Roman Yavnikov c556d16775 Feature: new Tick constructor for TickType.OpenInterest (#8323) ...

* feat: create OpenInterest constrcutor of Tick

* feat: GetSubscribedSymbols by TickType

* test:feat: GetSubscribeSymbolsBySpecificTickType

* refactor: equal channel name with InvariantCultureIgnoreCase

2024-09-17 12:52:24 -03:00

..

Auxiliary

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

Custom

Bump pythonNet version 2.0.12 (#6310)

2022-05-02 14:38:50 -03:00

Fundamental

Enable daily precise end time by default (#8254)

2024-08-14 12:49:56 -03:00

Market

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

Shortable

Adds Rebate and Fee Rates to Shortable Provider (#7840)

2024-03-13 16:04:33 -03:00

UniverseSelection

File-based options universe (#8212)

2024-09-09 12:39:31 -03:00

BaseDataConsolidatorTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

BaseDataTests.cs

Add BaseData.IsSparseData

2019-09-27 14:24:08 -04:00

CalendarConsolidatorsTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

ChannelTests.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

ClassicRangeConsolidatorTests.cs

Implement RangeConsolidator (#7385)

2023-07-27 10:02:02 -03:00

ClassicRenkoConsolidatorTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

ConsolidatorWrapperTests.cs

Improve consolidator scan (#7789)

2024-02-16 17:22:49 -03:00

DataQueueHandlerSubscriptionManagerTests.cs

Feature: new Tick constructor for TickType.OpenInterest (#8323)

2024-09-17 12:52:24 -03:00

DividendYieldProviderTests.cs

Dividend yield calculation fix (#8264)

2024-08-19 09:30:05 -04:00

DynamicDataConsolidatorTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

DynamicDataTests.cs

Add indicator helper methods for base Algorithm (#8076)

2024-07-01 13:27:47 -03:00

FakeDataQueuehandlerSubscriptionManager.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

IdentityDataConsolidatorTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

InterestRateProviderTests.cs

Change default American Option Pricing model to Binomial CRR model (#7426)

2023-08-18 14:34:46 -03:00

MarketHourAwareConsolidatorTests.cs

Daily data time adjustment (#8001)

2024-05-20 17:28:03 -03:00

MockSubscriptionDataConfigProvider.cs

Fill model will use internal configurations (#6494)

2022-07-19 19:00:35 -03:00

PeriodCountConsolidatorTests.cs

Period timespan consolidation improvements (#6408)

2022-06-20 15:14:44 -03:00

QuoteBarConsolidatorTests.cs

Period consolidator adjusments (#6444)

2022-06-27 19:17:20 -03:00

RangeConsolidatorTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

RenkoConsolidatorTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

SequentialConsolidatorTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

SliceTests.cs

Add more options to Field class (#8228)

2024-08-07 19:08:34 -03:00

SubscriptionDataSourceTests.cs

OBSOLETES:: BaseData.Reader and BaseData.GetSource

2015-06-11 17:34:53 -04:00

SubscriptionManagerTests.cs

File-based options universe (#8212)

2024-09-09 12:39:31 -03:00

TickConsolidatorTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

TickQuoteBarConsolidatorTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

TradeBarConsolidatorTests.cs

Period consolidator adjusments (#6444)

2022-06-27 19:17:20 -03:00

VolumeRenkoConsolidatorTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00