Commit Graph

4 Commits

Author SHA1 Message Date
jaredbroad 76b18bd204 Updated to use CollectionFactoryReader and return BaseDataCollection from DailyFx 2016-05-31 13:20:44 -04:00
jaredbroad ebbe704ac4 First commit; DailyFX with JSON Subscription factory 2016-05-27 23:22:18 -04:00
Michael Handschuh e13a117b48 Adds ZipEntryNameSubscriptionFactory
This allows one to define a subscription as the set of symbols obtained from parsing the zip entry names in a zip file. This will be used by option universes in order to determine what contracts are available and provide a data source for contract filtering.
2016-03-17 10:55:47 -04:00
snugs 324c7073f7 Adds ISubscriptionFactory
Includes default impl of BaseDataSubscriptionFactory

This change is to prepare for binary data sources and defines a factory to
handle the reading of a SubscriptionDataSource and the conversion of that data
into BaseData instances
2015-07-02 21:59:01 -04:00