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quantconnect--lean/Engine/DataFeeds
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Martin-Molinero 0278002917
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Use Quote instead of OpenInterest for chain data. Revert previous changes
2022-06-08 09:30:43 -03:00
..
Enumerators
Universe selection will use Cache providers
2022-06-07 17:35:29 -03:00
Queues
Universe selection will use Cache providers
2022-06-07 17:35:29 -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
BacktestingCacheProvider.cs
Use Quote instead of OpenInterest for chain data. Revert previous changes
2022-06-08 09:30:43 -03:00
BacktestingFutureChainProvider.cs
Universe selection will use Cache providers
2022-06-07 17:35:29 -03:00
BacktestingOptionChainProvider.cs
Universe selection will use Cache providers
2022-06-07 17:35:29 -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
Universe selection will use Cache providers
2022-06-07 17:35:29 -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
Universe selection will use Cache providers
2022-06-07 17:35:29 -03:00
LiveOptionChainProvider.cs
Add null reference check
2022-06-07 17:35:29 -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
Add null reference check
2022-06-07 17:35:29 -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
Only use BaseDataCollection class
2022-06-07 17:35:28 -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
Only use BaseDataCollection class
2022-06-07 17:35:28 -03:00
UniverseSelection.cs
Add more tests and few fixes
2022-06-07 17:35:29 -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