Jhonathan Abreu 9e31261116 Add open interest data to future chains contracts (#8805) ...

* Add open interest data to future chains contracts

Even though futures chains and contracts are not created from internal subscriptions data (like OI subscriptions or continuous futures contracts subscriptions), we still want to add OI data to already created contracts given that OI subscriptions are always internal but trade an quote ones are not.

* Minor changes

2025-06-06 10:35:45 -03:00

..

Enumerators

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

Queues

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

Transport

Sourcing remote zipped custom data (#7976)

2024-04-26 12:15:01 -04:00

WorkScheduling

Enable debugging worker threads (#6647)

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

AggregationManager.cs

Fix for multiple market closes in date (#8509)

2025-01-09 12:56:37 -03:00

ApiDataProvider.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

BacktestingChainProvider.cs

Fill-forward previous universe files for manual chains fetching when current missing (#8691)

2025-04-11 13:57:29 -03:00

BacktestingFutureChainProvider.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

BacktestingOptionChainProvider.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

BaseDataCollectionAggregatorReader.cs

Universe data frames improvements (#8433)

2024-12-03 16:19:17 -04:00

BaseDataExchange.cs

Fix CS1570 and CS1572 warnings (#8187)

2024-07-10 11:16:16 -03:00

BaseDownloaderDataProvider.cs

Downloader Data Provider Improvements (#7159)

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

BaseSubscriptionDataSourceReader.cs

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -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

ChainProviderInitializeParameters.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

CollectionSubscriptionDataSourceReader.cs

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -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

Add support for auxiliary data history request (#7906)

2024-04-10 12:59:32 -03:00

DataFeedPacket.cs

Memory Related Performance improvements (#6700)

2022-10-21 15:11:18 -03:00

DataManager.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

DataPermissionManager.cs

Fix most of CA1725 warnings (#8154)

2024-07-05 16:19:56 -03:00

DataQueueHandlerManager.cs

Dotnet 9 (#8459)

2024-12-19 14:01:26 -03:00

DateChangeTimeKeeper.cs

Universe data frames normalization (#8385)

2024-11-26 16:16:34 -04:00

DefaultDataProvider.cs

Improve data not found error messages. (#8295)

2024-09-20 16:56:58 -03:00

DownloaderDataProvider.cs

Feature: Universe Data Downloader (#8612)

2025-03-12 19:38:18 -03:00

FileSystemDataFeed.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

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

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -03:00

InternalSubscriptionManager.cs

Fix second half of the CA1051 warnings (#8140)

2024-07-05 13:54:03 -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

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

LiveOptionChainProvider.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

LiveSynchronizer.cs

Fix warnings part 12 (#8182)

2024-07-09 11:08:42 -03:00

LiveTimeProvider.cs

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

LiveTradingDataFeed.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

ManualTimeProvider.cs

Adding new ReferenceWrapper

2020-04-30 19:56:15 -03:00

NullDataFeed.cs

Fix most of CA1725 warnings (#8154)

2024-07-05 16:19:56 -03:00

PendingRemovalsManager.cs

Delayed Settlement Cash Not Freed for Removed Assets (#7727)

2024-02-05 15:12:51 -03:00

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

ProcessedDataProvider.cs

File-based options universe (#8212)

2024-09-09 12:39:31 -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

Fix second half of the CA1051 warnings (#8140)

2024-07-05 13:54:03 -03:00

SubscriptionCollection.cs

Fix fill forward resolution adjustment on removal (#8049)

2024-05-24 10:15:26 -03:00

SubscriptionData.cs

Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)

2024-11-29 09:52:01 -04:00

SubscriptionDataReader.cs

Fix delisting time handling in SubscriptionDataReader (#8470)

2025-01-13 10:22:14 -04:00

SubscriptionDataSourceReader.cs

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -03:00

SubscriptionFrontierTimeProvider.cs

Value types thread safety changes

2020-05-01 16:58:29 -03:00

SubscriptionSynchronizer.cs

Fix fill forward resolution adjustment on removal (#8049)

2024-05-24 10:15:26 -03:00

SubscriptionUtils.cs

Daily data time adjustment (#8001)

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

Synchronizer.cs

Fix second half of the CA1051 warnings (#8140)

2024-07-05 13:54:03 -03:00

TextSubscriptionDataSourceReader.cs

Feature: new sorting property in SubscriptionDataSource and SortEnumerator (#8352)

2024-10-07 18:16:33 -03:00

TimeSlice.cs

Add internal subscription manager (#4678)

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

TimeSliceFactory.cs

Add open interest data to future chains contracts (#8805)

2025-06-06 10:35:45 -03:00

UniverseSelection.cs

Security initialization on re-addition (#8681)

2025-04-09 16:26:05 -04:00

UpdateData.cs

Fix second half of the CA1051 warnings (#8140)

2024-07-05 13:54:03 -03:00

ZipDataCacheProvider.cs

Get ZipDataCacheProvider timer from config (#7563)

2023-11-10 14:07:00 -03:00

ZipEntryNameSubscriptionDataSourceReader.cs

Fix warnings CA1574 (#8186)

2024-07-09 17:52:07 -03:00