DataQueueHandlerSubscriptionManager

QuantConnect.Data.DataQueueHandlerSubscriptionManager

Bases: Object, IDisposable

Count number of subscribers for each channel (Symbol, Socket) pair

subscribers_by_channel

subscribers_by_channel: ConcurrentDictionary[Channel, int]

Counter

This codeEntityType is protected.

get_subscribed_symbols

get_subscribed_symbols() -> Iterable[Symbol]

get_subscribed_symbols(
    tick_type: TickType,
) -> Iterable[Symbol]

Signature descriptions:

• Returns subscribed symbols

• Retrieves the list of unique Symbol instances that are currently subscribed for a specific TickType.

Parameters:

Name	Type	Description	Default
tick_type	Optional[TickType]	The type of tick data to filter subscriptions by.	None

Returns:

Type	Description
Iterable[Symbol]	Depends on the signature used. Case 1: [list of Symbol currently subscribed.]; Case 2: [A collection of unique Symbol objects that match the specified tick_type.]

subscribe

subscribe(data_config: SubscriptionDataConfig) -> None

subscribe(
    symbols: List[Symbol], tick_type: TickType
) -> bool

Signature descriptions:

• Increment number of subscribers for current TickType

• Describes the way IDataQueueHandler implements subscription

Parameters:

Name	Type	Description	Default
data_config	Optional[SubscriptionDataConfig]	defines the subscription configuration data.	None
symbols	Optional[List[Symbol]]	Symbols to subscribe	None
tick_type	Optional[TickType]	Type of tick data	None

Returns:

Type	Description
Optional[bool]	Returns true if subsribed; otherwise false.

unsubscribe

unsubscribe(data_config: SubscriptionDataConfig) -> None

unsubscribe(
    symbols: List[Symbol], tick_type: TickType
) -> bool

Signature descriptions:

• Decrement number of subscribers for current TickType

• Describes the way IDataQueueHandler implements unsubscription

Parameters:

Name	Type	Description	Default
data_config	Optional[SubscriptionDataConfig]	defines the subscription configuration data.	None
symbols	Optional[List[Symbol]]	Symbols to unsubscribe	None
tick_type	Optional[TickType]	Type of tick data	None

Returns:

Type	Description
Optional[bool]	Returns true if unsubsribed; otherwise false.

channel_name_from_tick_type

channel_name_from_tick_type(tick_type: TickType) -> str

Brokerage maps TickType to real socket/api channel

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
tick_type	TickType	Type of tick data	required

dispose

dispose() -> None

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

is_subscribed

is_subscribed(
    symbol: Union[Symbol, str, BaseContract],
    tick_type: TickType,
) -> bool

Checks if there is existing subscriber for current channel

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract]	Symbol	required
tick_type	TickType	Type of tick data	required

Returns:

Type	Description
bool	return true if there is one subscriber at least; otherwise false.