/* * 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 } }