This ISubscriptionDataSourceReader implementation supports the FileFormat.Index and IndexedBaseData types. Handles the layer of indirection for the index data source and forwards the target source to the corresponding ISubscriptionDataSourceReader More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.IndexSubscriptionDataSourceReader:

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Public Member Functions
	IndexSubscriptionDataSourceReader (IDataCacheProvider dataCacheProvider, SubscriptionDataConfig config, DateTime date, bool isLiveMode, IDataProvider dataProvider, IObjectStore objectStore)
	Creates a new instance of this ISubscriptionDataSourceReader More...

override IEnumerable< BaseData >	Read (SubscriptionDataSource source)
	Reads the specified source More...

Additional Inherited Members
Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
	BaseSubscriptionDataSourceReader (IDataCacheProvider dataCacheProvider, bool isLiveMode, IObjectStore objectStore)
	Creates a new instance More...

IStreamReader	CreateStreamReader (SubscriptionDataSource subscriptionDataSource)
	Creates a new IStreamReader for the specified subscriptionDataSource More...

void	OnInvalidSource (SubscriptionDataSource source, Exception exception)
	Event invocator for the InvalidSource event More...

Properties inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
bool	IsLiveMode `[get]`
	True if we're in live mode, false for backtesting More...

IDataCacheProvider	DataCacheProvider `[get]`
	The data cache provider to use More...

IObjectStore	ObjectStore `[get]`
	The object store to use More...

Events inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
EventHandler< InvalidSourceEventArgs >	InvalidSource
	Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More...

Events inherited from QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader
EventHandler< InvalidSourceEventArgs >	InvalidSource
	Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More...

Detailed Description

This ISubscriptionDataSourceReader implementation supports the FileFormat.Index and IndexedBaseData types. Handles the layer of indirection for the index data source and forwards the target source to the corresponding ISubscriptionDataSourceReader

Definition at line 31 of file IndexSubscriptionDataSourceReader.cs.

Constructor & Destructor Documentation

◆ IndexSubscriptionDataSourceReader()

QuantConnect.Lean.Engine.DataFeeds.IndexSubscriptionDataSourceReader.IndexSubscriptionDataSourceReader	(	IDataCacheProvider	dataCacheProvider,
		SubscriptionDataConfig	config,
		DateTime	date,
		bool	isLiveMode,
		IDataProvider	dataProvider,
		IObjectStore	objectStore
	)