21 using System.Collections.Generic;
33 private readonly
Symbol[] _underlyingSymbol;
34 private DateTime _cacheDate;
96 var exchangeDate = localEndTime.Date;
97 if (_cacheDate == exchangeDate)
102 var availableContracts = data.
Data.Select(x => x.Symbol);
104 _optionFilterUniverse.Refresh(availableContracts, data.
Underlying, localEndTime);
107 _cacheDate = exchangeDate;
110 return _underlyingSymbol.Concat(results);
121 internal override bool AddMember(DateTime utcTime,
Security security,
bool isInternal)
136 if (
Securities.Any(x => x.Value.Security == security))
142 return Securities.TryAdd(security.
Symbol,
new Member(utcTime, security, isInternal));
164 var option = (
Option)security;
168 return base.GetSubscriptionRequests(security, currentTimeUtc, maximumEndTimeUtc, subscriptionService);