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 |