Martin-Molinero ee3cea805e FactorFiles bases live auxiliary events (#7293) ...

- Adjusting live stack to emit live auxiliary events based on factor files.
    Updating existing tests
  - Minor improvements for map & factor file provider daily refresh time.
    Adding unit tests

2023-06-08 13:27:55 -03:00

..

AuxiliaryDataKey.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

CorporateFactorProvider.cs

Handle price discontinuity on volatility models (#7058)

2023-03-13 13:11:30 -03:00

CorporateFactorRow.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

FactorFile.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

FactorFileZipHelper.cs

Cache folder usage improvements (#7200)

2023-04-20 11:24:19 -03:00

IFactorProvider.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

IFactorRow.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

LocalDiskFactorFileProvider.cs

Cache folder usage improvements (#7200)

2023-04-20 11:24:19 -03:00

LocalDiskMapFileProvider.cs

Cache folder usage improvements (#7200)

2023-04-20 11:24:19 -03:00

LocalZipFactorFileProvider.cs

FactorFiles bases live auxiliary events (#7293)

2023-06-08 13:27:55 -03:00

LocalZipMapFileProvider.cs

FactorFiles bases live auxiliary events (#7293)

2023-06-08 13:27:55 -03:00

MapFile.cs

Cache folder usage improvements (#7200)

2023-04-20 11:24:19 -03:00

MapFilePrimaryExchangeProvider.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

MapFileResolver.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

MapFileRow.cs

Add OpenInterestAnnual (#6436)

2022-06-23 19:22:24 -03:00

MapFileZipHelper.cs

Cache folder usage improvements (#7200)

2023-04-20 11:24:19 -03:00

MappingContractFactorProvider.cs

Fixes for continuous futures history requests (#6067)

2021-11-19 20:52:15 -03:00

MappingContractFactorRow.cs

Add OpenInterestAnnual (#6436)

2022-06-23 19:22:24 -03:00

MappingExtensions.cs

Multiple Symbol Selection Universe (#7273)

2023-05-25 15:23:18 -03:00

PriceScalingExtensions.cs

Handle price discontinuity on volatility models (#7058)

2023-03-13 13:11:30 -03:00

QuoteConditionFlags.cs

Fix Lean Warnings V1 (#5408)

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

TradeConditionFlags.cs

Fix Lean Warnings V1 (#5408)

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

ZipEntryName.cs

Set ZipEntryName.DataType to Auxiliary

2018-04-26 13:13:50 -04:00