Important: Forex and Equity CFDs streaming was tested and works, since these subscriptions are re-routed to their underlying data. So multiple combinations were tested: subscribing to the CFD only; subscribing to the underlying (forex or equity) first and then to the CFD; subscribing to the CFD and then to the underlying. This is to make sure the changes to the subscribed tickers dictionary work and data from IB is routed to all subscribed tickers to the same data stream.
Types of changes
[ ] Bug fix (non-breaking change which fixes an issue)
[ ] Refactor (non-breaking change which improves implementation)
[ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
[x] New feature (non-breaking change which adds functionality)
[ ] Breaking change (fix or feature that would cause existing functionality to change)
Description
Add support for CFDs:
Note: this should be merge after https://github.com/QuantConnect/Lean/pull/7861
Related Issue
Closes #10
Motivation and Context
Requires Documentation Change
How Has This Been Tested?
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>