Time helper class collection for working with trading dates More...

Classes
struct	DateTimeWithZone
	Live charting is sensitive to timezone so need to convert the local system time to a UTC and display in browser as UTC. More...

class	MonthYearJsonConverter
	Helper method to deserialize month/year More...

Static Public Member Functions
static TimeSpan	GetNextLiveAuxiliaryDataDueTime ()
	Helper method to get the new live auxiliary data due time More...

static TimeSpan	GetNextLiveAuxiliaryDataDueTime (DateTime utcNow)
	Helper method to get the new live auxiliary data due time More...

static int	GetSecondUnevenWait (int waitTimeMillis)
	Helper method to adjust a waiting time, in milliseconds, so it's uneven with the second turn around More...

static int	GetSecondUnevenWait (this DateTime now, int waitTimeMillis)
	Helper method to adjust a waiting time, in milliseconds, so it's uneven with the second turn around More...

static DateTime	UnixTimeStampToDateTime (double unixTimeStamp)
	Create a C# DateTime from a UnixTimestamp More...

static DateTime	UnixTimeStampToDateTime (decimal unixTimeStamp)
	Create a C# DateTime from a UnixTimestamp More...

static DateTime	UnixTimeStampToDateTime (long unixTimeStamp)
	Create a C# DateTime from a UnixTimestamp More...

static DateTime	UnixMillisecondTimeStampToDateTime (decimal unixTimeStamp)
	Create a C# DateTime from a UnixTimestamp More...

static DateTime	UnixNanosecondTimeStampToDateTime (long unixTimeStamp)
	Create a C# DateTime from a UnixTimestamp More...

static double	DateTimeToUnixTimeStamp (DateTime time)
	Convert a Datetime to Unix Timestamp More...

static double	DateTimeToUnixTimeStampMilliseconds (DateTime time)
	Convert a Datetime to Unix Timestamp More...

static long	DateTimeToUnixTimeStampNanoseconds (DateTime time)
	Convert a Datetime to Unix Timestamp More...

static double	TimeStamp ()
	Get the current time as a unix timestamp More...

static TimeSpan	Max (TimeSpan one, TimeSpan two)
	Returns the timespan with the larger value More...

static TimeSpan	Min (TimeSpan one, TimeSpan two)
	Returns the timespan with the smaller value More...

static DateTime	Max (DateTime one, DateTime two)
	Returns the larger of two date times More...

static DateTime	Min (DateTime one, DateTime two)
	Returns the smaller of two date times More...

static TimeSpan	Multiply (this TimeSpan interval, double multiplier)
	Multiplies the specified interval by the multiplier More...

static DateTime	ParseDate (string dateToParse)
	Parse a standard YY MM DD date into a DateTime. Attempt common date formats More...

static DateTime	ParseFIXUtcTimestamp (string dateToParse)
	Parse a standard YY MM DD date into a DateTime. Attempt common date formats More...

static IEnumerable< DateTime >	EachDay (DateTime from, DateTime thru)
	Define an enumerable date range and return each date as a datetime object in the date range More...

static IEnumerable< DateTime >	EachTradeableDay (ICollection< Security > securities, DateTime from, DateTime thru)
	Define an enumerable date range of tradeable dates - skip the holidays and weekends when securities in this algorithm don't trade. More...

static IEnumerable< DateTime >	EachTradeableDay (Security security, DateTime from, DateTime thru)
	Define an enumerable date range of tradeable dates - skip the holidays and weekends when securities in this algorithm don't trade. More...

static IEnumerable< DateTime >	EachTradeableDay (SecurityExchangeHours exchange, DateTime from, DateTime thru)
	Define an enumerable date range of tradeable dates - skip the holidays and weekends when securities in this algorithm don't trade. More...

static IEnumerable< DateTime >	EachTradeableDayInTimeZone (SecurityExchangeHours exchange, DateTime from, DateTime thru, DateTimeZone timeZone, bool includeExtendedMarketHours=true)
	Define an enumerable date range of tradeable dates but expressed in a different time zone. More...

static bool	TradableDate (IEnumerable< Security > securities, DateTime day)
	Make sure this date is not a holiday, or weekend for the securities in this algorithm. More...

static int	TradeableDates (ICollection< Security > securities, DateTime start, DateTime finish)
	Could of the number of tradeable dates within this period. More...

