QuantConnect.Data.IDataAggregator Interface Reference

Aggregates ticks and bars based on given subscriptions. More...

Inheritance diagram for QuantConnect.Data.IDataAggregator:

Public Member Functions
IEnumerator< BaseData >	Add (SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
	Add new subscription to current IDataAggregator instance More...
bool	Remove (SubscriptionDataConfig dataConfig)
	Remove the given subscription More...
void	Update (BaseData input)
	Adds new BaseData input into aggregator. More...

Detailed Description

Aggregates ticks and bars based on given subscriptions.

Definition at line 24 of file IDataAggregator.cs.

Member Function Documentation

Add()

IEnumerator<BaseData> QuantConnect.Data.IDataAggregator.Add	(	SubscriptionDataConfig	dataConfig,
		EventHandler	newDataAvailableHandler
	)

Add new subscription to current IDataAggregator instance

Parameters

dataConfig	defines the parameters to subscribe to a data feed
newDataAvailableHandler	handler to be fired on new data available

Returns

The new enumerator for this subscription request

Implemented in QuantConnect.Lean.Engine.DataFeeds.AggregationManager.

Remove()

bool QuantConnect.Data.IDataAggregator.Remove

(

SubscriptionDataConfig

dataConfig

)

Remove the given subscription

Parameters

dataConfig

defines the subscription configuration data.

Returns

Returns true if given SubscriptionDataConfig was found and succesfully removed; otherwise false.

Implemented in QuantConnect.Lean.Engine.DataFeeds.AggregationManager.

Update()

void QuantConnect.Data.IDataAggregator.Update

(

BaseData

input

)

Adds new BaseData input into aggregator.

Parameters

input

The new data

Implemented in QuantConnect.Lean.Engine.DataFeeds.AggregationManager.

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

• Common/Data/IDataAggregator.cs