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; } ///