Files
quantconnect--lean/Common/IDataDownloader.cs
T
bmello4688 1d8243ecac
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Add tick type to data downloader get (price data) call in order for a… (#6057)
* Add tick type to data downloader get (price data) call in order for api's with rate limits to handle not making an api call at all.

* Added DTO object to pass into data downloader get

* Added missing header for new file

* Address review. Minor tweaks

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-11-22 12:00:16 -03:00

35 lines
1.4 KiB
C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
using QuantConnect.Data;
using System.Collections.Generic;
namespace QuantConnect
{
/// <summary>
/// Data Downloader Interface for pulling data from a remote source.
/// </summary>
public interface IDataDownloader
{
/// <summary>
/// Get historical data enumerable for a single symbol, type and resolution given this start and end time (in UTC).
/// </summary>
/// <param name="dataDownloaderGetParameters">model class for passing in parameters for historical data</param>
/// <returns>Enumerable of base data for this symbol</returns>
IEnumerable<BaseData> Get(DataDownloaderGetParameters dataDownloaderGetParameters);
}
}