Utilities related to data Subscription More...

Static Public Member Functions
static Subscription	Create (SubscriptionRequest request, IEnumerator< BaseData > enumerator)
	Creates a new Subscription which will directly consume the provided enumerator More...

static Subscription	CreateAndScheduleWorker (SubscriptionRequest request, IEnumerator< BaseData > enumerator, IFactorFileProvider factorFileProvider, bool enablePriceScale)
	Setups a new Subscription which will consume a blocking EnqueueableEnumerator<T> that will be feed by a worker task More...

Detailed Description

Utilities related to data Subscription

Definition at line 33 of file SubscriptionUtils.cs.

Member Function Documentation

static Subscription QuantConnect.Lean.Engine.DataFeeds.SubscriptionUtils.Create	(	SubscriptionRequest	request,
		IEnumerator< BaseData >	enumerator
	)

static

Creates a new Subscription which will directly consume the provided enumerator

Parameters

request	The subscription data request
enumerator	The data enumerator stack

Definition at line 41 of file SubscriptionUtils.cs.

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static Subscription QuantConnect.Lean.Engine.DataFeeds.SubscriptionUtils.CreateAndScheduleWorker	(	SubscriptionRequest	request,
		IEnumerator< BaseData >	enumerator,
		IFactorFileProvider	factorFileProvider,
		bool	enablePriceScale
	)

static

Setups a new Subscription which will consume a blocking EnqueueableEnumerator<T> that will be feed by a worker task

Parameters

request	The subscription data request
enumerator	The data enumerator stack
factorFileProvider	The factor file provider
enablePriceScale	Enables price factoring

Definition at line 70 of file SubscriptionUtils.cs.

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