TickFeed

Pull-based source of Ticks.

Implementations: HistoricalTickFeed (in-memory), CsvTickFeed (CSV files), ConcatenatedTickFeed (sequential merge), MergingTickFeed (k-way merge by time), RangeClippedTickFeed (date-window filter), MockTickFeed (deterministic synthesizer). Live vendors implement TickFeed too — the backtest and live runtime use the same shape.

Inheritors

Functions

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open override fun close()

Releases underlying resources. Default no-op; live feeds override.

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abstract fun next(): Tick?

Returns the next tick, or null if the feed is exhausted.