Interface IEntityMarketDataStorage<TEntity, TMessage>
- Namespace
- StockSharp.Algo.Storages
- Assembly
- StockSharp.Algo.dll
The interface, describing the storage of market data (ticks, order books etc.).
[Obsolete("Use message based storages.")]
public interface IEntityMarketDataStorage<TEntity, TMessage> : IMarketDataStorage<TMessage>, IMarketDataStorage where TMessage : Message
Type Parameters
TEntityEntity type.
TMessageMessage type.
- Inherited Members
- Extension Methods
Methods
Delete(IEnumerable<TEntity>)
To delete market data from storage.
void Delete(IEnumerable<TEntity> data)
Parameters
dataIEnumerable<TEntity>Market data to be deleted.
Load(DateTime)
To load data.
IEnumerable<TEntity> Load(DateTime date)
Parameters
dateDateTimeDate, for which data shall be loaded.
Returns
- IEnumerable<TEntity>
Data. If there is no data, the empty set will be returned.
Save(IEnumerable<TEntity>)
To save market data in storage.
int Save(IEnumerable<TEntity> data)
Parameters
dataIEnumerable<TEntity>Market data.
Returns
- int
Count of saved data.