QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer Class Reference

Implementation of the ISynchronizer interface which provides the mechanism to stream live data to the algorithm More...

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

Public Member Functions
override void	Initialize (IAlgorithm algorithm, IDataFeedSubscriptionManager dataFeedSubscriptionManager)
	Initializes the instance of the Synchronizer class More...
override IEnumerable< TimeSlice >	StreamData (CancellationToken cancellationToken)
	Returns an enumerable which provides the data to stream to the algorithm More...
override void	Dispose ()
	Free resources More...

Public Attributes
override ITimeProvider	TimeProvider => _timeProvider
	Continuous UTC time provider More...
Public Attributes inherited from QuantConnect.Lean.Engine.DataFeeds.Synchronizer
virtual ITimeProvider	TimeProvider => null
	Continuous UTC time provider, only valid for live trading see LiveSynchronizer More...
ITimeProvider	FrontierTimeProvider => SubscriptionSynchronizer
	Time provider which returns current UTC frontier time More...

Static Public Attributes
static readonly int	BatchingDelay = Config.GetInt("consumer-batching-timeout-ms")
	Consumer batching timeout in ms More...

Protected Member Functions
override ITimeProvider	GetTimeProvider ()
	Gets the ITimeProvider to use. By default this will load the RealTimeProvider for live mode, else SubscriptionFrontierTimeProvider More...
override void	PostInitialize ()
	Performs additional initialization steps after algorithm initialization More...
virtual int	GetPulseDueTime (DateTime now)
	Will return the amount of milliseconds that are missing for the next time pulse More...
virtual void	OnSubscriptionNewDataAvailable (object sender, EventArgs args)
	Trigger new data event More...

Additional Inherited Members
Properties inherited from QuantConnect.Lean.Engine.DataFeeds.Synchronizer
IAlgorithm	Algorithm [get, set]
	The algorithm instance More...
IDataFeedSubscriptionManager	SubscriptionManager [get, set]
	The subscription manager More...
SubscriptionSynchronizer	SubscriptionSynchronizer [get, set]
	The subscription synchronizer More...
TimeSliceFactory	TimeSliceFactory [get, set]
	The time slice factory More...
Properties inherited from QuantConnect.Lean.Engine.DataFeeds.IDataFeedTimeProvider
ITimeProvider	TimeProvider [get]
	Continuous UTC time provider More...
ITimeProvider	FrontierTimeProvider [get]
	Time provider which returns current UTC frontier time More...

Detailed Description

Implementation of the ISynchronizer interface which provides the mechanism to stream live data to the algorithm

Definition at line 31 of file LiveSynchronizer.cs.

Member Function Documentation

Initialize()

override void QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.Initialize ( IAlgorithm  algorithm, IDataFeedSubscriptionManager  dataFeedSubscriptionManager  )

virtual

Initializes the instance of the Synchronizer class

Reimplemented from QuantConnect.Lean.Engine.DataFeeds.Synchronizer.

Definition at line 51 of file LiveSynchronizer.cs.

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StreamData()

override IEnumerable<TimeSlice> QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.StreamData ( CancellationToken  cancellationToken )

virtual

Returns an enumerable which provides the data to stream to the algorithm

Reimplemented from QuantConnect.Lean.Engine.DataFeeds.Synchronizer.

Definition at line 84 of file LiveSynchronizer.cs.

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Dispose()

override void QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.Dispose ( )

virtual

Free resources

Reimplemented from QuantConnect.Lean.Engine.DataFeeds.Synchronizer.

Definition at line 185 of file LiveSynchronizer.cs.

GetTimeProvider()

override ITimeProvider QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.GetTimeProvider ( )

protectedvirtual

Gets the ITimeProvider to use. By default this will load the RealTimeProvider for live mode, else SubscriptionFrontierTimeProvider

Returns

The ITimeProvider to use

Reimplemented from QuantConnect.Lean.Engine.DataFeeds.Synchronizer.

Definition at line 197 of file LiveSynchronizer.cs.

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PostInitialize()

override void QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.PostInitialize ( )

protectedvirtual

Performs additional initialization steps after algorithm initialization

Reimplemented from QuantConnect.Lean.Engine.DataFeeds.Synchronizer.

Definition at line 205 of file LiveSynchronizer.cs.

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GetPulseDueTime()

virtual int QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.GetPulseDueTime ( DateTime  now )

protectedvirtual

Will return the amount of milliseconds that are missing for the next time pulse

Definition at line 214 of file LiveSynchronizer.cs.

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OnSubscriptionNewDataAvailable()

virtual void QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.OnSubscriptionNewDataAvailable ( object  sender, EventArgs  args  )

protectedvirtual

Trigger new data event

Parameters

sender	Sender of the event
args	Event information

Definition at line 225 of file LiveSynchronizer.cs.

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Member Data Documentation

BatchingDelay

readonly int QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.BatchingDelay = Config.GetInt("consumer-batching-timeout-ms")

static

Consumer batching timeout in ms

Definition at line 36 of file LiveSynchronizer.cs.

TimeProvider

override ITimeProvider QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.TimeProvider => _timeProvider

Continuous UTC time provider

Definition at line 46 of file LiveSynchronizer.cs.

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The documentation for this class was generated from the following file:

• Engine/DataFeeds/LiveSynchronizer.cs