Collection Subscription Factory takes a BaseDataCollection from BaseData factories and yields it one point at a time to the algorithm More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.CollectionSubscriptionDataSourceReader:

Public Member Functions
	CollectionSubscriptionDataSourceReader (IDataCacheProvider dataCacheProvider, SubscriptionDataConfig config, DateTime date, bool isLiveMode, IObjectStore objectStore)
	Initializes a new instance of the CollectionSubscriptionDataSourceReader class More...

override IEnumerable< BaseData >	Read (SubscriptionDataSource source)
	Reads the specified source More...

Events
EventHandler< ReaderErrorEventArgs >	ReaderError
	Event fired when an exception is thrown during a call to BaseData.Reader(SubscriptionDataConfig, string, DateTime, bool) More...

Events inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
EventHandler< InvalidSourceEventArgs >	InvalidSource
	Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More...

Events inherited from QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader
EventHandler< InvalidSourceEventArgs >	InvalidSource
	Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More...

Additional Inherited Members
Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
	BaseSubscriptionDataSourceReader (IDataCacheProvider dataCacheProvider, bool isLiveMode, IObjectStore objectStore)
	Creates a new instance More...

IStreamReader	CreateStreamReader (SubscriptionDataSource subscriptionDataSource)
	Creates a new IStreamReader for the specified subscriptionDataSource More...

void	OnInvalidSource (SubscriptionDataSource source, Exception exception)
	Event invocator for the InvalidSource event More...

Properties inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
bool	IsLiveMode `[get]`
	True if we're in live mode, false for backtesting More...

IDataCacheProvider	DataCacheProvider `[get]`
	The data cache provider to use More...

IObjectStore	ObjectStore `[get]`
	The object store to use More...

Detailed Description

Collection Subscription Factory takes a BaseDataCollection from BaseData factories and yields it one point at a time to the algorithm

Constructor & Destructor Documentation

QuantConnect.Lean.Engine.DataFeeds.CollectionSubscriptionDataSourceReader.CollectionSubscriptionDataSourceReader	(	IDataCacheProvider	dataCacheProvider,
		SubscriptionDataConfig	config,
		DateTime	date,
		bool	isLiveMode,
		IObjectStore	objectStore
	)

Initializes a new instance of the CollectionSubscriptionDataSourceReader class

Parameters

dataCacheProvider	Used to cache data for requested from the IDataProvider
config	The subscription's configuration
date	The date this factory was produced to read data for
isLiveMode	True if we're in live mode, false for backtesting