diff --git a/Common/Data/Market/QuoteBar.cs b/Common/Data/Market/QuoteBar.cs
index 0bc57fd9f075..64f23e232d8d 100644
--- a/Common/Data/Market/QuoteBar.cs
+++ b/Common/Data/Market/QuoteBar.cs
@@ -210,14 +210,26 @@ public override DateTime EndTime
/// Default initializer to setup an empty quotebar.
///
public QuoteBar()
+ : this(false)
{
+ }
+
+ ///
+ /// Default initializer to setup an empty quotebar.
+ ///
+ public QuoteBar(bool empty)
+ {
+ DataType = MarketDataType.QuoteBar;
+ if (empty)
+ {
+ return;
+ }
Symbol = Symbol.Empty;
Time = new DateTime();
Bid = new Bar();
Ask = new Bar();
Value = 0;
Period = QuantConnect.Time.OneMinute;
- DataType = MarketDataType.QuoteBar;
}
///