QuantConnect.Data Namespace
Classes
| Class | Description | |
|---|---|---|
 | BaseData | Abstract base data class of QuantConnect. It is intended to be extended to define generic user customizable data types while at the same time implementing the basics of data where possible |
| DynamicData | Dynamic Data Class: Accept flexible data, adapting to the columns provided by source. |
| HistoryRequest | Represents a request for historical data |
| Slice | Provides a data structure for all of an algorithm's data at a single time step |
| SliceExtensions | Provides extension methods to slice enumerables |
| SubscriptionDataConfig | Subscription data required including the type of data. |
| SubscriptionDataConfigList | Provides convenient methods for holding several SubscriptionDataConfig |
| SubscriptionDataSource | Represents the source location and transport medium for a subscription |
| SubscriptionManager | Enumerable Subscription Management Class |
Interfaces
| Interface | Description | |
|---|---|---|
 | IBaseData | Base Data Class: Type, Timestamp, Key -- Base Features. |
| ISubscriptionEnumeratorFactory | Create an IEnumerator |
Enumerations
| Enumeration | Description | |
|---|---|---|
 | FileFormat | Specifies the format of data in a subscription |
See Also