Represents a piece of data at a specific time More...

Inheritance diagram for QuantConnect.Indicators.IndicatorDataPoint:

Public Member Functions
	IndicatorDataPoint ()
	Initializes a new default instance of IndicatorDataPoint with a time of DateTime.MinValue and a Value of 0m. More...

	IndicatorDataPoint (DateTime time, decimal value)
	Initializes a new instance of the DataPoint type using the specified time/data More...

	IndicatorDataPoint (Symbol symbol, DateTime time, decimal value)
	Initializes a new instance of the DataPoint type using the specified time/data More...

bool	Equals (IndicatorDataPoint other)
	Indicates whether the current object is equal to another object of the same type. More...

int	CompareTo (IndicatorDataPoint other)
	Compares the current object with another object of the same type. More...

int	CompareTo (object obj)
	Compares the current instance with another object of the same type and returns an integer that indicates whether the current instance precedes, follows, or occurs in the same position in the sort order as the other object. More...

override string	ToString ()
	Returns a string representation of this DataPoint instance using ISO8601 formatting for the date More...

override bool	Equals (object obj)
	Indicates whether this instance and a specified object are equal. More...

override int	GetHashCode ()
	Returns the hash code for this instance. More...

override BaseData	Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
	This function is purposefully not implemented. More...

override SubscriptionDataSource	GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode)
	This function is purposefully not implemented. More...

Public Member Functions inherited from QuantConnect.Data.BaseData
	BaseData ()
	Constructor for initialising the dase data class 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< Resolution >	SupportedResolutions ()
	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...

virtual BaseData	Clone ()
	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...

Static Public Member Functions
static implicit	operator decimal (IndicatorDataPoint instance)
	Returns the data held within the instance More...

Static Public Member Functions inherited from QuantConnect.Data.BaseData
static IEnumerable< BaseData >	DeserializeMessage (string serialized)
	Deserialize the message from the data server More...

Additional Inherited Members
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< Resolution >	AllResolutions
	A list of all Resolution More...

static readonly List< Resolution >	DailyResolution = new List<Resolution> { Resolution.Daily }
	A list of Resolution.Daily More...

static readonly List< Resolution >	MinuteResolution = new List<Resolution> { Resolution.Minute }
	A list of Resolution.Minute More...

static readonly List< Resolution >	HighResolution = new List<Resolution> { Resolution.Minute, Resolution.Second, Resolution.Tick }
	A list of high Resolution, including minute, second, and tick. More...

static readonly List< Resolution >	OptionResolutions = new List<Resolution> { Resolution.Daily, Resolution.Hour, Resolution.Minute }
	A list of resolutions support by Options 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...

Detailed Description

Represents a piece of data at a specific time

Definition at line 25 of file IndicatorDataPoint.cs.

Constructor & Destructor Documentation

◆ IndicatorDataPoint() [1/3]

QuantConnect.Indicators.IndicatorDataPoint.IndicatorDataPoint ( )

Initializes a new default instance of IndicatorDataPoint with a time of DateTime.MinValue and a Value of 0m.

Definition at line 31 of file IndicatorDataPoint.cs.

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◆ IndicatorDataPoint() [2/3]

QuantConnect.Indicators.IndicatorDataPoint.IndicatorDataPoint	(	DateTime	time,
		decimal	value
	)

Initializes a new instance of the DataPoint type using the specified time/data

Parameters

time	The time this data was produced
value	The data

Definition at line 42 of file IndicatorDataPoint.cs.

◆ IndicatorDataPoint() [3/3]

QuantConnect.Indicators.IndicatorDataPoint.IndicatorDataPoint	(	Symbol	symbol,
		DateTime	time,
		decimal	value
	)

Initializes a new instance of the DataPoint type using the specified time/data

Parameters

symbol	The symbol associated with this data
time	The time this data was produced
value	The data

Definition at line 54 of file IndicatorDataPoint.cs.

