QuantConnect.ToolBox.LeanDataReader Class Reference

This class reads data directly from disk and returns the data without the data entering the Lean data enumeration stack More...

Public Member Functions
	LeanDataReader (SubscriptionDataConfig config, Symbol symbol, Resolution resolution, DateTime date, string dataFolder)
	The LeanDataReader constructor More...
	LeanDataReader (string filepath)
	Initialize a instance of LeanDataReader from a path to a zipped data file. It also supports declaring the zip entry CSV file for options and futures. More...
IEnumerable< BaseData >	Parse ()
	Enumerate over the tick zip file and return a list of BaseData. More...
DateTimeZone	GetDataTimeZone ()
	Returns the data time zone More...
DateTimeZone	GetExchangeTimeZone ()
	Returns the Exchange time zone More...

Detailed Description

This class reads data directly from disk and returns the data without the data entering the Lean data enumeration stack

Definition at line 33 of file LeanDataReader.cs.

Constructor & Destructor Documentation

LeanDataReader() [1/2]

QuantConnect.ToolBox.LeanDataReader.LeanDataReader	(	SubscriptionDataConfig	config,
		Symbol	symbol,
		Resolution	resolution,
		DateTime	date,
		string	dataFolder
	)

The LeanDataReader constructor

Parameters

config	The SubscriptionDataConfig
symbol	The Symbol that will be read
resolution	The Resolution that will be read
date	The DateTime that will be read
dataFolder	The root data folder

Definition at line 48 of file LeanDataReader.cs.

Here is the call graph for this function:

LeanDataReader() [2/2]

QuantConnect.ToolBox.LeanDataReader.LeanDataReader

(

string

filepath

)

Initialize a instance of LeanDataReader from a path to a zipped data file. It also supports declaring the zip entry CSV file for options and futures.

Parameters

filepath

Absolute or relative path to a zipped data file, optionally the zip entry file can be declared by using '#' as separator.

var dataReader = LeanDataReader("../relative/path/to/file.zip") var dataReader = LeanDataReader("absolute/path/to/file.zip#zipEntry.csv")

Definition at line 65 of file LeanDataReader.cs.

Here is the call graph for this function:

Member Function Documentation

Parse()

IEnumerable<BaseData> QuantConnect.ToolBox.LeanDataReader.Parse

(

)

Enumerate over the tick zip file and return a list of BaseData.

Returns

IEnumerable of ticks

Definition at line 109 of file LeanDataReader.cs.

Here is the call graph for this function:

GetDataTimeZone()

DateTimeZone QuantConnect.ToolBox.LeanDataReader.GetDataTimeZone

(

)

Returns the data time zone

Returns

NodaTime.DateTimeZone representing the data timezone

Definition at line 179 of file LeanDataReader.cs.

GetExchangeTimeZone()

DateTimeZone QuantConnect.ToolBox.LeanDataReader.GetExchangeTimeZone

(

)

Returns the Exchange time zone

Returns

NodaTime.DateTimeZone representing the exchange timezone

Definition at line 188 of file LeanDataReader.cs.

---

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

• ToolBox/LeanDataReader.cs