Martin-Molinero d3b9f8bc7a Protobuf OpenInterest (#5107) ...

- Add OpenInterest protobuf support. Adding unit test
- Use composer for future and option chain provider

2021-01-04 10:40:35 -03:00

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Auxiliary

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Consolidators

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Custom

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Fundamental

Load fine fundamental from data cache folder (#4995)

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

Market

Protobuf OpenInterest (#5107)

2021-01-04 10:40:35 -03:00

UniverseSelection

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

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

BaseData.cs

Limit Futures Resolutions in BaseData (#4979)

2020-12-03 21:50:17 -03:00

Channel.cs

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DataQueueHandlerSubscriptionManager.cs

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DynamicData.cs

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EventBasedDataQueueHandlerSubscriptionManager.cs

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FileFormat.cs

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GetSetPropertyDynamicMetaObject.cs

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HistoryProviderBase.cs

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HistoryProviderInitializeParameters.cs

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HistoryRequest.cs

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HistoryRequestFactory.cs

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IBaseData.cs

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IDataAggregator.cs

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IndexedBasedData.cs

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ISubscriptionEnumeratorFactory.cs

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Slice.cs

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SliceExtensions.cs

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SubscriptionDataConfig.cs

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

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

SubscriptionDataConfigExtensions.cs

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SubscriptionDataConfigList.cs

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

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

SubscriptionDataSource.cs

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SubscriptionManager.cs

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

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