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QuantConnect · Nov 18, 2024 · c0e3c40 · c0e3c40
1 parent 75d424f
commit c0e3c40
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/Engine/DataFeeds/SubscriptionDataReader.cs b/Engine/DataFeeds/SubscriptionDataReader.cs
@@ -338,6 +338,9 @@ public bool MoveNext()
 
                     // Source change, check if we should emit the current instance
                     if (currentSource != _source
+                        // Don't skip for base data collections (like universe files): those daily files are not read in the
+                        // same way price daily files are read. e.g universe files for date X are loaded in a collection with end time of X+1,
+                        // we don't what to skip them
                         && !_config.Type.IsAssignableTo(typeof(BaseDataCollection))
                         && (
                             // After a mapping for every resolution except daily: