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* Add BaseDataCollectionAggregatorReader
- Add enumerable for BaseDataCollection
- Add BaseDataCollectionAggregatorReader
- Clean up CollectionSubscriptionDataSourceReader
* Address reviews
- Add new FileFormat that will be handled by the new Reader
- Adding unit tests for the new BaseDataCollectionAggregatorReader
- Some DataSourceReader duplication cleaning up
* Minor adjustment after some live trading tests
- Add Tiingo news data
- Add `IndexSubscriptionDataSourceReader` that will handle data source
which use and index file
- Add `BaseSubscriptionDataSourceReader` to avoid code duplication
- Adjustments at `LiveCustomDataSubscriptionEnumeratorFactory` so that
custom data in a collection format does not emit old data
- Adding `TiingoNewsJsonConverter`
- Adding unit tests
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.
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
Louis Szeto