Classes
class	AggregationManager
	Aggregates ticks and bars based on given subscriptions. Current implementation is based on IDataConsolidator that consolidates ticks and put them into enumerator. More...

class	ApiDataProvider
	An instance of the IDataProvider that will download and update data files as needed via QC's Api. More...

class	BacktestingChainProvider
	Base backtesting cache provider which will source symbols from local zip files More...

class	BacktestingFutureChainProvider
	An implementation of IFutureChainProvider that reads the list of contracts from open interest zip data files More...

class	BacktestingOptionChainProvider
	An implementation of IOptionChainProvider that reads the list of contracts from open interest zip data files More...

class	BaseDataCollectionAggregatorReader
	Data source reader that will aggregate data points into a base data collection More...

class	BaseDataExchange
	Provides a means of distributing output from enumerators from a dedicated separate thread More...

class	BaseDownloaderDataProvider
	Base downloader implementation with some helper methods More...

class	BaseSubscriptionDataSourceReader
	A base class for implementations of the ISubscriptionDataSourceReader More...

class	CachingFutureChainProvider
	An implementation of IFutureChainProvider that will cache by date future contracts returned by another future chain provider. More...

class	CachingOptionChainProvider
	An implementation of IOptionChainProvider that will cache by date option contracts returned by another option chain provider. More...

class	CollectionSubscriptionDataSourceReader
	Collection Subscription Factory takes a BaseDataCollection from BaseData factories and yields it one point at a time to the algorithm More...

class	CompositeDataProvider
	This data provider will wrap and use multiple data providers internally in the provided order More...

class	CompositeTimeProvider
	The composite time provider will source it's current time using the smallest time from the given providers More...

class	CreateStreamReaderErrorEventArgs
	Event arguments for the TextSubscriptionDataSourceReader's CreateStreamReader event More...

class	CurrencySubscriptionDataConfigManager
	Helper class to keep track of required internal currency SubscriptionDataConfig. This class is used by the UniverseSelection More...

class	DataChannelProvider
	Specifies data channel settings More...

class	DataFeedPacket
	Defines a container type to hold data produced by a data feed subscription More...

class	DataManager
	DataManager will manage the subscriptions for both the DataFeeds and the SubscriptionManager More...

class	DataPermissionManager
	Entity in charge of handling data permissions More...

class	DataQueueHandlerManager
	This is an implementation of IDataQueueHandler used to handle multiple live datafeeds More...

class	DateChangeTimeKeeper
	Time keeper specialization to keep time for a subscription both in data and exchange time zones. It also emits events when the exchange date changes, which is useful to emit date change events required for some daily actions like mapping symbols, delistings, splits, etc.

class	DefaultDataProvider
	Default file provider functionality that retrieves data from disc to be used in an algorithm More...

class	DownloaderDataProvider
	Data provider which downloads data using an IDataDownloader or IBrokerage implementation More...

class	FileSystemDataFeed
	Historical datafeed stream reader for processing files on a local disk. More...

class	FillForwardResolutionChangedEvent
	Helper class for fill forward resolution change events More...

interface	IDataFeed
	Datafeed interface for creating custom datafeed sources. More...

interface	IDataFeedSubscriptionManager
	DataFeedSubscriptionManager interface will manage the subscriptions for the Data Feed More...

interface	IDataFeedTimeProvider
	Reduced interface which exposes required ITimeProvider for IDataFeed implementations More...

interface	IDataManager
	IDataManager is the engines view of the Data Manager. More...

class	IndexSubscriptionDataSourceReader
	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...

class	InternalSubscriptionManager
	Class in charge of handling Leans internal subscriptions More...

class	InvalidSourceEventArgs
	Event arguments for the ISubscriptionDataSourceReader.InvalidSource event More...

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

interface	ISubscriptionSynchronizer
	Provides the ability to synchronize subscriptions into time slices More...

interface	ISynchronizer
	Interface which provides the data to stream to the algorithm More...

class	LiveFutureChainProvider
	An implementation of IFutureChainProvider that fetches the list of contracts from an external source More...

class	LiveOptionChainProvider
	An implementation of IOptionChainProvider that fetches the list of contracts from the Options Clearing Corporation (OCC) website More...

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

class	LiveTimeProvider
	Live time provide which supports an initial warmup period using the given time provider SubscriptionFrontierTimeProvider, used by the LiveSynchronizer More...

class	LiveTradingDataFeed
	Provides an implementation of IDataFeed that is designed to deal with live, remote data sources More...

class	ManualTimeProvider
	Provides an implementation of ITimeProvider that can be manually advanced through time More...

class	NullDataFeed
	Null data feed implementation. See also DataManager More...

class	PendingRemovalsManager
	Helper class used to managed pending security removals UniverseSelection More...

class	PrecalculatedSubscriptionData
	Store data both raw and adjusted and the time at which it should be synchronized More...

class	PredicateTimeProvider
	Will generate time steps around the desired ITimeProvider Provided step evaluator should return true when the next time step is valid and time can advance More...

class	ProcessedDataProvider
	A data provider that will check the processed data folder first More...

class	ReaderErrorEventArgs
	Event arguments for the TextSubscriptionDataSourceReader.ReaderError event. More...

class	RealTimeScheduleEventService
	Allows to setup a real time scheduled event, internally using a Thread, that is guaranteed to trigger at or after the requested time, never before. More...

class	SingleEntryDataCacheProvider
	Default implementation of the IDataCacheProvider Does not cache data. If the data is a zip, the first entry is returned More...

class	Subscription
	Represents the data required for a data feed to process a single subscription More...

class	SubscriptionCollection
	Provides a collection for holding subscriptions. More...

class	SubscriptionData
	Store data (either raw or adjusted) and the time at which it should be synchronized More...

class	SubscriptionDataReader
	Subscription data reader is a wrapper on the stream reader class to download, unpack and iterate over a data file. More...

class	SubscriptionDataSourceReader
	Provides a factory method for creating ISubscriptionDataSourceReader instances More...

class	SubscriptionFrontierTimeProvider
	A time provider which updates 'now' time based on the current data emit time of all subscriptions More...

class	SubscriptionSynchronizer
	Provides the ability to synchronize subscriptions into time slices More...

class	SubscriptionUtils
	Utilities related to data Subscription More...

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

class	TextSubscriptionDataSourceReader
	Provides an implementations of ISubscriptionDataSourceReader that uses the BaseData.Reader(SubscriptionDataConfig,string,DateTime,bool) method to read lines of text from a SubscriptionDataSource More...

class	TimeSlice
	Represents a grouping of data emitted at a certain time. More...

class	TimeSliceFactory
	Instance base class that will provide methods for creating new TimeSlice More...

class	UniverseSelection
	Provides methods for apply the results of universe selection to an algorithm More...

class	UpdateData
	Transport type for algorithm update data. This is intended to provide a list of base data used to perform updates against the specified target More...

class	ZipDataCacheProvider
	File provider implements optimized zip archives caching facility. Cache is thread safe. More...

class	ZipEntryNameSubscriptionDataSourceReader
	Provides an implementation of ISubscriptionDataSourceReader that reads zip entry names More...

Classes