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

Provides an implementation of ISubscriptionEnumeratorFactory for the OptionChainUniverse More...

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

Public Member Functions
	OptionChainUniverseSubscriptionEnumeratorFactory (Func< SubscriptionRequest, IEnumerator< BaseData >> enumeratorConfigurator, IDataQueueUniverseProvider symbolUniverse, ITimeProvider timeProvider)
	Initializes a new instance of the OptionChainUniverseSubscriptionEnumeratorFactory class More...
IEnumerator< BaseData >	CreateEnumerator (SubscriptionRequest request, IDataProvider dataProvider)
	Creates an enumerator to read the specified request More...

Detailed Description

Provides an implementation of ISubscriptionEnumeratorFactory for the OptionChainUniverse

Definition at line 30 of file OptionChainUniverseSubscriptionEnumeratorFactory.cs.

Constructor & Destructor Documentation

OptionChainUniverseSubscriptionEnumeratorFactory()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.OptionChainUniverseSubscriptionEnumeratorFactory.OptionChainUniverseSubscriptionEnumeratorFactory	(	Func< SubscriptionRequest, IEnumerator< BaseData >>	enumeratorConfigurator,
		IDataQueueUniverseProvider	symbolUniverse,
		ITimeProvider	timeProvider
	)

Initializes a new instance of the OptionChainUniverseSubscriptionEnumeratorFactory class

Parameters

enumeratorConfigurator	Function used to configure the sub-enumerators before sync (fill-forward/filter/ect...)
symbolUniverse	Symbol universe provider of the data queue
timeProvider	The time provider instance used to determine when bars are completed and can be emitted

Definition at line 44 of file OptionChainUniverseSubscriptionEnumeratorFactory.cs.

Member Function Documentation

CreateEnumerator()

IEnumerator<BaseData> QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.OptionChainUniverseSubscriptionEnumeratorFactory.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 59 of file OptionChainUniverseSubscriptionEnumeratorFactory.cs.

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

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