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289e4e56f6de486997ec85dca556806b6bce4217
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3 Commits

Author SHA1 Message Date
Jack Simonson 289e4e56f6 Cosmetic change to erase any confusion that the bar being handled in the consolidator is able to be either a TradeBar or a QuoteBar 2019-03-01 13:56:31 -08:00
Jack Simonson 245f9645d9 Final tweaks 
Added line to prevent memory leaks
 2019-02-01 08:45:48 -08:00
Jack Simonson 27e562ee15 Futures consolidator algorithm changes, new basic template algorithm for options consolidators 
Changed function of BasicTemplateFuturesConsolidatorAlgorithm.py to use OnSecuritiesChanged to add/remove consolidators. Wrote equivalent algorithm for options data
 2019-01-31 11:22:59 -08:00