QuantConnect Lean Algorithmic Trading Engine
Inheritance Hierarchy
QuantConnect.Data Namespace
Classes
 ClassDescription
Class 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
Class Dynamic Data Class: Accept flexible data, adapting to the columns provided by source.
Class Represents a request for historical data
Class Provides a data structure for all of an algorithm's data at a single time step
Class Provides extension methods to slice enumerables
Class Subscription data required including the type of data.
ClassProvides convenient methods for holding several SubscriptionDataConfig
Class Represents the source location and transport medium for a subscription
Class Enumerable Subscription Management Class
Interfaces
 InterfaceDescription
Interface Base Data Class: Type, Timestamp, Key -- Base Features.
InterfaceCreate an IEnumerator
Enumerations
 EnumerationDescription
Enumeration Specifies the format of data in a subscription
See Also