/* * 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; namespace QuantConnect.Interfaces { /// /// This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available. /// Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific. /// public interface IDataQueueUniverseProvider { /// /// Method returns a collection of Symbols that are available at the data source. /// /// Symbol to lookup /// Include expired contracts /// Expected security currency(if any) /// Enumerable of Symbols, that are associated with the provided Symbol IEnumerable LookupSymbols(Symbol symbol, bool includeExpired, string securityCurrency = null); /// /// Returns whether selection can take place or not. /// /// This is useful to avoid a selection taking place during invalid times, for example IB reset times or when not connected, /// because if allowed selection would fail since IB isn't running and would kill the algorithm /// True if selection can take place bool CanPerformSelection(); } }