MarketDataMessage

MarketDataMessage

public MarketDataMessage()

marketDataMessage = MarketDataMessage()

Initializes a new instance of the MarketDataMessage.

MarketDataMessage

protected MarketDataMessage(MessageTypes type)

marketDataMessage = MarketDataMessage(type)

Initialize MarketDataMessage.

type

Message type.

AllowBuildFromSmallerTimeFrame

public bool AllowBuildFromSmallerTimeFrame { get; set; }

value = marketDataMessage.AllowBuildFromSmallerTimeFrame
marketDataMessage.AllowBuildFromSmallerTimeFrame = value

Allow build candles from smaller timeframe.

BoardCode

public string BoardCode { get; set; }

value = marketDataMessage.BoardCode
marketDataMessage.BoardCode = value

Board code.

BuildField

public Level1Fields? BuildField { get; set; }

value = marketDataMessage.BuildField
marketDataMessage.BuildField = value

Extra info for the BuildFrom.

BuildFrom

public DataType BuildFrom { get; set; }

value = marketDataMessage.BuildFrom
marketDataMessage.BuildFrom = value

Determines the message is generated from the specified DataType.

BuildMode

public MarketDataBuildModes BuildMode { get; set; }

value = marketDataMessage.BuildMode
marketDataMessage.BuildMode = value

Build mode.

Count

public long? Count { get; set; }

value = marketDataMessage.Count
marketDataMessage.Count = value

Max count.

DataType2

public DataType DataType2 { get; set; }

value = marketDataMessage.DataType2
marketDataMessage.DataType2 = value

Market data type.

DepthBuilder

public IOrderLogMarketDepthBuilder DepthBuilder { get; set; }

value = marketDataMessage.DepthBuilder
marketDataMessage.DepthBuilder = value

Order log to market depth builder.

DoNotBuildOrderBookIncrement

public bool DoNotBuildOrderBookIncrement { get; set; }

value = marketDataMessage.DoNotBuildOrderBookIncrement
marketDataMessage.DoNotBuildOrderBookIncrement = value

Pass through incremental QuoteChangeMessage.

Fields

public IEnumerable<Level1Fields> Fields { get; set; }

value = marketDataMessage.Fields
marketDataMessage.Fields = value

Market data fields, which will be received with subscribed to Level1 messages.

FillGaps

public FillGapsDays? FillGaps { get; set; }

value = marketDataMessage.FillGaps
marketDataMessage.FillGaps = value

FillGapsDays.

From

public DateTime? From { get; set; }

value = marketDataMessage.From
marketDataMessage.From = value

Start date, from which data needs to be retrieved.

IsCalcVolumeProfile

public bool IsCalcVolumeProfile { get; set; }

value = marketDataMessage.IsCalcVolumeProfile
marketDataMessage.IsCalcVolumeProfile = value

To perform the calculation PriceLevels. By default, it is disabled.

IsFinishedOnly

public bool IsFinishedOnly { get; set; }

value = marketDataMessage.IsFinishedOnly
marketDataMessage.IsFinishedOnly = value

Request Finished only candles.

IsRegularTradingHours

public bool? IsRegularTradingHours { get; set; }

value = marketDataMessage.IsRegularTradingHours
marketDataMessage.IsRegularTradingHours = value

Use only the regular trading hours for which data will be requested.

IsSubscribe

public bool IsSubscribe { get; set; }

value = marketDataMessage.IsSubscribe
marketDataMessage.IsSubscribe = value

The message is subscription.

MaxDepth

public int? MaxDepth { get; set; }

value = marketDataMessage.MaxDepth
marketDataMessage.MaxDepth = value

Max depth of requested order book. Uses in case DataType2 = MarketDepth.

NewsId

public string NewsId { get; set; }

value = marketDataMessage.NewsId
marketDataMessage.NewsId = value

News id. Uses in case of request news text.

RefreshSpeed

public TimeSpan? RefreshSpeed { get; set; }

value = marketDataMessage.RefreshSpeed
marketDataMessage.RefreshSpeed = value

Interval for data refresh.

Skip

public long? Skip { get; set; }

value = marketDataMessage.Skip
marketDataMessage.Skip = value

Skip count.

To

public DateTime? To { get; set; }

value = marketDataMessage.To
marketDataMessage.To = value

End date, until which data needs to be retrieved.

TransactionId

public long TransactionId { get; set; }

value = marketDataMessage.TransactionId
marketDataMessage.TransactionId = value

Request identifier.

Clone

public override Message Clone()

result = marketDataMessage.Clone()

Create a copy of MarketDataMessage.

Returns: Copy.

CopyTo

public void CopyTo(MarketDataMessage destination)

marketDataMessage.CopyTo(destination)

Copy the message into the .

destination

The object, to which copied information.

ToString

public override string ToString()

result = marketDataMessage.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.