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
	LiveFutureChainProvider (IDataCacheProvider dataCacheProvider)
	Creates a new instance More...

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.BacktestingFutureChainProvider
	BacktestingFutureChainProvider (IDataCacheProvider dataCacheProvider)
	Creates a new instance More...

Additional Inherited Members
Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider
	BacktestingChainProvider (IDataCacheProvider dataCacheProvider)
	Creates a new instance 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
IDataCacheProvider	DataCacheProvider `[get]`
	The data cache 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.

Constructor & Destructor Documentation

QuantConnect.Lean.Engine.DataFeeds.LiveFutureChainProvider.LiveFutureChainProvider ( IDataCacheProvider dataCacheProvider )

Creates a new instance

Parameters

dataCacheProvider The data cache provider instance to use

Definition at line 34 of file LiveFutureChainProvider.cs.

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 44 of file LiveFutureChainProvider.cs.

Here is the call graph for this function:

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