Csv/DataFeed and built-in profiles.
Types
Csv
type
Descriptor of an external CSV data source (URL and time column). Passed via the source argument of Context.calc_on or request_series to use data from an external CSV file in an indicator. The descriptor carries no time frame: it is declared at the call site, via the time_frame argument.
Parent
Methods
More info on this topic you can find in External data chapter.
DataFeed
type
Descriptor of an external live data feed. Passed via the source argument of Context.calc_on or request_series to stream records into an indicator while it runs. A feed carries no time frame: records are point-in-time events, so passing time_frame or lookahead next to a DataFeed source is an error.
Parent
Methods
More info on this topic you can find in External data chapter.
IExternalSource
type
Common base type of typed data source descriptors, including external and built-in sources.
Tpo
type
Descriptor of the built-in Time Price Opportunity (TPO) data source for the chart instrument.
Parent
Methods
See also:
request_series()VolumeFootprint
type
Descriptor of the built-in Volume Footprint data source for the chart instrument.
Parent
Methods
See also:
VolumeFootprintProfile request_series()Enums
session_types
enum
Trading session types accepted by built-in profile data sources.
Static fields
tpo_merge_sessions
enum
Controls how selected trading sessions are combined into TPO profiles.
Static fields