InMemoryMarketDataStorage

StockSharp.Algo.Storages

The storage, generating data in the process of operation.

Implements: IMarketDataStorage<T>, IMarketDataStorage

Constructors

InMemoryMarketDataStorage(SecurityId, DataType, Func<DateTime, IAsyncEnumerable<T>>)

The storage, generating data in the process of operation.

securityId
Security ID.
dataType
Data type.
getData
Handler for retrieving in-memory data.

Methods

LoadAsync(DateTime) : IAsyncEnumerable<T>

To load data.

date
Date, for which data shall be loaded.

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