2 Commits

Author SHA1 Message Date
bmello4688 1d8243ecac Add tick type to data downloader get (price data) call in order for a… (#6057)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* 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>
2021-11-22 12:00:16 -03:00
Stefano Raggi 375f192f07 Add PolygonDataQueueHandler (#4604)
* 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
2020-08-27 12:09:20 -03:00