SecurityDataFilter

QuantConnect.Securities.SecurityDataFilter

SecurityDataFilter()

Bases: Object, ISecurityDataFilter

Base class implementation for packet by packet data filtering mechanism to dynamically detect bad ticks.

Initialize data filter class

filter

filter(vehicle: Security, data: BaseData) -> bool

Filter the data packet passing through this method by returning true to accept, or false to fail/reject the data point.

Parameters:

Name	Type	Description	Default
data	BaseData	BasData data object we're filtering	required
vehicle	Security	Security vehicle for filter	required