Commit Graph

2 Commits

Author SHA1 Message Date
Martin-Molinero 1aaaa20c61 Fix daily auxiliary data points emission time (#6186)
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* Use GC server mode for tests

* Fix daily auxiliary data points emission time

- Due to fillforwarding, in some cases with daily resolution symbol
  change events (generically any auxiliary data) would arrive late.
  Updating regression test to reproduce the issue. Adding unit test
- Some refactoring and logging improvements

* Address reviews

* Remove old xml docs param
2022-02-04 21:06:45 -03:00
Martin-Molinero d1a35e6281 Continuous Futures Refactor. Live Mappings (#6076)
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Regression Tests / build (push) Has been cancelled
* Continuous Futures Refactor. Live Mappings

- Adding support for live mappings. LiveTradingDataFeed will handle any
  symbol mapping at the configuration layer and resubscribe through the
  IDQH
- Refactoring continuous futures adding ContinuousFutureUniverse that
  will select the currently mapped security

* Minor fixes

- Remove addition of configurations in UniverseSelection step, leave
  resposability for universe.
- LiveTradingDF future unit test will only assert slice data for non
  internal feeds.
- ContinuousContractUniverse will respect internal option interest
  subscription

* Address review
2021-11-30 21:38:50 -03:00