IBaseDataBar

QuantConnect.Data.Market.IBaseDataBar

Bases: IBaseData, IBar

Represents a type that is both a bar and base data

open

open: float

Opening price of the bar: Defined as the price at the start of the time period.

high

high: float

High price of the bar during the time period.

low

low: float

Low price of the bar during the time period.

close

close: float

Closing price of the bar. Defined as the price at Start Time + TimeSpan.

symbol

symbol: Symbol

Gets the Symbol

data_type

data_type: MarketDataType

Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.

time

time: datetime

Time keeper of data -- all data is timeseries based.

end_time

end_time: datetime

End time of data

value

value: float

All timeseries data is a time-value pair:

price

price: float

Alias of Value.

clone

clone() -> BaseData

Return a new instance clone of this object

reader

reader(
    config: SubscriptionDataConfig,
    line: str,
    date: datetime,
    is_live_mode: bool,
) -> BaseData

Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.

Parameters:

Name	Type	Description	Default
`config`	`SubscriptionDataConfig`	Subscription data config setup object	required
`line`	`str`	Line of the source document	required
`date`	`datetime`	Date of the requested data	required
`is_live_mode`	`bool`	true if we're in live mode, false for backtesting mode	required

Returns:

Type	Description
`BaseData`	Instance of the T:BaseData object generated by this line of the CSV.

requires_mapping

requires_mapping() -> bool

Indicates if there is support for mapping

Returns:

Type	Description
`bool`	True indicates mapping should be used.