ISubscriptionDataSourceReader
QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader
Represents a type responsible for accepting an input SubscriptionDataSource and returning an enumerable of the source's BaseData
invalid_source
invalid_source: _EventContainer[
Callable[[Object, InvalidSourceEventArgs], Any], Any
]
Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source
read
read(source: SubscriptionDataSource) -> Iterable[BaseData]
Reads the specified source
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
source
|
SubscriptionDataSource
|
The source to be read |
required |
Returns:
| Type | Description |
|---|---|
Iterable[BaseData]
|
An IEnumerable{BaseData} that contains the data in the source. |