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.