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Commits on Nov 13, 2017

• Include the TickType in the HistoryPacket

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  quietjoy

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Commits on Nov 12, 2017

• Lift History request restrictions on Crypto security types

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  quietjoy

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• Merge pull request QuantConnect#1303 from andrewhart098/fractional-regression-algo-fix

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  jaredbroad

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Commits on Nov 10, 2017

• Updated regression statistics for fractionalQuantityRegressionStatistics test

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  quietjoy

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• Merge pull request QuantConnect#1298 from andrewhart098/aggregating-consolidators

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  jaredbroad

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• Merge pull request QuantConnect#1302 from andrewhart098/bugfix/1261

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  jaredbroad

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• Merge pull request QuantConnect#1301 from andrewhart098/crypto-file-name

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  jaredbroad

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• Fixes 1261

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  quietjoy

  committed
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• Don't include tick type in the filename

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  quietjoy

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• Merge pull request QuantConnect#1300 from StefanoRaggi/ib-get-usd-conversion-errormessage

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  jaredbroad

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• Add error message when IB GetUsdConversion historical request fails

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  StefanoRaggi

  committed
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Commits on Nov 9, 2017

• Merge pull request QuantConnect#1299 from StefanoRaggi/future-margin-model-fix

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  jaredbroad

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• Fix decimal precision issue in FutureMarginModel.GetMaintenanceMargin

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  StefanoRaggi

  committed
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• Refactor Kaiko data converter to use TickAggregatingConsolidator

  quietjoy

  committed
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• Added the TickAggregatingConsolidator

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  quietjoy

  committed
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• Merge pull request QuantConnect#1267 from espirulina/master

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  jaredbroad

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• Merge pull request QuantConnect#1293 from QuantConnect/bugfix-total-net-profit

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  jaredbroad

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• Merge pull request QuantConnect#1295 from StefanoRaggi/ib-null-check-fix

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  jaredbroad

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• Merge pull request QuantConnect#1296 from StefanoRaggi/ib-open-order-logging

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  jaredbroad

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• Merge pull request QuantConnect#1297 from andrewhart098/kaiko-best-ask

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  jaredbroad

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Commits on Nov 8, 2017

• Merge pull request QuantConnect#1292 from QuantConnect/gdax-bid-ask-fix

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  quietjoy

  authored
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• Added 20161007 to 20161009 btcusd data at second resolution

  quietjoy

  committed
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• Added 20161007 to 20161009 btcusd data at minute resolution

  quietjoy

  committed
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• Updated daily kaiko quote data

  quietjoy

  committed
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• Add logging in IB OpenOrder/OpenOrderEnd event handlers

  StefanoRaggi

  committed
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• Add missing null check in IB HandleError

  StefanoRaggi

  committed
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• Get the best ask price correctly from the kaiko data

  quietjoy

  committed
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Commits on Nov 7, 2017

• Change BestBidAskUpdatedEventsArgs fields to properties

  StefanoRaggi

  committed
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• Compute net profit even if no trades

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  mchandschuh

  committed
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• Don't emit quote tick on GDAX subscribe

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  StefanoRaggi

  committed
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• Add GDAX best bid/ask size in quote ticks

  StefanoRaggi

  committed
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• Emit GDAX quote ticks when best bid/ask prices changed

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  StefanoRaggi

  committed
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• ErrorLogs, TickType, and filter Distinct data

  espirulina

  authored
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• Logs, JSON array parser

  espirulina

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Commits on Nov 6, 2017

• Merge pull request QuantConnect#1289 from andrewhart098/remote-file-caching

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  jaredbroad

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