Lean  $LEAN_TAG$
All Classes Namespaces Functions Variables Enumerations Enumerator Properties Events Pages
QuantConnect.ToolBox.AlgoSeekFuturesConverter Namespace Reference

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 > >>