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Martin-Molinero 4823cca7ef
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Multiple Symbol Selection Universe (#7273) 
- Add support and example algorithms for multiple symbol selection universe
 including custom data types.
2023-05-25 15:23:18 -03:00
..
Enumerators
Minor fill forward enumerator fix (#7068)
2023-03-15 10:18:43 -03:00
Queues
Minor fake data queue handler fixes (#7114)
2023-03-21 15:10:03 -03:00
Transport
…
WorkScheduling
Enable debugging worker threads (#6647)
2022-09-21 16:29:37 -03:00
AggregationManager.cs
…
ApiDataProvider.cs
Minor tweak for ApiDataProvider to support India (#6169)
2022-01-24 21:27:22 -03:00
BacktestingChainProvider.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BacktestingFutureChainProvider.cs
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
BacktestingOptionChainProvider.cs
Expand Index option support (#6849)
2023-01-12 16:39:02 -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
Downloader Data Provider Improvements (#7159)
2023-03-31 18:29:55 -03:00
BaseSubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
CachingFutureChainProvider.cs
…
CachingOptionChainProvider.cs
Expand Index option support (#6849)
2023-01-12 16:39:02 -03:00
CollectionSubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
CompositeDataProvider.cs
Data monitor (#6725)
2022-11-09 17:38:34 -03:00
CompositeTimeProvider.cs
Refactor multi IDQH frontier (#6709)
2022-10-25 11:59:21 -03:00
CreateStreamReaderErrorEventArgs.cs
…
CurrencySubscriptionDataConfigManager.cs
Portfolio.UnsettledCashBook update when quote currency is not the account currency (#6871)
2023-02-09 12:53:52 -03:00
DataChannelProvider.cs
Live margin interest rate bug (#6833)
2023-01-03 14:13:11 -03:00
DataFeedPacket.cs
Memory Related Performance improvements (#6700)
2022-10-21 15:11:18 -03:00
DataManager.cs
Multiple Symbol Selection Universe (#7273)
2023-05-25 15:23:18 -03:00
DataPermissionManager.cs
…
DataQueueHandlerManager.cs
Expand Index option support (#6849)
2023-01-12 16:39:02 -03:00
DefaultDataProvider.cs
Data monitor (#6725)
2022-11-09 17:38:34 -03:00
DownloaderDataProvider.cs
Downloader Data Provider Improvements (#7159)
2023-03-31 18:29:55 -03:00
FileSystemDataFeed.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
FillForwardResolutionChangedEvent.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -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
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -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
Rename SubscriptionRequest.TradableDates to TradableDatesInDataTimeZone for clarity (#6892)
2023-02-08 20:28:37 -03:00
ManualTimeProvider.cs
…
NullDataFeed.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
PendingRemovalsManager.cs
…
PrecalculatedSubscriptionData.cs
…
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
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
SubscriptionCollection.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
SubscriptionData.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
SubscriptionDataReader.cs
Fix future daily price scale factor update (#6963)
2023-02-14 20:09:59 -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
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
Synchronizer.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
TextSubscriptionDataSourceReader.cs
Fix fill forward unit tests (#7070)
2023-03-15 12:45:04 -03:00
TimeSlice.cs
…
TimeSliceFactory.cs
Remove internal subscriptions from future chain (#7169)
2023-04-05 18:23:04 -03:00
UniverseSelection.cs
Fix security cache reset (#6959)
2023-02-14 12:09:27 -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