quant1729
41 lines
1.9 KiB
C#
41 lines
1.9 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using System;
|
|
using System.Collections.Generic;
|
|
using System.Linq;
|
|
using System.Text;
|
|
using System.Threading.Tasks;
|
|
|
|
namespace QuantConnect.Interfaces
|
|
{
|
|
/// <summary>
|
|
/// This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available.
|
|
/// Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific.
|
|
/// </summary>
|
|
public interface IDataQueueUniverseProvider
|
|
{
|
|
/// <summary>
|
|
/// Method returns a collection of Symbols that are available at the data source.
|
|
/// </summary>
|
|
/// <param name="lookupName">String representing the name to lookup</param>
|
|
/// <param name="securityType">Expected security type of the returned symbols (if any)</param>
|
|
/// <param name="securityCurrency">Expected security currency(if any)</param>
|
|
/// <param name="securityExchange">Expected security exchange name(if any)</param>
|
|
/// <returns></returns>
|
|
IEnumerable<Symbol> LookupSymbols(string lookupName, SecurityType securityType, string securityCurrency = null, string securityExchange = null);
|
|
}
|
|
}
|