QuantConnect Lean Algorithmic Trading Engine
Properties  Methods 


QuantConnect.Data Namespace : BaseData Class
BaseData Class Members

The following tables list the members exposed by BaseData.

Public Properties
 NameDescription
Public Property Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.  
Public Property The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered  
Public Property True if this is a fill forward piece of data  
Public Property As this is a backtesting platform we'll provide an alias of value as price.  
Public Property Symbol representation for underlying Security  
Public Property Current time marker of this data packet.  
Public Property Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.  
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Public Methods
 NameDescription
Public MethodOverloaded.  Return a new instance clone of this object, used in fill forward  
Public Methodstatic (Shared in Visual Basic) Deserialize the message from the data server  
Public MethodOverloaded.  Return the URL string source of the file. This will be converted to a stream  
Public MethodOverloaded.  Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.  
Public MethodReturns a string that represents the current object.  
Public Method Update routine to build a bar/tick from a data update.  
Public Method Updates this base data with the new quote ask information  
Public Method Updates this base data with the new quote bid information  
Public Method Updates this base data with new quote information  
Public Method Updates this base data with a new trade  
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See Also