/* * 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); } }