/*
* 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
{
///
/// Specifies the format of data in a subscription
///
public enum FileFormat
{
///
/// Comma separated values (0)
///
Csv,
///
/// Binary file data (1)
///
Binary,
///
/// Only the zip entry names are read in as symbols (2)
///
ZipEntryName,
///
/// Reader returns a BaseDataCollection object (3)
///
/// Lean will unfold the collection and consume it as individual data points
UnfoldingCollection,
///
/// Data stored using an intermediate index source (4)
///
Index,
///
/// 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)
///
FoldingCollection
}
}