QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection Class Reference

Provides a collection for holding subscriptions. More...

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

Public Member Functions
	SubscriptionCollection ()
	Initializes a new instance of the SubscriptionCollection class More...
bool	Contains (SubscriptionDataConfig configuration)
	Checks the collection for the specified subscription configuration More...
bool	TryAdd (Subscription subscription)
	Attempts to add the specified subscription to the collection. If another subscription exists with the same configuration then it won't be added. More...
bool	TryGetValue (SubscriptionDataConfig configuration, out Subscription subscription)
	Attempts to retrieve the subscription with the specified configuration More...
bool	TryRemove (SubscriptionDataConfig configuration, out Subscription subscription)
	Attempts to remove the subscription with the specified configuraton from the collection. More...
IEnumerator< Subscription >	GetEnumerator ()
	Returns an enumerator that iterates through the collection. More...
Ref< TimeSpan >	UpdateAndGetFillForwardResolution (SubscriptionDataConfig configuration=null)
	Gets and updates the fill forward resolution by checking specified subscription configurations and selecting the smallest resoluton not equal to tick More...
void	FreezeFillForwardResolution (bool freeze)
	Will disable or enable fill forward resolution updates More...

Events
EventHandler< FillForwardResolutionChangedEvent >	FillForwardResolutionChanged
	Event fired when the fill forward resolution changes More...

Detailed Description

Provides a collection for holding subscriptions.

Definition at line 30 of file SubscriptionCollection.cs.

Constructor & Destructor Documentation

SubscriptionCollection()

QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.SubscriptionCollection

(

)

Initializes a new instance of the SubscriptionCollection class

Definition at line 49 of file SubscriptionCollection.cs.

Member Function Documentation

Contains()

bool QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.Contains

(

SubscriptionDataConfig

configuration

)

Checks the collection for the specified subscription configuration

Parameters

configuration

The subscription configuration to check for

Returns

True if a subscription with the specified configuration is found in this collection, false otherwise

Definition at line 62 of file SubscriptionCollection.cs.

TryAdd()

bool QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.TryAdd

(

Subscription

subscription

)

Attempts to add the specified subscription to the collection. If another subscription exists with the same configuration then it won't be added.

Parameters

subscription

The subscription to add

Returns

True if the subscription is successfully added, false otherwise

Definition at line 73 of file SubscriptionCollection.cs.

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TryGetValue()

bool QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.TryGetValue	(	SubscriptionDataConfig	configuration,
		out Subscription	subscription
	)

Attempts to retrieve the subscription with the specified configuration

Parameters

configuration	The subscription's configuration
subscription	The subscription matching the configuration, null if not found

Returns

True if the subscription is successfully retrieved, false otherwise

Definition at line 90 of file SubscriptionCollection.cs.

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TryRemove()

bool QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.TryRemove	(	SubscriptionDataConfig	configuration,
		out Subscription	subscription
	)

Attempts to remove the subscription with the specified configuraton from the collection.

Parameters

configuration	The configuration of the subscription to remove
subscription	The removed subscription, null if not found.

Returns

True if the subscription is successfully removed, false otherwise

Definition at line 101 of file SubscriptionCollection.cs.

GetEnumerator()

IEnumerator<Subscription> QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.GetEnumerator

(

)

Returns an enumerator that iterates through the collection.

Returns

An enumerator that can be used to iterate through the collection.

Definition at line 123 of file SubscriptionCollection.cs.

UpdateAndGetFillForwardResolution()

Ref<TimeSpan> QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.UpdateAndGetFillForwardResolution

(

SubscriptionDataConfig

configuration = null

)

Gets and updates the fill forward resolution by checking specified subscription configurations and selecting the smallest resoluton not equal to tick

Definition at line 144 of file SubscriptionCollection.cs.

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FreezeFillForwardResolution()

void QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.FreezeFillForwardResolution

(

bool

freeze

)

Will disable or enable fill forward resolution updates

Definition at line 156 of file SubscriptionCollection.cs.

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Event Documentation

FillForwardResolutionChanged

EventHandler<FillForwardResolutionChangedEvent> QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.FillForwardResolutionChanged

Event fired when the fill forward resolution changes

Definition at line 44 of file SubscriptionCollection.cs.

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

• Engine/DataFeeds/SubscriptionCollection.cs