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* Handles Data Subscriptions with One Security Type
Polygon sells data subscriptions for security types separately, so we should not test whether the users have all three subscriptions, Equity, Forex, and Crypto. Users just need the type they will use.
Adds new crypto markets, and unit tests for them. Adapt unit test.
* Fixes ToolBox Downloader
Adds `--api-key` argument.
Closes#6687
* Address reviews
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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* Add tick type to data downloader get (price data) call in order for api's with rate limits to handle not making an api call at all.
* Added DTO object to pass into data downloader get
* Added missing header for new file
* Address review. Minor tweaks
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
* Add PolygonDataQueueHandler
* Add history provider and downloader for Polygon
* Add aggregator to PolygonDataQueueHandler
* Address review
- Removed duplication in message classes
- Added public Subscribe/Unsubscribe methods in PolygonWebSocketClientWrapper
- Added history requests for Forex and Crypto
* Address review
- Add security type and market arguments to downloader
- Fix time zone bug in downloader
* Remove unnecessary locks
* Add Polygon history for all resolutions
- Equity: trades and quotes
- Forex: quotes only
- Crypto: trades only
Martin-Molinero