Commit Graph

1 Commits

Author SHA1 Message Date
Martin-Molinero e92230a7fe Fix SubscriptionDataReader auxiliary data out of order (#5843)
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* Fix SubscriptionDataReader auxiliary data out of order

- Fix for SubscriptionDataReader emitting auxiliary data out of order
  due to sparse that and enumerator refresh logic. Adding regression
  algorithm
- Minor tweaks for unit tests failing on and off

* Fix for SDR internal subscriptions

- Fix for SubscriptionDataReader enumerator refresh for internal
  subscriptions which were ignored. Adding regression test
- Updating custom data regression algorithms affected by the issue
	- DropboxBaseDataUniverse was emitting a custom data point being end time
	- UnlinkedTraderBarIconicType was emitting a single data point
	  of the underlying SPY minute data when if should of emitted
	  all data points
2021-08-10 18:57:23 -03:00