SubscriptionData

QuantConnect.Lean.Engine.DataFeeds.SubscriptionData

SubscriptionData(
    data: BaseData, emit_time_utc: Union[datetime, date]
)

Bases: Object

Store data (either raw or adjusted) and the time at which it should be synchronized

Initializes a new instance of the SubscriptionData class

Parameters:

Name	Type	Description	Default
`data`	`BaseData`	The base data	required
`emit_time_utc`	`Union[datetime, date]`	The emit time for the data	required

data

data: BaseData

Gets the data

emit_time_utc

emit_time_utc: datetime

Gets the UTC emit time for this data

create

create(
    daily_strict_end_time_enabled: bool,
    configuration: SubscriptionDataConfig,
    exchange_hours: SecurityExchangeHours,
    offset_provider: TimeZoneOffsetProvider,
    data: BaseData,
    normalization_mode: DataNormalizationMode,
    factor: Optional[float] = None,
) -> SubscriptionData

Clones the data, computes the utc emit time and performs exchange round down behavior, storing the result in a new SubscriptionData instance

Parameters:

Name	Type	Description	Default
`configuration`	`SubscriptionDataConfig`	The subscription's configuration	required
`exchange_hours`	`SecurityExchangeHours`	The exchange hours of the security	required
`offset_provider`	`TimeZoneOffsetProvider`	The subscription's offset provider	required
`data`	`BaseData`	The data being emitted	required
`normalization_mode`	`DataNormalizationMode`	Specifies how data is normalized	required
`factor`	`Optional[float]`	price scale factor	`None`

Returns:

Type	Description
`SubscriptionData`	A new SubscriptionData containing the specified data.