Martin-Molinero f39acceadc Load fine fundamental from data cache folder (#4995) ...

* Load fine fundamental from data cache folder

* Add daily backwards lookup for live fine

2020-12-04 18:28:24 -08:00

..

Factories

Load fine fundamental from data cache folder (#4995)

2020-12-04 18:28:24 -08:00

AuxiliaryDataEnumerator.cs

DividedEventProvider distribution computation (#4828)

2020-11-11 15:47:51 -03:00

BaseDataCollectionAggregatorEnumerator.cs

Validate option universe selection data

2020-01-27 19:11:17 -03:00

ConcatEnumerator.cs

Add optional intraday historical enumerator

2020-04-15 10:48:04 -03:00

DataQueueFuturesChainUniverseDataCollectionEnumerator.cs

Adds Futures Options Asset Class w/ IB Support (#4928)

2020-12-02 21:49:59 -03:00

DataQueueOptionChainUniverseDataCollectionEnumerator.cs

Adds Futures Options Asset Class w/ IB Support (#4928)

2020-12-02 21:49:59 -03:00

DelistingEventProvider.cs

Adds Futures Options Asset Class w/ IB Support (#4928)

2020-12-02 21:49:59 -03:00

DividendEventProvider.cs

DividedEventProvider distribution computation (#4828)

2020-11-11 15:47:51 -03:00

EnqueueableEnumerator.cs

New data feed work scheduling system

2020-01-07 15:21:47 -03:00

FastForwardEnumerator.cs

Fix fast forward enumerator at end of enumeration

2017-10-17 12:15:58 -04:00

FillForwardEnumerator.cs

Fix duplicated history entries when contains daylight saving time change (#4700)

2020-09-09 13:57:40 -03:00

FrontierAwareEnumerator.cs

Value types thread safety changes

2020-05-01 16:58:29 -03:00

FuturesChainUniverseDataCollectionAggregatorEnumerator.cs

Added real-time support for futures. Tested with IQFeed, IB.

2016-09-28 19:10:03 +02:00

ITradableDateEventProvider.cs

Fix invalid initial SymbolChanged event

2019-11-06 14:41:12 -03:00

ITradableDatesNotifier.cs

Addressing reviews

2018-11-20 15:50:19 -03:00

LiveAuxiliaryDataEnumerator.cs

Reduce CPU usage in live equity enumerator stack

2019-03-26 21:10:28 +01:00

LiveEquityDataSynchronizingEnumerator.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

LiveFillForwardEnumerator.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

MappingEventProvider.cs

Fix invalid initial SymbolChanged event

2019-11-06 14:41:12 -03:00

OptionChainUniverseDataCollectionEnumerator.cs

Check collection for null (#4763)

2020-09-28 10:39:59 -03:00

PriceScaleFactorEnumerator.cs

DividedEventProvider distribution computation (#4828)

2020-11-11 15:47:51 -03:00

QuoteBarFillForwardEnumerator.cs

Add QuoteBarFillForwardEnumerator

2017-08-15 12:22:41 +02:00

RateLimitEnumerator.cs

Make RateLimitEnumerator generic

2017-10-17 12:15:58 -04:00

RefreshEnumerator.cs

Properly dispose of enumerator

2017-10-17 12:15:58 -04:00

ScannableEnumerator.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

SplitEventProvider.cs

DividedEventProvider distribution computation (#4828)

2020-11-11 15:47:51 -03:00

SubscriptionDataEnumerator.cs

Bug 4031 Change data depending on configuration (#4650)

2020-09-09 18:40:19 -03:00

SubscriptionFilterEnumerator.cs

Add internal subscriptions always (#4690)

2020-09-03 18:15:21 -07:00

SynchronizingEnumerator.cs

Address reviews

2019-10-22 13:47:45 -03:00