Martin-Molinero 31fc7ac236 Do not generate Equity Quote Daily data (#6483) ...

- Fix for so the random data generator does not try to create daily
  equity quote data

2022-07-14 10:20:34 -03:00

..

Enumerators

Fix live future and option universe selection daily resolution (#6482)

2022-07-13 19:10:13 -03:00

Queues

Refactor chain providers (#6394)

2022-06-10 11:24:09 -03:00

Transport

Add StreamReader BaseData.Reader

2019-11-18 17:03:27 -03:00

WorkScheduling

Refactor work queue scheduling (#6465)

2022-07-06 12:13:32 -03:00

AggregationManager.cs

Add internal subscriptions always (#4690)

2020-09-03 18:15:21 -07:00

ApiDataProvider.cs

Minor tweak for ApiDataProvider to support India (#6169)

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

BacktestingChainProvider.cs

Removed mapped futures contract is non tradable (#6479)

2022-07-13 15:36:24 -03:00

BacktestingFutureChainProvider.cs

Refactor chain providers (#6394)

2022-06-10 11:24:09 -03:00

BacktestingOptionChainProvider.cs

Refactor chain providers (#6394)

2022-06-10 11:24:09 -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

Fix for ApiDataProvider (#6461)

2022-07-05 18:43:58 -03:00

BaseSubscriptionDataSourceReader.cs

Add aggregator reader (#5942)

2021-09-27 17:25:23 -03:00

CachingFutureChainProvider.cs

Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels

2017-12-04 14:16:59 +00:00

CachingOptionChainProvider.cs

Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels

2017-12-04 14:16:59 +00:00

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

Address reviews

2019-06-04 17:16:52 -03:00

DataManager.cs

Do not generate Equity Quote Daily data (#6483)

2022-07-14 10:20:34 -03:00

DataPermissionManager.cs

Removes References To Built-in Custom Data Implementations (#5793)

2021-08-02 19:24:45 -03:00

DataQueueHandlerManager.cs

CompositeDataQueueHandler handles duplicate configs (#6101)

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

DefaultDataProvider.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

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

Live T-1 selection warmup (#6395)

2022-06-10 17:25:20 -03:00

IDataFeed.cs

Adding new DataPermissionManager

2020-06-12 12:34:10 -03:00

IDataFeedSubscriptionManager.cs

Reduce CPU usage in live synchronizer

2019-04-29 15:16:21 +02:00

IDataFeedTimeProvider.cs

Creating new Synchronizer - TimeSlice streamer

2018-10-19 15:36:08 -03:00

IDataManager.cs

Creating new Synchronizer - TimeSlice streamer

2018-10-19 15:36:08 -03:00

IndexSubscriptionDataSourceReader.cs

Add aggregator reader (#5942)

2021-09-27 17:25:23 -03:00

InternalSubscriptionManager.cs

Live Internal Subscription Start Time (#6392)

2022-06-09 17:28:32 -03:00

InvalidSourceEventArgs.cs

Renames ISubscriptionFactory to ISubscriptionDataSourceReader

2016-06-04 18:15:59 -04:00

ISubscriptionDataSourceReader.cs

File renames

2016-06-04 18:17:32 -04:00

ISubscriptionSynchronizer.cs

Adding new TimeSlice TimePulse

2019-08-07 14:45:39 -03:00

ISynchronizer.cs

Creating new Synchronizer - TimeSlice streamer

2018-10-19 15:36:08 -03:00

LiveFutureChainProvider.cs

Refactor chain providers (#6394)

2022-06-10 11:24:09 -03:00

LiveOptionChainProvider.cs

Refactor chain providers (#6394)

2022-06-10 11:24:09 -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

Smaller live warmup history requests (#6455)

2022-07-05 13:15:23 -03:00

ManualTimeProvider.cs

Adding new ReferenceWrapper

2020-04-30 19:56:15 -03:00

NullDataFeed.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -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

Warmup fixes (#6293)

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

ReaderErrorEventArgs.cs

Renames ISubscriptionFactory to ISubscriptionDataSourceReader

2016-06-04 18:15:59 -04:00

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

Overall performance improvements v2

2019-06-05 17:06:59 -03:00

SubscriptionCollection.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

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

Value types thread safety changes

2020-05-01 16:58:29 -03:00

SubscriptionSynchronizer.cs

Live T-1 selection warmup (#6395)

2022-06-10 17:25:20 -03:00

SubscriptionUtils.cs

Refactor work queue scheduling (#6465)

2022-07-06 12:13:32 -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

Add internal subscription manager (#4678)

2020-09-01 21:22:22 -03:00

TimeSliceFactory.cs

Live T-1 selection warmup (#6395)

2022-06-10 17:25:20 -03:00

UniverseSelection.cs

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

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

UpdateData.cs

Performance improvements

2019-10-17 10:26:37 -03:00

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