Data¶

class DataEngineConfig¶

Bases: object

Configuration for DataEngine instances.

buffer_deltas¶

debug¶

disable_historical_cache¶

emit_quotes_from_book¶

emit_quotes_from_book_depths¶

external_clients¶

time_bars_build_delay¶

time_bars_build_with_no_updates¶

time_bars_interval_type¶

time_bars_origin_offset¶

time_bars_skip_first_non_full_bar¶

time_bars_timestamp_on_close¶

validate_data_sequence¶