Add Mapfile support for custom data sources

2019-06-13 18:37:50 -07:00
parent 2637695f9d
commit e6a510d803
15 changed files with 365 additions and 79 deletions
@@ -90,7 +90,7 @@ namespace QuantConnect.Algorithm
            MarketHoursDatabase.SetEntryAlwaysOpen(Market.USA, symbol, SecurityType.Base, timeZone);

            //Add this to the data-feed subscriptions
-            var symbolObject = new Symbol(SecurityIdentifier.GenerateBase(symbol, Market.USA), symbol);
+            var symbolObject = new Symbol(SecurityIdentifier.GenerateBase(symbol, Market.USA, SubscriptionDataConfig.MapFileTypes.Contains(dataType)), symbol);

            //Add this new generic data as a tradeable security:
            var config = SubscriptionManager.SubscriptionDataConfigService.Add(dataType,