Interface IMarketDataProvider

Namespace

StockSharp.BusinessEntities

Assembly

StockSharp.BusinessEntities.dll

The market data by the instrument provider interface.

public interface IMarketDataProvider

Extension Methods

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Methods

GetLevel1Fields(Security)

To get a set of available fields Level1Fields, for which there is a market data for the instrument.

IEnumerable<Level1Fields> GetLevel1Fields(Security security)

Parameters

security Security

Security.

Returns

IEnumerable<Level1Fields>

Possible fields.

GetSecurityValue(Security, Level1Fields)

To get the value of market data for the instrument.

object GetSecurityValue(Security security, Level1Fields field)

Parameters

security Security

Security.

field Level1Fields

Market-data field.

Returns

object

The field value. If no data, the null will be returned.

GetSessionState(ExchangeBoard)

Get session state for required board.

[Obsolete("Use ISubscriptionProvider.BoardReceived event.")]
SessionStates? GetSessionState(ExchangeBoard board)

Parameters

board ExchangeBoard

Electronic board.

Returns

SessionStates?

Session state. If the information about session state does not exist, then null will be returned.

Events

LookupBoardsResult

Lookup result BoardLookupMessage received.

[Obsolete("Use ISubscriptionProvider.BoardReceived and ISubscriptionProvider.SubscriptionStopped events.")]
event Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, Exception> LookupBoardsResult

Event Type

Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, Exception>

LookupBoardsResult2

Lookup result BoardLookupMessage received.

[Obsolete("Use ISubscriptionProvider.BoardReceived and ISubscriptionProvider.SubscriptionStopped events.")]
event Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, IEnumerable<ExchangeBoard>, Exception> LookupBoardsResult2

Event Type

Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, IEnumerable<ExchangeBoard>, Exception>

LookupSecuritiesResult

Lookup result SecurityLookupMessage received.

[Obsolete("Use ISubscriptionProvider.SecurityReceived and ISubscriptionProvider.SubscriptionStopped events.")]
event Action<SecurityLookupMessage, IEnumerable<Security>, Exception> LookupSecuritiesResult

Event Type

Action<SecurityLookupMessage, IEnumerable<Security>, Exception>

LookupSecuritiesResult2

Lookup result SecurityLookupMessage received.

[Obsolete("Use ISubscriptionProvider.SecurityReceived and ISubscriptionProvider.SubscriptionStopped events.")]
event Action<SecurityLookupMessage, IEnumerable<Security>, IEnumerable<Security>, Exception> LookupSecuritiesResult2

Event Type

Action<SecurityLookupMessage, IEnumerable<Security>, IEnumerable<Security>, Exception>

LookupTimeFramesResult

Lookup result DataTypeLookupMessage received.

[Obsolete("Use ISubscriptionProvider.DataTypeReceived and ISubscriptionProvider.SubscriptionStopped events.")]
event Action<DataTypeLookupMessage, IEnumerable<TimeSpan>, Exception> LookupTimeFramesResult

Event Type

Action<DataTypeLookupMessage, IEnumerable<TimeSpan>, Exception>

LookupTimeFramesResult2

Lookup result DataTypeLookupMessage received.

[Obsolete("Use ISubscriptionProvider.DataTypeReceived and ISubscriptionProvider.SubscriptionStopped events.")]
event Action<DataTypeLookupMessage, IEnumerable<TimeSpan>, IEnumerable<TimeSpan>, Exception> LookupTimeFramesResult2

Event Type

Action<DataTypeLookupMessage, IEnumerable<TimeSpan>, IEnumerable<TimeSpan>, Exception>

SessionStateChanged

Session changed.

[Obsolete("Use ISubscriptionProvider.BoardReceived event.")]
event Action<ExchangeBoard, SessionStates> SessionStateChanged

Event Type

Action<ExchangeBoard, SessionStates>

ValuesChanged

Security changed.

event Action<Security, IEnumerable<KeyValuePair<Level1Fields, object>>, DateTimeOffset, DateTimeOffset> ValuesChanged

Event Type

Action<Security, IEnumerable<KeyValuePair<Level1Fields, object>>, DateTimeOffset, DateTimeOffset>