Transport type for algorithm update data. This is intended to provide a list of base data used to perform updates against the specified target More...

Public Member Functions
	UpdateData (T target, Type dataType, IReadOnlyList< BaseData > data, bool isInternalConfig, bool? containsFillForwardData=null)
	Initializes a new instance of the UpdateData<T> class More...

Properties
bool?	ContainsFillForwardData `[get]`
	Flag indicating whether Data contains any fill forward bar or not More...

T	Target `[get]`
	The target, such as a security or subscription data config More...

IReadOnlyList< BaseData >	Data `[get]`
	The data used to update the target More...

Type	DataType `[get]`
	The type of data in the data list More...

bool	IsInternalConfig `[get]`
	True if this update data corresponds to an internal subscription such as currency or security benchmark More...

Detailed Description

Transport type for algorithm update data. This is intended to provide a list of base data used to perform updates against the specified target

Template Parameters

T	The target type

Definition at line 27 of file UpdateData.cs.

Constructor & Destructor Documentation

◆ UpdateData()

QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >.UpdateData	(	T	target,
		Type	dataType,
		IReadOnlyList< BaseData >	data,
		bool	isInternalConfig,
		bool?	containsFillForwardData = `null`
	)

Initializes a new instance of the UpdateData<T> class

Parameters

target	The end consumer/user of the dat
dataType	The type of data in the list
data	The update data
isInternalConfig	True if this update data corresponds to an internal subscription such as currency or security benchmark
containsFillForwardData	True if this update data contains fill forward bars

Definition at line 66 of file UpdateData.cs.

Property Documentation

◆ ContainsFillForwardData

bool? QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >.ContainsFillForwardData

get

Flag indicating whether Data contains any fill forward bar or not

This is useful for performance, it allows consumers to skip re enumerating the entire data list to filter any fill forward data

Definition at line 34 of file UpdateData.cs.

◆ Target

T QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >.Target

get

The target, such as a security or subscription data config

Definition at line 39 of file UpdateData.cs.

◆ Data

IReadOnlyList<BaseData> QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >.Data

get

The data used to update the target

Definition at line 44 of file UpdateData.cs.

◆ DataType

Type QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >.DataType

get

The type of data in the data list

Definition at line 49 of file UpdateData.cs.

◆ IsInternalConfig

bool QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >.IsInternalConfig

get

True if this update data corresponds to an internal subscription such as currency or security benchmark

Definition at line 55 of file UpdateData.cs.

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

Engine/DataFeeds/UpdateData.cs

Public Member Functions

Properties