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QuantConnect.Interfaces.IDataQueueUniverseProvider Interface Reference

This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available. Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific. More...

Inheritance diagram for QuantConnect.Interfaces.IDataQueueUniverseProvider:
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Public Member Functions

IEnumerable< Symbol > LookupSymbols (Symbol symbol, bool includeExpired, string securityCurrency=null)
 Method returns a collection of Symbols that are available at the data source. More...
 
bool CanPerformSelection ()
 Returns whether selection can take place or not. More...
 

Detailed Description

This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available. Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific.

Definition at line 24 of file IDataQueueUniverseProvider.cs.

Member Function Documentation

◆ LookupSymbols()

IEnumerable<Symbol> QuantConnect.Interfaces.IDataQueueUniverseProvider.LookupSymbols ( Symbol  symbol,
bool  includeExpired,
string  securityCurrency = null 
)

Method returns a collection of Symbols that are available at the data source.

Parameters
symbolSymbol to lookup
includeExpiredInclude expired contracts
securityCurrencyExpected security currency(if any)
Returns
Enumerable of Symbols, that are associated with the provided Symbol

Implemented in QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue, and QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager.

◆ CanPerformSelection()

bool QuantConnect.Interfaces.IDataQueueUniverseProvider.CanPerformSelection ( )

Returns whether selection can take place or not.

This is useful to avoid a selection taking place during invalid times, for example IB reset times or when not connected, because if allowed selection would fail since IB isn't running and would kill the algorithm

Returns
True if selection can take place

Implemented in QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue, and QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager.

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