QuantConnect Lean Algorithmic Trading Engine
Properties  Methods  Events


QuantConnect.Data.Consolidators Namespace : TradeBarConsolidator Class
TradeBarConsolidator Class Members

The following tables list the members exposed by TradeBarConsolidator.

Public Constructors
 NameDescription
Public ConstructorOverloaded.   
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Public Properties
 NameDescription
Public Property Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet. (Inherited from QuantConnect.Data.Consolidators.DataConsolidator<TradeBar>)
Public Property Gets the type consumed by this consolidator (Inherited from QuantConnect.Data.Consolidators.DataConsolidator<TradeBar>)
Public Property Gets the type produced by this consolidator (Inherited from QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase<TradeBar,TradeBar>)
Public Property Gets a copy of the current 'workingBar'. (Inherited from QuantConnect.Data.Consolidators.TradeBarConsolidatorBase<TradeBar>)
Public Property Gets a clone of the data being currently consolidated (Inherited from QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase<TradeBar,TradeBar>)
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Protected Properties
 NameDescription
Protected Property Returns true if this consolidator is time-based, false otherwise (Inherited from QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase<TradeBar,TradeBar>)
Protected Property Gets the time period for this consolidator (Inherited from QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase<TradeBar,TradeBar>)
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Public Methods
 NameDescription
Public Methodstatic (Shared in Visual Basic) Create a new TradeBarConsolidator for the desired resolution  
Public Method Scans this consolidator to see if it should emit a bar due to time passing (Inherited from QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase<TradeBar,TradeBar>)
Public MethodOverloaded.  Updates this consolidator with the specified data (Inherited from QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase<TradeBar,TradeBar>)
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Protected Methods
 NameDescription
Protected MethodOverridden.  Aggregates the new 'data' into the 'workingBar'. The 'workingBar' will be null following the event firing  
Protected Method Gets a rounded-down bar time. Called by AggregateBar in derived classes. (Inherited from QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase<TradeBar,TradeBar>)
Protected MethodOverloaded.  Event invocator for the DataConsolidated event. This should be invoked by derived classes when they have consolidated a new piece of data. (Inherited from QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase<TradeBar,TradeBar>)
Protected Method Determines whether or not the specified data should be processd (Inherited from QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase<TradeBar,TradeBar>)
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Public Events
 NameDescription
Public EventEvent handler that fires when a new piece of data is produced. We define this as a 'new' event so we can expose it as a TConsolidated instead of a QuantConnect.Data.BaseData instance (Inherited from QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase<TradeBar,TradeBar>)
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See Also