QuantConnect.Data.Market
Classes
| Class | Description |
|---|---|
| Bar | Base Bar Class: Open, High, Low, Close and Period. |
| BaseChain | Base representation of an entire chain of contracts for a single underlying security.... |
| BaseChains | Collection of BaseChain{T, TContractsCollection} keyed by canonical option symbol |
| BaseContract | Defines a base for a single contract, like an option or future contract |
| BaseRenkoBar | Represents a bar sectioned not by time, but by some amount of movement in a set field,... |
| DataDictionary | Provides a base class for types holding base data instances keyed by symbol |
| DataDictionaryExtensions | Provides extension methods for the DataDictionary class |
| Delisting | Delisting event of a security |
| Delistings | Collections of Delisting keyed by Symbol |
| Dividend | Dividend event from a security |
| Dividends | Collection of dividends keyed by Symbol |
| FuturesChain | Represents an entire chain of futures contracts for a single underlying... |
| FuturesChains | Collection of FuturesChain keyed by canonical futures symbol |
| FuturesContract | Defines a single futures contract at a specific expiration |
| FuturesContracts | Collection of FuturesContract keyed by futures symbol |
| Greeks | Defines the greeks |
| IBar | Generic bar interface with Open, High, Low and Close. |
| IBaseDataBar | Represents a type that is both a bar and base data |
| MarginInterestRate | Margin interest rate data source |
| MarginInterestRates | Collection of dividends keyed by Symbol |
| OpenInterest | Defines a data type that represents open interest for given security |
| OptionChain | Represents an entire chain of option contracts for a single underlying security.... |
| OptionChains | Collection of OptionChain keyed by canonical option symbol |
| OptionContract | Defines a single option contract at a specific expiration and strike price |
| OptionContracts | Collection of OptionContract keyed by option symbol |
| QuoteBar | QuoteBar class for second and minute resolution data:... |
| QuoteBars | Collection of QuoteBar keyed by symbol |
| RangeBar | Represents a bar sectioned not by time, but by some amount of movement in a value (for example, Closing price moving in $10 bar sizes) |
| RenkoBar | Represents a bar sectioned not by time, but by some amount of movement in a value (for example, Closing price moving in $10 bar sizes) |
| Session | Provides a rolling window of SessionBar with size 2,... |
| SessionBar | Contains OHLCV data for a single session |
| Split | Split event from a security |
| Splits | Collection of splits keyed by Symbol |
| SymbolChangedEvent | Symbol changed event of a security. This is generated when a symbol is remapped for a given... |
| SymbolChangedEvents | Collection of SymbolChangedEvent keyed by the original, requested symbol |
| Tick | Tick class is the base representation for tick data. It is grouped into a Ticks object... |
| Ticks | Ticks collection which implements an IDictionary-string-list of ticks. This way users can iterate over the string indexed ticks of the requested symbol. |
| TradeBar | TradeBar class for second and minute resolution data:... |
| TradeBars | Collection of TradeBars to create a data type for generic data handler: |
| VolumeRenkoBar | Represents a bar sectioned not by time, but by some amount of movement in volume |
Enumerations
Bases: IntEnum
Enum for Bar Direction
RISING = 0
Rising bar (0)
NO_DELTA = 1
No change (1)
FALLING = 2
Falling bar (2)
Bases: IntEnum
The type of the RenkoBar being created. Used by RenkoConsolidator, ClassicRenkoConsolidator and VolumeRenkoConsolidator
CLASSIC = 0
Indicates that the RenkoConsolidator works in its original implementation; Specifically: - It only returns a single bar, at most, irrespective of tick movement - It will emit consecutive bars side by side - By default even bars are created (0)
WICKED = 1
Indicates that the RenkoConsolidator works properly; Specifically: - returns zero or more bars per tick, as appropriate. - Will not emit consecutive bars side by side - Creates (1)