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QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader Interface Reference

Represents a type responsible for accepting an input SubscriptionDataSource and returning an enumerable of the source's BaseData More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader:
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Public Member Functions

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

Events

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

Represents a type responsible for accepting an input SubscriptionDataSource and returning an enumerable of the source's BaseData

Definition at line 11 of file ISubscriptionDataSourceReader.cs.

Member Function Documentation

◆ Read()

IEnumerable<BaseData> QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader.Read ( SubscriptionDataSource  source)

Reads the specified source

Parameters
sourceThe source to be read
Returns
An IEnumerable<BaseData> that contains the data in the source

Implemented in QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader, QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader, QuantConnect.Lean.Engine.DataFeeds.IndexSubscriptionDataSourceReader, QuantConnect.Lean.Engine.DataFeeds.CollectionSubscriptionDataSourceReader, QuantConnect.Lean.Engine.DataFeeds.BaseDataCollectionAggregatorReader, and QuantConnect.Lean.Engine.DataFeeds.ZipEntryNameSubscriptionDataSourceReader.

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Event Documentation

◆ InvalidSource

EventHandler<InvalidSourceEventArgs> QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader.InvalidSource

Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source

Definition at line 17 of file ISubscriptionDataSourceReader.cs.

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