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Martin-Molinero e37f8ae878
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Fix for adding continuous future and future contract at the same time (#6091) 
- Fix for adding continuous future and manually adding contract at the
  same time. Continuous future was using the user defined universe
  symbol and caused clashes. Adding regression test reproducing the issue.
2021-12-02 18:13:52 -03:00
..
Auxiliary
Fixes for continuous futures history requests (#6067)
2021-11-19 20:52:15 -03:00
Consolidators
Move WickedRenkoConsolidator to RenkoConsolidator as Default (#5931)
2021-09-17 16:32:01 -03:00
Custom
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
Fundamental
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
Market
Fix low resolution index TradeBar parsing (#6081)
2021-11-29 12:59:16 -03:00
Shortable
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
UniverseSelection
Fix for adding continuous future and future contract at the same time (#6091)
2021-12-02 18:13:52 -03:00
BaseData.cs
Feature Index Option Low Resolution Support (#6075)
2021-11-26 13:11:35 -03:00
BaseDataRequest.cs
OpenInterest Bug Fixes (#5207)
2021-02-18 19:04:29 -03:00
Channel.cs
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
DataQueueHandlerSubscriptionManager.cs
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
DiskDataCacheProvider.cs
Fix DiskDataCacheProvider. Expanding unit test (#6058)
2021-11-15 15:57:09 -03:00
DynamicData.cs
Extract GetSetPropertyDynamicMetaObject from DynamicData
2019-09-30 13:31:55 -04:00
EventBasedDataQueueHandlerSubscriptionManager.cs
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
FileFormat.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
GetSetPropertyDynamicMetaObject.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
HistoryProviderBase.cs
Fix data emitted before first date
2019-10-25 14:09:02 -03:00
HistoryProviderInitializeParameters.cs
DataPermissionManager is used by history provider
2020-06-12 12:51:14 -03:00
HistoryRequest.cs
Fixes for continuous futures history requests (#6067)
2021-11-19 20:52:15 -03:00
HistoryRequestFactory.cs
Fixes for continuous futures history requests (#6067)
2021-11-19 20:52:15 -03:00
IBaseData.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
IDataAggregator.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
IndexedBasedData.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
ISubscriptionEnumeratorFactory.cs
Renamed IDataFileProvider to IDataProvider using resharper
2017-02-15 12:16:50 -05:00
LeanDataWriter.cs
Feature Daily/Hourly Options Support (#6017)
2021-11-11 20:05:31 -03:00
Slice.cs
Fixes for OpenInterest storing (#4712)
2020-09-11 15:28:27 -07:00
SliceExtensions.cs
Alpha Streams improvements (#5876)
2021-08-27 13:50:45 -03:00
SubscriptionDataConfig.cs
Continuous Futures Refactor. Live Mappings (#6076)
2021-11-30 21:38:50 -03:00
SubscriptionDataConfigExtensions.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
SubscriptionDataConfigList.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
SubscriptionDataSource.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
SubscriptionManager.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00