Lean  $LEAN_TAG$
IDataDownloader.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using QuantConnect.Data;
17 using System.Collections.Generic;
18 
19 namespace QuantConnect
20 {
21  /// <summary>
22  /// Data Downloader Interface for pulling data from a remote source.
23  /// </summary>
24  public interface IDataDownloader
25  {
26  /// <summary>
27  /// Get historical data enumerable for a single symbol, type and resolution given this start and end time (in UTC).
28  /// </summary>
29  /// <param name="dataDownloaderGetParameters">model class for passing in parameters for historical data</param>
30  /// <returns>Enumerable of base data for this symbol</returns>
31  IEnumerable<BaseData> Get(DataDownloaderGetParameters dataDownloaderGetParameters);
32  }
33 }