Martin-Molinero c30929f612 Add support for live trading delisting events (#5195) ...

* Add support for live trading delisting events

- Adding `LiveDelistingEventProviderEnumerator` that will emit delisting
  events. Adding unit tests
- Remove unused `LiveAuxiliaryDataEnumerator`.
- Refactor the corporate event providers being used per security type

* Self review: compare date component

* Add new LiveDataBaseDelistingEventProvider for equities

- Add support for delisting events for equities. Adding unit tests

* Fix cleanup of delisting equity subscription

2021-02-17 19:53:53 -03:00

..

Enumerators

Add support for live trading delisting events (#5195)

2021-02-17 19:53:53 -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

…

CachingOptionChainProvider.cs

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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

Bug 4925 daylight out of order bar (#4941)

2020-12-28 16:24:33 -03:00

IDataFeed.cs

Adding new DataPermissionManager

2020-06-12 12:34:10 -03:00

IDataFeedSubscriptionManager.cs

…

IDataFeedTimeProvider.cs

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IDataManager.cs

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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

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ISubscriptionSynchronizer.cs

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ISynchronizer.cs

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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

Add support for live trading delisting events (#5195)

2021-02-17 19:53:53 -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

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Subscription.cs

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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

Fix hour resolution mapping data handling (#5233)

2021-01-28 20:41:04 -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

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

2020-12-02 21:49:59 -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