QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator Class Reference

Enumerates live futures symbol universe data into BaseDataCollection instances More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator:

Public Member Functions
	DataQueueFuturesChainUniverseDataCollectionEnumerator (SubscriptionRequest subscriptionRequest, IDataQueueUniverseProvider universeProvider, ITimeProvider timeProvider)
	Initializes a new instance of the DataQueueFuturesChainUniverseDataCollectionEnumerator class. More...
void	Dispose ()
	Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...
bool	MoveNext ()
	Advances the enumerator to the next element of the collection. More...
void	Reset ()
	Sets the enumerator to its initial position, which is before the first element in the collection. More...

Properties
BaseDataCollection	Current [get]
	Returns current futures chain enumerator position More...

Detailed Description

Enumerates live futures symbol universe data into BaseDataCollection instances

Definition at line 32 of file DataQueueFuturesChainUniverseDataCollectionEnumerator.cs.

Constructor & Destructor Documentation

DataQueueFuturesChainUniverseDataCollectionEnumerator()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator.DataQueueFuturesChainUniverseDataCollectionEnumerator	(	SubscriptionRequest	subscriptionRequest,
		IDataQueueUniverseProvider	universeProvider,
		ITimeProvider	timeProvider
	)

Initializes a new instance of the DataQueueFuturesChainUniverseDataCollectionEnumerator class.

Parameters

subscriptionRequest	The subscription request to be used
universeProvider	Symbol universe provider of the data queue
timeProvider	The time provider to be used

Definition at line 47 of file DataQueueFuturesChainUniverseDataCollectionEnumerator.cs.

Member Function Documentation

Dispose()

void QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator.Dispose

(

)

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

Definition at line 72 of file DataQueueFuturesChainUniverseDataCollectionEnumerator.cs.

MoveNext()

bool QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator.MoveNext

(

)

Advances the enumerator to the next element of the collection.

Returns

true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection.

Definition at line 82 of file DataQueueFuturesChainUniverseDataCollectionEnumerator.cs.

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Reset()

void QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator.Reset

(

)

Sets the enumerator to its initial position, which is before the first element in the collection.

Definition at line 131 of file DataQueueFuturesChainUniverseDataCollectionEnumerator.cs.

Property Documentation

Current

BaseDataCollection QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator.Current

get

Returns current futures chain enumerator position

Definition at line 62 of file DataQueueFuturesChainUniverseDataCollectionEnumerator.cs.

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

• Engine/DataFeeds/Enumerators/DataQueueFuturesChainUniverseDataCollectionEnumerator.cs