Lean
$LEAN_TAG$
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Classes | |
class | AlgoSeekFuturesConverter |
Process a directory of algoseek futures files into separate resolutions. More... | |
class | AlgoSeekFuturesProcessor |
Processor for caching and consolidating ticks; then flushing the ticks in memory to disk when triggered. More... | |
class | AlgoSeekFuturesProgram |
AlgoSeek Options Converter: Convert raw OPRA channel files into QuantConnect Options Data Format. More... | |
class | AlgoSeekFuturesReader |
Enumerator for converting AlgoSeek futures files into Ticks. More... | |
Typedefs | |
using | Processors = Dictionary< Symbol, List< List< AlgoSeekFuturesProcessor > >> |