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.
Syntax
public ISecurityDataFilter DataFilter {get; set;}
Remarks
TradeBars (seconds and minute bars) are prefiltered to ensure the ticks which build the bars are realistically tradeable
Requirements

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

See Also