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quantconnect--lean/Common/Data
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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
..
Auxiliary
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
Consolidators
RoundDown fix for PeriodCountConsolidatorBase (#4940)
2020-11-17 21:40:10 -03:00
Custom
Fixes issue parsing SI data w/ unknown enum value (#4961)
2020-12-01 20:17:25 -03:00
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
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
DataQueueHandlerSubscriptionManager.cs
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
DynamicData.cs
Extract GetSetPropertyDynamicMetaObject from DynamicData
2019-09-30 13:31:55 -04:00
EventBasedDataQueueHandlerSubscriptionManager.cs
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
FileFormat.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
GetSetPropertyDynamicMetaObject.cs
Extract GetSetPropertyDynamicMetaObject from DynamicData
2019-09-30 13:31:55 -04:00
HistoryProviderBase.cs
Fix data emitted before first date
2019-10-25 14:09:02 -03:00
HistoryProviderInitializeParameters.cs
DataPermissionManager is used by history provider
2020-06-12 12:51:14 -03:00
HistoryRequest.cs
Add check to avoid FillForward for Resolution.Tick
2018-10-04 17:10:10 -03:00
HistoryRequestFactory.cs
HistoryRequestFactory Hour ExtendedMarketHours (#4786)
2020-09-29 18:16:27 -03:00
IBaseData.cs
Add StreamReader BaseData.Reader
2019-11-18 17:03:27 -03:00
IDataAggregator.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
IndexedBasedData.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
ISubscriptionEnumeratorFactory.cs
Renamed IDataFileProvider to IDataProvider using resharper
2017-02-15 12:16:50 -05:00
Slice.cs
Fixes for OpenInterest storing (#4712)
2020-09-11 15:28:27 -07:00
SliceExtensions.cs
Add method to easily warmup indicators
2018-04-06 16:30:28 -04:00
SubscriptionDataConfig.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
SubscriptionDataConfigExtensions.cs
Add SubscriptionDataConfig GetBaseDataInstance extension method
2019-09-27 14:27:08 -04:00
SubscriptionDataConfigList.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
SubscriptionDataSource.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
SubscriptionManager.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00