Index

StockSharp.Algo.Storages.LocalMarketDataDrive

Index for fast access to available data in local storage.

Inherits: CachedSynchronizedDictionary<SecurityId, Dictionary<StorageFormats, Dictionary<DataType, HashSet<DateTime>>>>

Properties

AvailableSecurities : IEnumerable<SecurityId>

Get all available securities in the index.

Methods

ChangeDate(SecurityId, StorageFormats, DataType, DateTime, bool)

Add or remove date for the specified security, format and data type.

secId
Security ID.
format
Storage format.
dataType
Data type.
date
Date.
remove
Remove date if , otherwise add.
GetAvailableDataTypes(SecurityId, StorageFormats) : IEnumerable<DataType>

Get available data types for the specified security and format.

securityId
Security ID. If default, returns all data types for the format.
format
Storage format.

Returns: Available data types.

GetDates(SecurityId, DataType, StorageFormats) : IEnumerable<DateTime>

Get available dates for the specified security, data type and format.

securityId
Security ID.
dataType
Data type.
format
Storage format.

Returns: Available dates sorted in ascending order.

Load(byte[])

Load index from binary data.

data
Binary data.
NeedSave(TimeSpan) : bool

Check if index needs to be saved.

diff
Time difference since last change.

Returns: if index needs to be saved.

Save(Stream)

Save index to stream.

stream
Stream.