Table of Contents

Namespace StockSharp.Messages

Classes

AsyncMessageAdapter

Message adapter with async processing support.

AvailableDataInfoMessage

Available data info message.

AvailableDataRequestMessage

Available data info request.

BankDetails

Bank details.

BaseChangeMessage<TMessage, TField>

A message containing changes.

BaseConnectionMessage

Base connect/disconnect message.

BaseMessageQueue

Message queue.

BaseRequestMessage

Base implementation of ISubscriptionMessage interface with non-online mode.

BaseResultMessage<TMessage>

Base result message.

BaseRouteMessage<TMessage>

Base route response message.

BaseSubscriptionIdMessage<TMessage>

A message containing subscription identifiers.

BaseSubscriptionMessage

Base implementation of ISubscriptionMessage interface.

BaseWithdrawOrderCondition

The base implementation IWithdrawOrderCondition.

BoardCodes

Board codes.

BoardLookupMessage

Message boards lookup for specified criteria.

BoardMessage

The message contains information about the electronic board.

BoardStateMessage

Session change changed message.

BuildCandlesFieldSource

Source for BuildField.

BuildCandlesFromSource

Source for BuildFrom.

CandleMessage

The message contains information about the candle.

ChangePasswordMessage

Change password message.

ChannelMessageAdapter

Message adapter, forward messages through a transport channel IMessageChannel.

CommandMessage

The message contains information about command to change state.

ConnectMessage

Connect to a server message (uses as a command in outgoing case, event in incoming case).

DataType

Data type info.

DisconnectMessage

Disconnect from a server message (uses as a command in outgoing case, event in incoming case).

EmulationStateMessage

The message, informing about the emulator state change.

ErrorMessage

Error message.

ExecutionMessage

The message contains information about the execution.

Extensions

Extension class.

HeikinAshiCandleMessage

The message contains information about the Heikin-Ashi candle.

HistoricalAsyncMessageAdapter

Historical AsyncMessageAdapter.

InMemoryMessageChannel

Message channel, based on the queue and operate within a single process.

InsufficientFundException

Insufficient fund exception.

Level1ChangeMessage

The message containing the level1 market data.

MarketDataMessage

Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).

Message

A message containing market data or command.

MessageAdapter

The base adapter converts messages Message to the command of the trading system and back.

MessageAdapterCategoryAttribute

Specifies a categories for message adapter.

MessageAdapterStubAttribute

Shows the message adapter is stub.

MessageAdapterWrapper

Base implementation of IMessageAdapterWrapper.

MessageByLocalTimeQueue

Sorted by LocalTime queue.

MessageByOrderQueue

Sorted by incoming order queue.

MessageTypeInfo

Extended info for MessageTypes.

NewsMessage

The message contains information about the news.

NtmOrderInfo

Negotiated Trades Mode information.

OrderBookIncrementBuilder

Order book builder, used incremental QuoteChangeMessage.

OrderCancelMessage

A message containing the data for the cancellation of the order.

OrderCondition

Base order condition (for example, for stop order algo orders).

OrderConditionAttribute

Attribute, applied to IMessageAdapter, to provide information about type of OrderCondition.

OrderGroupCancelMessage

The message containing the order group cancel filter.

OrderLogMarketDepthBuilder

Default implementation of IOrderLogMarketDepthBuilder.

OrderMessage

A message containing info about the order.

OrderPairReplaceMessage

The message containing the information for modify order's pair.

OrderRegisterMessage

The message containing the information for the order registration.

OrderReplaceMessage

The message containing the information for modify order.

OrderStatusMessage

A message requesting current registered orders and trades.

PassThroughMessageAdapter

Special adapter, which transmits directly to the output of all incoming messages.

PassThroughMessageChannel

Message channel, which passes directly to the output all incoming messages.

PnFArg

Point in figure (X0) candle arg.

PnFCandleMessage

The message contains information about the X0 candle.

PortfolioLookupMessage

Message portfolio lookup for specified criteria.

PortfolioMessage

The message contains information about portfolio.

PositionChangeMessage

The message contains information about the position changes.

ProcessSuspendedMessage

Process suspended action.

QuoteChangeMessage

Messages containing quotes.

RangeCandleMessage

The message contains information about the range candle.

ReConnectionSettings

Connection tracking settings IMessageAdapter with a server.

RemoteFileCommandMessage

Remote file command.

RemoteFileMessage

Remove file message (upload or download).

RemoveMessage

Remove object request (security, portfolio etc.).

RenkoCandleMessage

The message contains information about the renko candle.

RepoOrderInfo

REPO info.

ResetMessage

Reset state message.

SecurityIdGenerator

The instrument identifiers generator SecurityId.

SecurityIdMapping

Security identifier mapping.

SecurityLegsInfoMessage

Security legs result message.

SecurityLegsRequestMessage

Security legs request message.

SecurityLookupMessage

Message security lookup for specified criteria.

SecurityMappingMessage

Security mapping result message.

SecurityMessage

A message containing info about the security.

StringToSecurityIdTypeConverter

Converter to use with SecurityId properties.

SubscriptionBase

Subscription.

SubscriptionExtensions

ISubscriptionMessage extensions.

SubscriptionFinishedMessage

Market data request finished message.

SubscriptionListRequestMessage

Subscriptions list request message.

SubscriptionOnlineMessage

Subscription goes online message.

SubscriptionResponseMessage

Subscription response message.

TickCandleMessage

The message contains information about the tick candle.

TimeFrameCandleMessage

The message contains information about the time-frame candle.

TimeFrameInfoMessage

Time-frames search result message.

TimeFrameLookupMessage

Message to request supported time-frames.

TimeMessage

The message contains information about the current time.

TypedCandleMessage<TArg>

Typed CandleMessage.

