IDataFeedSubscriptionManager
QuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager
DataFeedSubscriptionManager interface will manage the subscriptions for the Data Feed
subscription_added
subscription_added: _EventContainer[
Callable[[Object, Subscription], Any], Any
]
Event fired when a new subscription is added
subscription_removed
subscription_removed: _EventContainer[
Callable[[Object, Subscription], Any], Any
]
Event fired when an existing subscription is removed
data_feed_subscriptions
data_feed_subscriptions: SubscriptionCollection
Gets the data feed subscription collection
add_subscription
add_subscription(request: SubscriptionRequest) -> bool
Adds a new Subscription to provide data for the specified security.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
request
|
SubscriptionRequest
|
Defines the SubscriptionRequest to be added |
required |
Returns:
| Type | Description |
|---|---|
bool
|
True if the subscription was created and added successfully, false otherwise. |
remove_subscription
remove_subscription(
configuration: SubscriptionDataConfig,
universe: Universe = None,
) -> bool
Removes the Subscription, if it exists
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
configuration
|
SubscriptionDataConfig
|
The SubscriptionDataConfig of the subscription to remove |
required |
universe
|
Universe
|
Universe requesting to remove Subscription. Default value, null, will remove all universes |
None
|
Returns:
| Type | Description |
|---|---|
bool
|
True if the subscription was successfully removed, false otherwise. |