Remove ZipEntryName other classes and unused code

Removed ZipEntryName class and references across various files.
Removed DataQueueFuturesChainUniverseDataCollectionEnumerator and DataQueueOptionChainUniverseDataCollectionEnumerator classes.
Removed OptionChainUniverseSubscriptionEnumeratorFactory class.
Removed unused code for handling OptionChainUniverse and FuturesChainUniverse in FileSystemDataFeed.cs and LiveTradingDataFeed.cs.
Removed several test files related to enumerator factories and universe data collection.

Common/Extensions.cs

@@ -4114,7 +4114,7 @@ public static bool ShouldEmitData(this SubscriptionDataConfig config, BaseData d
             var expectedType = type.IsAssignableTo(config.Type);
 
             // Check our config type first to be lazy about using data.GetType() unless required
-            var configTypeFilter = (config.Type == typeof(TradeBar) || config.Type == typeof(ZipEntryName) ||
+            var configTypeFilter = (config.Type == typeof(TradeBar) || config.Type.IsAssignableTo(typeof(BaseChainUniverseData)) ||
                 config.Type == typeof(Tick) && config.TickType == TickType.Trade || config.IsCustomData);
 
             if (!configTypeFilter)

Common/Util/LeanData.cs

@@ -42,7 +42,7 @@ public static class LeanData
         private static readonly HashSet<Type> _strictDailyEndTimesDataTypes = new()
         {
             // the underlying could yield auxiliary data which we don't want to change
-            typeof(TradeBar), typeof(QuoteBar), typeof(ZipEntryName), typeof(BaseDataCollection), typeof(OpenInterest)
+            typeof(TradeBar), typeof(QuoteBar), typeof(BaseDataCollection), typeof(OpenInterest)
         };
 
         /// <summary>
@@ -1030,7 +1030,7 @@ public static TickType GetCommonTickTypeForCommonDataTypes(Type type, SecurityTy
             {
                 return TickType.OpenInterest;
             }
-            if (type == typeof(ZipEntryName))
+            if (type.IsAssignableTo(typeof(BaseChainUniverseData)))
             {
                 return TickType.Quote;
             }
@@ -1516,17 +1516,8 @@ public static bool SetStrictEndTimes(IBaseData baseData, SecurityExchangeHours e
                 return false;
             }
 
-            var isZipEntryName = dataType == typeof(ZipEntryName);
-            if (isZipEntryName && baseData.Time.Hour == 0)
-            {
-                // zip entry names are emitted point in time for a date, see BaseDataSubscriptionEnumeratorFactory. When setting the strict end times
-                // we will move it to the previous day daily times, because daily market data on disk end time is midnight next day, so here we add 1 day
-                baseData.Time += Time.OneDay;
-                baseData.EndTime += Time.OneDay;
-            }
-
             var dailyCalendar = GetDailyCalendar(baseData.EndTime, exchange, extendedMarketHours: false);
-            if (!isZipEntryName && dailyCalendar.End < baseData.Time)
+            if (dailyCalendar.End < baseData.Time)
             {
                 // this data point we were given is probably from extended market hours which we don't support for daily backtesting data
                 return false;