- For backtests download RemoteFile just once
- Live subscriptions and history requests will continue to download the
`RemoteFile` on each request.
- Adding unit tests
The ApiDataProovider is a new instance of the IDataProvider that will check for the data on disc. If it is not present, it will reach out to QuantConnect.com to see if the data is available.
This method takes a path and will return a Security and DateTime. This is useful in the ApiDataProvider that uses the api to retrieve files that are not present on disc. The IDataProvider only ha a path to the file. Using this method, the ApiDataProvider can extract the useful information from the path to communicate with the api.