SubscriptionDataConfig

QuantConnect.Data.SubscriptionDataConfig

SubscriptionDataConfig(
    object_type: Type,
    symbol: Union[Symbol, str, BaseContract],
    resolution: Resolution,
    data_time_zone: Any,
    exchange_time_zone: Any,
    fill_forward: bool,
    extended_hours: bool,
    is_internal_feed: bool,
    is_custom: bool = False,
    tick_type: Optional[TickType] = None,
    is_filtered_subscription: bool = True,
    data_normalization_mode: DataNormalizationMode = ...,
    data_mapping_mode: DataMappingMode = ...,
    contract_depth_offset: int = 0,
    mapped_config: bool = False,
)

SubscriptionDataConfig(
    config: SubscriptionDataConfig,
    object_type: Type = None,
    symbol: Union[Symbol, str, BaseContract] = None,
    resolution: Optional[Resolution] = None,
    data_time_zone: Any = None,
    exchange_time_zone: Any = None,
    fill_forward: Optional[bool] = None,
    extended_hours: Optional[bool] = None,
    is_internal_feed: Optional[bool] = None,
    is_custom: Optional[bool] = None,
    tick_type: Optional[TickType] = None,
    is_filtered_subscription: Optional[bool] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    contract_depth_offset: Optional[int] = None,
    mapped_config: Optional[bool] = None,
)

Bases: Object, IEquatable[QuantConnect_Data_SubscriptionDataConfig]

Subscription data required including the type of data.

Signature descriptions:

Constructor for Data Subscriptions
Copy constructor with overrides

Parameters:

Name	Type	Description	Default
`object_type`	`Type`	Type of the data objects.	`None`
`symbol`	`Union[Symbol, str, BaseContract]`	Symbol of the asset we're requesting	`None`
`resolution`	`Resolution \| Optional[Resolution]`	Resolution of the asset we're requesting	`None`
`data_time_zone`	`Any`	The time zone the raw data is time stamped in	`None`
`exchange_time_zone`	`Any`	Specifies the time zone of the exchange for the security this subscription is for. This	`None`
`fill_forward`	`bool \| Optional[bool]`	Fill in gaps with historical data	`None`
`extended_hours`	`bool \| Optional[bool]`	Equities only - send in data from 4am - 8pm	`None`
`is_internal_feed`	`bool \| Optional[bool]`	Set to true if this subscription is added for the sole purpose of providing currency conversion rates,	`None`
`is_custom`	`bool \| Optional[bool]`	True if this is user supplied custom data, false for normal QC data	`False`
`tick_type`	`Optional[TickType]`	Specifies if trade or quote data is subscribed	`None`
`is_filtered_subscription`	`bool \| Optional[bool]`	True if this subscription should have filters applied to it (market hours/user filters from security), false otherwise	`True`
`data_normalization_mode`	`DataNormalizationMode \| Optional[DataNormalizationMode]`	Specifies normalization mode used for this subscription	`...`
`data_mapping_mode`	`DataMappingMode \| Optional[DataMappingMode]`	The contract mapping mode to use for the security	`...`
`contract_depth_offset`	`int \| Optional[int]`	The continuous contract desired offset from the current front month.	`0`
`config`	`Optional[SubscriptionDataConfig]`	The config to copy, then overrides are applied and all option	`None`
`mapped_config`	`bool \| Optional[bool]`	True if this is created as a mapped config. This is useful for continuous contract at live trading	`False`

new_symbol

new_symbol: _EventContainer[
    Callable[[Object, NewSymbolEventArgs], Any], Any
]

Event fired when there is a new symbol due to mapping

type

type: Type

Type of data

security_type

security_type: SecurityType

Security type of this data subscription

symbol

symbol: Symbol

Symbol of the asset we're requesting: this is really a perm tick!!

tick_type

tick_type: TickType

Trade, quote or open interest data

resolution

resolution: Resolution

Resolution of the asset we're requesting, second minute or tick

increment

increment: timedelta

Timespan increment between triggers of this data:

fill_data_forward

fill_data_forward: bool

True if wish to send old data when time gaps in data feed.

extended_market_hours

extended_market_hours: bool

Boolean Send Data from between 4am - 8am (Equities Setting Only)

is_internal_feed

is_internal_feed: bool

True if this subscription was added for the sole purpose of providing currency conversion rates via CashBook.ensure_currency_data_feeds

is_custom_data

is_custom_data: bool

True if this subscription is for custom user data, false for QC data

sum_of_dividends

sum_of_dividends: float

The sum of dividends accrued in this subscription, used for scaling total return prices

data_normalization_mode

data_normalization_mode: DataNormalizationMode

Gets the normalization mode used for this subscription

data_mapping_mode

data_mapping_mode: DataMappingMode

Gets the securities mapping mode used for this subscription

contract_depth_offset

contract_depth_offset: int

The continuous contract desired offset from the current front month. For example, 0 (default) will use the front month, 1 will use the back month contract

price_scale_factor

price_scale_factor: float

Price Scaling Factor:

mapped_symbol

mapped_symbol: str

Symbol Mapping: When symbols change over time (e.g. CHASE-> JPM) need to update the symbol requested.

market

market: str

Gets the market / scope of the symbol

data_time_zone

data_time_zone: Any

Gets the data time zone for this subscription

exchange_time_zone

exchange_time_zone: Any

Gets the exchange time zone for this subscription

consolidators

consolidators: ISet[IDataConsolidator]

Consolidators that are registred with this subscription

is_filtered_subscription

is_filtered_subscription: bool

Gets whether or not this subscription should have filters applied to it (market hours/user filters from security)

NewSymbolEventArgs

NewSymbolEventArgs(
    new: Union[Symbol, str, BaseContract],
    old: Union[Symbol, str, BaseContract],
)

Bases: EventArgs

New base class for all event classes.

Create an instance of NewSymbolEventArgs

Parameters:

Name	Type	Description	Default
`new`	`Union[Symbol, str, BaseContract]`		required
`old`	`Union[Symbol, str, BaseContract]`		required

old

old: Symbol

The old symbol instance

new

new: Symbol

The new symbol instance

equals

equals(obj: Any) -> bool

equals(other: SubscriptionDataConfig) -> bool

Signature descriptions:

Determines whether the specified object is equal to the current object.
Indicates whether the current object is equal to another object of the same type.

Parameters:

Name	Type	Description	Default
`obj`	`Optional[Any]`	The object to compare with the current object.	`None`
`other`	`Optional[SubscriptionDataConfig]`	An object to compare with this object.	`None`

Returns:

Type	Description
`bool`	Depends on the signature used. Case 1: [true if the specified object is equal to the current object; otherwise, false.]; Case 2: [true if the current object is equal to the other parameter; otherwise, false.]

to_string

to_string() -> str

to_string(symbol: str) -> str

Returns a string that represents the current object.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[str]`	Symbol to use in the string representation of the object	`None`

Returns:

Type	Description
`str`	Depends on the signature used. Case 1: [A string that represents the current object.]; Case 2: [/// A string that represents the current object.]

eq

__eq__(right: SubscriptionDataConfig) -> bool

Override equals operator

ne

__ne__(right: SubscriptionDataConfig) -> bool

Override not equals operator

get_hash_code

get_hash_code() -> int

Serves as the default hash function.

Returns:

Type	Description
`int`	A hash code for the current object.