Table of Contents

Class Level1CsvSerializer

Namespace
StockSharp.Algo.Storages.Csv
Assembly
StockSharp.Algo.dll

The level 1 serializer in the CSV format.

public class Level1CsvSerializer : CsvMarketDataSerializer<Level1ChangeMessage>, IMarketDataSerializer<Level1ChangeMessage>, IMarketDataSerializer
Inheritance
Level1CsvSerializer
Implements
Inherited Members
Extension Methods

Constructors

Level1CsvSerializer(SecurityId, Encoding)

Initializes a new instance of the Level1CsvSerializer.

public Level1CsvSerializer(SecurityId securityId, Encoding encoding = null)

Parameters

securityId SecurityId

Security ID.

encoding Encoding

Encoding.

Methods

Read(FastCsvReader, IMarketDataMetaInfo)

Read data from the specified reader.

protected override Level1ChangeMessage Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)

Parameters

reader FastCsvReader

CSV reader.

metaInfo IMarketDataMetaInfo

Meta-information on data for one day.

Returns

Level1ChangeMessage

Data.

Write(CsvFileWriter, Level1ChangeMessage, IMarketDataMetaInfo)

Write data to the specified writer.

protected override void Write(CsvFileWriter writer, Level1ChangeMessage data, IMarketDataMetaInfo metaInfo)

Parameters

writer CsvFileWriter

CSV writer.

data Level1ChangeMessage

Data.

metaInfo IMarketDataMetaInfo

Meta-information on data for one day.