Forex specific caching support More...

Inheritance diagram for QuantConnect.Securities.Forex.ForexCache:

Public Member Functions
	ForexCache ()
	Initialize forex cache More...

Public Member Functions inherited from QuantConnect.Securities.SecurityCache
void	AddDataList (IReadOnlyList< BaseData > data, Type dataType, bool? containsFillForwardData=null)
	Add a list of market data points to the local security cache for the current market price. More...

void	AddData (BaseData data)
	Add a new market data point to the local security cache for the current market price. Rules: Don't cache fill forward data. Always return the last observation. If two consecutive data has the same time stamp and one is Quotebars and the other Tradebar, prioritize the Quotebar. More...

void	StoreData (IReadOnlyList< BaseData > data, Type dataType)
	Stores the specified data list in the cache WITHOUT updating any of the cache properties, such as Price More...

BaseData	GetData ()
	Get last data packet received for this security if any else null More...

T	GetData< T > ()
	Get last data packet received for this security of the specified type More...

IEnumerable< T >	GetAll< T > ()
	Gets all data points of the specified type from the most recent time step that produced data for that type More...

void	Reset ()
	Reset cache storage and free memory More...

bool	HasData (Type type)
	Gets whether or not this dynamic data instance has data stored for the specified type More...

bool	TryGetValue (Type type, out IReadOnlyList< BaseData > data)
	Gets whether or not this dynamic data instance has data stored for the specified type More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.Securities.SecurityCache
static void	ShareTypeCacheInstance (SecurityCache sourceToShare, SecurityCache targetToModify)
	Helper method that modifies the target security cache instance to use the type cache of the source More...

Protected Member Functions inherited from QuantConnect.Securities.SecurityCache
virtual void	ProcessDataPoint (BaseData data, bool cacheByType)
	Will consume the given data point updating the cache state and it's properties More...

Properties inherited from QuantConnect.Securities.SecurityCache
decimal	Price `[get]`
	Gets the most recent price submitted to this cache More...

decimal	Open `[get]`
	Gets the most recent open submitted to this cache More...

decimal	High `[get]`
	Gets the most recent high submitted to this cache More...

decimal	Low `[get]`
	Gets the most recent low submitted to this cache More...

decimal	Close `[get]`
	Gets the most recent close submitted to this cache More...

decimal	BidPrice `[get]`
	Gets the most recent bid submitted to this cache More...

decimal	AskPrice `[get]`
	Gets the most recent ask submitted to this cache More...

decimal	BidSize `[get]`
	Gets the most recent bid size submitted to this cache More...

decimal	AskSize `[get]`
	Gets the most recent ask size submitted to this cache More...

decimal	Volume `[get]`
	Gets the most recent volume submitted to this cache More...

long	OpenInterest `[get]`
	Gets the most recent open interest submitted to this cache More...

Dictionary< string, object >	Properties `[get]`
	Collection of keyed custom properties More...

Detailed Description

Forex specific caching support

Class is vitually empty and scheduled to be made obsolete. Potentially could be used for user data storage.

See also: SecurityCache

Definition at line 23 of file ForexCache.cs.

Constructor & Destructor Documentation

◆ ForexCache()

QuantConnect.Securities.Forex.ForexCache.ForexCache ( )

Initialize forex cache

Definition at line 28 of file ForexCache.cs.

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

Common/Securities/Forex/ForexCache.cs

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ForexCache()