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quantconnect--lean/Engine/DataFeeds
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Derek Melchin ba4e2b115c Update Summary of DefaultDataProvider (#5503)
2021-04-23 11:19:46 -03:00
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Enumerators
Refactor of Auxiliary Data Filtering (#5485)
2021-04-19 11:10:47 -03:00
Queues
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
Transport
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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
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BacktestingOptionChainProvider.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
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
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
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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
Update Summary of DefaultDataProvider (#5503)
2021-04-23 11:19:46 -03:00
FileSystemDataFeed.cs
Refactor of Auxiliary Data Filtering (#5485)
2021-04-19 11:10:47 -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
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
Refactor of Auxiliary Data Filtering (#5485)
2021-04-19 11:10:47 -03:00
ManualTimeProvider.cs
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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
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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
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
Refactor of Auxiliary Data Filtering (#5485)
2021-04-19 11:10:47 -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
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
UniverseSelection.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
UpdateData.cs
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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