CompositeDataProvider

QuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider

CompositeDataProvider()

Bases: Object, IDataProvider

This data provider will wrap and use multiple data providers internally in the provided order

Creates a new instance and initialize data providers used

new_data_request: _EventContainer[
    Callable[
        [Object, DataProviderNewDataRequestEventArgs], Any
    ],
    Any,
]

Event raised each time data fetch is finished (successfully or not)

fetch(key: str) -> Stream

Retrieves data to be used in an algorithm

Parameters:

Name	Type	Description	Default
`key`	`str`	A string representing where the data is stored	required

Returns:

Type	Description
`Stream`	A Stream of the data requested.