UpdateData

QuantConnect.Lean.Engine.DataFeeds.UpdateData

UpdateData(
    target: QuantConnect_Lean_Engine_DataFeeds_UpdateData_T,
    data_type: Type,
    data: Sequence[BaseData],
    is_internal_config: bool,
    contains_fill_forward_data: Optional[bool] = None,
)

Bases: Generic[QuantConnect_Lean_Engine_DataFeeds_UpdateData_T], Object

Transport type for algorithm update data. This is intended to provide a list of base data used to perform updates against the specified target

Initializes a new instance of the UpdateData{T} class

Parameters:

Name	Type	Description	Default
target	QuantConnect_Lean_Engine_DataFeeds_UpdateData_T	The end consumer/user of the dat	required
data_type	Type	The type of data in the list	required
data	Sequence[BaseData]	The update data	required
is_internal_config	bool	True if this update data corresponds to an internal subscription such as currency or security benchmark	required
contains_fill_forward_data	Optional[bool]	True if this update data contains fill forward bars	None

contains_fill_forward_data

contains_fill_forward_data: Optional[bool]

Flag indicating whether data contains any fill forward bar or not

target

target: QuantConnect_Lean_Engine_DataFeeds_UpdateData_T

The target, such as a security or subscription data config

data

data: Sequence[BaseData]

The data used to update the target

data_type

data_type: Type

The type of data in the data list

is_internal_config

is_internal_config: bool

True if this update data corresponds to an internal subscription such as currency or security benchmark