Enumerates live options symbol universe data into OptionChainUniverseDataCollection instances More...

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

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Public Member Functions
	DataQueueOptionChainUniverseDataCollectionEnumerator (SubscriptionRequest subscriptionRequest, IEnumerator< BaseData > underlying, IDataQueueUniverseProvider universeProvider, ITimeProvider timeProvider)
	Initializes a new instance of the DataQueueOptionChainUniverseDataCollectionEnumerator 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
IEnumerator< BaseData >	Underlying `[get]`
	Gets the enumerator for the underlying asset More...

BaseDataCollection	Current `[get]`
	Returns current option chain enumerator position More...

Detailed Description

Enumerates live options symbol universe data into OptionChainUniverseDataCollection instances

Definition at line 32 of file DataQueueOptionChainUniverseDataCollectionEnumerator.cs.

Constructor & Destructor Documentation

◆ DataQueueOptionChainUniverseDataCollectionEnumerator()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator.DataQueueOptionChainUniverseDataCollectionEnumerator	(	SubscriptionRequest	subscriptionRequest,
		IEnumerator< BaseData >	underlying,
		IDataQueueUniverseProvider	universeProvider,
		ITimeProvider	timeProvider
	)

Initializes a new instance of the DataQueueOptionChainUniverseDataCollectionEnumerator class.

Parameters

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

Definition at line 53 of file DataQueueOptionChainUniverseDataCollectionEnumerator.cs.

Member Function Documentation

◆ Dispose()

void QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator.Dispose ( )

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

Definition at line 80 of file DataQueueOptionChainUniverseDataCollectionEnumerator.cs.

◆ MoveNext()

bool QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator.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 91 of file DataQueueOptionChainUniverseDataCollectionEnumerator.cs.

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◆ Reset()

void QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator.Reset ( )

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

Definition at line 158 of file DataQueueOptionChainUniverseDataCollectionEnumerator.cs.

Property Documentation

◆ Underlying

IEnumerator<BaseData> QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator.Underlying

get

Gets the enumerator for the underlying asset

Definition at line 44 of file DataQueueOptionChainUniverseDataCollectionEnumerator.cs.

◆ Current

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

get

Returns current option chain enumerator position

Definition at line 70 of file DataQueueOptionChainUniverseDataCollectionEnumerator.cs.

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

Engine/DataFeeds/Enumerators/DataQueueOptionChainUniverseDataCollectionEnumerator.cs

Public Member Functions

Properties