QuantConnect.Lean.Engine.DataFeeds.IDataFeed Interface Reference

Datafeed interface for creating custom datafeed sources. More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.IDataFeed:

Public Member Functions
void	Initialize (IAlgorithm algorithm, AlgorithmNodePacket job, IResultHandler resultHandler, IMapFileProvider mapFileProvider, IFactorFileProvider factorFileProvider, IDataProvider dataProvider, IDataFeedSubscriptionManager subscriptionManager, IDataFeedTimeProvider dataFeedTimeProvider, IDataChannelProvider dataChannelProvider)
	Initializes the data feed for the specified job and algorithm More...
Subscription	CreateSubscription (SubscriptionRequest request)
	Creates a new subscription to provide data for the specified security. More...
void	RemoveSubscription (Subscription subscription)
	Removes the subscription from the data feed, if it exists More...
void	Exit ()
	External controller calls to signal a terminate of the thread. More...

Properties
bool	IsActive [get]
	Public flag indicator that the thread is still busy. More...

Detailed Description

Datafeed interface for creating custom datafeed sources.

Definition at line 29 of file IDataFeed.cs.

Member Function Documentation

Initialize()

void QuantConnect.Lean.Engine.DataFeeds.IDataFeed.Initialize	(	IAlgorithm	algorithm,
		AlgorithmNodePacket	job,
		IResultHandler	resultHandler,
		IMapFileProvider	mapFileProvider,
		IFactorFileProvider	factorFileProvider,
		IDataProvider	dataProvider,
		IDataFeedSubscriptionManager	subscriptionManager,
		IDataFeedTimeProvider	dataFeedTimeProvider,
		IDataChannelProvider	dataChannelProvider
	)

Initializes the data feed for the specified job and algorithm

Implemented in QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed, QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed, QuantConnect.Lean.Engine.DataFeeds.NullDataFeed, and QuantConnect.Report.MockDataFeed.

Here is the caller graph for this function:

CreateSubscription()

Subscription QuantConnect.Lean.Engine.DataFeeds.IDataFeed.CreateSubscription

(

SubscriptionRequest

request

)

Creates a new subscription to provide data for the specified security.

Parameters

request

Defines the subscription to be added, including start/end times the universe and security

Returns

The created Subscription if successful, null otherwise

Implemented in QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed, QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed, QuantConnect.Lean.Engine.DataFeeds.NullDataFeed, and QuantConnect.Report.MockDataFeed.

RemoveSubscription()

void QuantConnect.Lean.Engine.DataFeeds.IDataFeed.RemoveSubscription

(

Subscription

subscription

)

Removes the subscription from the data feed, if it exists

Parameters

subscription

The subscription to remove

Implemented in QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed, QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed, QuantConnect.Lean.Engine.DataFeeds.NullDataFeed, and QuantConnect.Report.MockDataFeed.

Exit()

void QuantConnect.Lean.Engine.DataFeeds.IDataFeed.Exit

(

)

External controller calls to signal a terminate of the thread.

Implemented in QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed, QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed, QuantConnect.Lean.Engine.DataFeeds.NullDataFeed, and QuantConnect.Report.MockDataFeed.

Property Documentation

IsActive

bool QuantConnect.Lean.Engine.DataFeeds.IDataFeed.IsActive

get

Public flag indicator that the thread is still busy.

Definition at line 35 of file IDataFeed.cs.

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

• Engine/DataFeeds/IDataFeed.cs