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Feat: CanonicalDataDownloaderDecorator for chain support#9299

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Romazes wants to merge 4 commits intoQuantConnect:masterfrom
Romazes:refactor-canonical-downloader-handler
Open

Feat: CanonicalDataDownloaderDecorator for chain support#9299
Romazes wants to merge 4 commits intoQuantConnect:masterfrom
Romazes:refactor-canonical-downloader-handler

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@Romazes
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@Romazes Romazes commented Feb 17, 2026

Description

Related Issue

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

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)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

Introduced CanonicalDataDownloaderDecorator to enable automatic resolution and parallel downloading of all contracts for canonical symbols (options and futures chains). Updated Program.cs and DownloaderDataProvider to use this decorator, ensuring seamless data retrieval for both canonical and non-canonical symbols. Refactored initialization logic to handle chain providers within the decorator and removed redundant code from Program.cs.
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