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quantconnect--lean/Engine/DataFeeds
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Martin-Molinero 785c706d4c Live delisting will only ask mapfile for equities (#5336) 
* Live delisting will only ask mapfile for equities

* Remove unrequired log error
2021-02-24 14:14:50 -03:00
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Enumerators
Live delisting will only ask mapfile for equities (#5336)
2021-02-24 14:14:50 -03:00
Queues
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
Transport
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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
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BacktestingOptionChainProvider.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
BaseDataExchange.cs
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BaseSubscriptionDataSourceReader.cs
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CachingFutureChainProvider.cs
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CachingOptionChainProvider.cs
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CollectionSubscriptionDataSourceReader.cs
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CreateStreamReaderErrorEventArgs.cs
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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
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DataManager.cs
OpenInterest Bug Fixes (#5207)
2021-02-18 19:04:29 -03:00
DataPermissionManager.cs
DataPermissionManager is used by history provider
2020-06-12 12:51:14 -03:00
DefaultDataProvider.cs
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FileSystemDataFeed.cs
OpenInterest Bug Fixes (#5207)
2021-02-18 19:04:29 -03:00
IDataFeed.cs
Adding new DataPermissionManager
2020-06-12 12:34:10 -03:00
IDataFeedSubscriptionManager.cs
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IDataFeedTimeProvider.cs
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IDataManager.cs
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IndexSubscriptionDataSourceReader.cs
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InternalSubscriptionManager.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
InvalidSourceEventArgs.cs
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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
Reduce live coarse selection interval check to 10 min (#5332)
2021-02-23 16:37:08 -03:00
ManualTimeProvider.cs
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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
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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
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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
OpenInterest Bug Fixes (#5207)
2021-02-18 19:04:29 -03:00
UniverseSelection.cs
Fix universe selection symbol cache removal (#5193)
2021-01-21 15:48:33 -03:00
UpdateData.cs
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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