IQFeedSecurityParser
StockSharp.IQFeed
IQFeed securities CSV file parser.
Methods
ParseFromFileAsync(string, HashSet<SecurityTypes>, long?) : IAsyncEnumerable<SecurityMessage>
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(string, HashSet<SecurityTypes>, long?) : IAsyncEnumerable<SecurityMessage>
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(string) : SecurityMessage
Parse single line from the securities file.
- line
- Tab-separated line.
Returns: Parsed SecurityMessage or null if line is invalid.
ToSecurityType(string) : SecurityTypes?
Convert security type string to SecurityTypes.
- value
- Security type string from IQFeed.
Returns: Security type or null if unknown.
Fields
DefaultSecuritiesUrl : string
Default URL for downloading securities file.