Defines settings required when adding a subscription More...

Public Member Functions
	UniverseSettings (Resolution resolution, decimal leverage, bool fillForward, bool extendedMarketHours, TimeSpan minimumTimeInUniverse, DataNormalizationMode dataNormalizationMode=DataNormalizationMode.Adjusted, DataMappingMode dataMappingMode=DataMappingMode.OpenInterest, int contractDepthOffset=0, bool? asynchronous=null, IDateRule selectionDateRule=null)
	Initializes a new instance of the UniverseSettings class More...

	UniverseSettings (UniverseSettings universeSettings)
	Initializes a new instance of the UniverseSettings class More...

Public Attributes
Resolution	Resolution
	The resolution to be used More...

decimal	Leverage
	The leverage to be used More...

bool	FillForward
	True to fill data forward, false otherwise More...

Schedule	Schedule
	If configured, will be used to determine universe selection schedule and filter or skip selection data that does not fit the schedule More...

bool	ExtendedMarketHours
	True to allow extended market hours data, false otherwise More...

TimeSpan	MinimumTimeInUniverse
	Defines the minimum amount of time a security must be in the universe before being removed. More...

DataNormalizationMode	DataNormalizationMode
	Defines how universe data is normalized before being send into the algorithm More...

DataMappingMode	DataMappingMode
	Defines how universe data is mapped together More...

int	ContractDepthOffset
	The continuous contract desired offset from the current front month. For example, 0 (default) will use the front month, 1 will use the back month contra More...

List< Tuple< Type, TickType > >	SubscriptionDataTypes
	Allows a universe to specify which data types to add for a selected symbol More...

bool?	Asynchronous
	True if universe selection can run asynchronous More...

Detailed Description

Defines settings required when adding a subscription

Definition at line 25 of file UniverseSettings.cs.

Constructor & Destructor Documentation

◆ UniverseSettings() [1/2]

QuantConnect.Data.UniverseSelection.UniverseSettings.UniverseSettings	(	Resolution	resolution,
		decimal	leverage,
		bool	fillForward,
		bool	extendedMarketHours,
		TimeSpan	minimumTimeInUniverse,
		DataNormalizationMode	dataNormalizationMode = `DataNormalizationMode.Adjusted`,
		DataMappingMode	dataMappingMode = `DataMappingMode.OpenInterest`,
		int	contractDepthOffset = `0`,
		bool?	asynchronous = `null`,
		IDateRule	selectionDateRule = `null`
	)

Initializes a new instance of the UniverseSettings class

Parameters

resolution	The resolution
leverage	The leverage to be used
fillForward	True to fill data forward, false otherwise
extendedMarketHours	True to allow extended market hours data, false otherwise
minimumTimeInUniverse	Defines the minimum amount of time a security must remain in the universe before being removed
dataNormalizationMode	Defines how universe data is normalized before being send into the algorithm
dataMappingMode	The contract mapping mode to use for the security
contractDepthOffset	The continuous contract desired offset from the current front month. For example, 0 (default) will use the front month, 1 will use the back month contract
asynchronous	True if universe selection can run asynchronous
selectionDateRule	If provided, will be used to determine universe selection schedule

Definition at line 103 of file UniverseSettings.cs.

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◆ UniverseSettings() [2/2]

QuantConnect.Data.UniverseSelection.UniverseSettings.UniverseSettings ( UniverseSettings universeSettings )

Initializes a new instance of the UniverseSettings class

Definition at line 125 of file UniverseSettings.cs.

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Member Data Documentation

◆ Resolution

Resolution QuantConnect.Data.UniverseSelection.UniverseSettings.Resolution

The resolution to be used

Definition at line 30 of file UniverseSettings.cs.

◆ Leverage

decimal QuantConnect.Data.UniverseSelection.UniverseSettings.Leverage

The leverage to be used

Definition at line 35 of file UniverseSettings.cs.

◆ FillForward

bool QuantConnect.Data.UniverseSelection.UniverseSettings.FillForward

True to fill data forward, false otherwise

Definition at line 40 of file UniverseSettings.cs.

◆ Schedule

Schedule QuantConnect.Data.UniverseSelection.UniverseSettings.Schedule

If configured, will be used to determine universe selection schedule and filter or skip selection data that does not fit the schedule

Definition at line 46 of file UniverseSettings.cs.

◆ ExtendedMarketHours

bool QuantConnect.Data.UniverseSelection.UniverseSettings.ExtendedMarketHours

True to allow extended market hours data, false otherwise

Definition at line 51 of file UniverseSettings.cs.

◆ MinimumTimeInUniverse

TimeSpan QuantConnect.Data.UniverseSelection.UniverseSettings.MinimumTimeInUniverse

Defines the minimum amount of time a security must be in the universe before being removed.

When selection takes place, the actual members time in the universe will be rounded based on this TimeSpan, so that relative small differences do not cause an unexpected behavior Universe.CanRemoveMember

Definition at line 60 of file UniverseSettings.cs.

◆ DataNormalizationMode

DataNormalizationMode QuantConnect.Data.UniverseSelection.UniverseSettings.DataNormalizationMode

Defines how universe data is normalized before being send into the algorithm

Definition at line 65 of file UniverseSettings.cs.

◆ DataMappingMode

DataMappingMode QuantConnect.Data.UniverseSelection.UniverseSettings.DataMappingMode

Defines how universe data is mapped together

This is particular useful when generating continuous futures

Definition at line 71 of file UniverseSettings.cs.

◆ ContractDepthOffset

int QuantConnect.Data.UniverseSelection.UniverseSettings.ContractDepthOffset

The continuous contract desired offset from the current front month. For example, 0 (default) will use the front month, 1 will use the back month contra

Definition at line 77 of file UniverseSettings.cs.

◆ SubscriptionDataTypes

List<Tuple<Type, TickType> > QuantConnect.Data.UniverseSelection.UniverseSettings.SubscriptionDataTypes

Allows a universe to specify which data types to add for a selected symbol

Definition at line 82 of file UniverseSettings.cs.

◆ Asynchronous

bool? QuantConnect.Data.UniverseSelection.UniverseSettings.Asynchronous

True if universe selection can run asynchronous

Definition at line 87 of file UniverseSettings.cs.

The documentation for this class was generated from the following file:

Common/Data/UniverseSelection/UniverseSettings.cs

Public Member Functions

Public Attributes