static DateTime	GetStartTimeForTradeBars (SecurityExchangeHours exchangeHours, DateTime end, TimeSpan barSize, int barCount, bool extendedMarketHours, DateTimeZone dataTimeZone)
	Determines the start time required to produce the requested number of bars and the given size More...

static DateTime	GetEndTimeForTradeBars (SecurityExchangeHours exchangeHours, DateTime start, TimeSpan barSize, int barCount, bool extendedMarketHours)
	Determines the end time at which the requested number of bars of the given will have elapsed. NOTE: The start time is not discretized by barSize units like is done in GetStartTimeForTradeBars More...

static int	GetNumberOfTradeBarsInInterval (SecurityExchangeHours exchangeHours, DateTime start, DateTime end, TimeSpan barSize)
	Gets the number of trade bars of the specified barSize that fit between the start and end More...

static double	NormalizeInstantWithinRange (DateTime start, DateTime current, TimeSpan period)
	Normalizes the current time within the specified period time = start => 0 time = start + period => 1 More...

static double	NormalizeTimeStep (TimeSpan period, TimeSpan stepSize)
	Normalizes the step size as a percentage of the period. More...

static TimeSpan	Abs (this TimeSpan timeSpan)
	Gets the absolute value of the specified time span More...

Static Public Attributes
static readonly DateTime	EndOfTime = new DateTime(2050, 12, 31)
	Provides a value far enough in the future the current computer hardware will have decayed :) More...

static TimeSpan	EndOfTimeTimeSpan = new TimeSpan(EndOfTime.Ticks)
	Provides a time span based on EndOfTime More...

static readonly DateTime	Start = new DateTime(1998, 1, 2)
	Provides a common and normalized start time for Lean data More...

static readonly DateTime	BeginningOfTime = DateTime.FromOADate(0)
	Provides a value far enough in the past that can be used as a lower bound on dates, 12/30/1899 More...

static readonly TimeSpan	MaxTimeSpan = TimeSpan.FromDays(1000*365)
	Provides a value large enough that we won't hit the limit, while small enough we can still do math against it without checking everywhere for TimeSpan.MaxValue More...

static readonly TimeSpan	OneYear = TimeSpan.FromDays(365)
	One Year TimeSpan Period Constant More...

static readonly TimeSpan	OneDay = TimeSpan.FromDays(1)
	One Day TimeSpan Period Constant More...

static readonly TimeSpan	OneHour = TimeSpan.FromHours(1)
	One Hour TimeSpan Period Constant More...

static readonly TimeSpan	OneMinute = TimeSpan.FromMinutes(1)
	One Minute TimeSpan Period Constant More...

static readonly TimeSpan	OneSecond = TimeSpan.FromSeconds(1)
	One Second TimeSpan Period Constant More...

static readonly TimeSpan	OneMillisecond = TimeSpan.FromMilliseconds(1)
	One Millisecond TimeSpan Period Constant More...

Properties
static TimeSpan	LiveAuxiliaryDataOffset = TimeSpan.FromHours(8) `[get, set]`
	Allows specifying an offset to trigger the tradable date event More...

Detailed Description

Time helper class collection for working with trading dates

Definition at line 30 of file Time.cs.

Member Function Documentation

◆ GetNextLiveAuxiliaryDataDueTime() [1/2]

static TimeSpan QuantConnect.Time.GetNextLiveAuxiliaryDataDueTime ( )

static

Helper method to get the new live auxiliary data due time

Returns: The due time for the new auxiliary data emission

Definition at line 152 of file Time.cs.

◆ GetNextLiveAuxiliaryDataDueTime() [2/2]

static TimeSpan QuantConnect.Time.GetNextLiveAuxiliaryDataDueTime ( DateTime utcNow )

static

Helper method to get the new live auxiliary data due time

Parameters

utcNow The current utc time

Returns: The due time for the new auxiliary data emission

Definition at line 162 of file Time.cs.

◆ GetSecondUnevenWait() [1/2]

static int QuantConnect.Time.GetSecondUnevenWait ( int waitTimeMillis )

static

Helper method to adjust a waiting time, in milliseconds, so it's uneven with the second turn around

Parameters

waitTimeMillis The desired wait time

This is useful for real time performance in live trading. We want to avoid adding unnecessary cpu usage, during periods where we know there will be cpu time demand, like a second turn around where data is emitted.

Returns: The adjusted wait time

Definition at line 179 of file Time.cs.

