Tick class is the base representation for tick data. It is grouped into a Ticks object which implements IDictionary and passed into an OnData event handler.
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| Tick () |
| Initialize tick class with a default constructor. More...
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| Tick (Tick original) |
| Cloner constructor for fill forward engine implementation. Clone the original tick into this new tick: More...
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| Tick (DateTime time, Symbol symbol, decimal bid, decimal ask) |
| Constructor for a FOREX tick where there is no last sale price. The volume in FX is so high its rare to find FX trade data. To fake this the tick contains bid-ask prices and the last price is the midpoint. More...
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| Tick (DateTime time, Symbol symbol, decimal openInterest) |
| Initializes a new instance of the Tick class to TickType.OpenInterest. More...
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| Tick (DateTime time, Symbol symbol, decimal last, decimal bid, decimal ask) |
| Initializer for a last-trade equity tick with bid or ask prices. More...
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| Tick (DateTime time, Symbol symbol, string saleCondition, string exchange, decimal quantity, decimal price) |
| Trade tick type constructor More...
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| Tick (DateTime time, Symbol symbol, string saleCondition, Exchange exchange, decimal quantity, decimal price) |
| Trade tick type constructor More...
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| Tick (DateTime time, Symbol symbol, string saleCondition, string exchange, decimal bidSize, decimal bidPrice, decimal askSize, decimal askPrice) |
| Quote tick type constructor More...
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| Tick (DateTime time, Symbol symbol, string saleCondition, Exchange exchange, decimal bidSize, decimal bidPrice, decimal askSize, decimal askPrice) |
| Quote tick type constructor More...
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| Tick (Symbol symbol, string line) |
| Constructor for QuantConnect FXCM Data source: More...
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| Tick (Symbol symbol, string line, DateTime baseDate) |
| Constructor for QuantConnect tick data More...
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| Tick (SubscriptionDataConfig config, StreamReader reader, DateTime date) |
| Parse a tick data line from quantconnect zip source files. More...
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| Tick (SubscriptionDataConfig config, string line, DateTime date) |
| Parse a tick data line from quantconnect zip source files. More...
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override BaseData | Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) |
| Tick implementation of reader method: read a line of data from the source and convert it to a tick object. More...
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override BaseData | Reader (SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode) |
| Tick implementation of reader method: read a line of data from the source and convert it to a tick object. More...
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override SubscriptionDataSource | GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode) |
| Get source for tick data feed - not used with QuantConnect data sources implementation. More...
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override void | Update (decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize) |
| Update the tick price information - not used. More...
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bool | IsValid () |
| Check if tick contains valid data (either a trade, or a bid or ask) More...
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override BaseData | Clone () |
| Clone implementation for tick class: More...
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override string | ToString () |
| Formats a string with the symbol and value. More...
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void | SetValue () |
| Sets the tick Value based on ask and bid price More...
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| BaseData () |
| Constructor for initialising the dase data class More...
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virtual bool | RequiresMapping () |
| Indicates if there is support for mapping More...
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virtual bool | IsSparseData () |
| Indicates that the data set is expected to be sparse More...
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virtual bool | ShouldCacheToSecurity () |
| Indicates whether this contains data that should be stored in the security cache More...
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virtual Resolution | DefaultResolution () |
| Gets the default resolution for this data and security type More...
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virtual List< Resolution > | SupportedResolutions () |
| Gets the supported resolution for this data and security type More...
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virtual DateTimeZone | DataTimeZone () |
| Specifies the data time zone for this data type. This is useful for custom data types More...
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void | UpdateTrade (decimal lastTrade, decimal tradeSize) |
| Updates this base data with a new trade More...
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void | UpdateQuote (decimal bidPrice, decimal bidSize, decimal askPrice, decimal askSize) |
| Updates this base data with new quote information More...
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void | UpdateBid (decimal bidPrice, decimal bidSize) |
| Updates this base data with the new quote bid information More...
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void | UpdateAsk (decimal askPrice, decimal askSize) |
| Updates this base data with the new quote ask information More...
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virtual BaseData | Clone (bool fillForward) |
| Return a new instance clone of this object, used in fill forward More...
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override string | ToString () |
| Formats a string with the symbol and value. More...
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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...
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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...
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TickType | TickType = TickType.Trade [get, set] |
| Type of the Tick: Trade or Quote. More...
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decimal | Quantity [get, set] |
| Quantity exchanged in a trade. More...
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string? | ExchangeCode [get, set] |
| Exchange code this tick came from Exchanges More...
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string? | Exchange [get, set] |
| Exchange name this tick came from Exchanges More...
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string | SaleCondition = string.Empty [get, set] |
| Sale condition for the tick. More...
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uint | ParsedSaleCondition [get, set] |
| For performance parsed sale condition for the tick. More...
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bool | Suspicious [get, set] |
| Bool whether this is a suspicious tick More...
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decimal | BidPrice [get, set] |
| Bid Price for Tick More...
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decimal | AskPrice [get, set] |
| Asking price for the Tick quote. More...
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decimal | LastPrice [get] |
| Alias for "Value" - the last sale for this asset. More...
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decimal | BidSize [get, set] |
| Size of bid quote. More...
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decimal | AskSize [get, set] |
| Size of ask quote. More...
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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...
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bool | IsFillForward [get] |
| True if this is a fill forward piece of data More...
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DateTime | Time [get, set] |
| Current time marker of this data packet. More...
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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...
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Symbol | Symbol = Symbol.Empty [get, set] |
| Symbol representation for underlying Security More...
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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...
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MarketDataType | DataType [get, set] |
| Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More...
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DateTime | Time [get, set] |
| Time keeper of data – all data is timeseries based. More...
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DateTime | EndTime [get, set] |
| End time of data More...
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decimal | Value [get, set] |
| All timeseries data is a time-value pair: More...
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decimal | Price [get] |
| Alias of Value. More...
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Symbol | Symbol [get, set] |
| Gets the Symbol More...
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Tick class is the base representation for tick data. It is grouped into a Ticks object which implements IDictionary and passed into an OnData event handler.
Definition at line 34 of file Tick.cs.