41 var prefilteredSecond = second.PrefilterUsing(first);
46 isUniverseSubscription:
true,
47 universe: prefilteredSecond,
49 configuration: configurationPerSymbol ?
new SubscriptionDataConfig(prefilteredSecond.Configuration, symbol: security.Symbol) : prefilteredSecond.Configuration,
50 startTimeUtc: currentTimeUtc - prefilteredSecond.Configuration.
Resolution.ToTimeSpan(),
51 endTimeUtc: currentTimeUtc.AddSeconds(-1)
72 clone.Data = clone.Data.Where(d => first.
ContainsMember(d.Symbol)).ToList();
140 throw new NotImplementedException($
"The specified security type is not implemented yet: {securityType}");
143 return new Symbol(sid, ticker);