QuoteBars

QuantConnect.Data.Market.QuoteBars

QuoteBars()

QuoteBars(time: Union[datetime, date])

Bases: DataDictionary[QuoteBar]

Collection of QuoteBar keyed by symbol

Creates a new instance of the QuoteBars dictionary

time

time: datetime

Gets or sets the time associated with this collection of data

get_keys

get_keys: Iterable[Symbol]

Gets a collection containing the keys in the dictionary

This codeEntityType is protected.

get_values

get_values: Iterable[
    QuantConnect_Data_Market_DataDictionary_T
]

Gets a collection containing the values in the dictionary

This codeEntityType is protected.

add

add(
    key: Union[Symbol, str, BaseContract, Security],
    value: QuantConnect_Data_Market_DataDictionary_T,
) -> None

add(
    item: KeyValuePair[
        Symbol, QuantConnect_Data_Market_DataDictionary_T
    ],
) -> None

Signature descriptions:

• Adds an element with the provided key and value to the dictionary

• Adds an element with the provided key-value pair to the dictionary

Parameters:

Name	Type	Description	Default
key	Optional[Union[Symbol, str, BaseContract, Security]]	The key of the element to add	None
value	Optional[QuantConnect_Data_Market_DataDictionary_T]	The value of the element to add	None
item	Optional[KeyValuePair[Symbol, QuantConnect_Data_Market_DataDictionary_T]]	The key-value pair to add	None

remove

remove(
    key: Union[Symbol, str, BaseContract, Security],
) -> bool

remove(
    item: KeyValuePair[
        Symbol, QuantConnect_Data_Market_DataDictionary_T
    ],
) -> bool

Signature descriptions:

• Removes the value with the specified key

• Removes the first occurrence of a specific object from the dictionary

Parameters:

Name	Type	Description	Default
key	Optional[Union[Symbol, str, BaseContract, Security]]	The key of the element to remove	None
item	Optional[KeyValuePair[Symbol, QuantConnect_Data_Market_DataDictionary_T]]	The key-value pair to remove	None

Returns:

Type	Description
bool	Depends on the signature used. Case 1: [true if the element was successfully found and removed; otherwise, false.]; Case 2: [true if the key-value pair was successfully removed; otherwise, false.]

__getitem__

__getitem__(
    symbol: Union[Symbol, str, BaseContract, Security],
) -> QuantConnect_Data_Market_DataDictionary_T

Gets or sets the element with the specified key.

__iter__

__iter__() -> Iterator[
    KeyValuePair[
        Symbol,
        QuantConnect_Data_Market_DataDictionary_T,
    ]
]

__setitem__

__setitem__(
    symbol: Union[Symbol, str, BaseContract, Security],
    value: QuantConnect_Data_Market_DataDictionary_T,
) -> None

Gets or sets the element with the specified key.

clear

clear() -> None

Removes all items from the dictionary

get_enumerator

get_enumerator() -> IEnumerator[
    KeyValuePair[
        Symbol,
        QuantConnect_Data_Market_DataDictionary_T,
    ]
]

Returns an enumerator that iterates through the dictionary

Returns:

Type	Description
IEnumerator[KeyValuePair[Symbol, QuantConnect_Data_Market_DataDictionary_T]]	An enumerator for the dictionary.

get_items

get_items() -> Iterable[
    KeyValuePair[
        Symbol,
        QuantConnect_Data_Market_DataDictionary_T,
    ]
]

Gets all the items in the dictionary

Returns:

Type	Description
Iterable[KeyValuePair[Symbol, QuantConnect_Data_Market_DataDictionary_T]]	All the items in the dictionary.

get_value

get_value(
    key: Union[Symbol, str, BaseContract, Security],
) -> QuantConnect_Data_Market_DataDictionary_T

Gets the value associated with the specified key.