Gerardo Salazar 5117609ea5 Fixes CBOE custom data consolidation (#5252) ...

* Adds regression algorithm testing consolidation of data.

2021-02-03 10:56:58 -03:00

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Auxiliary

Migrate TradeConditionFlags and QuoteConditionFlags to Lean (#5227)

2021-02-01 13:11:30 -03:00

Consolidators

5052 - Adds missing constructor routing (#5201)

2021-01-21 10:49:27 -03:00

Custom

Fixes CBOE custom data consolidation (#5252)

2021-02-03 10:56:58 -03:00

Fundamental

Load fine fundamental from data cache folder (#4995)

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

Market

Add primary exchage to map files (#5194)

2021-01-21 18:46:12 -03:00

Shortable

Easy To Borrow Hotfix (#5167)

2021-01-14 15:07:54 -08:00

UniverseSelection

fix covesion to string: decimal are represented using comma decimal separator for non-US English cultures, but expected dot (#5138)

2021-01-07 17:35:51 -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

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EventBasedDataQueueHandlerSubscriptionManager.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

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

HistoryRequestFactory Hour ExtendedMarketHours (#4786)

2020-09-29 18:16:27 -03:00

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