Abstract sharing logic for data requests More...

Inheritance diagram for QuantConnect.Data.BaseDataRequest:

Public Attributes
DateTime	StartTimeLocal => _localStartTime.Value
	Gets the StartTimeUtc in the security's exchange time zone More...

DateTime	EndTimeLocal => _localEndTime.Value
	Gets the EndTimeUtc in the security's exchange time zone More...

Protected Member Functions
	BaseDataRequest (DateTime startTimeUtc, DateTime endTimeUtc, SecurityExchangeHours exchangeHours, TickType tickType, bool isCustomData, Type dataType)
	Initializes the base data request More...

Properties
DateTime	StartTimeUtc `[get, protected set]`
	Gets the beginning of the requested time interval in UTC More...

DateTime	EndTimeUtc `[get, protected set]`
	Gets the end of the requested time interval in UTC More...

SecurityExchangeHours	ExchangeHours `[get]`
	Gets the exchange hours used for processing fill forward requests More...

abstract IEnumerable< DateTime >	TradableDaysInDataTimeZone `[get]`
	Gets the tradable days specified by this request, in the security's data time zone More...

bool	IsCustomData `[get]`
	Gets true if this is a custom data request, false for normal QC data More...

Type	DataType `[get, set]`
	The data type of this request More...

Detailed Description

Abstract sharing logic for data requests

Definition at line 25 of file BaseDataRequest.cs.

Constructor & Destructor Documentation

◆ BaseDataRequest()

QuantConnect.Data.BaseDataRequest.BaseDataRequest	(	DateTime	startTimeUtc,
		DateTime	endTimeUtc,
		SecurityExchangeHours	exchangeHours,
		TickType	tickType,
		bool	isCustomData,
		Type	dataType
	)

protected

Initializes the base data request

Parameters

startTimeUtc	The start time for this request,
endTimeUtc	The start time for this request
exchangeHours	The exchange hours for this request
tickType	The tick type of this request
isCustomData	True if this subscription is for custom data
dataType	The data type of the output data

Definition at line 79 of file BaseDataRequest.cs.

Here is the call graph for this function:

Member Data Documentation

◆ StartTimeLocal

DateTime QuantConnect.Data.BaseDataRequest.StartTimeLocal => _localStartTime.Value

Gets the StartTimeUtc in the security's exchange time zone

Definition at line 43 of file BaseDataRequest.cs.

◆ EndTimeLocal

DateTime QuantConnect.Data.BaseDataRequest.EndTimeLocal => _localEndTime.Value

Gets the EndTimeUtc in the security's exchange time zone

Definition at line 48 of file BaseDataRequest.cs.

Property Documentation

◆ StartTimeUtc

DateTime QuantConnect.Data.BaseDataRequest.StartTimeUtc

getprotected set

Gets the beginning of the requested time interval in UTC

Definition at line 33 of file BaseDataRequest.cs.

◆ EndTimeUtc

DateTime QuantConnect.Data.BaseDataRequest.EndTimeUtc

getprotected set

Gets the end of the requested time interval in UTC

Definition at line 38 of file BaseDataRequest.cs.

◆ ExchangeHours

SecurityExchangeHours QuantConnect.Data.BaseDataRequest.ExchangeHours

get

Gets the exchange hours used for processing fill forward requests

Definition at line 53 of file BaseDataRequest.cs.

◆ TradableDaysInDataTimeZone

abstract IEnumerable<DateTime> QuantConnect.Data.BaseDataRequest.TradableDaysInDataTimeZone

get

Gets the tradable days specified by this request, in the security's data time zone

Definition at line 58 of file BaseDataRequest.cs.

◆ IsCustomData

bool QuantConnect.Data.BaseDataRequest.IsCustomData

get

Gets true if this is a custom data request, false for normal QC data

Definition at line 63 of file BaseDataRequest.cs.

◆ DataType

Type QuantConnect.Data.BaseDataRequest.DataType

getset

The data type of this request

Definition at line 68 of file BaseDataRequest.cs.

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

Common/Data/BaseDataRequest.cs

Public Attributes

Protected Member Functions

Properties