AllResolutions | QuantConnect.Data.BaseData | protectedstatic |
Ask | QuantConnect.Data.Market.QuoteBar | |
BaseData() | QuantConnect.Data.BaseData | |
Bid | QuantConnect.Data.Market.QuoteBar | |
Clone() | QuantConnect.Data.Market.QuoteBar | virtual |
QuantConnect::Data::BaseData.Clone(bool fillForward) | QuantConnect.Data.BaseData | virtual |
Close | QuantConnect.Data.Market.QuoteBar | |
Collapse() | QuantConnect.Data.Market.QuoteBar | |
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.Market.QuoteBar | |
GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) | QuantConnect.Data.Market.QuoteBar | virtual |
QuantConnect::Data::BaseData.GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed) | QuantConnect.Data.BaseData | virtual |
High | QuantConnect.Data.Market.QuoteBar | |
HighResolution | QuantConnect.Data.BaseData | protectedstatic |
IsFillForward | QuantConnect.Data.BaseData | |
IsSparseData() | QuantConnect.Data.BaseData | virtual |
LastAskSize | QuantConnect.Data.Market.QuoteBar | |
LastBidSize | QuantConnect.Data.Market.QuoteBar | |
Low | QuantConnect.Data.Market.QuoteBar | |
MinuteResolution | QuantConnect.Data.BaseData | protectedstatic |
Open | QuantConnect.Data.Market.QuoteBar | |
OptionResolutions | QuantConnect.Data.BaseData | protectedstatic |
ParseCfd(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.QuoteBar | |
ParseCfd(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.QuoteBar | |
ParseEquity(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.QuoteBar | |
ParseEquity(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.QuoteBar | |
ParseForex(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.QuoteBar | |
ParseForex(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.QuoteBar | |
ParseFuture(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.QuoteBar | |
ParseFuture(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.QuoteBar | |
ParseOption(SubscriptionDataConfig config, string line, DateTime date) | QuantConnect.Data.Market.QuoteBar | |
ParseOption(SubscriptionDataConfig config, StreamReader streamReader, DateTime date) | QuantConnect.Data.Market.QuoteBar | |
Period | QuantConnect.Data.Market.QuoteBar | |
Price | QuantConnect.Data.BaseData | |
QuoteBar() | QuantConnect.Data.Market.QuoteBar | |
QuoteBar(DateTime time, Symbol symbol, IBar bid, decimal lastBidSize, IBar ask, decimal lastAskSize, TimeSpan? period=null) | QuantConnect.Data.Market.QuoteBar | |
Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode) | QuantConnect.Data.Market.QuoteBar | virtual |
Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) | QuantConnect.Data.Market.QuoteBar | virtual |
QuantConnect::Data::BaseData.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 | |
Time | QuantConnect.Data.BaseData | |
ToString() | QuantConnect.Data.Market.QuoteBar | |
Update(decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize) | QuantConnect.Data.Market.QuoteBar | 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 | |