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IDataQueueUniverseProvider

QuantConnect.Interfaces.IDataQueueUniverseProvider

This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available. Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific.

can_perform_selection

can_perform_selection() -> bool

Returns whether selection can take place or not.

Returns:

Type Description
bool

True if selection can take place.

lookup_symbols

lookup_symbols(
    symbol: Union[Symbol, str, BaseContract],
    include_expired: bool,
    security_currency: str = None,
) -> Iterable[Symbol]

Method returns a collection of Symbols that are available at the data source.

Parameters:

Name Type Description Default
symbol Union[Symbol, str, BaseContract]

Symbol to lookup

required
include_expired bool

Include expired contracts

required
security_currency str

Expected security currency(if any)

None

Returns:

Type Description
Iterable[Symbol]

Enumerable of Symbols, that are associated with the provided Symbol.