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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.