Classes
class	AuxiliaryDataEnumerator
	Auxiliary data enumerator that will, initialize and call the ITradableDateEventProvider.GetEvents implementation each time there is a new tradable day for every ITradableDateEventProvider provided. More...

class	BaseDataCollectionAggregatorEnumerator
	Provides an implementation of IEnumerator<BaseDataCollection> that aggregates an underlying IEnumerator<BaseData> into a single data packet More...

class	ConcatEnumerator
	Enumerator that will concatenate enumerators together sequentially enumerating them in the provided order More...

class	DataQueueFuturesChainUniverseDataCollectionEnumerator
	Enumerates live futures symbol universe data into BaseDataCollection instances More...

class	DataQueueOptionChainUniverseDataCollectionEnumerator
	Enumerates live options symbol universe data into OptionChainUniverseDataCollection instances More...

class	DelistingEventProvider
	Event provider who will emit Delisting events More...

class	DividendEventProvider
	Event provider who will emit Dividend events More...

class	EnqueueableEnumerator
	An implementation of IEnumerator<T> that relies on the Enqueue method being called and only ends when Stop is called More...

class	FastForwardEnumerator
	Provides the ability to fast forward an enumerator based on the age of the data More...

class	FillForwardEnumerator
	The FillForwardEnumerator wraps an existing base data enumerator and inserts extra 'base data' instances on a specified fill forward resolution More...

class	FilterEnumerator
	Enumerator that allow applying a filtering function More...

class	FrontierAwareEnumerator
	Provides an implementation of IEnumerator<BaseData> that will not emit data ahead of the frontier as specified by an instance of ITimeProvider. An instance of TimeZoneOffsetProvider is used to convert between UTC and the data's native time zone More...

interface	ITradableDateEventProvider
	Interface for event providers for new tradable dates More...

interface	ITradableDatesNotifier
	Interface which will provide an event handler who will be fired with each new tradable day More...

class	LiveAuxiliaryDataEnumerator
	Auxiliary data enumerator that will trigger new tradable dates event accordingly More...

class	LiveAuxiliaryDataSynchronizingEnumerator
	Represents an enumerator capable of synchronizing live equity data enumerators in time. This assumes that all enumerators have data time stamped in the same time zone. More...

class	LiveDelistingEventProvider
	Delisting event provider implementation which will source the delisting date based on new map files More...

class	LiveDividendEventProvider
	Event provider who will emit SymbolChangedEvent events More...

class	LiveFillForwardEnumerator
	An implementation of the FillForwardEnumerator that uses an ITimeProvider to determine if a fill forward bar needs to be emitted More...

class	LiveMappingEventProvider
	Event provider who will emit SymbolChangedEvent events More...

class	LiveSplitEventProvider
	Event provider who will emit SymbolChangedEvent events More...

class	LiveSubscriptionEnumerator
	Enumerator that will subscribe through the provided data queue handler and refresh the subscription if any mapping occurs More...

class	MappingEventProvider
	Event provider who will emit SymbolChangedEvent events More...

class	NewDataAvailableEventArgs
	Event args for when a new data point is ready to be emitted More...

class	PriceScaleFactorEnumerator
	This enumerator will update the SubscriptionDataConfig.PriceScaleFactor when required and adjust the raw BaseData prices based on the provided SubscriptionDataConfig. Assumes the prices of the provided IEnumerator are in raw mode. More...

class	QuoteBarFillForwardEnumerator
	The QuoteBarFillForwardEnumerator wraps an existing base data enumerator If the current QuoteBar has null Bid and/or Ask bars, it copies them from the previous QuoteBar More...

class	RateLimitEnumerator
	Provides augmentation of how often an enumerator can be called. Time is measured using an ITimeProvider instance and calls to the underlying enumerator are limited to a minimum time between each call. More...

class	RefreshEnumerator
	Provides an implementation of IEnumerator<T> that will always return true via MoveNext. More...

class	ScannableEnumerator
	An implementation of IEnumerator<T> that relies on "consolidated" data More...

class	ScheduledEnumerator
	This enumerator will filter out data of the underlying enumerator based on a provided schedule. Will respect the schedule above the data, meaning will let older data through if the underlying provides none for the schedule date More...

class	SplitEventProvider
	Event provider who will emit Split events More...

class	SubscriptionDataEnumerator
	An IEnumerator<SubscriptionData> which wraps an existing IEnumerator<BaseData>. More...

class	SubscriptionFilterEnumerator
	Implements a wrapper around a base data enumerator to provide a final filtering step More...

class	SynchronizingBaseDataEnumerator
	Represents an enumerator capable of synchronizing other base data enumerators in time. This assumes that all enumerators have data time stamped in the same time zone More...

class	SynchronizingEnumerator
	Represents an enumerator capable of synchronizing other enumerators of type T in time. This assumes that all enumerators have data time stamped in the same time zone More...

class	SynchronizingSliceEnumerator
	Represents an enumerator capable of synchronizing other slice enumerators in time. This assumes that all enumerators have data time stamped in the same time zone More...

Classes