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

Inheritance diagram for QuantConnect.Data.DynamicData:

Public Member Functions
DynamicMetaObject	GetMetaObject (Expression parameter)
	Get the metaObject required for Dynamism. More...

object	SetProperty (string name, object value)
	Sets the property with the specified name to the value. This is a case-insensitve search. More...

object	GetProperty (string name)
	Gets the property's value with the specified name. This is a case-insensitve search. More...

bool	HasProperty (string name)
	Gets whether or not this dynamic data instance has a property with the specified name. This is a case-insensitve search. More...

IDictionary< string, object >	GetStorageDictionary ()
	Gets the storage dictionary Python algorithms need this information since DynamicMetaObject does not work More...

override BaseData	Clone ()
	Return a new instance clone of this object, used in fill forward More...

Public Member Functions inherited from QuantConnect.Data.BaseData
	BaseData ()
	Constructor for initialising the dase data class More...

virtual BaseData	Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
	Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More...

virtual BaseData	Reader (SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)
	Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More...

virtual SubscriptionDataSource	GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode)
	Return the URL string source of the file. This will be converted to a stream More...

virtual bool	RequiresMapping ()
	Indicates if there is support for mapping More...

virtual bool	IsSparseData ()
	Indicates that the data set is expected to be sparse More...

virtual bool	ShouldCacheToSecurity ()
	Indicates whether this contains data that should be stored in the security cache More...

virtual Resolution	DefaultResolution ()
	Gets the default resolution for this data and security type More...

virtual List< Resolution >	SupportedResolutions ()
	Gets the supported resolution for this data and security type More...

virtual DateTimeZone	DataTimeZone ()
	Specifies the data time zone for this data type. This is useful for custom data types More...

void	UpdateTrade (decimal lastTrade, decimal tradeSize)
	Updates this base data with a new trade More...

void	UpdateQuote (decimal bidPrice, decimal bidSize, decimal askPrice, decimal askSize)
	Updates this base data with new quote information More...

void	UpdateBid (decimal bidPrice, decimal bidSize)
	Updates this base data with the new quote bid information More...

void	UpdateAsk (decimal askPrice, decimal askSize)
	Updates this base data with the new quote ask information More...

virtual void	Update (decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize)
	Update routine to build a bar/tick from a data update. More...

virtual BaseData	Clone (bool fillForward)
	Return a new instance clone of this object, used in fill forward More...

override string	ToString ()
	Formats a string with the symbol and value. More...

virtual BaseData	Reader (SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed)
	Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. More...

virtual string	GetSource (SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)
	Return the URL string source of the file. This will be converted to a stream More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.Data.BaseData
static IEnumerable< BaseData >	DeserializeMessage (string serialized)
	Deserialize the message from the data server More...

Public Attributes inherited from QuantConnect.Data.BaseData
virtual decimal	Price => Value
	As this is a backtesting platform we'll provide an alias of value as price. More...

Static Protected Attributes inherited from QuantConnect.Data.BaseData
static readonly List< Resolution >	AllResolutions
	A list of all Resolution More...

static readonly List< Resolution >	DailyResolution = new List<Resolution> { Resolution.Daily }
	A list of Resolution.Daily More...

static readonly List< Resolution >	MinuteResolution = new List<Resolution> { Resolution.Minute }
	A list of Resolution.Minute More...

static readonly List< Resolution >	HighResolution = new List<Resolution> { Resolution.Minute, Resolution.Second, Resolution.Tick }
	A list of high Resolution, including minute, second, and tick. More...

static readonly List< Resolution >	OptionResolutions = new List<Resolution> { Resolution.Daily, Resolution.Hour, Resolution.Minute }
	A list of resolutions support by Options More...

Properties inherited from QuantConnect.Data.BaseData
MarketDataType	DataType = MarketDataType.Base `[get, set]`
	Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More...

bool	IsFillForward `[get]`
	True if this is a fill forward piece of data More...

DateTime	Time `[get, set]`
	Current time marker of this data packet. More...

virtual DateTime	EndTime `[get, set]`
	The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered More...

Symbol	Symbol = Symbol.Empty `[get, set]`
	Symbol representation for underlying Security More...

virtual decimal	Value `[get, set]`
	Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price. More...

Properties inherited from QuantConnect.Data.IBaseData
MarketDataType	DataType `[get, set]`
	Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More...

DateTime	Time `[get, set]`
	Time keeper of data – all data is timeseries based. More...

DateTime	EndTime `[get, set]`
	End time of data More...

decimal	Value `[get, set]`
	All timeseries data is a time-value pair: More...

decimal	Price `[get]`
	Alias of Value. More...

Properties inherited from QuantConnect.Data.ISymbolProvider
Symbol	Symbol `[get, set]`
	Gets the Symbol More...

Detailed Description

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

Intended for use with Quandl class.

Definition at line 30 of file DynamicData.cs.

Member Function Documentation

◆ GetMetaObject()

DynamicMetaObject QuantConnect.Data.DynamicData.GetMetaObject ( Expression parameter )

Get the metaObject required for Dynamism.

Definition at line 41 of file DynamicData.cs.

◆ SetProperty()

object QuantConnect.Data.DynamicData.SetProperty	(	string	name,
		object	value
	)

Sets the property with the specified name to the value. This is a case-insensitve search.

Parameters

name	The property name to set
value	The new property value

Returns: Returns the input value back to the caller

Definition at line 52 of file DynamicData.cs.

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◆ GetProperty()

object QuantConnect.Data.DynamicData.GetProperty ( string name )

Gets the property's value with the specified name. This is a case-insensitve search.

Parameters

name	The property name to access

Returns: object value of BaseData

Definition at line 123 of file DynamicData.cs.

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◆ HasProperty()

bool QuantConnect.Data.DynamicData.HasProperty ( string name )

Gets whether or not this dynamic data instance has a property with the specified name. This is a case-insensitve search.

Parameters

name	The property name to check for

Returns: True if the property exists, false otherwise

Definition at line 167 of file DynamicData.cs.

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◆ GetStorageDictionary()

IDictionary<string, object> QuantConnect.Data.DynamicData.GetStorageDictionary ( )

Gets the storage dictionary Python algorithms need this information since DynamicMetaObject does not work

Returns: Dictionary that stores the paramenters names and values

Definition at line 177 of file DynamicData.cs.

◆ Clone()

override BaseData QuantConnect.Data.DynamicData.Clone ( )

virtual

Return a new instance clone of this object, used in fill forward

This base implementation uses reflection to copy all public fields and properties

Returns: A clone of the current object

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 189 of file DynamicData.cs.

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

Common/Data/DynamicData.cs

Public Member Functions

Additional Inherited Members

Detailed Description

Member Function Documentation

◆ GetMetaObject()

◆ SetProperty()

◆ GetProperty()

◆ HasProperty()

◆ GetStorageDictionary()

◆ Clone()