QuantConnect.Data.Custom.Tiingo.TiingoPrice Member List

This is the complete list of members for QuantConnect.Data.Custom.Tiingo.TiingoPrice, including all inherited members.

AdjustedClose	QuantConnect.Data.Custom.Tiingo.TiingoPrice
AdjustedHigh	QuantConnect.Data.Custom.Tiingo.TiingoPrice
AdjustedLow	QuantConnect.Data.Custom.Tiingo.TiingoPrice
AdjustedOpen	QuantConnect.Data.Custom.Tiingo.TiingoPrice
AdjustedVolume	QuantConnect.Data.Custom.Tiingo.TiingoPrice
AllResolutions	QuantConnect.Data.BaseData	protectedstatic
BaseData()	QuantConnect.Data.BaseData
Clone(bool fillForward)	QuantConnect.Data.Market.TradeBar	virtual
Clone()	QuantConnect.Data.Market.TradeBar	virtual
Close	QuantConnect.Data.Custom.Tiingo.TiingoPrice
DailyResolution	QuantConnect.Data.BaseData	protectedstatic
DataTimeZone()	QuantConnect.Data.Custom.Tiingo.TiingoPrice	virtual
DataType	QuantConnect.Data.BaseData
Date	QuantConnect.Data.Custom.Tiingo.TiingoPrice
DefaultResolution()	QuantConnect.Data.Custom.Tiingo.TiingoPrice	virtual
DeserializeMessage(string serialized)	QuantConnect.Data.BaseData	static
Dividend	QuantConnect.Data.Custom.Tiingo.TiingoPrice
EndTime	QuantConnect.Data.Custom.Tiingo.TiingoPrice
GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)	QuantConnect.Data.Custom.Tiingo.TiingoPrice	virtual
QuantConnect::Data::BaseData.GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)	QuantConnect.Data.BaseData	virtual
High	QuantConnect.Data.Custom.Tiingo.TiingoPrice
HighResolution	QuantConnect.Data.BaseData	protectedstatic
IsFillForward	QuantConnect.Data.BaseData
IsSparseData()	QuantConnect.Data.BaseData	virtual
Low	QuantConnect.Data.Custom.Tiingo.TiingoPrice
MinuteResolution	QuantConnect.Data.BaseData	protectedstatic
Open	QuantConnect.Data.Custom.Tiingo.TiingoPrice
OptionResolutions	QuantConnect.Data.BaseData	protectedstatic
Parse(SubscriptionDataConfig config, string line, DateTime baseDate)	QuantConnect.Data.Market.TradeBar	static
ParseCfd(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseCfd(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseCfd< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseCrypto(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseCrypto(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseCrypto< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseEquity(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseEquity(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseEquity< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseForex(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseForex(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseForex< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseFuture(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseFuture(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseFuture< T >(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseFuture< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseIndex(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseIndex(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseOption(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseOption(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseOption< T >(SubscriptionDataConfig config, string line, DateTime date)	QuantConnect.Data.Market.TradeBar	static
ParseOption< T >(SubscriptionDataConfig config, StreamReader streamReader, DateTime date)	QuantConnect.Data.Market.TradeBar	static
Period	QuantConnect.Data.Custom.Tiingo.TiingoPrice
Price	QuantConnect.Data.BaseData
Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)	QuantConnect.Data.Custom.Tiingo.TiingoPrice	virtual
QuantConnect::Data::Market::TradeBar.Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)	QuantConnect.Data.Market.TradeBar	virtual
QuantConnect::Data::BaseData.Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed)	QuantConnect.Data.BaseData	virtual
RequiresMapping()	QuantConnect.Data.Custom.Tiingo.TiingoPrice	virtual
ShouldCacheToSecurity()	QuantConnect.Data.BaseData	virtual
SplitFactor	QuantConnect.Data.Custom.Tiingo.TiingoPrice
SupportedResolutions()	QuantConnect.Data.Custom.Tiingo.TiingoPrice	virtual
Symbol	QuantConnect.Data.BaseData
TiingoPrice()	QuantConnect.Data.Custom.Tiingo.TiingoPrice
Time	QuantConnect.Data.BaseData
ToString()	QuantConnect.Data.Market.TradeBar
TradeBar()	QuantConnect.Data.Market.TradeBar
TradeBar(TradeBar original)	QuantConnect.Data.Market.TradeBar
TradeBar(DateTime time, Symbol symbol, decimal open, decimal high, decimal low, decimal close, decimal volume, TimeSpan? period=null)	QuantConnect.Data.Market.TradeBar
Update(decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize)	QuantConnect.Data.Market.TradeBar	virtual
UpdateAsk(decimal askPrice, decimal askSize)	QuantConnect.Data.BaseData
UpdateBid(decimal bidPrice, decimal bidSize)	QuantConnect.Data.BaseData
UpdateQuote(decimal bidPrice, decimal bidSize, decimal askPrice, decimal askSize)	QuantConnect.Data.BaseData
UpdateTrade(decimal lastTrade, decimal tradeSize)	QuantConnect.Data.BaseData
Value	QuantConnect.Data.BaseData
Volume	QuantConnect.Data.Custom.Tiingo.TiingoPrice