IMarketDataDrive
StockSharp.Algo.Storages
The interface, describing the storage (database, file etc.).
Implements: IPersistable, IDisposable
Properties
Methods
GetAvailableDataTypesAsync
public IAsyncEnumerable<DataType> GetAvailableDataTypesAsync(SecurityId securityId, StorageFormats format)result = iMarketDataDrive.GetAvailableDataTypesAsync(securityId, format)Get all available data types.
- securityId
- Instrument identifier.
- format
- Format type.
Returns: Data types.
GetAvailableSecuritiesAsync
public IAsyncEnumerable<SecurityId> GetAvailableSecuritiesAsync()result = iMarketDataDrive.GetAvailableSecuritiesAsync()Get all available instruments.
Returns: Available instruments.
GetStorageDrive
public IMarketDataStorageDrive GetStorageDrive(SecurityId securityId, DataType dataType, StorageFormats format)result = iMarketDataDrive.GetStorageDrive(securityId, dataType, format)To get the storage for IMarketDataStorage.
- securityId
- Security ID.
- dataType
- Data type info.
- format
- Format type.
Returns: Storage for IMarketDataStorage.
LookupSecuritiesAsync
public IAsyncEnumerable<SecurityMessage> LookupSecuritiesAsync(SecurityLookupMessage criteria, ISecurityProvider securityProvider)result = iMarketDataDrive.LookupSecuritiesAsync(criteria, securityProvider)Download securities by the specified criteria.
- criteria
- Message security lookup for specified criteria.
- securityProvider
- The provider of information about instruments.
Returns: The sequence of found instruments.
VerifyAsync
public ValueTask VerifyAsync(CancellationToken cancellationToken)result = iMarketDataDrive.VerifyAsync(cancellationToken)Verify settings.
- cancellationToken
- CancellationToken
Returns: ValueTask