Table of Contents

Interface IMarketDataStorage<TMessage>

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

The interface, describing the storage of market data (ticks, order books etc.).

public interface IMarketDataStorage<TMessage> : IMarketDataStorage where TMessage : Message

Type Parameters

TMessage

Market data type.

Inherited Members
Extension Methods

Properties

Serializer

The serializer.

IMarketDataSerializer<TMessage> Serializer { get; }

Property Value

IMarketDataSerializer<TMessage>

Methods

Delete(IEnumerable<TMessage>)

To delete market data from storage.

void Delete(IEnumerable<TMessage> data)

Parameters

data IEnumerable<TMessage>

Market data to be deleted.

Load(DateTime)

To load data.

IEnumerable<TMessage> Load(DateTime date)

Parameters

date DateTime

Date, for which data shall be loaded.

Returns

IEnumerable<TMessage>

Data. If there is no data, the empty set will be returned.

Save(IEnumerable<TMessage>)

To save market data in storage.

int Save(IEnumerable<TMessage> data)

Parameters

data IEnumerable<TMessage>

Market data.

Returns

int

Count of saved data.