Martin-Molinero 4823cca7ef 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

Add StreamReader BaseData.Reader

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

WorkScheduling

Enable debugging worker threads (#6647)

2022-09-21 16:29:37 -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

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

Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels

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

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

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

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

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

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

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

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

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

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

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

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

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

Add internal subscription manager (#4678)

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

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

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