Skip to content

Subscription

QuantConnect.Lean.Engine.DataFeeds.Subscription

Subscription(
    subscription_request: SubscriptionRequest,
    enumerator: IEnumerator[SubscriptionData],
    time_zone_offset_provider: TimeZoneOffsetProvider,
)

Bases: Object, IEnumerator[SubscriptionData]

Represents the data required for a data feed to process a single subscription

Initializes a new instance of the Subscription class with a universe

Parameters:

Name Type Description Default
subscription_request SubscriptionRequest

Specified for universe subscriptions

required
enumerator IEnumerator[SubscriptionData]

The subscription's data source

required
time_zone_offset_provider TimeZoneOffsetProvider

The offset provider used to convert data local times to utc

required

new_data_available

new_data_available: _EventContainer[
    Callable[[Object, EventArgs], Any], Any
]

Event fired when a new data point is available

universes

universes: Iterable[Universe]

Gets the universe for this subscription

security

security: ISecurityPrice

Gets the security this subscription points to

configuration

configuration: SubscriptionDataConfig

Gets the configuration for this subscritions

time_zone

time_zone: Any

Gets the exchange time zone associated with this subscription

offset_provider

offset_provider: TimeZoneOffsetProvider

Gets the offset provider for time zone conversions to and from the data's local time

realtime_price

realtime_price: float

Gets the most current value from the subscription source

end_of_stream

end_of_stream: bool

Gets true if this subscription is finished, false otherwise

is_universe_selection_subscription

is_universe_selection_subscription: bool

Gets true if this subscription is used in universe selection

utc_start_time

utc_start_time: datetime

Gets the start time of this subscription in UTC

utc_end_time

utc_end_time: datetime

Gets the end time of this subscription in UTC

removed_from_universe

removed_from_universe: IReadOnlyRef[bool]

Gets whether or not this subscription has been removed from its parent universe

current

Gets the element in the collection at the current position of the enumerator.

add_subscription_request

add_subscription_request(
    subscription_request: SubscriptionRequest,
) -> bool

Adds a SubscriptionRequest for this subscription

Parameters:

Name Type Description Default
subscription_request SubscriptionRequest

The SubscriptionRequest to add

required

dispose

dispose() -> None

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

equals

equals(obj: Any) -> bool

Determines whether the specified object is equal to the current object.

Parameters:

Name Type Description Default
obj Any

The object to compare with the current object.

required

Returns:

Type Description
bool

true if the specified object is equal to the current object; otherwise, false.

get_hash_code

get_hash_code() -> int

Serves as a hash function for a particular type.

Returns:

Type Description
int

A hash code for the current System.Object.

mark_as_removed_from_universe

mark_as_removed_from_universe() -> None

Mark this subscription as having been removed from the universe. Data for this time step will be discarded.

move_next

move_next() -> bool

Advances the enumerator to the next element of the collection.

Returns:

Type Description
bool

true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection.

on_new_data_available

on_new_data_available() -> None

Event invocator for the new_data_available event

remove_subscription_request

remove_subscription_request(
    universe: Universe = None,
) -> bool

Removes one or all SubscriptionRequest from this subscription

Parameters:

Name Type Description Default
universe Universe

Universe requesting to remove SubscriptionRequest. Default value, null, will remove all universes

None

Returns:

Type Description
bool

True, if the subscription is empty and ready to be removed.

reset

reset() -> None

Sets the enumerator to its initial position, which is before the first element in the collection.

to_string

to_string() -> str

Returns a string that represents the current object.

Returns:

Type Description
str

A string that represents the current object.