wehub-resource-sync
57 lines
1.8 KiB
C#
57 lines
1.8 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.
|
|
*/
|
|
|
|
namespace QuantConnect.Data
|
|
{
|
|
/// <summary>
|
|
/// Specifies the format of data in a subscription
|
|
/// </summary>
|
|
public enum FileFormat
|
|
{
|
|
/// <summary>
|
|
/// Comma separated values (0)
|
|
/// </summary>
|
|
Csv,
|
|
|
|
/// <summary>
|
|
/// Binary file data (1)
|
|
/// </summary>
|
|
Binary,
|
|
|
|
/// <summary>
|
|
/// Only the zip entry names are read in as symbols (2)
|
|
/// </summary>
|
|
ZipEntryName,
|
|
|
|
/// <summary>
|
|
/// Reader returns a BaseDataCollection object (3)
|
|
/// </summary>
|
|
/// <remarks>Lean will unfold the collection and consume it as individual data points</remarks>
|
|
UnfoldingCollection,
|
|
|
|
/// <summary>
|
|
/// Data stored using an intermediate index source (4)
|
|
/// </summary>
|
|
Index,
|
|
|
|
/// <summary>
|
|
/// Data type inherits from BaseDataCollection.
|
|
/// Reader method can return a non BaseDataCollection type which will be folded, based on unique time,
|
|
/// into an instance of the data type (5)
|
|
/// </summary>
|
|
FoldingCollection
|
|
}
|
|
}
|