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quantconnect--lean/Engine/DataFeeds
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Alexandre Catarino 4ecdf14ce8
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Include Security Master Url to ApiDataProvider Error Message (#6023)
2021-10-27 14:58:15 -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
…
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
Include Security Master Url to ApiDataProvider Error Message (#6023)
2021-10-27 14:58:15 -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 missing comments (#5944)
2021-09-27 18:48:53 -03:00
BaseDataExchange.cs
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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
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CachingOptionChainProvider.cs
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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
…
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
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IDataFeedTimeProvider.cs
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IDataManager.cs
…
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
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ISubscriptionDataSourceReader.cs
…
ISubscriptionSynchronizer.cs
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ISynchronizer.cs
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LiveFutureChainProvider.cs
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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
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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
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
…
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
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ZipDataCacheProvider.cs
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ZipEntryNameSubscriptionDataSourceReader.cs
Refactor Api (#5251)
2021-06-07 11:37:44 -03:00