QuantConnect.Data.ISubscriptionEnumeratorFactory Interface Reference

Create an IEnumerator<BaseData> More...

Inheritance diagram for QuantConnect.Data.ISubscriptionEnumeratorFactory:

Public Member Functions
IEnumerator< BaseData >	CreateEnumerator (SubscriptionRequest request, IDataProvider dataProvider)
	Creates an enumerator to read the specified request More...

Detailed Description

Create an IEnumerator<BaseData>

Definition at line 26 of file ISubscriptionEnumeratorFactory.cs.

Member Function Documentation

CreateEnumerator()

IEnumerator<BaseData> QuantConnect.Data.ISubscriptionEnumeratorFactory.CreateEnumerator	(	SubscriptionRequest	request,
		IDataProvider	dataProvider
	)

Creates an enumerator to read the specified request

Parameters

request	The subscription request to be read
dataProvider	Provider used to get data when it is not present on disk

Returns

An enumerator reading the subscription request

Implemented in QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.SubscriptionDataReaderSubscriptionEnumeratorFactory, QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.LiveCustomDataSubscriptionEnumeratorFactory, QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.TimeTriggeredUniverseSubscriptionEnumeratorFactory, QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.OptionChainUniverseSubscriptionEnumeratorFactory, QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataSubscriptionEnumeratorFactory, and QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataCollectionSubscriptionEnumeratorFactory.

Here is the caller graph for this function:

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

• Common/Data/ISubscriptionEnumeratorFactory.cs