SubscriptionDataEnumerator

QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator

SubscriptionDataEnumerator(
    configuration: SubscriptionDataConfig,
    exchange_hours: SecurityExchangeHours,
    offset_provider: TimeZoneOffsetProvider,
    enumerator: IEnumerator[BaseData],
    is_universe: bool,
    daily_strict_end_time_enabled: bool,
)

Bases: Object, IEnumerator[SubscriptionData]

An IEnumerator{SubscriptionData} which wraps an existing IEnumerator{BaseData}.

Creates a new instance

Parameters:

Name	Type	Description	Default
configuration	SubscriptionDataConfig	The subscription's configuration	required
exchange_hours	SecurityExchangeHours	The security's exchange hours	required
offset_provider	TimeZoneOffsetProvider	The subscription's time zone offset provider	required
enumerator	IEnumerator[BaseData]	The underlying data enumerator	required
is_universe	bool	The subscription is a universe subscription	required

Returns:

Type	Description
None	A subscription data enumerator.

current

current: SubscriptionData

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.