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quantconnect--lean/Engine/DataFeeds
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Martin Molinero 03e10101cc Fix Delisted.Warning event time 
- Fix Delisted.Warning event time, some futures add hours to their
  expiration date. Adding regression algorithm
2020-06-08 20:01:12 -03:00
..
Enumerators
Fix Delisted.Warning event time
2020-06-08 20:01:12 -03:00
Queues
Add timer dispose in FakeDataQueue.Dispose
2020-04-28 23:08:34 +02:00
Transport
Add StreamReader BaseData.Reader
2019-11-18 17:03:27 -03:00
WorkScheduling
Address reviews. Pop from end of List
2020-01-09 10:09:07 -03:00
ApiDataProvider.cs
Download RemoteFile once for backtests
2019-05-29 18:38:07 -03:00
BacktestingFutureChainProvider.cs
BacktestingFutureChainProvider contract list resolution
2019-10-07 13:49:28 -03:00
BacktestingOptionChainProvider.cs
Refactor option chain providers
2017-08-02 22:43:15 +02:00
BaseDataExchange.cs
Removing DF thread - LTDF bridge
2018-10-09 14:04:41 -03:00
BaseSubscriptionDataSourceReader.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
CachingFutureChainProvider.cs
Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels
2017-12-04 14:16:59 +00:00
CachingOptionChainProvider.cs
Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels
2017-12-04 14:16:59 +00:00
CollectionSubscriptionDataSourceReader.cs
Raise InvalidSource when reader is empty
2019-09-27 15:26:36 -04:00
CreateStreamReaderErrorEventArgs.cs
Renames ISubscriptionFactory to ISubscriptionDataSourceReader
2016-06-04 18:15:59 -04:00
CurrencySubscriptionDataConfigManager.cs
Fix IB Forex zero conversion rates
2019-11-08 20:39:41 +01:00
DataChannelProvider.cs
Add UserDataSubscriptions for streaming custom data
2020-03-24 12:00:33 +01:00
DataFeedPacket.cs
Address reviews
2019-06-04 17:16:52 -03:00
DataManager.cs
PythonSlice
2020-04-27 19:03:03 -03:00
DefaultDataProvider.cs
Address reviews
2019-11-20 17:20:33 -03:00
FileSystemDataFeed.cs
Fix ProcessSplitSymbols exception
2019-12-12 17:14:47 -03:00
IDataChannelProvider.cs
Add UserDataSubscriptions for streaming custom data
2020-03-24 12:00:33 +01:00
IDataFeed.cs
Move DataManager in front of DataFeed
2018-10-29 16:13:27 -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
Lazy OnEndOfDay ScheduledEvent
2019-12-19 19:07:16 -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
Value types thread safety changes
2020-05-01 16:58:29 -03:00
LiveOptionChainProvider.cs
Address review
2019-07-04 01:09:58 +02:00
LiveSynchronizer.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
LiveTradingDataFeed.cs
Add UserDataSubscriptions for streaming custom data
2020-03-24 12:00:33 +01:00
ManualTimeProvider.cs
Adding new ReferenceWrapper
2020-04-30 19:56:15 -03:00
NullDataFeed.cs
Move DataManager in front of DataFeed
2018-10-29 16:13:27 -03:00
PendingRemovalsManager.cs
Addressing reviews
2018-11-08 13:02:12 -03:00
PredicateTimeProvider.cs
Address reviews
2019-06-17 23:40:56 -03:00
ReaderErrorEventArgs.cs
Renames ISubscriptionFactory to ISubscriptionDataSourceReader
2016-06-04 18:15:59 -04:00
RealTimeScheduleEventService.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
SingleEntryDataCacheProvider.cs
Address reviews
2019-05-31 18:26:18 -03:00
Subscription.cs
Overall performance improvements v2
2019-06-05 17:06:59 -03:00
SubscriptionCollection.cs
Enable parallel unit testing
2020-04-27 17:45:53 -03:00
SubscriptionData.cs
Fixes rounding of Time property in SubscriptionData for data that has no time delta.
2020-05-22 17:13:18 -07:00
SubscriptionDataReader.cs
Lazy OnEndOfDay ScheduledEvent
2019-12-19 19:07:16 -03:00
SubscriptionDataSourceReader.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
SubscriptionFrontierTimeProvider.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
SubscriptionSynchronizer.cs
Performance improvements for Options
2020-05-05 21:14:12 -03:00
SubscriptionUtils.cs
New data feed work scheduling system
2020-01-07 15:21:47 -03:00
Synchronizer.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
TextSubscriptionDataSourceReader.cs
Add StreamReader for Tick
2020-04-28 13:32:40 -03:00
TimeSlice.cs
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
TimeSliceFactory.cs
Performance improvements
2019-10-17 10:26:37 -03:00
UniverseSelection.cs
Fixes and rebase
2020-04-24 17:21:28 -03:00
UpdateData.cs
Performance improvements
2019-10-17 10:26:37 -03:00
ZipDataCacheProvider.cs
Fix unhandled exception in ZipDataCacheProvider
2020-05-08 17:11:53 +02:00
ZipEntryNameSubscriptionDataSourceReader.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00