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◆ GetSecondUnevenWait() [2/2]

static int QuantConnect.Time.GetSecondUnevenWait	(	this DateTime	now,
		int	waitTimeMillis
	)

static

Helper method to adjust a waiting time, in milliseconds, so it's uneven with the second turn around

Parameters

now	The current time
waitTimeMillis	The desired wait time

This is useful for real time performance in live trading. We want to avoid adding unnecessary cpu usage, during periods where we know there will be cpu time demand, like a second turn around where data is emitted.

Returns: The adjusted wait time

Definition at line 192 of file Time.cs.

◆ UnixTimeStampToDateTime() [1/3]

static DateTime QuantConnect.Time.UnixTimeStampToDateTime ( double unixTimeStamp )

static

Create a C# DateTime from a UnixTimestamp

Parameters

unixTimeStamp Double unix timestamp (Time since Midnight Jan 1 1970)

Returns: C# date timeobject

Definition at line 209 of file Time.cs.

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◆ UnixTimeStampToDateTime() [2/3]

static DateTime QuantConnect.Time.UnixTimeStampToDateTime ( decimal unixTimeStamp )

static

Create a C# DateTime from a UnixTimestamp

Parameters

unixTimeStamp Decimal unix timestamp (Time since Midnight Jan 1 1970)

Returns: C# date time object

Definition at line 230 of file Time.cs.

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◆ UnixTimeStampToDateTime() [3/3]

static DateTime QuantConnect.Time.UnixTimeStampToDateTime ( long unixTimeStamp )

static

Create a C# DateTime from a UnixTimestamp

Parameters

unixTimeStamp Long unix timestamp (Time since Midnight Jan 1 1970)

Returns: C# date time object

Definition at line 240 of file Time.cs.

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◆ UnixMillisecondTimeStampToDateTime()

static DateTime QuantConnect.Time.UnixMillisecondTimeStampToDateTime ( decimal unixTimeStamp )

static

Create a C# DateTime from a UnixTimestamp

Parameters

unixTimeStamp Decimal unix timestamp (Time since Midnight Jan 1 1970) in milliseconds

Returns: C# date time object

Definition at line 250 of file Time.cs.

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◆ UnixNanosecondTimeStampToDateTime()

static DateTime QuantConnect.Time.UnixNanosecondTimeStampToDateTime ( long unixTimeStamp )

static

Create a C# DateTime from a UnixTimestamp

Parameters

unixTimeStamp Int64 unix timestamp (Time since Midnight Jan 1 1970) in nanoseconds

Returns: C# date time object

Definition at line 274 of file Time.cs.

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◆ DateTimeToUnixTimeStamp()

static double QuantConnect.Time.DateTimeToUnixTimeStamp ( DateTime time )

static

Convert a Datetime to Unix Timestamp

Parameters

time	C# datetime object

Returns: Double unix timestamp

Definition at line 295 of file Time.cs.

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◆ DateTimeToUnixTimeStampMilliseconds()

static double QuantConnect.Time.DateTimeToUnixTimeStampMilliseconds ( DateTime time )

static

Convert a Datetime to Unix Timestamp

Parameters

time	C# datetime object

Returns: Double unix timestamp

Definition at line 314 of file Time.cs.

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◆ DateTimeToUnixTimeStampNanoseconds()

static long QuantConnect.Time.DateTimeToUnixTimeStampNanoseconds ( DateTime time )

static

Convert a Datetime to Unix Timestamp

Parameters

time	C# datetime object

Returns: Int64 unix timestamp

Definition at line 333 of file Time.cs.

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◆ TimeStamp()

static double QuantConnect.Time.TimeStamp ( )

static

Get the current time as a unix timestamp

Returns: Double value of the unix as UTC timestamp

Definition at line 351 of file Time.cs.

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◆ Max() [1/2]

static TimeSpan QuantConnect.Time.Max	(	TimeSpan	one,
		TimeSpan	two
	)

static

Returns the timespan with the larger value

Definition at line 359 of file Time.cs.

◆ Min() [1/2]

static TimeSpan QuantConnect.Time.Min	(	TimeSpan	one,
		TimeSpan	two
	)

static

Returns the timespan with the smaller value

Definition at line 367 of file Time.cs.

◆ Max() [2/2]

static DateTime QuantConnect.Time.Max	(	DateTime	one,
		DateTime	two
	)

static

Returns the larger of two date times

Definition at line 375 of file Time.cs.

