Base Data Class: Type, Timestamp, Key – Base Features. More...

Inheritance diagram for QuantConnect.Data.IBaseData:

Public Member Functions
BaseData	Reader (SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed)
	Reader Method :: using set of arguements we specify read out type. Enumerate until the end of the data stream or file. E.g. Read CSV file line by line and convert into data types. More...

BaseData	Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
	Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More...

BaseData	Reader (SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)
	Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More...

string	GetSource (SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)
	Return the URL string source of the file. This will be converted to a stream More...

bool	RequiresMapping ()
	Indicates if there is support for mapping More...

BaseData	Clone ()
	Return a new instance clone of this object More...

Properties
MarketDataType	DataType `[get, set]`
	Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More...

DateTime	Time `[get, set]`
	Time keeper of data – all data is timeseries based. More...

DateTime	EndTime `[get, set]`
	End time of data More...

Symbol	Symbol `[get, set]`
	Symbol for underlying Security More...

decimal	Value `[get, set]`
	All timeseries data is a time-value pair: More...

decimal	Price `[get]`
	Alias of Value. More...

Detailed Description

Base Data Class: Type, Timestamp, Key – Base Features.

Definition at line 24 of file IBaseData.cs.

Member Function Documentation

◆ Reader() [1/3]

BaseData QuantConnect.Data.IBaseData.Reader	(	SubscriptionDataConfig	config,
		string	line,
		DateTime	date,
		DataFeedEndpoint	dataFeed
	)

Reader Method :: using set of arguements we specify read out type. Enumerate until the end of the data stream or file. E.g. Read CSV file line by line and convert into data types.

Returns: BaseData type set by Subscription Method.

Implemented in QuantConnect.Data.BaseData.

◆ Reader() [2/3]

BaseData QuantConnect.Data.IBaseData.Reader	(	SubscriptionDataConfig	config,
		string	line,
		DateTime	date,
		bool	isLiveMode
	)

Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.

Parameters

config	Subscription data config setup object
line	Line of the source document
date	Date of the requested data
isLiveMode	true if we're in live mode, false for backtesting mode

Returns: Instance of the T:BaseData object generated by this line of the CSV

◆ Reader() [3/3]

BaseData QuantConnect.Data.IBaseData.Reader	(	SubscriptionDataConfig	config,
		StreamReader	stream,
		DateTime	date,
		bool	isLiveMode
	)

Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.

Parameters

config	Subscription data config setup object
stream	The data stream
date	Date of the requested data
isLiveMode	true if we're in live mode, false for backtesting mode

Returns: Instance of the T:BaseData object generated by this line of the CSV

Implemented in QuantConnect.Data.Market.QuoteBar, QuantConnect.Data.Market.TradeBar, QuantConnect.Data.BaseData, QuantConnect.Data.Market.MarginInterestRate, and QuantConnect.Data.Market.Tick.

◆ GetSource()

string QuantConnect.Data.IBaseData.GetSource	(	SubscriptionDataConfig	config,
		DateTime	date,
		DataFeedEndpoint	datafeed
	)

Return the URL string source of the file. This will be converted to a stream

Parameters

datafeed	Type of datafeed we're reqesting - backtest or live
config	Configuration object
date	Date of this source file

Returns: String URL of source file.

Implemented in QuantConnect.Data.BaseData.

◆ RequiresMapping()

bool QuantConnect.Data.IBaseData.RequiresMapping ( )

Indicates if there is support for mapping

Returns: True indicates mapping should be used

Implemented in QuantConnect.Data.BaseData, QuantConnect.Data.Custom.Tiingo.TiingoPrice, QuantConnect.Data.UniverseSelection.ETFConstituentUniverse, QuantConnect.Python.PythonData, QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2, QuantConnect.Data.UniverseSelection.ConstituentsUniverseData, QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData, QuantConnect.Data.Custom.IconicTypes.UnlinkedDataTradeBar, QuantConnect.Data.Custom.IconicTypes.UnlinkedData, and QuantConnect.Data.Custom.IconicTypes.LinkedData.

◆ Clone()

BaseData QuantConnect.Data.IBaseData.Clone ( )

Return a new instance clone of this object

Returns

Here is the caller graph for this function:

Property Documentation

◆ DataType

MarketDataType QuantConnect.Data.IBaseData.DataType

getset

Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.

Definition at line 30 of file IBaseData.cs.

◆ Time

DateTime QuantConnect.Data.IBaseData.Time

getset

Time keeper of data – all data is timeseries based.

Definition at line 39 of file IBaseData.cs.

◆ EndTime

DateTime QuantConnect.Data.IBaseData.EndTime

getset

End time of data

Definition at line 48 of file IBaseData.cs.

◆ Symbol

Symbol QuantConnect.Data.IBaseData.Symbol

getset

Symbol for underlying Security

Definition at line 58 of file IBaseData.cs.

◆ Value

decimal QuantConnect.Data.IBaseData.Value

getset

All timeseries data is a time-value pair:

Definition at line 68 of file IBaseData.cs.

◆ Price

decimal QuantConnect.Data.IBaseData.Price

get

Alias of Value.

Definition at line 78 of file IBaseData.cs.

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

Common/Data/IBaseData.cs

Public Member Functions

Properties

Detailed Description

Member Function Documentation

◆ Reader() [1/3]

◆ Reader() [2/3]

◆ Reader() [3/3]

◆ GetSource()

◆ RequiresMapping()

◆ Clone()

Property Documentation

◆ DataType

◆ Time

◆ EndTime

◆ Symbol

◆ Value

◆ Price