AdjustedPrice | QuantConnect.Data.UniverseSelection.CoarseFundamental | |
AllResolutions | QuantConnect.Data.BaseData | protectedstatic |
BaseData() | QuantConnect.Data.BaseData | |
Clone(bool fillForward) | QuantConnect.Data.BaseData | virtual |
Clone() | QuantConnect.Data.BaseData | virtual |
CoarseFundamental() | QuantConnect.Data.UniverseSelection.CoarseFundamental | |
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 |
DollarVolume | QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource | |
DollarVolumeSetter | QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource | |
EndTime | QuantConnect.Data.UniverseSelection.CoarseFundamental | |
GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) | QuantConnect.Data.UniverseSelection.CoarseFundamental | virtual |
QuantConnect::Data::BaseData.GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed) | QuantConnect.Data.BaseData | virtual |
HasFundamentalData | QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource | |
HasFundamentalDataSetter | QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource | |
HighResolution | QuantConnect.Data.BaseData | protectedstatic |
IsFillForward | QuantConnect.Data.BaseData | |
IsSparseData() | QuantConnect.Data.BaseData | virtual |
Market | QuantConnect.Data.UniverseSelection.CoarseFundamental | |
MinuteResolution | QuantConnect.Data.BaseData | protectedstatic |
OptionResolutions | QuantConnect.Data.BaseData | protectedstatic |
Price | QuantConnect.Data.UniverseSelection.CoarseFundamental | |
PriceFactor | QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource | |
PriceFactorSetter | QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource | |
PriceScaleFactor | QuantConnect.Data.UniverseSelection.CoarseFundamental | |
Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) | QuantConnect.Data.UniverseSelection.CoarseFundamental | virtual |
QuantConnect::Data::BaseData.Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode) | QuantConnect.Data.BaseData | 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 |
SplitFactor | QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource | |
SplitFactorSetter | QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource | |
SupportedResolutions() | QuantConnect.Data.BaseData | virtual |
Symbol | QuantConnect.Data.BaseData | |
Time | QuantConnect.Data.BaseData | |
ToRow(CoarseFundamental coarse) | QuantConnect.Data.UniverseSelection.CoarseFundamental | static |
ToString() | QuantConnect.Data.BaseData | |
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 | |
Volume | QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource | |
VolumeSetter | QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource | |