QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataSubscriptionEnumeratorFactory Class Reference

Provides a default implementation of ISubscriptionEnumeratorFactory that uses BaseData factory methods for reading sources More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataSubscriptionEnumeratorFactory:

Public Member Functions
	BaseDataSubscriptionEnumeratorFactory (IOptionChainProvider optionChainProvider, IFutureChainProvider futureChainProvider)
	Initializes a new instance of the BaseDataSubscriptionEnumeratorFactory class More...
IEnumerator< BaseData >	CreateEnumerator (SubscriptionRequest request, IDataProvider dataProvider)
	Creates an enumerator to read the specified request More...

Detailed Description

Provides a default implementation of ISubscriptionEnumeratorFactory that uses BaseData factory methods for reading sources

Definition at line 30 of file BaseDataSubscriptionEnumeratorFactory.cs.

Constructor & Destructor Documentation

BaseDataSubscriptionEnumeratorFactory()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataSubscriptionEnumeratorFactory.BaseDataSubscriptionEnumeratorFactory	(	IOptionChainProvider	optionChainProvider,
		IFutureChainProvider	futureChainProvider
	)

Initializes a new instance of the BaseDataSubscriptionEnumeratorFactory class

Parameters

optionChainProvider	The option chain provider
futureChainProvider	The future chain provider

Definition at line 41 of file BaseDataSubscriptionEnumeratorFactory.cs.

Member Function Documentation

CreateEnumerator()

IEnumerator<BaseData> QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataSubscriptionEnumeratorFactory.CreateEnumerator	(	SubscriptionRequest	request,
		IDataProvider	dataProvider
	)

Creates an enumerator to read the specified request

Parameters

request	The subscription request to be read
dataProvider	Provider used to get data when it is not present on disk

Returns

An enumerator reading the subscription request

Implements QuantConnect.Data.ISubscriptionEnumeratorFactory.

Definition at line 54 of file BaseDataSubscriptionEnumeratorFactory.cs.

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The documentation for this class was generated from the following file:

• Engine/DataFeeds/Enumerators/Factories/BaseDataSubscriptionEnumeratorFactory.cs