IHistoryMarketDataManager
Interface for history market data manager.
Implements: IDisposable
Properties
AdapterCache : MarketDataStorageCache
MarketDataStorageCache.
CheckTradableDates : bool
Check loading dates are they tradable.
CurrentTime : DateTime
Current time.
Drive : IMarketDataDrive
The storage which is used by default.
LoadedMessageCount : int
The number of loaded events.
MarketTimeChangedInterval : TimeSpan
The interval of message TimeMessage generation.
PostTradeMarketTimeChangedCount : int
The number of the event calls after end of trading.
StorageCache : MarketDataStorageCache
Cache.
StorageFormat : StorageFormats
The format of market data.
StorageRegistry : IStorageRegistry
Market data storage.
Methods
GetSupportedDataTypesAsync(SecurityId) : IAsyncEnumerable<DataType>
Get supported data types for security.
- securityId
- Security ID.
Returns: Supported data types.
HasGenerator(SecurityId, DataType) : bool
Check if generator exists.
- securityId
- Security ID.
- dataType
- Data type.
Returns: if generator exists.
RegisterGenerator(SecurityId, DataType, MarketDataGenerator, long)
Register generator.
- securityId
- Security ID.
- dataType
- Data type.
- generator
- Generator.
- transactionId
- Transaction ID.
Reset()
Reset state.
StartAsync(IEnumerable<BoardMessage>) : IAsyncEnumerable<Message>
Start market data generation.
- boards
- Exchange boards.
Returns: Async enumerable of messages.
Stop()
Stop market data generation.
SubscribeAsync(MarketDataMessage, CancellationToken) : ValueTask<Exception>
Subscribe to market data.
- message
- Subscription message.
- cancellationToken
- Cancellation token.
Returns: Error if subscription failed, null otherwise.
UnregisterGenerator(long) : bool
Unregister generator.
- originalTransactionId
- Original transaction id.
Returns: if generator was found and removed.
Unsubscribe(long)
Unsubscribe from market data.
- originalTransactionId
- Original subscription transaction id.