Interface IStorageRegistry

The interface describing the storage of market data.

Inherited Members
Namespace: StockSharp.Algo.Storages
Assembly: StockSharp.Algo.dll
Syntax
public interface IStorageRegistry : IMessageStorageRegistry

Properties

DefaultDrive

The storage used by default.

Declaration
IMarketDataDrive DefaultDrive { get; set; }
Property Value
Type Description
IMarketDataDrive

ExchangeInfoProvider

Exchanges and trading boards provider.

Declaration
IExchangeInfoProvider ExchangeInfoProvider { get; }
Property Value
Type Description
IExchangeInfoProvider

Methods

GetCandleStorage(Type, Security, Object, IMarketDataDrive, StorageFormats)

To get the candles storage for the specified instrument.

Declaration
IEntityMarketDataStorage<Candle, CandleMessage> GetCandleStorage(Type candleType, Security security, object arg, IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type Name Description
Type candleType

The candle type.
Security security

Security.
Object arg

Candle arg.
IMarketDataDrive drive

The storage. If a value is null, DefaultDrive will be used.
StorageFormats format

The format type. By default Binary is passed.
Returns
Type Description
IEntityMarketDataStorage<Candle, CandleMessage>

The candles storage.

GetMarketDepthStorage(Security, IMarketDataDrive, StorageFormats)

To get the storage of order books for the specified instrument.

Declaration
IEntityMarketDataStorage<MarketDepth, QuoteChangeMessage> GetMarketDepthStorage(Security security, IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type Name Description
Security security

Security.
IMarketDataDrive drive

The storage. If a value is null, DefaultDrive will be used.
StorageFormats format

The format type. By default Binary is passed.
Returns
Type Description
IEntityMarketDataStorage<MarketDepth, QuoteChangeMessage>

The order books storage.

GetNewsStorage(IMarketDataDrive, StorageFormats)

To get news storage.

Declaration
IEntityMarketDataStorage<News, NewsMessage> GetNewsStorage(IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type Name Description
IMarketDataDrive drive

The storage. If a value is null, DefaultDrive will be used.
StorageFormats format

The format type. By default Binary is passed.
Returns
Type Description
IEntityMarketDataStorage<News, NewsMessage>

The news storage.

GetOrderLogStorage(Security, IMarketDataDrive, StorageFormats)

To get the storage of orders log for the specified instrument.

Declaration
IEntityMarketDataStorage<OrderLogItem, ExecutionMessage> GetOrderLogStorage(Security security, IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type Name Description
Security security

Security.
IMarketDataDrive drive

The storage. If a value is null, DefaultDrive will be used.
StorageFormats format

The format type. By default Binary is passed.
Returns
Type Description
IEntityMarketDataStorage<OrderLogItem, ExecutionMessage>

The storage of orders log.

GetStorage(Security, Type, Object, IMarketDataDrive, StorageFormats)

To get the market-data storage.

Declaration
IMarketDataStorage GetStorage(Security security, Type dataType, object arg, IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type Name Description
Security security

Security.
Type dataType

Market data type.
Object arg

The parameter associated with the dataType type. For example, Arg.
IMarketDataDrive drive

The storage. If a value is null, DefaultDrive will be used.
StorageFormats format

The format type. By default Binary is passed.
Returns
Type Description
IMarketDataStorage

Market-data storage.

GetTradeStorage(Security, IMarketDataDrive, StorageFormats)

To get the storage of tick trades for the specified instrument.

Declaration
IEntityMarketDataStorage<Trade, ExecutionMessage> GetTradeStorage(Security security, IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type Name Description
Security security

Security.
IMarketDataDrive drive

The storage. If a value is null, DefaultDrive will be used.
StorageFormats format

The format type. By default Binary is passed.
Returns
Type Description
IEntityMarketDataStorage<Trade, ExecutionMessage>

The storage of tick trades.

Extension Methods