StockSharp.Algo.Storages Namespace
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StockSharp.Algo.Storages Namespace

Market-data storages.

Classes
  ClassDescription
Public classBaseMarketDataDrive
The base implementation IMarketDataDrive.
Public classBaseStorageEntityListT
The base class for representation in the form of list of trade objects, stored in database.
Public classBasketMarketDataStorageTMessage
The aggregator-storage, allowing to load data simultaneously from several market data storages.
Public classBufferMessageAdapter
Buffered message adapter.
Public classCacheableMarketDataDrive
The market data storage, saving data in the cache-storage.
Public classCacheableMarketDataStorageTData
The market data storage, saving data in the cache-storage.
Public classCachedBasketMarketDataStorageT
The cached aggregator-storage, allowing to load data simultaneously from several market data storages.
Public classContinuousSecurityMarketDataStorageT
The aggregator-storage, allowing to load data simultaneously market data for ContinuousSecurity.
Public classCsvExtendedInfoStorage
Extended info ExtensionInfo storage, used csv files.
Public classCsvNativeIdStorage
CSV security native identifier storage.
Public classCsvSecurityMappingStorage
CSV security identifier mappings storage.
Public classEntityRegistry
The storage of trade objects.
Public classExchangeBoardList
The class for representation in the form of list of exchange sites, stored in the external storage.
Public classExchangeList
The class for the presentation in the form of stocks list, stored in the external storage.
Public classIndexSecurityMarketDataStorageT
The aggregator-storage, allowing to load data simultaneously market data for IndexSecurity.
Public classInMemoryExchangeInfoProvider
The in memory provider of stocks and trade boards.
Public classInMemoryMarketDataStorageT
The storage, generating data in the process of operation.
Public classInMemoryNativeIdStorage
In memory security native identifier storage.
Public classInMemorySecurityMappingStorage
In memory security identifier mappings storage.
Public classLocalMarketDataDrive
The file storage for market data.
Public classMultiSecurityStorage
Security storage for multiple inner storages (regular, index and continuous).
Public classMyTradeList
The class for representation in the form of list of own trades, stored in external storage.
Public classNewsList
The class for representation in the form of list of news, stored in the external storage.
Public classOrderFailList
The class for representation in the form of list of orders with errors, stored in the external storage.
Public classOrderList
The class for representation in the form of list of orders, stored in external storage.
Public classPortfolioList
The class for representation in the form of list of portfolios, stored in external storage.
Public classPositionList
The class for representation in the form of list of positions, stored in external storage.
Public classRemoteMarketDataDrive
Remote storage of market data working via RemoteStorageClient.
Public classSecurityList
The class for representation in the form of list of instruments, stored in external storage.
Public classSecurityMarketDataDrive
The storage for the instrument.
Public classSnapshotRegistry
Snapshot storage registry.
Public classStorageEntityFactory
Storage based entity factory.
Public classStorageExchangeInfoProvider
The storage based provider of stocks and trade boards.
Public classStorageHelper
Extension class for storage.
Public classStorageMessageAdapter
Storage based message adapter.
Public classStorageRegistry
The storage of market data.
Public classTradeList
The class for representation of tick trades, stored in external storage, in the form of list.
Structures
  StructureDescription
Public structureSecurityIdMapping
Security identifier mapping.
Interfaces
  InterfaceDescription
Public interfaceIBasketMarketDataStorageEnumerableTMessage
The aggregator-storage enumerator.
Public interfaceIBasketMarketDataStorageInnerList
The interface, describing a list of embedded storages of market data.
Public interfaceIEntityRegistry
The interface describing the trade objects storage.
Public interfaceIExchangeInfoProvider
Interface describing exchanges and trading boards provider.
Public interfaceIExtendedInfoStorage
Extended info ExtensionInfo storage.
Public interfaceIExtendedInfoStorageItem
Extended info ExtensionInfo storage.
Public interfaceIMarketDataDrive
The interface, describing the storage (database, file etc.).
Public interfaceIMarketDataMetaInfo
Meta-information on data for one day.
Public interfaceIMarketDataSerializer
The serializer.
Public interfaceIMarketDataSerializerTData
The serializer.
Public interfaceIMarketDataStorage
The interface, describing the storage of market data (ticks, order books etc.).
Public interfaceIMarketDataStorageTData
The interface, describing the storage of market data (ticks, order books etc.).
Public interfaceIMarketDataStorageDrive
The interface, describing the storage, associated with IMarketDataStorage.
Public interfaceINativeIdStorage
Security native identifier storage.
Public interfaceISecurityMappingStorage
Security identifier mappings storage.
Public interfaceISecurityMarketDataDrive
The interface, describing the storage for instrument.
Public interfaceISecurityStorage
The interface for access to the storage of information on instruments.
Public interfaceISnapshotSerializerTKey, TMessage
The interface for serialize snapshots.
Public interfaceISnapshotStorage
The interface for access to the storage of snapshot prices.
Public interfaceISnapshotStorageTKey, TMessage
The interface for access to the storage of snapshot prices.
Public interfaceIStorageEntityListT
The interface for presentation in the form of list of trade objects, received from the external storage.
Public interfaceIStoragePositionList
The interface for access to the position storage.
Public interfaceIStorageRegistry
The interface describing the storage of market data.
Public interfaceIStorageSecurityList
The interface for access to the instrument storage.
Enumerations
  EnumerationDescription
Public enumerationStorageFormats
Format types.
Public enumerationStorageModes
Storage modes.