IQFeedSecurityParser
StockSharp.IQFeed
IQFeed securities CSV file parser.
Methods
ParseFromFileAsync
public static IAsyncEnumerable<SecurityMessage> ParseFromFileAsync(string filePath, HashSet<SecurityTypes> securityTypes, long? maxCount)
result = IQFeedSecurityParser.ParseFromFileAsync(filePath, securityTypes, maxCount)
Parse securities from local file.
- filePath
- Path to local zip file.
- securityTypes
- Filter by security types. If null or empty, all types are returned.
- maxCount
- Maximum number of securities to return. If null, all securities are returned.
Returns: Async enumerable of parsed securities.
ParseFromUrlAsync
public static IAsyncEnumerable<SecurityMessage> ParseFromUrlAsync(string url, HashSet<SecurityTypes> securityTypes, long? maxCount)
result = IQFeedSecurityParser.ParseFromUrlAsync(url, securityTypes, maxCount)
Download and parse securities from URL.
- url
- URL to download zip file from. If null, DefaultSecuritiesUrl is used.
- securityTypes
- Filter by security types. If null or empty, all types are returned.
- maxCount
- Maximum number of securities to return. If null, all securities are returned.
Returns: Async enumerable of parsed securities.
ParseLine
public static SecurityMessage ParseLine(string line)
result = IQFeedSecurityParser.ParseLine(line)
Parse single line from the securities file.
- line
- Tab-separated line.
Returns: Parsed SecurityMessage or null if line is invalid.
ToSecurityType
public static SecurityTypes? ToSecurityType(string value)
result = IQFeedSecurityParser.ToSecurityType(value)
Convert security type string to SecurityTypes.
- value
- Security type string from IQFeed.
Returns: Security type or null if unknown.
Fields
DefaultSecuritiesUrl
public const string DefaultSecuritiesUrl
value = IQFeedSecurityParser.DefaultSecuritiesUrl
Default URL for downloading securities file.
FileName
public const string FileName
value = IQFeedSecurityParser.FileName
File name inside the zip archive.