IMarketDataStorage

AppendOnlyNew

public bool AppendOnlyNew { get; set; }

value = iMarketDataStorage.AppendOnlyNew
iMarketDataStorage.AppendOnlyNew = value

Whether to add new data or attempt to record all data without filter.

DataType

public DataType DataType { get; }

value = iMarketDataStorage.DataType

The type of market-data, operated by given storage.

Drive

public IMarketDataStorageDrive Drive { get; }

value = iMarketDataStorage.Drive

The storage (database, file etc.).

SecurityId

public SecurityId SecurityId { get; }

value = iMarketDataStorage.SecurityId

The instrument, operated by the external storage.

Serializer

public IMarketDataSerializer Serializer { get; }

value = iMarketDataStorage.Serializer

The serializer.

DeleteAsync

public ValueTask DeleteAsync(IEnumerable<Message> data, CancellationToken cancellationToken)

result = iMarketDataStorage.DeleteAsync(data, cancellationToken)

To delete market data from storage.

data

Market data to be deleted.

cancellationToken

CancellationToken

Returns: ValueTask

DeleteAsync

public ValueTask DeleteAsync(DateTime date, CancellationToken cancellationToken)

result = iMarketDataStorage.DeleteAsync(date, cancellationToken)

To remove market data on specified date from the storage.

date

Date, for which all data shall be deleted.

cancellationToken

CancellationToken

Returns: ValueTask

GetDatesAsync

public IAsyncEnumerable<DateTime> GetDatesAsync()

result = iMarketDataStorage.GetDatesAsync()

To get all the dates for which market data are recorded.

Returns: Available dates.

GetMetaInfoAsync

public ValueTask<IMarketDataMetaInfo> GetMetaInfoAsync(DateTime date, CancellationToken cancellationToken)

result = iMarketDataStorage.GetMetaInfoAsync(date, cancellationToken)

To get meta-information on data.

date

Date, for which meta-information on data shall be received.

cancellationToken

CancellationToken

Returns: Meta-information on data. If there is no such date in history, will be returned.

LoadAsync

public IAsyncEnumerable<Message> LoadAsync(DateTime date)

result = iMarketDataStorage.LoadAsync(date)

To load data.

date

Date, for which data shall be loaded.

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

SaveAsync

public ValueTask<int> SaveAsync(IEnumerable<Message> data, CancellationToken cancellationToken)

result = iMarketDataStorage.SaveAsync(data, cancellationToken)

To save market data in storage.

data

Market data.

cancellationToken

CancellationToken

Returns: Count of saved data.