github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
10735
quantconnect--lean/Engine/DataFeeds
T
History
Martin Molinero 8704269f65 Add logs
2021-02-12 17:36:46 -03:00
..
Enumerators
Add logs
2021-02-12 17:36:46 -03:00
Queues
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
Transport
Add StreamReader BaseData.Reader
2019-11-18 17:03:27 -03:00
WorkScheduling
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
AggregationManager.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
ApiDataProvider.cs
Update old Hourly/Daily data for ApiDataProvider (#5034)
2020-12-16 19:04:06 -03:00
BacktestingFutureChainProvider.cs
…
BacktestingOptionChainProvider.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
BaseDataExchange.cs
…
BaseSubscriptionDataSourceReader.cs
…
CachingFutureChainProvider.cs
Add logs
2021-02-12 17:36:46 -03:00
CachingOptionChainProvider.cs
…
CollectionSubscriptionDataSourceReader.cs
…
CreateStreamReaderErrorEventArgs.cs
…
CurrencySubscriptionDataConfigManager.cs
DataPermissionManager is used by history provider
2020-06-12 12:51:14 -03:00
DataChannelProvider.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
DataFeedPacket.cs
…
DataManager.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
DataPermissionManager.cs
DataPermissionManager is used by history provider
2020-06-12 12:51:14 -03:00
DefaultDataProvider.cs
Address reviews
2019-11-20 17:20:33 -03:00
FileSystemDataFeed.cs
Ignore open interest for time slice
2021-02-12 16:56:03 -03:00
IDataFeed.cs
Adding new DataPermissionManager
2020-06-12 12:34:10 -03:00
IDataFeedSubscriptionManager.cs
…
IDataFeedTimeProvider.cs
…
IDataManager.cs
…
IndexSubscriptionDataSourceReader.cs
Lazy OnEndOfDay ScheduledEvent
2019-12-19 19:07:16 -03:00
InternalSubscriptionManager.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
InvalidSourceEventArgs.cs
…
ISubscriptionDataSourceReader.cs
…
ISubscriptionSynchronizer.cs
…
ISynchronizer.cs
…
LiveFutureChainProvider.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
LiveOptionChainProvider.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
LiveSynchronizer.cs
Fix IB future chain being started at reset hours (#5246)
2021-02-01 18:53:33 -03:00
LiveTradingDataFeed.cs
Ignore open interest for time slice
2021-02-12 16:56:03 -03:00
ManualTimeProvider.cs
Adding new ReferenceWrapper
2020-04-30 19:56:15 -03:00
NullDataFeed.cs
Adding new DataPermissionManager
2020-06-12 12:34:10 -03:00
PendingRemovalsManager.cs
Fix delisted liquidation orders being cancelled (#5169)
2021-01-18 22:02:40 -03:00
PrecalculatedSubscriptionData.cs
Bug 4031 Change data depending on configuration (#4650)
2020-09-09 18:40:19 -03:00
PredicateTimeProvider.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
ReaderErrorEventArgs.cs
…
RealTimeScheduleEventService.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
SingleEntryDataCacheProvider.cs
…
Subscription.cs
…
SubscriptionCollection.cs
Enable parallel unit testing
2020-04-27 17:45:53 -03:00
SubscriptionData.cs
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -03:00
SubscriptionDataReader.cs
Ignore open interest for time slice
2021-02-12 16:56:03 -03:00
SubscriptionDataSourceReader.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
SubscriptionFrontierTimeProvider.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
SubscriptionSynchronizer.cs
Universe dispose and removal (#5134)
2021-01-07 12:03:17 -03:00
SubscriptionUtils.cs
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -03:00
Synchronizer.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
TextSubscriptionDataSourceReader.cs
Fix low resolution cache (#5080)
2020-12-28 16:27:11 -03:00
TimeSlice.cs
Add internal subscription manager (#4678)
2020-09-01 21:22:22 -03:00
TimeSliceFactory.cs
Ignore open interest for time slice
2021-02-12 16:56:03 -03:00
UniverseSelection.cs
Fix universe selection symbol cache removal (#5193)
2021-01-21 15:48:33 -03:00
UpdateData.cs
Performance improvements
2019-10-17 10:26:37 -03:00
ZipDataCacheProvider.cs
Fix unhandled exception in ZipDataCacheProvider
2020-05-08 17:11:53 +02:00
ZipEntryNameSubscriptionDataSourceReader.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00