_TradeBar_ParseFuture
QuantConnect.Data.Market._TradeBar_ParseFuture
__call__
__call__(
config: SubscriptionDataConfig,
line: str,
date: datetime,
) -> TradeBar
__call__(
config: SubscriptionDataConfig,
stream_reader: StreamReader,
date: datetime,
) -> TradeBar
Parses Future trade bar data into the specified tradebar type, useful for custom types with OHLCV data deriving from TradeBar
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
config
|
SubscriptionDataConfig
|
Symbols, Resolution, DataType, |
required |
line
|
Optional[str]
|
Line from the data file requested |
None
|
date
|
datetime
|
The base data used to compute the time of the bar since the line specifies a milliseconds since midnight |
required |
stream_reader
|
Optional[StreamReader]
|
The data stream of the requested file |
None
|
__getitem__
__getitem__(
type: Type[
QuantConnect_Data_Market_TradeBar_ParseFuture_T
],
) -> _Typed_TradeBar_ParseFuture[
QuantConnect_Data_Market_TradeBar_ParseFuture_T
]