QuantConnect.Data.Market.FuturesChain Member List

This is the complete list of members for QuantConnect.Data.Market.FuturesChain, including all inherited members.

AllResolutions	QuantConnect.Data.BaseData	protectedstatic
BaseData()	QuantConnect.Data.BaseData
Clone()	QuantConnect.Data.Market.FuturesChain	virtual
QuantConnect::Data::BaseData.Clone(bool fillForward)	QuantConnect.Data.BaseData	virtual
Contracts	QuantConnect.Data.Market.FuturesChain
DailyResolution	QuantConnect.Data.BaseData	protectedstatic
DataTimeZone()	QuantConnect.Data.BaseData	virtual
DataType	QuantConnect.Data.BaseData
DefaultResolution()	QuantConnect.Data.BaseData	virtual
DeserializeMessage(string serialized)	QuantConnect.Data.BaseData	static
EndTime	QuantConnect.Data.BaseData
FilteredContracts	QuantConnect.Data.Market.FuturesChain
FuturesChain(Symbol canonicalFutureSymbol, DateTime time)	QuantConnect.Data.Market.FuturesChain
FuturesChain(Symbol canonicalFutureSymbol, DateTime time, IEnumerable< BaseData > trades, IEnumerable< BaseData > quotes, IEnumerable< FuturesContract > contracts, IEnumerable< Symbol > filteredContracts)	QuantConnect.Data.Market.FuturesChain
GetAux< T >(Symbol symbol)	QuantConnect.Data.Market.FuturesChain
GetAux< T >()	QuantConnect.Data.Market.FuturesChain
GetAuxList< T >()	QuantConnect.Data.Market.FuturesChain
GetAuxList< T >(Symbol symbol)	QuantConnect.Data.Market.FuturesChain
GetEnumerator()	QuantConnect.Data.Market.FuturesChain
GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)	QuantConnect.Data.BaseData	virtual
GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)	QuantConnect.Data.BaseData	virtual
HighResolution	QuantConnect.Data.BaseData	protectedstatic
IsFillForward	QuantConnect.Data.BaseData
IsSparseData()	QuantConnect.Data.BaseData	virtual
MinuteResolution	QuantConnect.Data.BaseData	protectedstatic
OptionResolutions	QuantConnect.Data.BaseData	protectedstatic
Price	QuantConnect.Data.BaseData
QuoteBars	QuantConnect.Data.Market.FuturesChain
Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)	QuantConnect.Data.BaseData	virtual
Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)	QuantConnect.Data.BaseData	virtual
Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed)	QuantConnect.Data.BaseData	virtual
RequiresMapping()	QuantConnect.Data.BaseData	virtual
ShouldCacheToSecurity()	QuantConnect.Data.BaseData	virtual
SupportedResolutions()	QuantConnect.Data.BaseData	virtual
Symbol	QuantConnect.Data.BaseData
Ticks	QuantConnect.Data.Market.FuturesChain
Time	QuantConnect.Data.BaseData
ToString()	QuantConnect.Data.BaseData
TradeBars	QuantConnect.Data.Market.FuturesChain
Underlying	QuantConnect.Data.Market.FuturesChain
Update(decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize)	QuantConnect.Data.BaseData	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