Unit

Special class, allows to set the value as a percentage, absolute, points and pips values.

UnitHelper

Extension class for Unit.

UserInfoMessage

The message contains information about user.

UserLookupMessage

Message users lookup for specified criteria.

UserRequestMessage

User request message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).

VolumeCandleMessage

The message contains information about the volume candle.

WithdrawInfo

Withdraw info.

WorkingTime

Work schedule (time, holidays etc.).

WorkingTimePeriod

Schedule validity period.

Structs

CandlePriceLevel

The price level.

QuoteChange

Market depth quote representing bid or ask.

SecurityId

Security ID.

Interfaces

IAddressAdapter<TAddress>

Message adapter, provided Address property.

IBasketSecurityProcessor

The interface of market data processor for basket securities.

IBasketSecurityProcessorProvider

The interface for provider of IBasketSecurityProcessor.

IBoardMessageProvider

Interface describing exchanges and trading boards provider.

ICandleMessage

The interfaces describes candle.

ICandleMessage<TArg>

The interfaces describes candle.

IComplexIdMessage

The interface describing an message with Id property.

ICurrencyMessage

Interface describes an currency based message.

IDemoAdapter

Message adapter, provided IsDemo property.

IErrorMessage

The interface describing an message with Error property.

IFileMessage

The interface describing an message with Body property.

IGeneratedMessage

The interface describing an message with BuildFrom property.

IHeikinAshiCandleMessage

Heikin-Ashi candle.

IKeySecretAdapter

Message adapter, provided Key and Secret properties.

ILocalTimeMessage

The interface describing an message with LocalTime property.

ILoginPasswordAdapter

Message adapter, provided Login and Password properties.

IMessage

The interface describing an message with Type method.

IMessageAdapter

Base message adapter interface which convert messages Message to native commands and back.

IMessageAdapterProvider

The message adapter's provider interface.

IMessageAdapterWrapper

Wrapping based adapter.

IMessageChannel

Message channel base interface.

IMessageQueue

The interfaces described message queue.

INtmOrderCondition

The interface describing NTM order condition.

INullableSecurityIdMessage

The interface describing an message with SecurityId property.

IOrderBookMessage

Interface describes an order book message.

IOrderLogMarketDepthBuilder

Base interface for order book builder.

IOrderLogMessage

Interface describes an order log message.

IOrderMessage

Interface describes an order's state message.

IOriginalTransactionIdMessage

The interface describing an message with OriginalTransactionId property.

IPassphraseAdapter

Message adapter, provided Passphrase property.

IPnFCandleMessage

X0 candle.

IPortfolioNameMessage

The interface describing an message with PortfolioName property.

IRangeCandleMessage

Range candle.

IRenkoCandleMessage

Renko candle.

IRepoOrderCondition

The interface describing REPO order condition.

IScheduledTask

Interface described schedule task.

ISecurityIdMessage

The interface describing an message with SecurityId property.

ISecurityMessageProvider

The interface for access to provider of information about instruments.

ISenderTargetAdapter

Message adapter, provided SenderCompId and TargetCompId properties.

ISeqNumMessage

The interface describing an message with SeqNum property.

IServerTimeMessage

The interface describing an message with ServerTime property.

IStopLossOrderCondition

The interface describing stop-loss order condition.

IStrategyIdMessage

The interface describing an message with StrategyId property.

ISubscriptionIdMessage

The interface describing an message with SubscriptionId property.

ISubscriptionMessage

The interface describing an message with IsSubscribe property.

ISystemMessage

The interface describing an message with IsSystem property.

ITakeProfitOrderCondition

The interface describing take-profit order condition.

ITickCandleMessage

Tick candle.

ITickTradeMessage

Interface describes an tick trade message.

ITimeFrameCandleMessage

Time-frame candle.

ITokenAdapter

Message adapter, provided Token property.

ITransactionIdMessage

The interface describing an message with TransactionId property.

IVolumeCandleMessage

Volume candle.

IWithdrawOrderCondition

The interface describing withdraw funds condition.

Enums

CandleStates

Candle states.

ChannelStates

States IMessageChannel.

CommandScopes

Command scopes.

CommandTypes

Command types.

ConnectionStates

Connection states.

ExecutionTypes

The types of data that contain information in ExecutionMessage.

FillGapsDays

Fill gaps days.

Level1Fields

Level1 fields of market-data.

MarginModes

Margin modes.

MarketDataBuildModes

Build modes.

MarketDataTypes

Market-data types.

MessageAdapterCategories

Message adapter categories.

MessageBackModes

Message loopback modes.

MessageOfflineModes

Message offline modes.

MessageTypes

The types of messages.

NewsPriorities

News priorities.

OptionStyles

Option styles.

OptionTypes

Option types.

OrderLogCancelReasons

Reasons for orders cancelling in the orders log.

OrderPositionEffects

Indicates whether the resulting position after a trade should be an opening position or closing position.

OrderStates

Order states.

OrderTypes

Order types.

PortfolioStates

Portfolio states.

PositionChangeTypes

Type of the changes in PositionChangeMessage.

QuoteChangeActions

Change actions.

QuoteChangeStates

Order book states.

QuoteConditions

Quote conditions.

RemoveTypes

Removing object types.

SecurityStates

Security states.

SecurityTypes

Securities types.

SessionStates

Session states.

SettlementTypes

Settlement types.

ShrinkRules

Price rounding rules.

Sides

Sides.

StatisticParameterTypes

Statistic types.

SubscriptionStates

Subscription states.

TPlusLimits

Т+ limit types.

TimeInForce

Limit order time in force.

UnitTypes

Measure units.

UserPermissions

Available permissions which customer receives for work with data.

WithdrawTypes

Withdraw types.