LiveAuxiliaryDataSynchronizingEnumerator

QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataSynchronizingEnumerator

LiveAuxiliaryDataSynchronizingEnumerator(
    time_provider: ITimeProvider,
    exchange_time_zone: Any,
    trade_bar_aggregator: IEnumerator[BaseData],
    aux_data_enumerators: List[IEnumerator[BaseData]],
)

Bases: Object, IEnumerator[BaseData]

Represents an enumerator capable of synchronizing live equity data enumerators in time. This assumes that all enumerators have data time stamped in the same time zone.

Initializes a new instance of the LiveAuxiliaryDataSynchronizingEnumerator class

Parameters:

Name	Type	Description	Default
time_provider	ITimeProvider	The source of time used to gauge when this enumerator should emit extra bars when null data is returned from the source enumerator	required
exchange_time_zone	Any	The time zone the raw data is time stamped in	required
trade_bar_aggregator	IEnumerator[BaseData]	The trade bar aggregator enumerator	required
aux_data_enumerators	List[IEnumerator[BaseData]]	The auxiliary data enumerators	required

current

current: BaseData

Gets the element in the collection at the current position of the enumerator.

dispose

dispose() -> None

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

move_next

move_next() -> bool

Advances the enumerator to the next element of the collection.

Returns:

Type	Description
bool	true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection.

reset

reset() -> None

Sets the enumerator to its initial position, which is before the first element in the collection.