Classes
class	BaseData
	Abstract base data class of QuantConnect. It is intended to be extended to define generic user customizable data types while at the same time implementing the basics of data where possible More...

class	BaseDataRequest
	Abstract sharing logic for data requests More...

class	Channel
	Represents a subscription channel More...

class	ConsolidatorWrapper
	Helper class to wrap a consolidator and keep track of the next scan time we should trigger

class	ConstantDividendYieldModel
	Constant dividend yield model More...

class	ConstantRiskFreeRateInterestRateModel
	Constant risk free rate interest rate model More...

class	DataMonitor
	Monitors data requests and reports on missing data More...

class	DataQueueHandlerSubscriptionManager
	Count number of subscribers for each channel (Symbol, Socket) pair More...

class	DiskDataCacheProvider
	Simple data cache provider, writes and reads directly from disk Used as default for LeanDataWriter More...

class	DividendYieldProvider
	Estimated annualized continuous dividend yield at given date More...

class	DownloaderExtensions
	Contains extension methods for the Downloader functionality. More...

class	DynamicData
	Dynamic Data Class: Accept flexible data, adapting to the columns provided by source. More...

class	EventBasedDataQueueHandlerSubscriptionManager
	Overrides DataQueueHandlerSubscriptionManager methods using events More...

class	FuncRiskFreeRateInterestRateModel
	Constant risk free rate interest rate model More...

class	GetSetPropertyDynamicMetaObject
	Provides an implementation of DynamicMetaObject that uses get/set methods to update values in the dynamic object. More...

class	HistoryExtensions

class	HistoryProviderBase
	Provides a base type for all history providers More...

class	HistoryProviderInitializeParameters
	Represents the set of parameters for the IHistoryProvider.Initialize method More...

class	HistoryRequest
	Represents a request for historical data More...

class	HistoryRequestFactory
	Helper class used to create new HistoryRequest More...

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

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

interface	IDividendYieldModel
	Represents a model that provides dividend yield data More...

class	IndexedBaseData
	Abstract indexed base data class of QuantConnect. It is intended to be extended to define customizable data types which are stored using an intermediate index source More...

class	InterestRateProvider
	Fed US Primary Credit Rate at given date More...

interface	IRiskFreeInterestRateModel
	Represents a model that provides risk free interest rate data More...

interface	ISubscriptionEnumeratorFactory
	Create an IEnumerator<BaseData> More...

class	LeanDataWriter
	Data writer for saving an IEnumerable of BaseData into the LEAN data directory. More...

class	RiskFreeInterestRateModelExtensions
	Provide extension and static methods for IRiskFreeInterestRateModel More...

class	Slice
	Provides a data structure for all of an algorithm's data at a single time step More...

class	SliceExtensions
	Provides extension methods to slices and slice enumerables More...

class	SubscriptionDataConfig
	Subscription data required including the type of data. More...

class	SubscriptionDataConfigExtensions
	Helper methods used to determine different configurations properties for a given set of SubscriptionDataConfig More...

class	SubscriptionDataConfigList
	Provides convenient methods for holding several SubscriptionDataConfig More...

class	SubscriptionDataSource
	Represents the source location and transport medium for a subscription More...

class	SubscriptionManager
	Enumerable Subscription Management Class More...

Enumerations
enum	FileFormat { FileFormat.Csv, FileFormat.Binary, FileFormat.ZipEntryName, FileFormat.UnfoldingCollection, FileFormat.Index, FileFormat.FoldingCollection }
	Specifies the format of data in a subscription More...

Enumeration Type Documentation

◆ FileFormat

enum QuantConnect.Data.FileFormat

strong

Specifies the format of data in a subscription

Enumerator
Csv	Comma separated values (0)
Binary	Binary file data (1)
ZipEntryName	Only the zip entry names are read in as symbols (2)
UnfoldingCollection	Reader returns a BaseDataCollection object (3) Lean will unfold the collection and consume it as individual data points
Index	Data stored using an intermediate index source (4)
FoldingCollection	Data type inherits from BaseDataCollection. Reader method can return a non BaseDataCollection type which will be folded, based on unique time, into an instance of the data type (5)

Definition at line 21 of file FileFormat.cs.

Classes

Enumerations

Enumeration Type Documentation

◆ FileFormat