Table of Contents

Interface IMarketDataDrive

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

The interface, describing the storage (database, file etc.).

public interface IMarketDataDrive : IPersistable, IDisposable
Inherited Members
Extension Methods

Properties

AvailableSecurities

Get all available instruments.

IEnumerable<SecurityId> AvailableSecurities { get; }

Property Value

IEnumerable<SecurityId>

Path

Path to market data.

string Path { get; }

Property Value

string

Methods

GetAvailableDataTypes(SecurityId, StorageFormats)

Get all available data types.

IEnumerable<DataType> GetAvailableDataTypes(SecurityId securityId, StorageFormats format)

Parameters

securityId SecurityId

Instrument identifier.

format StorageFormats

Format type.

Returns

IEnumerable<DataType>

Data types.

GetNewsMessageStorage(IMarketDataSerializer<NewsMessage>)

To get news storage.

IMarketDataStorage<NewsMessage> GetNewsMessageStorage(IMarketDataSerializer<NewsMessage> serializer)

Parameters

serializer IMarketDataSerializer<NewsMessage>

The serializer.

Returns

IMarketDataStorage<NewsMessage>

The news storage.

GetStorageDrive(SecurityId, DataType, StorageFormats)

To get the storage for IMarketDataStorage.

IMarketDataStorageDrive GetStorageDrive(SecurityId securityId, DataType dataType, StorageFormats format)

Parameters

securityId SecurityId

Security ID.

dataType DataType

Data type info.

format StorageFormats

Format type.

Returns

IMarketDataStorageDrive

Storage for IMarketDataStorage.

LookupSecurities(SecurityLookupMessage, ISecurityProvider, Action<SecurityMessage>, Func<bool>, Action<int, int>)

Download securities by the specified criteria.

void LookupSecurities(SecurityLookupMessage criteria, ISecurityProvider securityProvider, Action<SecurityMessage> newSecurity, Func<bool> isCancelled, Action<int, int> updateProgress)

Parameters

criteria SecurityLookupMessage

Message security lookup for specified criteria.

securityProvider ISecurityProvider

The provider of information about instruments.

newSecurity Action<SecurityMessage>

The handler through which a new instrument will be passed.

isCancelled Func<bool>

The handler which returns an attribute of search cancel.

updateProgress Action<int, int>

The handler through which a progress change will be passed.

Verify()

Verify settings.

void Verify()