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

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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

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WorkScheduling

Refactor work queue scheduling (#6465)

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

AggregationManager.cs

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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

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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

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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

Do not generate Equity Quote Daily data (#6483)

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

DataPermissionManager.cs

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DataQueueHandlerManager.cs

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DefaultDataProvider.cs

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DownloaderDataProvider.cs

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FileSystemDataFeed.cs

Add missing CancellationTokenSource dispose (#6512)

2022-08-01 11:12:01 -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

Live Internal Subscription Start Time (#6392)

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

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

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

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NullDataFeed.cs

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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

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

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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

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TimeSlice.cs

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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

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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