IQFeedMessageAdapter

IQFeedMessageAdapter

public IQFeedMessageAdapter(IdGenerator transactionIdGenerator)

iQFeedMessageAdapter = IQFeedMessageAdapter(transactionIdGenerator)

Initializes a new instance of the IQFeedMessageAdapter.

transactionIdGenerator

Transaction id generator.

AdminAddress

public EndPoint AdminAddress { get; set; }

value = iQFeedMessageAdapter.AdminAddress
iQFeedMessageAdapter.AdminAddress = value

Address for obtaining service data.

AllTimeFrames

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

value = IQFeedMessageAdapter.AllTimeFrames

Possible time-frames.

DerivativeAddress

public EndPoint DerivativeAddress { get; set; }

value = iQFeedMessageAdapter.DerivativeAddress
iQFeedMessageAdapter.DerivativeAddress = value

Address for obtaining derivative data.

ExtraSetup

public override bool ExtraSetup { get; }

value = iQFeedMessageAdapter.ExtraSetup

The adapter requires extra setup.

FeatureName

public override string FeatureName { get; }

value = iQFeedMessageAdapter.FeatureName

Feature name.

IsDownloadSecurityFromSite

public bool IsDownloadSecurityFromSite { get; set; }

value = iQFeedMessageAdapter.IsDownloadSecurityFromSite
iQFeedMessageAdapter.IsDownloadSecurityFromSite = value

Whether to load instruments from the archive of the IQFeed site. The default is off.

IsSupportOrderBookIncrements

public override bool IsSupportOrderBookIncrements { get; }

value = iQFeedMessageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

Level1Address

public EndPoint Level1Address { get; set; }

value = iQFeedMessageAdapter.Level1Address
iQFeedMessageAdapter.Level1Address = value

Address for obtaining data on Level1.

Level1ColumnRegistry

public IQFeedLevel1ColumnRegistry Level1ColumnRegistry { get; }

value = iQFeedMessageAdapter.Level1ColumnRegistry

The list of all available IQFeedLevel1Column.

Level1Columns

public IEnumerable<IQFeedLevel1Column> Level1Columns { get; set; }

value = iQFeedMessageAdapter.Level1Columns
iQFeedMessageAdapter.Level1Columns = value

All IQFeedLevel1Column to be transmit.

Level2Address

public EndPoint Level2Address { get; set; }

value = iQFeedMessageAdapter.Level2Address
iQFeedMessageAdapter.Level2Address = value

Address for obtaining data on Level2.

Login

public string Login { get; set; }

value = iQFeedMessageAdapter.Login
iQFeedMessageAdapter.Login = value

Login.

LookupAddress

public EndPoint LookupAddress { get; set; }

value = iQFeedMessageAdapter.LookupAddress
iQFeedMessageAdapter.LookupAddress = value

Address for obtaining history data.

Offline

public bool Offline { get; set; }

value = iQFeedMessageAdapter.Offline
iQFeedMessageAdapter.Offline = value

Password

public SecureString Password { get; set; }

value = iQFeedMessageAdapter.Password
iQFeedMessageAdapter.Password = value

Password.

ProductId

public string ProductId { get; set; }

value = iQFeedMessageAdapter.ProductId
iQFeedMessageAdapter.ProductId = value

Product id.

SecuritiesFile

public string SecuritiesFile { get; set; }

value = iQFeedMessageAdapter.SecuritiesFile
iQFeedMessageAdapter.SecuritiesFile = value

Path to file with IQFeed list of securities, downloaded from the website. If path is specified, then secondary download from website does not occur, and only the local copy gets parsed.

Version

public Version Version { get; set; }

value = iQFeedMessageAdapter.Version
iQFeedMessageAdapter.Version = value

Protocol version.

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken token)

result = iQFeedMessageAdapter.ConnectAsync(connectMsg, token)

CreateOrderLogMarketDepthBuilder

public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

result = iQFeedMessageAdapter.CreateOrderLogMarketDepthBuilder(securityId)

Create market depth builder.

securityId

Security ID.

Returns: Order log to market depth builder.

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = iQFeedMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = iQFeedMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSupportCandlesUpdates

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = iQFeedMessageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

iQFeedMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

OnLevel1SubscriptionAsync

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

result = iQFeedMessageAdapter.OnLevel1SubscriptionAsync(mdMsg, token)

Handles subscription request for level1 data. Override to provide implementation for level1 subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OnMarketDepthSubscriptionAsync

protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

result = iQFeedMessageAdapter.OnMarketDepthSubscriptionAsync(mdMsg, token)

Handles subscription request for market depth data. Override to provide implementation for market depth subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OnNewsSubscriptionAsync

protected override ValueTask OnNewsSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

result = iQFeedMessageAdapter.OnNewsSubscriptionAsync(mdMsg, token)

Handles subscription request for news data. Override to provide implementation for news subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OnOrderLogSubscriptionAsync

protected override ValueTask OnOrderLogSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

result = iQFeedMessageAdapter.OnOrderLogSubscriptionAsync(mdMsg, token)

Handles subscription request for order log (trades/transactions) data. Override to provide implementation for order log subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OnTFCandlesSubscriptionAsync

protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

result = iQFeedMessageAdapter.OnTFCandlesSubscriptionAsync(mdMsg, token)

Handles subscription request for time-frame candles (TF candles) data. Override to provide implementation for TF candles subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OnTicksSubscriptionAsync

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

result = iQFeedMessageAdapter.OnTicksSubscriptionAsync(mdMsg, token)

Handles subscription request for ticks data. Override to provide implementation for ticks subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

ResetAsync

protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = iQFeedMessageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

iQFeedMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken token)

result = iQFeedMessageAdapter.SecurityLookupAsync(lookupMsg, token)

ToString

public override string ToString()

result = iQFeedMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.

DefaultVersion

public static readonly Version DefaultVersion

value = IQFeedMessageAdapter.DefaultVersion

Default value for Version.