/// <summary>
/// Removes the subscription from the data feed, if it exists
/// </summary>
/// <param name="configuration">The configuration of the subscription to remove</param>
/// <returns>True if the subscription was successfully removed, false otherwise</returns>
public bool RemoveSubscription(SubscriptionDataConfig configuration)
{
// remove the subscription from our collection
Subscription subscription;
if (!_subscriptions.TryRemove(configuration, out subscription))
{
Log.Error("LiveTradingDataFeed.RemoveSubscription(): Unable to remove: " + configuration.ToString());
return false;
}
var security = subscription.Security;
// remove the subscriptions
if (subscription.Configuration.IsCustomData)
{
_customExchange.RemoveEnumerator(security.Symbol);
_customExchange.RemoveDataHandler(security.Symbol);
}
else
{
_dataQueueHandler.Unsubscribe(_job, new[] { security.Symbol });
_exchange.RemoveDataHandler(security.Symbol);
}
subscription.Dispose();
// keep track of security changes, we emit these to the algorithm
// as notications, used in universe selection
_changes += SecurityChanges.Removed(security);
Log.Trace("LiveTradingDataFeed.RemoveSubscription(): Removed " + configuration);
UpdateFillForwardResolution();
return true;
}