◆ Min() [2/2]

static DateTime QuantConnect.Time.Min	(	DateTime	one,
		DateTime	two
	)

static

Returns the smaller of two date times

Definition at line 383 of file Time.cs.

◆ Multiply()

static TimeSpan QuantConnect.Time.Multiply	(	this TimeSpan	interval,
		double	multiplier
	)

static

Multiplies the specified interval by the multiplier

Parameters

interval	The interval to be multiplied, such as TimeSpan.FromSeconds(1)
multiplier	The number of times to multiply the interval

Returns: The multiplied interval, such as 1s*5 = 5s

Definition at line 394 of file Time.cs.

◆ ParseDate()

static DateTime QuantConnect.Time.ParseDate ( string dateToParse )

static

Parse a standard YY MM DD date into a DateTime. Attempt common date formats

Parameters

dateToParse String date time to parse

Returns: Date time

Definition at line 404 of file Time.cs.

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◆ ParseFIXUtcTimestamp()

static DateTime QuantConnect.Time.ParseFIXUtcTimestamp ( string dateToParse )

static

Parse a standard YY MM DD date into a DateTime. Attempt common date formats

Parameters

dateToParse String date time to parse

Returns: Date time

Definition at line 460 of file Time.cs.

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◆ EachDay()

static IEnumerable<DateTime> QuantConnect.Time.EachDay	(	DateTime	from,
		DateTime	thru
	)

static

Define an enumerable date range and return each date as a datetime object in the date range

Parameters

from	DateTime start date
thru	DateTime end date

Returns: Enumerable date range

Definition at line 489 of file Time.cs.

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◆ EachTradeableDay() [1/3]

static IEnumerable<DateTime> QuantConnect.Time.EachTradeableDay	(	ICollection< Security >	securities,
		DateTime	from,
		DateTime	thru
	)

static

Define an enumerable date range of tradeable dates - skip the holidays and weekends when securities in this algorithm don't trade.

Parameters

securities	Securities we have in portfolio
from	Start date
thru	End date

Returns: Enumerable date range

Definition at line 503 of file Time.cs.

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◆ EachTradeableDay() [2/3]

static IEnumerable<DateTime> QuantConnect.Time.EachTradeableDay	(	Security	security,
		DateTime	from,
		DateTime	thru
	)

static

Define an enumerable date range of tradeable dates - skip the holidays and weekends when securities in this algorithm don't trade.

Parameters

security	The security to get tradeable dates for
from	Start date
thru	End date

Returns: Enumerable date range

Definition at line 522 of file Time.cs.

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◆ EachTradeableDay() [3/3]

static IEnumerable<DateTime> QuantConnect.Time.EachTradeableDay	(	SecurityExchangeHours	exchange,
		DateTime	from,
		DateTime	thru
	)

static

Define an enumerable date range of tradeable dates - skip the holidays and weekends when securities in this algorithm don't trade.

Parameters

exchange	The security to get tradeable dates for
from	Start date
thru	End date

Returns: Enumerable date range

Definition at line 535 of file Time.cs.

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◆ EachTradeableDayInTimeZone()

static IEnumerable<DateTime> QuantConnect.Time.EachTradeableDayInTimeZone	(	SecurityExchangeHours	exchange,
		DateTime	from,
		DateTime	thru,
		DateTimeZone	timeZone,
		bool	includeExtendedMarketHours = `true`
	)

static

Define an enumerable date range of tradeable dates but expressed in a different time zone.

This is mainly used to bridge the gap between exchange time zone and data time zone for file written to disk. The returned enumerable of dates is guaranteed to be the same size or longer than those generated via EachTradeableDay(ICollection<Security>,DateTime,DateTime)

Parameters

exchange	The exchange hours
from	The start time in the exchange time zone
thru	The end time in the exchange time zone (inclusive of the final day)
timeZone	The timezone to project the dates into (inclusive of the final day)
includeExtendedMarketHours	True to include extended market hours trading in the search, false otherwise

Returns

Definition at line 559 of file Time.cs.

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◆ TradableDate()

static bool QuantConnect.Time.TradableDate	(	IEnumerable< Security >	securities,
		DateTime	day
	)

static

Make sure this date is not a holiday, or weekend for the securities in this algorithm.

Parameters

securities	Security manager from the algorithm
day	DateTime to check if trade-able.

Returns: True if tradeable date

Definition at line 593 of file Time.cs.

