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Martin-Molinero d739873daa
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Add aggregator reader (#5942) 
* Add BaseDataCollectionAggregatorReader

- Add enumerable for BaseDataCollection
- Add BaseDataCollectionAggregatorReader
- Clean up CollectionSubscriptionDataSourceReader

* Address reviews

- Add new FileFormat that will be handled by the new Reader
- Adding unit tests for the new BaseDataCollectionAggregatorReader
- Some DataSourceReader duplication cleaning up

* Minor adjustment after some live trading tests
2021-09-27 17:25:23 -03:00
..
Enumerators
Add aggregator reader (#5942)
2021-09-27 17:25:23 -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
Minor adjustments for WorkScheduler (#5533)
2021-05-07 19:28:14 -03:00
AggregationManager.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
ApiDataProvider.cs
Alpha holdings state (#5770)
2021-08-19 13:56:18 -03:00
BacktestingFutureChainProvider.cs
Refactor Api (#5251)
2021-06-07 11:37:44 -03:00
BacktestingOptionChainProvider.cs
Option Chain Provider Symbol Map Resolve (#5664)
2021-06-16 19:42:38 -03:00
BaseDataCollectionAggregatorReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
BaseDataExchange.cs
Removing DF thread - LTDF bridge
2018-10-09 14:04:41 -03:00
BaseDownloaderDataProvider.cs
Add new DownloaderDataProvider (#5709)
2021-06-28 15:56:10 -03:00
BaseSubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
CachingFutureChainProvider.cs
Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels
2017-12-04 14:16:59 +00:00
CachingOptionChainProvider.cs
Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels
2017-12-04 14:16:59 +00:00
CollectionSubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
CompositeDataProvider.cs
Add composite DataProvider (#5714)
2021-06-29 12:40:31 -03:00
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
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
DataFeedPacket.cs
Address reviews
2019-06-04 17:16:52 -03:00
DataManager.cs
Alpha holdings state (#5770)
2021-08-19 13:56:18 -03:00
DataPermissionManager.cs
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
DefaultDataProvider.cs
Refactor Api (#5251)
2021-06-07 11:37:44 -03:00
DownloaderDataProvider.cs
DownloaderDataProvider improvements (#5730)
2021-07-02 14:03:16 -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
Reduce CPU usage in live synchronizer
2019-04-29 15:16:21 +02:00
IDataFeedTimeProvider.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
IDataManager.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
IndexSubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
InternalSubscriptionManager.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
InvalidSourceEventArgs.cs
Renames ISubscriptionFactory to ISubscriptionDataSourceReader
2016-06-04 18:15:59 -04:00
ISubscriptionDataSourceReader.cs
File renames
2016-06-04 18:17:32 -04:00
ISubscriptionSynchronizer.cs
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
ISynchronizer.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
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
Improve python exception parsing (#5831)
2021-08-06 20:11:54 -03:00
LiveTradingDataFeed.cs
Fix live ETF universe selection (#5938)
2021-09-23 15:11:35 -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
Renames ISubscriptionFactory to ISubscriptionDataSourceReader
2016-06-04 18:15:59 -04:00
RealTimeScheduleEventService.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
SingleEntryDataCacheProvider.cs
Address reviews
2019-05-31 18:26:18 -03:00
Subscription.cs
Overall performance improvements v2
2019-06-05 17:06:59 -03:00
SubscriptionCollection.cs
Enable parallel unit testing
2020-04-27 17:45:53 -03:00
SubscriptionData.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
SubscriptionDataReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
SubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
SubscriptionFrontierTimeProvider.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
SubscriptionSynchronizer.cs
Adds Support for ETF Constituent Universes (#5862)
2021-08-17 19:54:29 -03:00
SubscriptionUtils.cs
Adds Support for ETF Constituent Universes (#5862)
2021-08-17 19:54:29 -03:00
Synchronizer.cs
Improve python exception parsing (#5831)
2021-08-06 20:11:54 -03:00
TextSubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -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
Support all security types for benchmarks (#5919)
2021-09-10 16:58:31 -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
Refactor Api (#5251)
2021-06-07 11:37:44 -03:00