QuantConnect.Data.HistoryExtensions Class Reference

Helper extension methods for objects related with Histotical data More...

Static Public Member Functions
static bool	TryGetBrokerageName (string historyProviderName, out string brokerageName)
	Helper method to get the brokerage name More...
static IEnumerable< HistoryRequest >	SplitHistoryRequestWithUpdatedMappedSymbol (this HistoryRequest request, IMapFileProvider mapFileProvider)
	Split HistoryRequest on several request with update mapped symbol. More...

Detailed Description

Helper extension methods for objects related with Histotical data

Definition at line 28 of file HistoryExtensions.cs.

Member Function Documentation

TryGetBrokerageName()

static bool QuantConnect.Data.HistoryExtensions.TryGetBrokerageName ( string  historyProviderName, out string  brokerageName  )

static

Helper method to get the brokerage name

Definition at line 35 of file HistoryExtensions.cs.

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SplitHistoryRequestWithUpdatedMappedSymbol()

static IEnumerable<HistoryRequest> QuantConnect.Data.HistoryExtensions.SplitHistoryRequestWithUpdatedMappedSymbol ( this HistoryRequest  request, IMapFileProvider  mapFileProvider  )

static

Split HistoryRequest on several request with update mapped symbol.

Parameters

request	Represents historical data requests
mapFileProvider	Provides instances of MapFileResolver at run time

Returns

Return HistoryRequests with different BaseDataRequest.StartTimeUtc -

See also

BaseDataRequest.EndTimeUtc, Symbol.Value

range and

Exceptions

ArgumentNullException

Thrown when mapFileProvider is null.

For instances: request = { StartTimeUtc = 2013/01/01, EndTimeUtc = 2017/02/02, Symbol = "GOOGL" } split request on: 1: request = { StartTimeUtc = 2013/01/01, EndTimeUtc = 2014/04/02, Symbol.Value = "GOOG" } 2: request = { StartTimeUtc = 2014/04/‍03, EndTimeUtc = 2017/02/02, Symbol.Value = "GOOGL" }

GOOGLE: IPO: August 19, 2004 Name = GOOG then it was restructured: from "GOOG" to "GOOGL" on April 2, 2014

Definition at line 69 of file HistoryExtensions.cs.

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

• Common/Data/HistoryExtensions.cs