/// <summary>
/// Subscribe to the specified configuration
/// </summary>
/// <param name="dataConfig">defines the parameters to subscribe to a data feed</param>
/// <param name="newDataAvailableHandler">handler to be fired on new data available</param>
/// <returns>The new enumerator for this subscription request</returns>
public IEnumerator <BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
{
if (dataConfig.ExtendedMarketHours)
{
Log.Error("IEXDataQueueHandler.Subscribe(): Unfortunately no updates could be received from IEX outside the regular exchange open hours. " +
"Please be aware that only regular hours updates will be submitted to an algorithm.");
}
if (dataConfig.Resolution < Resolution.Second)
{
Log.Error($"IEXDataQueueHandler.Subscribe(): Selected data resolution ({dataConfig.Resolution}) " +
"is not supported by current implementation of IEXDataQueueHandler. Sorry. Please try the higher resolution.");
}
if (!CanSubscribe(dataConfig.Symbol))
{
return(null);
}
var enumerator = _aggregator.Add(dataConfig, newDataAvailableHandler);
_subscriptionManager.Subscribe(dataConfig);
return(enumerator);
}
/// <summary>
/// Subscribe to the specified configuration
/// </summary>
/// <param name="dataConfig">defines the parameters to subscribe to a data feed</param>
/// <param name="newDataAvailableHandler">handler to be fired on new data available</param>
/// <returns>The new enumerator for this subscription request</returns>
public IEnumerator <BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
{
var enumerator = _aggregator.Add(dataConfig, newDataAvailableHandler);
Subscribe(new[] { dataConfig.Symbol });
return(enumerator);
}
/// <summary>
/// Subscribe to the specified configuration
/// </summary>
/// <param name="dataConfig">defines the parameters to subscribe to a data feed</param>
/// <param name="newDataAvailableHandler">handler to be fired on new data available</param>
/// <returns>The new enumerator for this subscription request</returns>
public IEnumerator <BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
{
var enumerator = _aggregator.Add(dataConfig, newDataAvailableHandler);
_subscriptionManager.Subscribe(dataConfig);
return(enumerator);
}
/// <summary>
/// Subscribe to the specified configuration
/// </summary>
/// <param name="dataConfig">defines the parameters to subscribe to a data feed</param>
/// <param name="newDataAvailableHandler">handler to be fired on new data available</param>
/// <returns>The new enumerator for this subscription request</returns>
public IEnumerator <BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
{
var enumerator = _aggregator.Add(dataConfig, newDataAvailableHandler);
lock (_sync)
{
_symbols.Add(dataConfig.Symbol);
}
return(enumerator);
}
/// <summary>
/// Subscribe to the specified configuration
/// </summary>
/// <param name="dataConfig">defines the parameters to subscribe to a data feed</param>
/// <param name="newDataAvailableHandler">handler to be fired on new data available</param>
/// <returns>The new enumerator for this subscription request</returns>
public IEnumerator <BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
{
if (!CanSubscribe(dataConfig.Symbol))
{
return(Enumerable.Empty <BaseData>().GetEnumerator());
}
var enumerator = _dataAggregator.Add(dataConfig, newDataAvailableHandler);
_subscriptionManager.Subscribe(dataConfig);
return(enumerator);
}
/// <summary>
/// Subscribe to the specified configuration
/// </summary>
/// <param name="dataConfig">defines the parameters to subscribe to a data feed</param>
/// <param name="newDataAvailableHandler">handler to be fired on new data available</param>
/// <returns>The new enumerator for this subscription request</returns>
public IEnumerator <BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
{
if (dataConfig.SecurityType != SecurityType.Equity)
{
return(Enumerable.Empty <BaseData>().GetEnumerator());
}
var enumerator = _aggregator.Add(dataConfig, newDataAvailableHandler);
_subscriptionManager.Subscribe(dataConfig);
return(enumerator);
}