Martin Molinero
c9a189ae3d
- Add Tiingo news data - Add `IndexSubscriptionDataSourceReader` that will handle data source which use and index file - Add `BaseSubscriptionDataSourceReader` to avoid code duplication - Adjustments at `LiveCustomDataSubscriptionEnumeratorFactory` so that custom data in a collection format does not emit old data - Adding `TiingoNewsJsonConverter` - Adding unit tests
48 lines
1.4 KiB
C#
48 lines
1.4 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace QuantConnect.Data
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{
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/// <summary>
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/// Specifies the format of data in a subscription
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/// </summary>
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public enum FileFormat
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{
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/// <summary>
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/// Comma separated values
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/// </summary>
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Csv,
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/// <summary>
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/// Binary file data
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/// </summary>
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Binary,
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/// <summary>
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/// Only the zip entry names are read in as symbols
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/// </summary>
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ZipEntryName,
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/// <summary>
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/// Reader returns a BaseDataCollection object.
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/// </summary>
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Collection,
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/// <summary>
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/// Data stored using an intermediate index source
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/// </summary>
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Index
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}
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} |