/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
using System.Collections.Generic;
using QuantConnect.Data.UniverseSelection;
using QuantConnect.Interfaces;
namespace QuantConnect.Data
{
///
/// Create an
///
public interface ISubscriptionEnumeratorFactory
{
///
/// Creates an enumerator to read the specified request
///
/// The subscription request to be read
/// Provider used to get data when it is not present on disk
/// An enumerator reading the subscription request
IEnumerator CreateEnumerator(SubscriptionRequest request, IDataProvider dataProvider);
}
}