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QuantConnect.Data.ISubscriptionEnumeratorFactory Interface Reference

Create an IEnumerator<BaseData> More...

Inheritance diagram for QuantConnect.Data.ISubscriptionEnumeratorFactory:
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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
requestThe subscription request to be read
dataProviderProvider 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.TimeTriggeredUniverseSubscriptionEnumeratorFactory, QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.LiveCustomDataSubscriptionEnumeratorFactory, QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.OptionChainUniverseSubscriptionEnumeratorFactory, QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataSubscriptionEnumeratorFactory, and QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataCollectionSubscriptionEnumeratorFactory.

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