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TimeSlice

QuantConnect.Lean.Engine.DataFeeds.TimeSlice 

TimeSlice(
    time: Union[datetime, date],
    data_point_count: int,
    slice: Slice,
    data: List[DataFeedPacket],
    securities_update_data: List[
        UpdateData[ISecurityPrice]
    ],
    consolidator_update_data: List[
        UpdateData[SubscriptionDataConfig]
    ],
    custom_data: List[UpdateData[ISecurityPrice]],
    security_changes: SecurityChanges,
    universe_data: Dictionary[Universe, BaseDataCollection],
    is_time_pulse: bool = False,
)

Bases: Object

Represents a grouping of data emitted at a certain time.

Initializes a new TimeSlice containing the specified data

data_point_count 

data_point_count: int

Gets the count of data points in this TimeSlice

time 

time: datetime

Gets the UTC time this data was emitted

data 

data: List[DataFeedPacket]

Gets the data in the time slice

slice 

slice: Slice

Gets the slice that will be used as input for the algorithm

securities_update_data 

securities_update_data: List[UpdateData[ISecurityPrice]]

Gets the data used to update securities

consolidator_update_data 

consolidator_update_data: List[
    UpdateData[SubscriptionDataConfig]
]

Gets the data used to update the consolidators

custom_data 

custom_data: List[UpdateData[ISecurityPrice]]

Gets all the custom data in this TimeSlice

security_changes 

security_changes: SecurityChanges

Gets the changes to the data subscriptions as a result of universe selection

universe_data 

universe_data: Dictionary[Universe, BaseDataCollection]

Gets the universe data generated this time step.

is_time_pulse 

is_time_pulse: bool

True indicates this time slice is a time pulse for the algorithm containing no data