Martin-Molinero 3a00b6963c Avoid sending expired symbols to IDQH (#6378) ...

- Avoid sending expired symbols to the IDQH. This can happen during
  warmup period. Adding unit tests

2022-06-06 19:30:04 -03:00

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Enumerators

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

Queues

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

Transport

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WorkScheduling

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AggregationManager.cs

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ApiDataProvider.cs

Minor tweak for ApiDataProvider to support India (#6169)

2022-01-24 21:27:22 -03:00

BacktestingFutureChainProvider.cs

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BacktestingOptionChainProvider.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

BaseDataCollectionAggregatorReader.cs

Bug fix python history requests enumerable data (#6066)

2021-11-19 14:58:48 -03:00

BaseDataExchange.cs

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

BaseDownloaderDataProvider.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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CompositeDataProvider.cs

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CreateStreamReaderErrorEventArgs.cs

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CurrencySubscriptionDataConfigManager.cs

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DataChannelProvider.cs

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DataFeedPacket.cs

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DataManager.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

DataPermissionManager.cs

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DataQueueHandlerManager.cs

CompositeDataQueueHandler handles duplicate configs (#6101)

2021-12-09 14:53:04 -03:00

DefaultDataProvider.cs

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DownloaderDataProvider.cs

Add tick type to data downloader get (price data) call in order for a… (#6057)

2021-11-22 12:00:16 -03:00

FileSystemDataFeed.cs

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

IDataFeed.cs

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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

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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

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LiveOptionChainProvider.cs

Fix HttpClient request timeout (#6273)

2022-03-30 17:34:02 -03:00

LiveSynchronizer.cs

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

LiveTimeProvider.cs

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

LiveTradingDataFeed.cs

Avoid sending expired symbols to IDQH (#6378)

2022-06-06 19:30:04 -03:00

ManualTimeProvider.cs

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NullDataFeed.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

PendingRemovalsManager.cs

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PrecalculatedSubscriptionData.cs

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PredicateTimeProvider.cs

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

ReaderErrorEventArgs.cs

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RealTimeScheduleEventService.cs

Performance improvements and fixes (#6330)

2022-05-13 15:04:09 -03:00

SingleEntryDataCacheProvider.cs

Option selection improvements (#6144)

2022-01-10 11:18:28 -03:00

Subscription.cs

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SubscriptionCollection.cs

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SubscriptionData.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

SubscriptionDataReader.cs

Fix daily auxiliary data points emission time (#6186)

2022-02-04 21:06:45 -03:00

SubscriptionDataSourceReader.cs

Option selection improvements (#6144)

2022-01-10 11:18:28 -03:00

SubscriptionFrontierTimeProvider.cs

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SubscriptionSynchronizer.cs

Bug fix python history requests enumerable data (#6066)

2021-11-19 14:58:48 -03:00

SubscriptionUtils.cs

Continuous Futures Refactor. Live Mappings (#6076)

2021-11-30 21:38:50 -03:00

Synchronizer.cs

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

TextSubscriptionDataSourceReader.cs

Minor improvements for data reading and caching (#6113)

2021-12-16 19:58:37 -03:00

TimeSlice.cs

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TimeSliceFactory.cs

Fixes HistoryProviderManager slice merging by using algortime for all slices (#6226)

2022-02-18 20:43:33 -03:00

UniverseSelection.cs

Fix bug with SetBenchmark() using custom data (#6304)

2022-04-27 13:58:10 -03:00

UpdateData.cs

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ZipDataCacheProvider.cs

Expand GetSecondUnevenWait usages (#6340)

2022-05-16 20:12:22 -03:00

ZipEntryNameSubscriptionDataSourceReader.cs

Option selection improvements (#6144)

2022-01-10 11:18:28 -03:00