예제 #1
0
 /// <summary>
 /// Initializes a new instance of the <see cref="LiveSubscription"/> class
 /// </summary>
 /// <param name="security">The security this subscription is for</param>
 /// <param name="enumerator">The subscription's data source</param>
 /// <param name="utcStartTime">The start time of the subscription</param>
 /// <param name="utcEndTime">The end time of the subscription</param>
 /// <param name="isUserDefined">True if the user explicitly defined this subscription, false otherwise</param>
 /// <param name="isFundamentalSubscription">True if this subscription is used to define the times to perform universe selection
 /// for a specific market, false for all other subscriptions</param>
 public LiveSubscription(Security security, IEnumerator <BaseData> enumerator, DateTime utcStartTime, DateTime utcEndTime, bool isUserDefined, bool isFundamentalSubscription)
     : base(security, enumerator, utcStartTime, utcEndTime, isUserDefined, isFundamentalSubscription)
 {
     NeedsMoveNext = true;
     IsCustomData  = security.IsDynamicallyLoadedData;
     StreamStore   = new StreamStore(Configuration, security);
 }
예제 #2
0
 /// <summary>
 /// Initializes a new instance of the <see cref="LiveSubscription"/> class
 /// </summary>
 /// <param name="universe">The universe of the subscription</param>
 /// <param name="security">The security this subscription is for</param>
 /// <param name="enumerator">The subscription's data source</param>
 /// <param name="utcStartTime">The start time of the subscription</param>
 /// <param name="utcEndTime">The end time of the subscription</param>
 public LiveSubscription(IUniverse universe, Security security, IEnumerator<BaseData> enumerator, DateTime utcStartTime, DateTime utcEndTime)
     : base(universe, security, enumerator, utcStartTime, utcEndTime)
 {
     NeedsMoveNext = true;
     IsCustomData = security.SubscriptionDataConfig.IsCustomData;
     StreamStore = new StreamStore(Configuration, security);
 }
예제 #3
0
 /// <summary>
 /// Initializes a new instance of the <see cref="LiveSubscription"/> class
 /// </summary>
 /// <param name="security">The security this subscription is for</param>
 /// <param name="enumerator">The subscription's data source</param>
 /// <param name="utcStartTime">The start time of the subscription</param>
 /// <param name="utcEndTime">The end time of the subscription</param>
 /// <param name="isUserDefined">True if the user explicitly defined this subscription, false otherwise</param>
 /// <param name="isFundamentalSubscription">True if this subscription is used to define the times to perform universe selection
 /// for a specific market, false for all other subscriptions</param>
 public LiveSubscription(Security security, IEnumerator<BaseData> enumerator, DateTime utcStartTime, DateTime utcEndTime, bool isUserDefined, bool isFundamentalSubscription)
     : base(security, enumerator, utcStartTime, utcEndTime, isUserDefined, isFundamentalSubscription)
 {
     NeedsMoveNext = true;
     IsCustomData = security.IsDynamicallyLoadedData;
     StreamStore = new StreamStore(Configuration, security);
 }
예제 #4
0
 /// <summary>
 /// Initializes a new instance of the <see cref="LiveSubscription"/> class
 /// </summary>
 /// <param name="security">The security this subscription is for</param>
 /// <param name="enumerator">The subscription's data source</param>
 /// <param name="utcStartTime">The start time of the subscription</param>
 /// <param name="utcEndTime">The end time of the subscription</param>
 /// <param name="isUserDefined">True if the user explicitly defined this subscription, false otherwise</param>
 public LiveSubscription(Security security, IEnumerator<BaseData> enumerator, DateTime utcStartTime, DateTime utcEndTime, bool isUserDefined)
     : base(security, enumerator, utcStartTime, utcEndTime, isUserDefined)
 {
     NeedsMoveNext = true;
     IsCustomData = security.SubscriptionDataConfig.IsCustomData;
     StreamStore = new StreamStore(Configuration, security);
 }