Skip to content

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.