An implementation of IFutureChainProvider that fetches the list of contracts from an external source More...

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

Public Member Functions
override IEnumerable< Symbol >	GetFutureContractList (Symbol symbol, DateTime date)
	Gets the list of future contracts for a given underlying symbol More...

Public Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider
void	Initialize (ChainProviderInitializeParameters parameters)
	Initializes a new instance of the BacktestingChainProvider class More...

Additional Inherited Members
Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider
	BacktestingChainProvider ()
	Initializes a new instance of the BacktestingChainProvider class More...

IEnumerable< Symbol >	GetSymbols (Symbol canonicalSymbol, DateTime date)
	Get the contract symbols associated with the given canonical symbol and date More...

Static Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BacktestingFutureChainProvider
static Symbol	GetSymbol (Symbol symbol)
	Helper method to get the symbol to use More...

Static Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider
static bool	IsContractExpired (Symbol symbol, DateTime date)
	Helper method to determine if a contract is expired for the requested date More...

Properties inherited from QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider
IMapFileProvider	MapFileProvider `[get]`
	The map file provider instance to use More...

IHistoryProvider	HistoryProvider `[get]`
	The history provider instance to use More...

Detailed Description

An implementation of IFutureChainProvider that fetches the list of contracts from an external source

Definition at line 28 of file LiveFutureChainProvider.cs.

Member Function Documentation

override IEnumerable<Symbol> QuantConnect.Lean.Engine.DataFeeds.LiveFutureChainProvider.GetFutureContractList	(	Symbol	symbol,
		DateTime	date
	)

virtual

Gets the list of future contracts for a given underlying symbol

Parameters

symbol	The underlying symbol
date	The date for which to request the future chain (only used in backtesting)

Definition at line 36 of file LiveFutureChainProvider.cs.

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