Defines the parameters required to add a subscription to a data feed. More...

Inheritance diagram for QuantConnect.Data.UniverseSelection.SubscriptionRequest:

Public Member Functions
	SubscriptionRequest (bool isUniverseSubscription, Universe universe, Security security, SubscriptionDataConfig configuration, DateTime startTimeUtc, DateTime endTimeUtc)
	Initializes a new instance of the SubscriptionRequest class More...

	SubscriptionRequest (SubscriptionRequest template, bool? isUniverseSubscription=null, Universe universe=null, Security security=null, SubscriptionDataConfig configuration=null, DateTime? startTimeUtc=null, DateTime? endTimeUtc=null)
	Initializes a new instance of the SubscriptionRequest class More...

Public Attributes
override IEnumerable< DateTime >	TradableDaysInDataTimeZone
	Gets the tradable days specified by this request, in the security's data time zone More...

Public Attributes inherited from QuantConnect.Data.BaseDataRequest
DateTime	StartTimeLocal => _localStartTime.Value
	Gets the StartTimeUtc in the security's exchange time zone More...

DateTime	EndTimeLocal => _localEndTime.Value
	Gets the EndTimeUtc in the security's exchange time zone More...

Properties
bool	IsUniverseSubscription `[get]`
	Gets true if the subscription is a universe More...

Universe	Universe `[get]`
	Gets the universe this subscription resides in More...

Security	Security `[get]`
	Gets the security. This is the destination of data for non-internal subscriptions. More...

SubscriptionDataConfig	Configuration `[get]`
	Gets the subscription configuration. This defines how/where to read the data. More...

Properties inherited from QuantConnect.Data.BaseDataRequest
DateTime	StartTimeUtc `[get, protected set]`
	Gets the beginning of the requested time interval in UTC More...

DateTime	EndTimeUtc `[get, protected set]`
	Gets the end of the requested time interval in UTC More...

SecurityExchangeHours	ExchangeHours `[get]`
	Gets the exchange hours used for processing fill forward requests More...

abstract IEnumerable< DateTime >	TradableDaysInDataTimeZone `[get]`
	Gets the tradable days specified by this request, in the security's data time zone More...

bool	IsCustomData `[get]`
	Gets true if this is a custom data request, false for normal QC data More...

Type	DataType `[get, set]`
	The data type of this request More...

Additional Inherited Members
Protected Member Functions inherited from QuantConnect.Data.BaseDataRequest
	BaseDataRequest (DateTime startTimeUtc, DateTime endTimeUtc, SecurityExchangeHours exchangeHours, TickType tickType, bool isCustomData, Type dataType)
	Initializes the base data request More...

Detailed Description

Defines the parameters required to add a subscription to a data feed.

Definition at line 25 of file SubscriptionRequest.cs.

Constructor & Destructor Documentation

◆ SubscriptionRequest() [1/2]

QuantConnect.Data.UniverseSelection.SubscriptionRequest.SubscriptionRequest	(	bool	isUniverseSubscription,
		Universe	universe,
		Security	security,
		SubscriptionDataConfig	configuration,
		DateTime	startTimeUtc,
		DateTime	endTimeUtc
	)

Initializes a new instance of the SubscriptionRequest class

Definition at line 59 of file SubscriptionRequest.cs.

◆ SubscriptionRequest() [2/2]

QuantConnect.Data.UniverseSelection.SubscriptionRequest.SubscriptionRequest	(	SubscriptionRequest	template,
		bool?	isUniverseSubscription = `null`,
		Universe	universe = `null`,
		Security	security = `null`,
		SubscriptionDataConfig	configuration = `null`,
		DateTime?	startTimeUtc = `null`,
		DateTime?	endTimeUtc = `null`
	)

Initializes a new instance of the SubscriptionRequest class

Definition at line 83 of file SubscriptionRequest.cs.

Member Data Documentation

◆ TradableDaysInDataTimeZone

override IEnumerable<DateTime> QuantConnect.Data.UniverseSelection.SubscriptionRequest.TradableDaysInDataTimeZone

Initial value:

=> Time.EachTradeableDayInTimeZone(ExchangeHours,
            StartTimeLocal,
            EndTimeLocal,
            Configuration.DataTimeZone,
            Configuration.ExtendedMarketHours)

Gets the tradable days specified by this request, in the security's data time zone

Definition at line 50 of file SubscriptionRequest.cs.

Property Documentation

◆ IsUniverseSubscription

bool QuantConnect.Data.UniverseSelection.SubscriptionRequest.IsUniverseSubscription

get

Gets true if the subscription is a universe

Definition at line 30 of file SubscriptionRequest.cs.

◆ Universe

Universe QuantConnect.Data.UniverseSelection.SubscriptionRequest.Universe

get

Gets the universe this subscription resides in

Definition at line 35 of file SubscriptionRequest.cs.

◆ Security

Security QuantConnect.Data.UniverseSelection.SubscriptionRequest.Security

get

Gets the security. This is the destination of data for non-internal subscriptions.

Definition at line 40 of file SubscriptionRequest.cs.

◆ Configuration

SubscriptionDataConfig QuantConnect.Data.UniverseSelection.SubscriptionRequest.Configuration

get

Gets the subscription configuration. This defines how/where to read the data.

Definition at line 45 of file SubscriptionRequest.cs.

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

Common/Data/UniverseSelection/SubscriptionRequest.cs

Public Member Functions

Public Attributes

Properties

Additional Inherited Members