IMarketDataProvider
StockSharp.BusinessEntities
The market data by the instrument provider interface.
Methods
GetLevel1Fields
public IEnumerable<Level1Fields> GetLevel1Fields(Security security)result = iMarketDataProvider.GetLevel1Fields(security)To get a set of available fields Level1Fields, for which there is a market data for the instrument.
- security
- Security.
Returns: Possible fields.
GetSecurityValue
public object GetSecurityValue(Security security, Level1Fields field)result = iMarketDataProvider.GetSecurityValue(security, field)To get the value of market data for the instrument.
- security
- Security.
- field
- Market-data field.
Returns: The field value. If no data, the will be returned.
Events
LookupSecuritiesResult
public event Action<SecurityLookupMessage, IEnumerable<Security>, Exception> LookupSecuritiesResultiMarketDataProvider.LookupSecuritiesResult += handlerLookup result SecurityLookupMessage received.
LookupSecuritiesResult2
public event Action<SecurityLookupMessage, IEnumerable<Security>, IEnumerable<Security>, Exception> LookupSecuritiesResult2iMarketDataProvider.LookupSecuritiesResult2 += handlerLookup result SecurityLookupMessage received.
ValuesChanged
public event Action<Security, IEnumerable<KeyValuePair<Level1Fields, object>>, DateTime, DateTime> ValuesChangediMarketDataProvider.ValuesChanged += handlerSecurity changed.