3 Commits

Author	SHA1	Message	Date
Jhonathan Abreu	914485c595	Rename SubscriptionRequest.TradableDates to TradableDatesInDataTimeZone for clarity (#6892) ... Usages were reviewed to make sure all of them expect it to be in data time zone instead of exchange time zone	2023-02-08 20:28:37 -03:00
Martin-Molinero	1aaaa20c61	Fix daily auxiliary data points emission time (#6186) ... * 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
Colton Sellers	43a540cbb1	OpenInterest Bug Fixes (#5207) ... * Filter values that are before subscription start time; also adjust starttime for OpenInterest * Use data EndTime for comparison * Allow Auxiliary data through * Fix OpenInterest DataReader Logic * Add regression * Address review * Ignore open interest for time slice - TimeSliceFactory will directly ignore open interest for determining if the slice has data or not. Open interest will still be available through the Tick collection. Reverting some of the previous commits changes since they are no longer required. - HistoryRequests and SubscriptionRequest will use AlwaysOpen exchange for open interest requests. Adding unit test reproducing issue - Adding `BaseDataRequest` to avoid duplication logic. * Make OpenInterest an internal feed and ignored by default in history - Adding unit tests * Revert SubscriptionFilterEnumerator Start time addition Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>	2021-02-18 19:04:29 -03:00