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

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Enumerators

FactorFiles bases live auxiliary events (#7293)

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

Queues

Minor fake data queue handler fixes (#7114)

2023-03-21 15:10:03 -03:00

Transport

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WorkScheduling

Enable debugging worker threads (#6647)

2022-09-21 16:29:37 -03:00

AggregationManager.cs

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ApiDataProvider.cs

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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

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BaseDataExchange.cs

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BaseDownloaderDataProvider.cs

Downloader Data Provider Improvements (#7159)

2023-03-31 18:29:55 -03:00

BaseSubscriptionDataSourceReader.cs

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CachingFutureChainProvider.cs

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CachingOptionChainProvider.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

CollectionSubscriptionDataSourceReader.cs

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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

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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

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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

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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

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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

Chain Providers will filter expired (#7267)

2023-05-23 18:33:07 -03:00

LiveSynchronizer.cs

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LiveTimeProvider.cs

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LiveTradingDataFeed.cs

FactorFiles bases live auxiliary events (#7293)

2023-06-08 13:27:55 -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

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ReaderErrorEventArgs.cs

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RealTimeScheduleEventService.cs

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SingleEntryDataCacheProvider.cs

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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

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SubscriptionFrontierTimeProvider.cs

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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

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TextSubscriptionDataSourceReader.cs

Fix fill forward unit tests (#7070)

2023-03-15 12:45:04 -03:00

TimeSlice.cs

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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

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ZipDataCacheProvider.cs

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ZipEntryNameSubscriptionDataSourceReader.cs

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