Commit Graph

1 Commits

Author SHA1 Message Date
Alexandre Catarino 3f00762bfd Adds Custom Data from US Energy Information Administration (eia.gov) (#3136)
New custom data class USEnergyInformation with new demonstration algorithms, the updated config file for users to set their EIA token.

Adds `CloseTime` to represent the time that the data period end. `EndTime` represents, in turn, the time the data is emitted. There is an offset between `CloseTime` and `EndTime` that is defined by the difference between the last bar as emitted and its time. 

In live mode, if the `USEnergyInformation.Reader` returns null, the `CollectionSubscriptionDataSourceReader.Read` method will pull for new data constantly. Therefore it should return an empty `BaseDataCollection` object.
2019-04-30 17:22:11 -07:00