When selecting IEXDataQueueHandler as a data source for live trading,
it would not connect. The following fixed the issue:
- Updated Socket IO NuGet package (and its dependencies) to latest;
- In GzipStreamProvider, removed obsolete "using" statement refering
to deprecated Socket IO API (using statement was not used anyways);
- Increased the reconnection delay value to its recommended
value (1000ms), this was necessary for the feed to connect;
- Minor change in IEXDataQueueHandler to parse Json message.
"(JObject)message" would compile, but threw a runtime error, as this
formulation could not implicitly convert string to JObject. Used
the cleaner "JObject.Parse()" method instead.
ToolBox support for converting Ivolatility equity data to
Lean TradeBar format for min,hour,day resolutions.
Also adds Gzip stream reader to list of supported zip formats.
mblouin02