Jhonathan Abreu 4602a9d222 Fill-forward last warmup data point to normal data feed (#8831) ...

* Fill-forward last warmup data point to normal data feed

* Minor clean up

* Minor changes and unit tests

* Address peer review

* Minor changes

* Improve unit tests

2025-06-17 12:07:58 -04:00

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Enumerators

Fill-forward last warmup data point to normal data feed (#8831)

2025-06-17 12:07:58 -04:00

Queues

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

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

Transport

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WorkScheduling

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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

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BaseSubscriptionDataSourceReader.cs

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CachingFutureChainProvider.cs

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CachingOptionChainProvider.cs

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ChainProviderInitializeParameters.cs

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

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

CollectionSubscriptionDataSourceReader.cs

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CompositeDataProvider.cs

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CompositeTimeProvider.cs

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CreateStreamReaderErrorEventArgs.cs

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CurrencySubscriptionDataConfigManager.cs

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DataChannelProvider.cs

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DataFeedPacket.cs

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DataManager.cs

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

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

DataPermissionManager.cs

Avoid empty public constructor from being removed (#8837)

2025-06-17 13:04:30 -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

Fill-forward last warmup data point to normal data feed (#8831)

2025-06-17 12:07:58 -04:00

FillForwardResolutionChangedEvent.cs

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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

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

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LiveTradingDataFeed.cs

Fill-forward last warmup data point to normal data feed (#8831)

2025-06-17 12:07:58 -04:00

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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ProcessedDataProvider.cs

File-based options universe (#8212)

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

ReaderErrorEventArgs.cs

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RealTimeScheduleEventService.cs

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SingleEntryDataCacheProvider.cs

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Subscription.cs

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SubscriptionCollection.cs

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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

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SubscriptionFrontierTimeProvider.cs

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SubscriptionSynchronizer.cs

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SubscriptionUtils.cs

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Synchronizer.cs

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TextSubscriptionDataSourceReader.cs

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

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

TimeSlice.cs

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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

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ZipDataCacheProvider.cs

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ZipEntryNameSubscriptionDataSourceReader.cs

Fix warnings CA1574 (#8186)

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