SubscriptionConfig

StockSharp.Configuration

Represents a persisted market data subscription configuration.

Implements: IPersistable, IEquatable<SubscriptionConfig>

Properties

BuildField
public Level1Fields? BuildField { get; set; }
value = subscriptionConfig.BuildField
subscriptionConfig.BuildField = value

Field used during building (for example, a price or volume field name).

BuildFrom
public DataType BuildFrom { get; set; }
value = subscriptionConfig.BuildFrom
subscriptionConfig.BuildFrom = value

Source data type used to build the requested data (e.g., build candles from trades).

BuildMode
public MarketDataBuildModes? BuildMode { get; set; }
value = subscriptionConfig.BuildMode
subscriptionConfig.BuildMode = value

Build mode for derived data (when data needs to be built from another source).

Count
public long? Count { get; set; }
value = subscriptionConfig.Count
subscriptionConfig.Count = value

Optional maximum number of data items to request.

DataType
public DataType DataType { get; set; }
value = subscriptionConfig.DataType
subscriptionConfig.DataType = value

Market data type identifier (for example: Level1, MarketDepth, Trades, Candles).

From
public DateTime? From { get; set; }
value = subscriptionConfig.From
subscriptionConfig.From = value

Optional start time (UTC) of the requested data interval.

MaxDepth
public int? MaxDepth { get; set; }
value = subscriptionConfig.MaxDepth
subscriptionConfig.MaxDepth = value

Optional maximum depth for order book data.

Security
public SecurityId? Security { get; set; }
value = subscriptionConfig.Security
subscriptionConfig.Security = value

SecurityId

To
public DateTime? To { get; set; }
value = subscriptionConfig.To
subscriptionConfig.To = value

Optional end time (UTC) of the requested data interval.