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◆ TradeableDates()

static int QuantConnect.Time.TradeableDates	(	ICollection< Security >	securities,
		DateTime	start,
		DateTime	finish
	)

static

Could of the number of tradeable dates within this period.

Parameters

securities	Securities we're trading
start	Start of Date Loop
finish	End of Date Loop

Returns: Number of dates

Definition at line 617 of file Time.cs.

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◆ GetStartTimeForTradeBars()

static DateTime QuantConnect.Time.GetStartTimeForTradeBars	(	SecurityExchangeHours	exchangeHours,
		DateTime	end,
		TimeSpan	barSize,
		int	barCount,
		bool	extendedMarketHours,
		DateTimeZone	dataTimeZone
	)

static

Determines the start time required to produce the requested number of bars and the given size

Parameters

exchangeHours	The exchange hours used to test for market open hours
end	The end time of the last bar over the requested period
barSize	The length of each bar
barCount	The number of bars requested
extendedMarketHours	True to allow extended market hours bars, otherwise false for only normal market hours
dataTimeZone	Timezone for this data

Returns: The start time that would provide the specified number of bars ending at the specified end time, rounded down by the requested bar size

Definition at line 648 of file Time.cs.

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◆ GetEndTimeForTradeBars()

static DateTime QuantConnect.Time.GetEndTimeForTradeBars	(	SecurityExchangeHours	exchangeHours,
		DateTime	start,
		TimeSpan	barSize,
		int	barCount,
		bool	extendedMarketHours
	)

static

Determines the end time at which the requested number of bars of the given will have elapsed. NOTE: The start time is not discretized by barSize units like is done in GetStartTimeForTradeBars

Parameters

exchangeHours	The exchange hours used to test for market open hours
start	The end time of the last bar over the requested period
barSize	The length of each bar
barCount	The number of bars requested
extendedMarketHours	True to allow extended market hours bars, otherwise false for only normal market hours

Returns: The start time that would provide the specified number of bars ending at the specified end time, rounded down by the requested bar size

Definition at line 679 of file Time.cs.

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◆ GetNumberOfTradeBarsInInterval()

static int QuantConnect.Time.GetNumberOfTradeBarsInInterval	(	SecurityExchangeHours	exchangeHours,
		DateTime	start,
		DateTime	end,
		TimeSpan	barSize
	)

static

Gets the number of trade bars of the specified barSize that fit between the start and end

Parameters

exchangeHours	The exchange used to test for market open hours
start	The start time of the interval in the exchange time zone
end	The end time of the interval in the exchange time zone
barSize	The step size used to count number of bars between start and end

Returns: The number of bars of the specified size between start and end times

Definition at line 721 of file Time.cs.

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◆ NormalizeInstantWithinRange()

static double QuantConnect.Time.NormalizeInstantWithinRange	(	DateTime	start,
		DateTime	current,
		TimeSpan	period
	)

static

Normalizes the current time within the specified period time = start => 0 time = start + period => 1

Parameters

start	The start time of the range
current	The current time we seek to normalize
period	The time span of the range

Returns: The normalized time

Definition at line 767 of file Time.cs.

◆ NormalizeTimeStep()

static double QuantConnect.Time.NormalizeTimeStep	(	TimeSpan	period,
		TimeSpan	stepSize
	)

static

Normalizes the step size as a percentage of the period.

Parameters

period	The period to normalize against
stepSize	The step size to be normaized

Returns: The normalized step size as a percentage of the period

Definition at line 785 of file Time.cs.

◆ Abs()

static TimeSpan QuantConnect.Time.Abs ( this TimeSpan timeSpan )

static

Gets the absolute value of the specified time span

Parameters

timeSpan Time span whose absolute value we seek

Returns: The absolute value of the specified time span

Definition at line 801 of file Time.cs.

Member Data Documentation

◆ EndOfTime

readonly DateTime QuantConnect.Time.EndOfTime = new DateTime(2050, 12, 31)

static

Provides a value far enough in the future the current computer hardware will have decayed :)

new DateTime(2050, 12, 31)

Definition at line 44 of file Time.cs.

◆ EndOfTimeTimeSpan

TimeSpan QuantConnect.Time.EndOfTimeTimeSpan = new TimeSpan(EndOfTime.Ticks)

static

Provides a time span based on EndOfTime

Definition at line 49 of file Time.cs.

