AllResolutions | QuantConnect.Data.BaseData | protectedstatic |
BaseData() | QuantConnect.Data.BaseData | |
Clone() | QuantConnect.Data.Market.OptionChain | virtual |
QuantConnect::Data::BaseData.Clone(bool fillForward) | QuantConnect.Data.BaseData | virtual |
Contracts | QuantConnect.Data.Market.OptionChain | |
DailyResolution | QuantConnect.Data.BaseData | protectedstatic |
DataFrame | QuantConnect.Data.Market.OptionChain | |
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.OptionChain | |
GetAux< T >(Symbol symbol) | QuantConnect.Data.Market.OptionChain | |
GetAux< T >() | QuantConnect.Data.Market.OptionChain | |
GetAuxList< T >() | QuantConnect.Data.Market.OptionChain | |
GetAuxList< T >(Symbol symbol) | QuantConnect.Data.Market.OptionChain | |
GetEnumerator() | QuantConnect.Data.Market.OptionChain | |
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 |
OptionChain(Symbol canonicalOptionSymbol, DateTime time, bool flatten=true) | QuantConnect.Data.Market.OptionChain | |
OptionChain(Symbol canonicalOptionSymbol, DateTime time, BaseData underlying, IEnumerable< BaseData > trades, IEnumerable< BaseData > quotes, IEnumerable< OptionContract > contracts, IEnumerable< Symbol > filteredContracts, bool flatten=true) | QuantConnect.Data.Market.OptionChain | |
OptionChain(Symbol canonicalOptionSymbol, DateTime time, IEnumerable< OptionUniverse > contracts, SymbolProperties symbolProperties, bool flatten=true) | QuantConnect.Data.Market.OptionChain | |
OptionResolutions | QuantConnect.Data.BaseData | protectedstatic |
Price | QuantConnect.Data.BaseData | |
QuoteBars | QuantConnect.Data.Market.OptionChain | |
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.OptionChain | |
Time | QuantConnect.Data.BaseData | |
ToString() | QuantConnect.Data.BaseData | |
TradeBars | QuantConnect.Data.Market.OptionChain | |
Underlying | QuantConnect.Data.Market.OptionChain | |
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 | |