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QuantConnect.Data.Market.SymbolChangedEvent Class Reference

Symbol changed event of a security. This is generated when a symbol is remapped for a given security, for example, at EOD 2014.04.02 GOOG turned into GOOGL, but are the same More...

Inheritance diagram for QuantConnect.Data.Market.SymbolChangedEvent:
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Public Member Functions

 SymbolChangedEvent ()
 Initializes a new default instance of the SymbolChangedEvent class More...
 
 SymbolChangedEvent (Symbol requestedSymbol, DateTime date, string oldSymbol, string newSymbol)
 Initializes a new instance of the SymbolChangedEvent More...
 
override SubscriptionDataSource GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode)
 Return the URL string source of the file. This will be converted to a stream More...
 
override BaseData Clone ()
 Return a new instance clone of this object, used in fill forward More...
 
override string ToString ()
 Friendly string representation of this symbol changed event 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 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< ResolutionSupportedResolutions ()
 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...
 

Properties

string OldSymbol [get]
 Gets the symbol before the change More...
 
string NewSymbol [get]
 Gets the symbol after the change 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...
 

Additional Inherited Members

- Static Public Member Functions inherited from QuantConnect.Data.BaseData
static IEnumerable< BaseDataDeserializeMessage (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< ResolutionAllResolutions
 A list of all Resolution More...
 
static readonly List< ResolutionDailyResolution = new List<Resolution> { Resolution.Daily }
 A list of Resolution.Daily More...
 
static readonly List< ResolutionMinuteResolution = new List<Resolution> { Resolution.Minute }
 A list of Resolution.Minute More...
 
static readonly List< ResolutionHighResolution = new List<Resolution> { Resolution.Minute, Resolution.Second, Resolution.Tick }
 A list of high Resolution, including minute, second, and tick. More...
 
static readonly List< ResolutionOptionResolutions = new List<Resolution> { Resolution.Daily, Resolution.Hour, Resolution.Minute }
 A list of resolutions support by Options More...
 

Detailed Description

Symbol changed event of a security. This is generated when a symbol is remapped for a given security, for example, at EOD 2014.04.02 GOOG turned into GOOGL, but are the same

Definition at line 25 of file SymbolChangedEvent.cs.

Constructor & Destructor Documentation

◆ SymbolChangedEvent() [1/2]

QuantConnect.Data.Market.SymbolChangedEvent.SymbolChangedEvent ( )

Initializes a new default instance of the SymbolChangedEvent class

Definition at line 40 of file SymbolChangedEvent.cs.

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◆ SymbolChangedEvent() [2/2]

QuantConnect.Data.Market.SymbolChangedEvent.SymbolChangedEvent ( Symbol  requestedSymbol,
DateTime  date,
string  oldSymbol,
string  newSymbol 
)

Initializes a new instance of the SymbolChangedEvent

Parameters
requestedSymbolThe symbol that was originally requested
dateThe date/time this symbol remapping took place
oldSymbolThe old symbol mapping
newSymbolThe new symbol mapping

Definition at line 52 of file SymbolChangedEvent.cs.

Member Function Documentation

◆ GetSource()

override SubscriptionDataSource QuantConnect.Data.Market.SymbolChangedEvent.GetSource ( SubscriptionDataConfig  config,
DateTime  date,
bool  isLiveMode 
)
virtual

Return the URL string source of the file. This will be converted to a stream

Parameters
configConfiguration object
dateDate of this source file
isLiveModetrue if we're in live mode, false for backtesting mode
Returns
String URL of source file.

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 68 of file SymbolChangedEvent.cs.

◆ Clone()

override BaseData QuantConnect.Data.Market.SymbolChangedEvent.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 80 of file SymbolChangedEvent.cs.

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◆ ToString()

override string QuantConnect.Data.Market.SymbolChangedEvent.ToString ( )

Friendly string representation of this symbol changed event

Definition at line 88 of file SymbolChangedEvent.cs.

Property Documentation

◆ OldSymbol

string QuantConnect.Data.Market.SymbolChangedEvent.OldSymbol
get

Gets the symbol before the change

Definition at line 30 of file SymbolChangedEvent.cs.

◆ NewSymbol

string QuantConnect.Data.Market.SymbolChangedEvent.NewSymbol
get

Gets the symbol after the change

Definition at line 35 of file SymbolChangedEvent.cs.


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