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_TradeBar_ParseOption

QuantConnect.Data.Market._TradeBar_ParseOption

__call__

__call__(
    config: SubscriptionDataConfig,
    line: str,
    date: datetime,
) -> TradeBar
__call__(
    config: SubscriptionDataConfig,
    stream_reader: StreamReader,
    date: datetime,
) -> TradeBar

Parses Option 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_ParseOption_T
    ],
) -> _Typed_TradeBar_ParseOption[
    QuantConnect_Data_Market_TradeBar_ParseOption_T
]