Commit Graph

4 Commits

Author SHA1 Message Date
Michael Handschuh 98c4f06f63 Properly dispose of enumerator
The refresh enumerator wasn't properly disposing of the enumerator
created each time it refreshes the stack.
2017-10-17 12:15:58 -04:00
Michael Handschuh dc58d3a387 Fixes RefreshEnumerator
The refresh enumerator is intended to refresh an enumerator stack
after the stack has been exhausted. The existing implementation
refreshed the enumerato stack on EVERY MoveNext invocation leading
to data being dropped.
2017-10-03 17:32:01 -04:00
Stefano Raggi 91c01c9e15 Fixes enumerator stack for custom data in live trading
This commit addresses two existing issues:
1. The datasource is refreshed half as often as it should
2. Data points are emitted on every data source refresh
2016-06-14 22:06:04 +02:00
snugs f296d666ee Implements user defined universes
This places all security subscriptions within a universes
Subscriptions generated via calls to AddSecurity are place in a UserDefinedUniverse
UserDefinedUniverse will serve up a predetermined list of symbols on a requested interval
LiveTradingDataFeed - reworked custom enumerators to use RefreshEnumerator as wrapper for rate limitting
2015-10-21 13:05:17 -04:00