This interface exposes methods for creating a list of SubscriptionDataConfig for a given configuration More...

Inheritance diagram for QuantConnect.Interfaces.ISubscriptionDataConfigService:

Public Member Functions
SubscriptionDataConfig	Add (Type dataType, Symbol symbol, Resolution? resolution=null, bool fillForward=true, bool extendedMarketHours=false, bool isFilteredSubscription=true, bool isInternalFeed=false, bool isCustomData=false, DataNormalizationMode dataNormalizationMode=DataNormalizationMode.Adjusted, DataMappingMode dataMappingMode=DataMappingMode.OpenInterest, uint contractDepthOffset=0)
	Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration. Can optionally pass in desired subscription data type to use. If the config already existed will return existing instance instead More...

List< SubscriptionDataConfig >	Add (Symbol symbol, Resolution? resolution=null, bool fillForward=true, bool extendedMarketHours=false, bool isFilteredSubscription=true, bool isInternalFeed=false, bool isCustomData=false, List< Tuple< Type, TickType >> subscriptionDataTypes=null, DataNormalizationMode dataNormalizationMode=DataNormalizationMode.Adjusted, DataMappingMode dataMappingMode=DataMappingMode.OpenInterest, uint contractDepthOffset=0)
	Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration. Can optionally pass in desired subscription data types to use. If the config already existed will return existing instance instead More...

List< Tuple< Type, TickType > >	LookupSubscriptionConfigDataTypes (SecurityType symbolSecurityType, Resolution resolution, bool isCanonical)
	Get the data feed types for a given SecurityType Resolution More...

Public Member Functions inherited from QuantConnect.Interfaces.ISubscriptionDataConfigProvider
List< SubscriptionDataConfig >	GetSubscriptionDataConfigs (Symbol symbol=null, bool includeInternalConfigs=false)
	Gets a list of all registered SubscriptionDataConfig for a given Symbol if any else will return the whole list of subscriptions More...

Properties
Dictionary< SecurityType, List< TickType > >	AvailableDataTypes `[get]`
	Gets the available data types More...

Detailed Description

This interface exposes methods for creating a list of SubscriptionDataConfig for a given configuration

Definition at line 27 of file ISubscriptionDataConfigService.cs.

Member Function Documentation

◆ Add() [1/2]

SubscriptionDataConfig QuantConnect.Interfaces.ISubscriptionDataConfigService.Add	(	Type	dataType,
		Symbol	symbol,
		Resolution?	resolution = `null`,
		bool	fillForward = `true`,
		bool	extendedMarketHours = `false`,
		bool	isFilteredSubscription = `true`,
		bool	isInternalFeed = `false`,
		bool	isCustomData = `false`,
		DataNormalizationMode	dataNormalizationMode = `DataNormalizationMode.Adjusted`,
		DataMappingMode	dataMappingMode = `DataMappingMode.OpenInterest`,
		uint	contractDepthOffset = `0`
	)

Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration. Can optionally pass in desired subscription data type to use. If the config already existed will return existing instance instead

Implemented in QuantConnect.Lean.Engine.DataFeeds.DataManager.

Here is the caller graph for this function:

◆ Add() [2/2]

List<SubscriptionDataConfig> QuantConnect.Interfaces.ISubscriptionDataConfigService.Add	(	Symbol	symbol,
		Resolution?	resolution = `null`,
		bool	fillForward = `true`,
		bool	extendedMarketHours = `false`,
		bool	isFilteredSubscription = `true`,
		bool	isInternalFeed = `false`,
		bool	isCustomData = `false`,
		List< Tuple< Type, TickType >>	subscriptionDataTypes = `null`,
		DataNormalizationMode	dataNormalizationMode = `DataNormalizationMode.Adjusted`,
		DataMappingMode	dataMappingMode = `DataMappingMode.OpenInterest`,
		uint	contractDepthOffset = `0`
	)

Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration. Can optionally pass in desired subscription data types to use. If the config already existed will return existing instance instead

Implemented in QuantConnect.Lean.Engine.DataFeeds.DataManager.

◆ LookupSubscriptionConfigDataTypes()

List<Tuple<Type, TickType> > QuantConnect.Interfaces.ISubscriptionDataConfigService.LookupSubscriptionConfigDataTypes	(	SecurityType	symbolSecurityType,
		Resolution	resolution,
		bool	isCanonical
	)

Get the data feed types for a given SecurityType Resolution

Parameters

symbolSecurityType	The SecurityType used to determine the types
resolution	The resolution of the data requested
isCanonical	Indicates whether the security is Canonical (future and options)