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quantconnect--lean/Engine/DataFeeds
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Martin-Molinero d6d3514ae2 Live warmup resolution check (#6586) 
- Add check for live warmup history request, making sure there is at
  least room for a single bar between start and end. Avoid sending
  start==end when rouded down by the resolution causing some history
  providers to fail
2022-08-26 10:50:02 -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
…
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
…
CachingOptionChainProvider.cs
…
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
…
DataChannelProvider.cs
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
DataFeedPacket.cs
…
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
Add missing CancellationTokenSource dispose (#6512)
2022-08-01 11:12:01 -03:00
IDataFeed.cs
…
IDataFeedSubscriptionManager.cs
…
IDataFeedTimeProvider.cs
…
IDataManager.cs
…
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
…
ISubscriptionDataSourceReader.cs
…
ISubscriptionSynchronizer.cs
…
ISynchronizer.cs
…
LiveFutureChainProvider.cs
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
LiveOptionChainProvider.cs
Update to python38 and libraries (#6558)
2022-08-22 13:54:02 -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
Live warmup resolution check (#6586)
2022-08-26 10:50:02 -03:00
ManualTimeProvider.cs
…
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
…
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
…
SubscriptionCollection.cs
…
SubscriptionData.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -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
…
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
…
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