Lean  $LEAN_TAG$
QuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider Class Reference

This data provider will wrap and use multiple data providers internally in the provided order More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider:
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Public Member Functions

 CompositeDataProvider ()
 Creates a new instance and initialize data providers used More...
 
Stream Fetch (string key)
 Retrieves data to be used in an algorithm More...
 

Events

EventHandler< DataProviderNewDataRequestEventArgsNewDataRequest
 Event raised each time data fetch is finished (successfully or not) More...
 
- Events inherited from QuantConnect.Interfaces.IDataProvider
EventHandler< DataProviderNewDataRequestEventArgsNewDataRequest
 Event raised each time data fetch is finished (successfully or not) More...
 

Detailed Description

This data provider will wrap and use multiple data providers internally in the provided order

Definition at line 29 of file CompositeDataProvider.cs.

Constructor & Destructor Documentation

◆ CompositeDataProvider()

QuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider.CompositeDataProvider ( )

Creates a new instance and initialize data providers used

Definition at line 41 of file CompositeDataProvider.cs.

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Member Function Documentation

◆ Fetch()

Stream QuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider.Fetch ( string  key)

Retrieves data to be used in an algorithm

Parameters
keyA string representing where the data is stored
Returns
A Stream of the data requested

Implements QuantConnect.Interfaces.IDataProvider.

Definition at line 72 of file CompositeDataProvider.cs.

Event Documentation

◆ NewDataRequest

EventHandler<DataProviderNewDataRequestEventArgs> QuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider.NewDataRequest

Event raised each time data fetch is finished (successfully or not)

Definition at line 34 of file CompositeDataProvider.cs.


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