QuantConnect Lean Algorithmic Trading Engine
DataFilter Property
Customizable data filter to filter outlier ticks before they are passed into user event handlers. By default all ticks are passed into the user algorithms.
public ISecurityDataFilter DataFilter {get; set;}
TradeBars (seconds and minute bars) are prefiltered to ensure the ticks which build the bars are realistically tradeable

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also