IHistoryMarketDataManager

AdapterCache

public MarketDataStorageCache AdapterCache { get; set; }

value = iHistoryMarketDataManager.AdapterCache
iHistoryMarketDataManager.AdapterCache = value

MarketDataStorageCache.

CheckTradableDates

public bool CheckTradableDates { get; set; }

value = iHistoryMarketDataManager.CheckTradableDates
iHistoryMarketDataManager.CheckTradableDates = value

Check loading dates are they tradable.

CurrentTime

public DateTime CurrentTime { get; }

value = iHistoryMarketDataManager.CurrentTime

Current time.

Drive

public IMarketDataDrive Drive { get; set; }

value = iHistoryMarketDataManager.Drive
iHistoryMarketDataManager.Drive = value

The storage which is used by default.

IsStarted

public bool IsStarted { get; }

value = iHistoryMarketDataManager.IsStarted

Is started.

LoadedMessageCount

public int LoadedMessageCount { get; }

value = iHistoryMarketDataManager.LoadedMessageCount

The number of loaded events.

MarketTimeChangedInterval

public TimeSpan MarketTimeChangedInterval { get; set; }

value = iHistoryMarketDataManager.MarketTimeChangedInterval
iHistoryMarketDataManager.MarketTimeChangedInterval = value

The interval of message TimeMessage generation.

PostTradeMarketTimeChangedCount

public int PostTradeMarketTimeChangedCount { get; set; }

value = iHistoryMarketDataManager.PostTradeMarketTimeChangedCount
iHistoryMarketDataManager.PostTradeMarketTimeChangedCount = value

The number of the event calls after end of trading.

StartDate

public DateTime StartDate { get; set; }

value = iHistoryMarketDataManager.StartDate
iHistoryMarketDataManager.StartDate = value

Date in history for starting.

StopDate

public DateTime StopDate { get; set; }

value = iHistoryMarketDataManager.StopDate
iHistoryMarketDataManager.StopDate = value

Date in history to stop (date is included).

StorageCache

public MarketDataStorageCache StorageCache { get; set; }

value = iHistoryMarketDataManager.StorageCache
iHistoryMarketDataManager.StorageCache = value

Cache.

StorageFormat

public StorageFormats StorageFormat { get; set; }

value = iHistoryMarketDataManager.StorageFormat
iHistoryMarketDataManager.StorageFormat = value

The format of market data.

StorageRegistry

public IStorageRegistry StorageRegistry { get; set; }

value = iHistoryMarketDataManager.StorageRegistry
iHistoryMarketDataManager.StorageRegistry = value

Market data storage.

GetSupportedDataTypesAsync

public IAsyncEnumerable<DataType> GetSupportedDataTypesAsync(SecurityId securityId)

result = iHistoryMarketDataManager.GetSupportedDataTypesAsync(securityId)

Get supported data types for security.

securityId

Security ID.

Returns: Supported data types.

HasGenerator

public bool HasGenerator(SecurityId securityId, DataType dataType)

result = iHistoryMarketDataManager.HasGenerator(securityId, dataType)

Check if generator exists.

securityId

Security ID.

dataType

Data type.

Returns: if generator exists.

RegisterGenerator

public void RegisterGenerator(SecurityId securityId, DataType dataType, MarketDataGenerator generator, long transactionId)

iHistoryMarketDataManager.RegisterGenerator(securityId, dataType, generator, transactionId)

Register generator.

securityId

Security ID.

dataType

Data type.

generator

Generator.

transactionId

Transaction ID.

Reset

public void Reset()

iHistoryMarketDataManager.Reset()

Reset state.

StartAsync

public IAsyncEnumerable<Message> StartAsync(IEnumerable<BoardMessage> boards)

result = iHistoryMarketDataManager.StartAsync(boards)

Start market data generation.

boards

Exchange boards.

Returns: Async enumerable of messages.

Stop

public void Stop()

iHistoryMarketDataManager.Stop()

Stop market data generation.

SubscribeAsync

public ValueTask<Exception> SubscribeAsync(MarketDataMessage message, CancellationToken cancellationToken)

result = iHistoryMarketDataManager.SubscribeAsync(message, cancellationToken)

Subscribe to market data.

message

Subscription message.

cancellationToken

Cancellation token.

Returns: Error if subscription failed, null otherwise.

UnregisterGenerator

public bool UnregisterGenerator(long originalTransactionId)

result = iHistoryMarketDataManager.UnregisterGenerator(originalTransactionId)

Unregister generator.

originalTransactionId

Original transaction id.

Returns: if generator was found and removed.

Unsubscribe

public void Unsubscribe(long originalTransactionId)

iHistoryMarketDataManager.Unsubscribe(originalTransactionId)

Unsubscribe from market data.

originalTransactionId

Original subscription transaction id.