ISubscriptionEnumeratorFactory
QuantConnect.Data.ISubscriptionEnumeratorFactory
Create an IEnumerator{BaseData}
create_enumerator
create_enumerator(
request: SubscriptionRequest,
data_provider: IDataProvider,
) -> IEnumerator[BaseData]
Creates an enumerator to read the specified request
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
request
|
SubscriptionRequest
|
The subscription request to be read |
required |
data_provider
|
IDataProvider
|
Provider used to get data when it is not present on disk |
required |
Returns:
| Type | Description |
|---|---|
IEnumerator[BaseData]
|
An enumerator reading the subscription request. |