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QuantConnect.Data.UniverseSelection

Classes

Class Description
BaseChainUniverseData Represents a chain universe....
BaseDataCollection This type exists for transport of data as a single packet
BaseFundamentalDataProvider Base fundamental data provider
CoarseFundamental Defines summary information about a single symbol for a given date
CoarseFundamentalDataProvider Coarse base fundamental data provider
CoarseFundamentalUniverse Defines a universe that reads coarse us equity data
ConstituentsUniverse ConstituentsUniverse allows to perform universe selection based on an...
ConstituentsUniverseData Custom base data class used for ConstituentsUniverse
ContinuousContractUniverse Continuous contract universe selection that based on the requested mapping mode will select each symbol
CryptoCoarseFundamentalUniverse Defines a universe that reads crypto coarse data...
CryptoUniverseFactory Defines a universe that reads crypto coarse data
DerivativeUniverseData Represents derivative market data including trade and open interest information.
ETFConstituentData ETF Constituent data...
ETFConstituentsUniverseFactory Creates a universe based on an ETF's holdings at a given date
ETFConstituentUniverse ETF constituent data
FineFundamentalFilteredUniverse Provides a universe that can be filtered with a FineFundamental selection function
FineFundamentalUniverse Defines a universe that reads fine us equity data
FuncUniverse Provides a functional implementation of Universe
FundamentalFilteredUniverse Provides a universe that can be filtered with a Fundamental.Fundamental selection function
FundamentalService Fundamental data provider service
FundamentalUniverseFactory Defines a universe that reads fundamental us equity data
FuturesChainUniverse Defines a universe for a single futures chain
FutureUniverse Represents a universe of futures data
GetSubscriptionRequestsUniverseDecorator Provides a universe decoration that replaces the implementation of get_subscription_requests
IFundamentalDataProvider
ITimeTriggeredUniverse A universe implementing this interface will NOT use it's SubscriptionDataConfig to generate data...
OptionChainUniverse Defines a universe for a single option chain
OptionUniverse Represents a universe of options data
Schedule Entity in charge of managing a schedule
ScheduledUniverse Defines a user that is fired based on a specified IDateRule and ITimeRule
SecurityChanges Defines the additions and subtractions to the algorithm's security subscriptions
SecurityChangesConstructor Helper method to create security changes
SelectSymbolsUniverseDecorator Provides a univese decoration that replaces the implementation of select_symbols
SubscriptionRequest Defines the parameters required to add a subscription to a data feed.
Universe Provides a base class for all universes to derive from.
UniverseDecorator Provides an implementation of UniverseSelection.Universe that redirects all calls to a...
UniverseExtensions Provides extension methods for the Universe class
UniversePythonWrapper Provides an implementation of Universe that wraps a PyObject object
UniverseSettings Defines settings required when adding a subscription
UserDefinedUniverse Represents the universe defined by the user's algorithm. This is...