LocalMarketDataDrive

LocalMarketDataDrive()

Initializes a new instance of the LocalMarketDataDrive.

LocalMarketDataDrive(string)

Initializes a new instance of the LocalMarketDataDrive.

path

The path to the directory with data.

LocalMarketDataDrive(IFileSystem, string)

Initializes a new instance of the LocalMarketDataDrive.

fileSystem

File system abstraction.

path

The path to the directory with data.

AvailableSecurities : IEnumerable<SecurityId>

Available securities.

Path : string

Path to market data.

BuildIndexAsync(ILogReceiver, Action<int, int>, CancellationToken) : Task

Build an index for fast performance of accessing available data types from the storage.

logs

Logs. Can be .

updateProgress

Progress handler.

cancellationToken

CancellationToken

Returns: Task

GetAvailableDataTypesAsync(SecurityId, StorageFormats) : IAsyncEnumerable<DataType>

Get all available data types.

securityId

Instrument identifier.

format

Format type.

Returns: Data types.

GetAvailableSecuritiesAsync() : IAsyncEnumerable<SecurityId>

Get all available instruments.

Returns: Available instruments.

GetDataType(string) : DataType

Get data type and parameter for the specified file name.

fileName

The file name.

Returns: Data type and parameter associated with the type. For example, candle arg.

GetDate(string) : DateTime

Convert directory name to the date.

dirName

Directory name.

Returns: The date.

GetDirName(DateTime) : string

Convert the date to directory name.

date

The date.

Returns: Directory name.

GetExtension(StorageFormats) : string

To get the file extension for the format.

format

Format.

Returns: The extension.

GetFileName(DataType, StorageFormats?, bool) : string

To get the file name by the type of data.

dataType

Data type info.

format

Storage format. If set an extension will be added to the file name.

throwIfUnknown

Throw exception if the specified type is unknown.

Returns: The file name.

GetSecurityPath(SecurityId) : string

To get the path to the folder with market data for the instrument.

securityId

Security ID.

Returns: The path to the folder with market data.

GetStorageDrive(SecurityId, DataType, StorageFormats) : IMarketDataStorageDrive

To get the storage for IMarketDataStorage.

securityId

Security ID.

dataType

Data type info.

format

Format type.

Returns: Storage for IMarketDataStorage.

LookupSecuritiesAsync(SecurityLookupMessage, ISecurityProvider) : IAsyncEnumerable<SecurityMessage>

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.

TrySaveIndex(TimeSpan) : TimeSpan?

Try save existing index.

diff

Time diff from prev index change.

Returns: Time taken by build process. means no build happened.

VerifyAsync(CancellationToken) : ValueTask

Verify settings.

cancellationToken

CancellationToken

Returns: ValueTask