chore: import upstream snapshot with attribution

Engine/DataFeeds/ISubscriptionDataSourceReader.cs

@@ -0,0 +1,26 @@
+using System;
+using System.Collections.Generic;
+using QuantConnect.Data;
+
+namespace QuantConnect.Lean.Engine.DataFeeds
+{
+    /// <summary>
+    /// Represents a type responsible for accepting an input <see cref="SubscriptionDataSource"/>
+    /// and returning an enumerable of the source's <see cref="BaseData"/>
+    /// </summary>
+    public interface ISubscriptionDataSourceReader
+    {
+        /// <summary>
+        /// Event fired when the specified source is considered invalid, this may
+        /// be from a missing file or failure to download a remote source
+        /// </summary>
+        event EventHandler<InvalidSourceEventArgs> InvalidSource;
+
+        /// <summary>
+        /// Reads the specified <paramref name="source"/>
+        /// </summary>
+        /// <param name="source">The source to be read</param>
+        /// <returns>An <see cref="IEnumerable{BaseData}"/> that contains the data in the source</returns>
+        IEnumerable<BaseData> Read(SubscriptionDataSource source);
+    }
+}