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Martin-Molinero 4b94f50754
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Option selection improvements (#6144) 
- Zip entries will be sourced from cache provider
- Option underlying will use SubscriptionDataSource to fetch it's data.
  Fixing bug where it would let through an old data point, or miss
  sending data through.
2022-01-10 11:18:28 -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
Do not send internal SecurityChanges to Algorithm (#6118)
2021-12-21 20:24:32 -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
Option selection improvements (#6144)
2022-01-10 11:18:28 -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
Bug 6115 adjust dates (#6124)
2021-12-21 17:33:36 -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
CompositeDataQueueHandler handles duplicate configs (#6101)
2021-12-09 14:53:04 -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