IAlgorithmSubscriptionManager

QuantConnect.Interfaces.IAlgorithmSubscriptionManager

Bases: ISubscriptionDataConfigService

AlgorithmSubscriptionManager interface will manage the subscriptions for the SubscriptionManager

subscription_manager_subscriptions

subscription_manager_subscriptions: Iterable[
    SubscriptionDataConfig
]

Gets all the current data config subscriptions that are being processed for the SubscriptionManager

available_data_types

available_data_types: Dictionary[
    SecurityType, List[TickType]
]

Gets the available data types

subscription_manager_count

subscription_manager_count() -> int

Returns the amount of data config subscriptions processed for the SubscriptionManager

get_subscription_data_configs

get_subscription_data_configs(
    symbol: Union[Symbol, str, BaseContract] = None,
    include_internal_configs: bool = False,
) -> List[SubscriptionDataConfig]

Gets a list of all registered SubscriptionDataConfig for a given Symbol if any else will return the whole list of subscriptions

add

add(
    data_type: Type,
    symbol: Union[Symbol, str, BaseContract],
    resolution: Optional[Resolution] = None,
    fill_forward: bool = True,
    extended_market_hours: bool = False,
    is_filtered_subscription: bool = True,
    is_internal_feed: bool = False,
    is_custom_data: bool = False,
    data_normalization_mode: DataNormalizationMode = ...,
    data_mapping_mode: DataMappingMode = ...,
    contract_depth_offset: int = 0,
) -> SubscriptionDataConfig

add(
    symbol: Union[Symbol, str, BaseContract],
    resolution: Optional[Resolution] = None,
    fill_forward: bool = True,
    extended_market_hours: bool = False,
    is_filtered_subscription: bool = True,
    is_internal_feed: bool = False,
    is_custom_data: bool = False,
    subscription_data_types: List[
        Tuple[Type, TickType]
    ] = None,
    data_normalization_mode: DataNormalizationMode = ...,
    data_mapping_mode: DataMappingMode = ...,
    contract_depth_offset: int = 0,
) -> List[SubscriptionDataConfig]

Signature descriptions:

• Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration. Can optionally pass in desired subscription data type to use. If the config already existed will return existing instance instead

• Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration. Can optionally pass in desired subscription data types to use. If the config already existed will return existing instance instead

lookup_subscription_config_data_types

lookup_subscription_config_data_types(
    symbol_security_type: SecurityType,
    resolution: Resolution,
    is_canonical: bool,
) -> List[Tuple[Type, TickType]]

Get the data feed types for a given SecurityTypeResolution

Parameters:

Name	Type	Description	Default
symbol_security_type	SecurityType	The SecurityType used to determine the types	required
resolution	Resolution	The resolution of the data requested	required
is_canonical	bool	Indicates whether the security is Canonical (future and options)	required

Returns:

Type	Description
List[Tuple[Type, TickType]]	Types that should be added to the SubscriptionDataConfig.