JosueNina 7821b02980 Market hours aware intraday consolidation (#9530) ...

* Add market-hours aware intraday consolidation to MarketHourAwareConsolidator

* Minor fix

* Address review comments

* Assert consolidated bar size in regression algorithms

* Move MarketHourAwareConsolidator to Data.Consolidators namespace

* Remove accidentally committed log file

* Keep MarketHourAwareConsolidator in Data.Common namespace

* Move MarketHourAwareConsolidator to Data.Consolidators namespace

2026-06-17 11:09:55 -03:00

..

DataDownloader

Feat: CanonicalDataDownloaderDecorator for chain support (#9299)

2026-02-23 15:58:15 +02:00

Enumerators

Avoid FF enumerator error warning (#9122)

2025-12-10 18:18:08 -03:00

Queues

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

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

Transport

Replace RestShap with HttpClient (#9143)

2025-12-22 09:50:25 -04:00

WorkScheduling

Enable debugging worker threads (#6647)

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

AggregationManager.cs

Market hours aware intraday consolidation (#9530)

2026-06-17 11:09:55 -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

…

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

Fix DataManager creating invalid data type subscriptions (#9379)

2026-04-14 10:32:47 -05:00

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

Feat: CanonicalDataDownloaderDecorator for chain support (#9299)

2026-02-23 15:58:15 +02:00

FileSystemDataFeed.cs

Refactor user define universe handling (#9088)

2025-11-18 12:29:05 -03:00

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

…

IDataFeedTimeProvider.cs

…

IDataManager.cs

…

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

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ISubscriptionDataSourceReader.cs

…

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

Remove Future expiry date from data & use Bank Holidays For Expirations (#8580)

2025-10-24 17:18:20 -03:00

LiveSynchronizer.cs

Fix OnWarmupFinished algorithm time alignment (#9445)

2026-05-15 10:08:49 -03:00

LiveTimeProvider.cs

Warmup fixes (#6293)

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

LiveTradingDataFeed.cs

Minor fix for schedule universe to always be 8 am ny (#9427)

2026-04-21 11:26:44 -03:00

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

Track securities addition and removal notifications (#9097)

2025-11-28 10:37:31 -04:00

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

…

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

Refactor user define universe handling (#9088)

2025-11-18 12:29:05 -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

Avoid FF enumerator error warning (#9122)

2025-12-10 18:18:08 -03:00

SubscriptionDataSourceReader.cs

Custom data sourced from the object store (#7493)

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

SubscriptionFrontierTimeProvider.cs

Refactor user define universe handling (#9088)

2025-11-18 12:29:05 -03:00

SubscriptionSynchronizer.cs

Add performance tracking tool (#9063)

2025-10-27 11:31:14 -03:00

SubscriptionUtils.cs

Refactor user define universe handling (#9088)

2025-11-18 12:29:05 -03:00

Synchronizer.cs

Fix OnWarmupFinished algorithm time alignment (#9445)

2026-05-15 10:08:49 -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

Fix custom data history on any symbol (#8890)

2025-07-24 18:18:54 -04:00

UniverseSelection.cs

Track securities addition and removal notifications (#9097)

2025-11-28 10:37:31 -04:00

UpdateData.cs

Fix second half of the CA1051 warnings (#8140)

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

ZipDataCacheProvider.cs

Remove Future expiry date from data & use Bank Holidays For Expirations (#8580)

2025-10-24 17:18:20 -03:00

ZipEntryNameSubscriptionDataSourceReader.cs

Fix warnings CA1574 (#8186)

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