Lean
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Implementation of IPrimaryExchangeProvider from map files. More...
Public Member Functions | |
MapFilePrimaryExchangeProvider (IMapFileProvider mapFileProvider) | |
Constructor for Primary Exchange Provider from MapFiles More... | |
Exchange | GetPrimaryExchange (SecurityIdentifier securityIdentifier) |
Gets the primary exchange for a given security identifier More... | |
Implementation of IPrimaryExchangeProvider from map files.
Definition at line 26 of file MapFilePrimaryExchangeProvider.cs.
QuantConnect.Data.Auxiliary.MapFilePrimaryExchangeProvider.MapFilePrimaryExchangeProvider | ( | IMapFileProvider | mapFileProvider | ) |
Constructor for Primary Exchange Provider from MapFiles
mapFileProvider | MapFile to use |
Definition at line 35 of file MapFilePrimaryExchangeProvider.cs.
Exchange QuantConnect.Data.Auxiliary.MapFilePrimaryExchangeProvider.GetPrimaryExchange | ( | SecurityIdentifier | securityIdentifier | ) |
Gets the primary exchange for a given security identifier
securityIdentifier | The security identifier to get the primary exchange for |
Implements QuantConnect.Interfaces.IPrimaryExchangeProvider.
Definition at line 46 of file MapFilePrimaryExchangeProvider.cs.