| AuxiliaryDataEnumerator |
Auxiliary data enumerator that will, initialize and call the ITradableDateEventProvider.get_events... |
| BaseDataCollectionAggregatorEnumerator |
Provides an implementation of IEnumerator{BaseDataCollection}... |
| ConcatEnumerator |
Enumerator that will concatenate enumerators together sequentially enumerating them in the provided order |
| DelistingEventProvider |
Event provider who will emit Delisting events |
| DividendEventProvider |
Event provider who will emit Dividend events |
| EnqueueableEnumerator |
An implementation of IEnumerator{T} that relies on the... |
| FastForwardEnumerator |
Provides the ability to fast forward an enumerator based on the age of the data |
| FillForwardEnumerator |
The FillForwardEnumerator wraps an existing base data enumerator and inserts extra 'base data' instances... |
| FilterEnumerator |
Enumerator that allow applying a filtering function |
| FrontierAwareEnumerator |
Provides an implementation of IEnumerator{BaseData} that will not emit... |
| ITradableDateEventProvider |
Interface for event providers for new tradable dates |
| ITradableDatesNotifier |
Interface which will provide an event handler... |
| LastPointTracker |
Tracks the last data point received by an enumerator. |
| LiveAuxiliaryDataEnumerator |
Auxiliary data enumerator that will trigger new tradable dates event accordingly |
| LiveAuxiliaryDataSynchronizingEnumerator |
Represents an enumerator capable of synchronizing live equity data enumerators in time.... |
| LiveDelistingEventProvider |
Delisting event provider implementation which will source the delisting date based on new map files |
| LiveDividendEventProvider |
Event provider who will emit SymbolChangedEvent events |
| LiveFillForwardEnumerator |
An implementation of the FillForwardEnumerator that uses an ITimeProvider... |
| LiveMappingEventProvider |
Event provider who will emit SymbolChangedEvent events |
| LiveSplitEventProvider |
Event provider who will emit SymbolChangedEvent events |
| LiveSubscriptionEnumerator |
Enumerator that will subscribe through the provided data queue handler and refresh the subscription if any mapping occurs |
| MappingEventProvider |
Event provider who will emit SymbolChangedEvent events |
| NewDataAvailableEventArgs |
Event args for when a new data point is ready to be emitted |
| PriceScaleFactorEnumerator |
This enumerator will update the SubscriptionDataConfig.price_scale_factor when required... |
| QuoteBarFillForwardEnumerator |
The QuoteBarFillForwardEnumerator wraps an existing base data enumerator... |
| RateLimitEnumerator |
Provides augmentation of how often an enumerator can be called. Time is measured using... |
| RefreshEnumerator |
Provides an implementation of IEnumerator{T} that will... |
| ScannableEnumerator |
An implementation of IEnumerator{T} that relies on "consolidated" data |
| ScheduledEnumerator |
This enumerator will filter out data of the underlying enumerator based on a provided schedule.... |
| SortEnumerator |
Provides an enumerator for sorting collections of BaseData objects based on a specified property.... |
| SplitEventProvider |
Event provider who will emit Split events |
| StrictDailyEndTimesEnumerator |
Enumerator that will handle adjusting daily strict end times if appropriate |
| SubscriptionDataEnumerator |
An IEnumerator{SubscriptionData} which wraps an existing IEnumerator{BaseData}. |
| SubscriptionFilterEnumerator |
Implements a wrapper around a base data enumerator to provide a final filtering step |
| SynchronizingBaseDataEnumerator |
Represents an enumerator capable of synchronizing other base data enumerators in time.... |
| SynchronizingEnumerator |
Represents an enumerator capable of synchronizing other enumerators of type T in time.... |
| SynchronizingSliceEnumerator |
Represents an enumerator capable of synchronizing other slice enumerators in time.... |