* Filter values that are before subscription start time; also adjust starttime for OpenInterest
* Use data EndTime for comparison
* Allow Auxiliary data through
* Fix OpenInterest DataReader Logic
* Add regression
* Address review
* Ignore open interest for time slice
- TimeSliceFactory will directly ignore open interest for determining if
the slice has data or not. Open interest will still be available
through the Tick collection. Reverting some of the previous commits
changes since they are no longer required.
- HistoryRequests and SubscriptionRequest will use AlwaysOpen exchange
for open interest requests. Adding unit test reproducing issue
- Adding `BaseDataRequest` to avoid duplication logic.
* Make OpenInterest an internal feed and ignored by default in history
- Adding unit tests
* Revert SubscriptionFilterEnumerator Start time addition
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
Colton Sellers
43a540cbb1