Member Function Documentation

◆ Equals() [1/2]

bool QuantConnect.Indicators.IndicatorDataPoint.Equals ( IndicatorDataPoint other )

Indicates whether the current object is equal to another object of the same type.

Returns: true if the current object is equal to the other parameter; otherwise, false.

Parameters

other An object to compare with this object.

Definition at line 68 of file IndicatorDataPoint.cs.

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◆ CompareTo() [1/2]

int QuantConnect.Indicators.IndicatorDataPoint.CompareTo ( IndicatorDataPoint other )

Compares the current object with another object of the same type.

Returns: A value that indicates the relative order of the objects being compared. The return value has the following meanings: Value Meaning Less than zero This object is less than the other parameter.Zero This object is equal to other . Greater than zero This object is greater than other .

Parameters

other An object to compare with this object.

Definition at line 84 of file IndicatorDataPoint.cs.

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◆ CompareTo() [2/2]

int QuantConnect.Indicators.IndicatorDataPoint.CompareTo ( object obj )

Compares the current instance with another object of the same type and returns an integer that indicates whether the current instance precedes, follows, or occurs in the same position in the sort order as the other object.

Returns: A value that indicates the relative order of the objects being compared. The return value has these meanings: Value Meaning Less than zero This instance precedes obj in the sort order. Zero This instance occurs in the same position in the sort order as obj . Greater than zero This instance follows obj in the sort order.

Parameters

obj	An object to compare with this instance.

Exceptions

T:System.ArgumentException obj is not the same type as this instance.

Definition at line 101 of file IndicatorDataPoint.cs.

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◆ ToString()

override string QuantConnect.Indicators.IndicatorDataPoint.ToString ( )

Returns a string representation of this DataPoint instance using ISO8601 formatting for the date

Returns: A T:System.String containing a fully qualified type name.

Definition at line 118 of file IndicatorDataPoint.cs.

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◆ Equals() [2/2]

override bool QuantConnect.Indicators.IndicatorDataPoint.Equals ( object obj )

Indicates whether this instance and a specified object are equal.

Returns: true if obj and this instance are the same type and represent the same value; otherwise, false.

Parameters

obj	Another object to compare to.

Definition at line 131 of file IndicatorDataPoint.cs.

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◆ GetHashCode()

override int QuantConnect.Indicators.IndicatorDataPoint.GetHashCode ( )

Returns the hash code for this instance.

Returns: A 32-bit signed integer that is the hash code for this instance.

Definition at line 144 of file IndicatorDataPoint.cs.

◆ operator decimal()

static implicit QuantConnect.Indicators.IndicatorDataPoint.operator decimal ( IndicatorDataPoint instance )

static

Returns the data held within the instance

Parameters

instance The DataPoint instance

Returns: The data held within the instance

Definition at line 157 of file IndicatorDataPoint.cs.

◆ Reader()

override BaseData QuantConnect.Indicators.IndicatorDataPoint.Reader	(	SubscriptionDataConfig	config,
		string	line,
		DateTime	date,
		bool	isLiveMode
	)

virtual

This function is purposefully not implemented.

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 165 of file IndicatorDataPoint.cs.

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◆ GetSource()

override SubscriptionDataSource QuantConnect.Indicators.IndicatorDataPoint.GetSource	(	SubscriptionDataConfig	config,
		DateTime	date,
		bool	isLiveMode
	)

virtual

This function is purposefully not implemented.

Reimplemented from QuantConnect.Data.BaseData.

Definition at line 173 of file IndicatorDataPoint.cs.

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

Common/Indicators/IndicatorDataPoint.cs

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ IndicatorDataPoint() [1/3]

◆ IndicatorDataPoint() [2/3]

◆ IndicatorDataPoint() [3/3]

Member Function Documentation

◆ Equals() [1/2]

◆ CompareTo() [1/2]

◆ CompareTo() [2/2]

◆ ToString()

◆ Equals() [2/2]

◆ GetHashCode()

◆ operator decimal()

◆ Reader()

◆ GetSource()