QuantConnect.Research.FutureHistory Class Reference

Class to manage information from History Request of Futures More...

Inheritance diagram for QuantConnect.Research.FutureHistory:

Public Member Functions
	FutureHistory (IEnumerable< Slice > data)
	Create a new instance of FutureHistory. More...
PyObject	GetAllData ()
	Gets all data from the History Request that are written in a pandas.DataFrame More...
PyObject	GetExpiryDates ()
	Gets all expity dates in the future history More...
override string	ToString ()
	Returns a string that represent the current object More...
IEnumerator< Slice >	GetEnumerator ()

Detailed Description

Class to manage information from History Request of Futures

Definition at line 28 of file FutureHistory.cs.

Constructor & Destructor Documentation

FutureHistory()

QuantConnect.Research.FutureHistory.FutureHistory

(

IEnumerable< Slice >

data

)

Create a new instance of FutureHistory.

Parameters

data

Definition at line 38 of file FutureHistory.cs.

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Member Function Documentation

GetAllData()

PyObject QuantConnect.Research.FutureHistory.GetAllData

(

)

Gets all data from the History Request that are written in a pandas.DataFrame

Returns

Definition at line 49 of file FutureHistory.cs.

GetExpiryDates()

PyObject QuantConnect.Research.FutureHistory.GetExpiryDates

(

)

Gets all expity dates in the future history

Returns

Definition at line 58 of file FutureHistory.cs.

ToString()

override string QuantConnect.Research.FutureHistory.ToString

(

)

Returns a string that represent the current object

Returns

Definition at line 71 of file FutureHistory.cs.

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

• Research/FutureHistory.cs