chore: import upstream snapshot with attribution

Common/Interfaces/IDataProvider.cs

@@ -0,0 +1,41 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ * 
+ * Licensed under the Apache License, Version 2.0 (the "License"); 
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ * 
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System.IO;
+using System.ComponentModel.Composition;
+using System;
+
+namespace QuantConnect.Interfaces
+{
+    /// <summary>
+    /// Fetches a remote file for a security.
+    /// Must save the file to Globals.DataFolder.
+    /// </summary>
+    [InheritedExport(typeof(IDataProvider))]
+    public interface IDataProvider
+    {
+        /// <summary>
+        /// Event raised each time data fetch is finished (successfully or not)
+        /// </summary>
+        event EventHandler<DataProviderNewDataRequestEventArgs> NewDataRequest;
+
+        /// <summary>
+        /// Retrieves data to be used in an algorithm
+        /// </summary>
+        /// <param name="key">A string representing where the data is stored</param>
+        /// <returns>A <see cref="Stream"/> of the data requested</returns>
+        Stream Fetch(string key);
+    }
+}