SubscriptionUtils

QuantConnect.Lean.Engine.DataFeeds.SubscriptionUtils

Bases: Object

Utilities related to data Subscription

create

create(
    request: SubscriptionRequest,
    enumerator: IEnumerator[BaseData],
    daily_strict_end_time_enabled: bool,
) -> Subscription

Creates a new Subscription which will directly consume the provided enumerator

Parameters:

Name	Type	Description	Default
`request`	`SubscriptionRequest`	The subscription data request	required
`enumerator`	`IEnumerator[BaseData]`	The data enumerator stack	required

Returns:

Type	Description
`Subscription`	A new subscription instance ready to consume.

create_and_schedule_worker

create_and_schedule_worker(
    request: SubscriptionRequest,
    enumerator: IEnumerator[BaseData],
    factor_file_provider: IFactorFileProvider,
    enable_price_scale: bool,
    daily_strict_end_time_enabled: bool,
) -> Subscription

Setups a new Subscription which will consume a blocking EnqueueableEnumerator{T} that will be feed by a worker task

Parameters:

Name	Type	Description	Default
`request`	`SubscriptionRequest`	The subscription data request	required
`enumerator`	`IEnumerator[BaseData]`	The data enumerator stack	required
`factor_file_provider`	`IFactorFileProvider`	The factor file provider	required
`enable_price_scale`	`bool`	Enables price factoring	required

Returns:

Type	Description
`Subscription`	A new subscription instance ready to consume.