Skip to content

ISubscriptionSynchronizer

QuantConnect.Lean.Engine.DataFeeds.ISubscriptionSynchronizer

Provides the ability to synchronize subscriptions into time slices

subscription_finished

subscription_finished: _EventContainer[
    Callable[[Object, Subscription], Any], Any
]

Event fired when a subscription is finished

sync

sync(
    subscriptions: List[Subscription],
    cancellation_token: CancellationToken,
) -> Iterable[TimeSlice]

Syncs the specified subscriptions. The frontier time used for synchronization is managed internally and dependent upon previous synchronization operations.

Parameters:

Name Type Description Default
subscriptions List[Subscription]

The subscriptions to sync

required
cancellation_token CancellationToken

The cancellation token to stop enumeration

required