Class Level1CsvSerializer
The level 1 serializer in the CSV format.
Inherited Members
Namespace: StockSharp.Algo.Storages.Csv
Assembly: StockSharp.Algo.dll
Syntax
public class Level1CsvSerializer : CsvMarketDataSerializer<Level1ChangeMessage>, IMarketDataSerializer<Level1ChangeMessage>, IMarketDataSerializerConstructors
Level1CsvSerializer(SecurityId, Encoding)
Initializes a new instance of the Level1CsvSerializer.
Declaration
public Level1CsvSerializer(SecurityId securityId, Encoding encoding = null)Parameters
| Type | Name | Description |
|---|---|---|
| SecurityId | securityId | Security ID. |
| Encoding | encoding | Encoding. |
Methods
Read(FastCsvReader, IMarketDataMetaInfo)
Read data from the specified reader.
Declaration
protected override Level1ChangeMessage Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)Parameters
| Type | Name | Description |
|---|---|---|
| Ecng.Common.FastCsvReader | reader | CSV reader. |
| IMarketDataMetaInfo | metaInfo | Meta-information on data for one day. |
Returns
| Type | Description |
|---|---|
| Level1ChangeMessage | Data. |
Overrides
StockSharp.Algo.Storages.Csv.CsvMarketDataSerializer<StockSharp.Messages.Level1ChangeMessage>.Read(Ecng.Common.FastCsvReader, StockSharp.Algo.Storages.IMarketDataMetaInfo)
Write(CsvFileWriter, Level1ChangeMessage, IMarketDataMetaInfo)
Write data to the specified writer.
Declaration
protected override void Write(CsvFileWriter writer, Level1ChangeMessage data, IMarketDataMetaInfo metaInfo)Parameters
| Type | Name | Description |
|---|---|---|
| Ecng.Common.CsvFileWriter | writer | CSV writer. |
| Level1ChangeMessage | data | |
| IMarketDataMetaInfo | metaInfo | Meta-information on data for one day. |
Overrides
StockSharp.Algo.Storages.Csv.CsvMarketDataSerializer<StockSharp.Messages.Level1ChangeMessage>.Write(Ecng.Common.CsvFileWriter, StockSharp.Messages.Level1ChangeMessage, StockSharp.Algo.Storages.IMarketDataMetaInfo)