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quantconnect--lean/Engine/DataFeeds
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Alexandre Catarino d6072c88a5 Fixes LiveOptionChainProvider.FindOptionContracts (#5434) 
`LiveOptionChainProvider.FindOptionContracts` handles the following data format:
`SPY  2021 03 26 190 000 C P  0 612 360000000`
where both existing `OptionRight.Call` and `OptionRight.Put` are declared in the same line.
2021-03-29 13:39:41 -07:00
..
Enumerators
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -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
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
AggregationManager.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
ApiDataProvider.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
BacktestingFutureChainProvider.cs
BacktestingFutureChainProvider contract list resolution
2019-10-07 13:49:28 -03:00
BacktestingOptionChainProvider.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
BaseDataExchange.cs
…
BaseSubscriptionDataSourceReader.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
CachingFutureChainProvider.cs
…
CachingOptionChainProvider.cs
…
CollectionSubscriptionDataSourceReader.cs
Raise InvalidSource when reader is empty
2019-09-27 15:26:36 -04:00
CreateStreamReaderErrorEventArgs.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
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 Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -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
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
…
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
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
ISynchronizer.cs
…
LiveFutureChainProvider.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
LiveOptionChainProvider.cs
Fixes LiveOptionChainProvider.FindOptionContracts (#5434)
2021-03-29 13:39:41 -07:00
LiveSynchronizer.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
LiveTradingDataFeed.cs
Reduce live coarse selection interval check to 10 min (#5332)
2021-02-23 16:37:08 -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 Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
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
…
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
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -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 Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
UniverseSelection.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -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