SubscriptionRequest
SubscriptionRequest(
is_universe_subscription: bool,
universe: Universe,
security: Security,
configuration: SubscriptionDataConfig,
start_time_utc: Union[datetime, date],
end_time_utc: Union[datetime, date],
)
SubscriptionRequest(
template: SubscriptionRequest,
is_universe_subscription: Optional[bool] = None,
universe: Universe = None,
security: Security = None,
configuration: SubscriptionDataConfig = None,
start_time_utc: Optional[datetime] = None,
end_time_utc: Optional[datetime] = None,
)
Bases: BaseDataRequest
Defines the parameters required to add a subscription to a data feed.
Initializes a new instance of the SubscriptionRequest class
is_universe_subscription: bool
Gets true if the subscription is a universe
security: Security
Gets the security. This is the destination of data for non-internal subscriptions.
configuration: SubscriptionDataConfig
Gets the subscription configuration. This defines how/where to read the data.
tradable_days_in_data_time_zone: Iterable[datetime]
Gets the tradable days specified by this request, in the security's data time zone
start_time_utc: datetime
Gets the beginning of the requested time interval in UTC
end_time_utc: datetime
Gets the end of the requested time interval in UTC
start_time_local: datetime
Gets the start_time_utc in the security's exchange time zone
end_time_local: datetime
Gets the end_time_utc in the security's exchange time zone
exchange_hours: SecurityExchangeHours
Gets the exchange hours used for processing fill forward requests
is_custom_data: bool
Gets true if this is a custom data request, false for normal QC data
data_type: Type
The data type of this request