DataFeedPacket

QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket

DataFeedPacket(
    security: ISecurityPrice,
    configuration: SubscriptionDataConfig,
    is_subscription_removed: IReadOnlyRef[bool] = None,
)

DataFeedPacket(
    security: ISecurityPrice,
    configuration: SubscriptionDataConfig,
    data: List[BaseData],
    is_subscription_removed: IReadOnlyRef[bool] = None,
)

Bases: Object

Defines a container type to hold data produced by a data feed subscription

Initializes a new instance of the DataFeedPacket class

Parameters:

Name	Type	Description	Default
security	ISecurityPrice	The security whose data is held in this packet	required
configuration	SubscriptionDataConfig	The subscription configuration that produced this data	required
is_subscription_removed	IReadOnlyRef[bool]	Reference to whether or not the subscription has since been removed, defaults to false	None
data	Optional[List[BaseData]]	The data to add to this packet. The list reference is reused	None

security

security: ISecurityPrice

The security

configuration

configuration: SubscriptionDataConfig

The subscription configuration that produced this data

count

count: int

Gets the number of data points held within this packet

data

data: List[BaseData]

The data for the security

is_subscription_removed

is_subscription_removed: bool

Gets whether or not this packet should be filtered out due to the subscription being removed

add

add(data: BaseData) -> None

Adds the specified data to this packet

Parameters:

Name	Type	Description	Default
data	BaseData	The data to be added to this packet	required