Clone configuration on re-subscription #8560
Merged
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Description
Clone configuration on re-subscription. When re-subscribing a request after a fill forward resolution change, clone
SubscriptionDataConfig
to avoid memory access race conditions, like setting theMappedSymbol
when emitting new tradable date events.This can happen because when removing the existing subscription, the produce enumerators are not stopped instantly since they run on separate threads, so for a little while we might have 2
SubscriptionDataReaders
for the same configuration.Related Issue
Closes #7818
Motivation and Context
Requires Documentation Change
How Has This Been Tested?
Backtesting and existing regression algorithms
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>