◆ Start

readonly DateTime QuantConnect.Time.Start = new DateTime(1998, 1, 2)

static

Provides a common and normalized start time for Lean data

Definition at line 54 of file Time.cs.

◆ BeginningOfTime

readonly DateTime QuantConnect.Time.BeginningOfTime = DateTime.FromOADate(0)

static

Provides a value far enough in the past that can be used as a lower bound on dates, 12/30/1899

DateTime.FromOADate(0)

Definition at line 62 of file Time.cs.

◆ MaxTimeSpan

readonly TimeSpan QuantConnect.Time.MaxTimeSpan = TimeSpan.FromDays(1000*365)

static

Provides a value large enough that we won't hit the limit, while small enough we can still do math against it without checking everywhere for TimeSpan.MaxValue

Definition at line 68 of file Time.cs.

◆ OneYear

readonly TimeSpan QuantConnect.Time.OneYear = TimeSpan.FromDays(365)

static

One Year TimeSpan Period Constant

365 days

Definition at line 74 of file Time.cs.

◆ OneDay

readonly TimeSpan QuantConnect.Time.OneDay = TimeSpan.FromDays(1)

static

One Day TimeSpan Period Constant

Definition at line 79 of file Time.cs.

◆ OneHour

readonly TimeSpan QuantConnect.Time.OneHour = TimeSpan.FromHours(1)

static

One Hour TimeSpan Period Constant

Definition at line 84 of file Time.cs.

◆ OneMinute

readonly TimeSpan QuantConnect.Time.OneMinute = TimeSpan.FromMinutes(1)

static

One Minute TimeSpan Period Constant

Definition at line 89 of file Time.cs.

◆ OneSecond

readonly TimeSpan QuantConnect.Time.OneSecond = TimeSpan.FromSeconds(1)

static

One Second TimeSpan Period Constant

Definition at line 94 of file Time.cs.

◆ OneMillisecond

readonly TimeSpan QuantConnect.Time.OneMillisecond = TimeSpan.FromMilliseconds(1)

static

One Millisecond TimeSpan Period Constant

Definition at line 99 of file Time.cs.

Property Documentation

◆ LiveAuxiliaryDataOffset

TimeSpan QuantConnect.Time.LiveAuxiliaryDataOffset = TimeSpan.FromHours(8)

staticgetset

Allows specifying an offset to trigger the tradable date event

Useful for delaying the tradable date event until new auxiliary data is available to refresh map and factor files

Definition at line 36 of file Time.cs.

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

Common/Time.cs

Classes

Static Public Member Functions

Static Public Attributes

Properties

Detailed Description

Member Function Documentation

◆ GetNextLiveAuxiliaryDataDueTime() [1/2]

◆ GetNextLiveAuxiliaryDataDueTime() [2/2]

◆ GetSecondUnevenWait() [1/2]

◆ GetSecondUnevenWait() [2/2]

◆ UnixTimeStampToDateTime() [1/3]

◆ UnixTimeStampToDateTime() [2/3]

◆ UnixTimeStampToDateTime() [3/3]

◆ UnixMillisecondTimeStampToDateTime()

◆ UnixNanosecondTimeStampToDateTime()

◆ DateTimeToUnixTimeStamp()

◆ DateTimeToUnixTimeStampMilliseconds()

◆ DateTimeToUnixTimeStampNanoseconds()

◆ TimeStamp()

◆ Max() [1/2]

◆ Min() [1/2]

◆ Max() [2/2]

◆ Min() [2/2]

◆ Multiply()

◆ ParseDate()

◆ ParseFIXUtcTimestamp()

◆ EachDay()

◆ EachTradeableDay() [1/3]

◆ EachTradeableDay() [2/3]

◆ EachTradeableDay() [3/3]

◆ EachTradeableDayInTimeZone()

◆ TradableDate()

◆ TradeableDates()

◆ GetStartTimeForTradeBars()

◆ GetEndTimeForTradeBars()

◆ GetNumberOfTradeBarsInInterval()

◆ NormalizeInstantWithinRange()

◆ NormalizeTimeStep()

◆ Abs()

Member Data Documentation

◆ EndOfTime

◆ EndOfTimeTimeSpan

◆ Start

◆ BeginningOfTime

◆ MaxTimeSpan

◆ OneYear

◆ OneDay

◆ OneHour

◆ OneMinute

◆ OneSecond

◆ OneMillisecond

Property Documentation

◆ LiveAuxiliaryDataOffset