources Intrinio Data Source

Enumerations

QuantConnect.Data.Custom.Intrinio.IntrinioDataTransformation

Bases: IntEnum

TRanformation available for the Economic data.

ROC

ROC = 0

The rate of change

ANNUALY_ROC

ANNUALY_ROC = 1

Rate of change from Year Ago

COMPOUNDED_ANNUAL_ROC

COMPOUNDED_ANNUAL_ROC = 2

The compounded annual rate of change

ANNUALY_CC_ROC

ANNUALY_CC_ROC = 3

The continuously compounded annual rate of change

CC_ROC

CC_ROC = 4

The continuously compounded rateof change

LEVEL

LEVEL = 5

The level, no transformation.

LN

LN = 6

The natural log

PC

PC = 7

The percent change

ANNUALY_PC

ANNUALY_PC = 8

The percent change from year ago