Console application for converting a single day of Kaiko data into Lean data format for high resolutions (tick, second and minute) More...

Static Public Member Functions
static void	KaikoDataConverter (string sourceDirectory, string date, string exchange="")
	Kaiko data converter entry point. More...

Detailed Description

Console application for converting a single day of Kaiko data into Lean data format for high resolutions (tick, second and minute)

Member Function Documentation

static void QuantConnect.ToolBox.KaikoDataConverter.KaikoDataConverterProgram.KaikoDataConverter	(	string	sourceDirectory,
		string	date,
		string	exchange = `""`
	)

static

Kaiko data converter entry point.

Parameters

sourceDirectory	The source directory where all Kaiko zipped files are stored..
date	The date to process.
exchange	The exchange to process, if not defined, all exchanges will be processed.

Exceptions

ArgumentException Source folder does not exists.

This converter will process automatically data for every exchange and for both tick types if the raw data files are available in the sourceDirectory

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