IStorageRegistry
The interface describing the storage of market data.
Propiedades
DefaultDrive : IMarketDataDrive
The storage used by default.
ExchangeInfoProvider : IExchangeInfoProvider
Exchanges and trading boards provider.
Métodos
GetBoardStateMessageStorage(IMarketDataDrive, StorageFormats) : IMarketDataStorage<BoardStateMessage>
To get board state storage.
- drive
- The storage.
- format
- The format type.
Devuelve: The news storage.
GetCandleMessageStorage(SecurityId, DataType, IMarketDataDrive, StorageFormats) : IMarketDataStorage<CandleMessage>
To get the candles storage for the specified instrument.
- securityId
- Security ID.
- type
- DataType
- drive
- The storage.
- format
- The format type.
Devuelve: The candles storage.
GetExecutionMessageStorage(SecurityId, DataType, IMarketDataDrive, StorageFormats) : IMarketDataStorage<ExecutionMessage>
To get the ExecutionMessage storage for the specified instrument.
- securityId
- Security ID.
- type
- Data type, information about which is contained in the ExecutionMessage.
- drive
- The storage.
- format
- The format type.
Devuelve: The ExecutionMessage storage.
GetLevel1MessageStorage(SecurityId, IMarketDataDrive, StorageFormats) : IMarketDataStorage<Level1ChangeMessage>
To get the storage of level1 data.
- securityId
- Security ID.
- drive
- The storage.
- format
- The format type.
Devuelve: The storage of level1 data.
GetNewsMessageStorage(IMarketDataDrive, StorageFormats) : IMarketDataStorage<NewsMessage>
To get news storage.
- drive
- The storage.
- format
- The format type.
Devuelve: The news storage.
GetOrderLogMessageStorage(SecurityId, IMarketDataDrive, StorageFormats) : IMarketDataStorage<ExecutionMessage>
To get the storage of orders log for the specified instrument.
- securityId
- Security ID.
- drive
- The storage.
- format
- The format type.
Devuelve: The storage of orders log.
GetPositionMessageStorage(SecurityId, IMarketDataDrive, StorageFormats) : IMarketDataStorage<PositionChangeMessage>
To get the storage of position changes data.
- securityId
- Security ID.
- drive
- The storage.
- format
- The format type.
Devuelve: The storage of position changes data.
GetQuoteMessageStorage(SecurityId, IMarketDataDrive, StorageFormats, bool) : IMarketDataStorage<QuoteChangeMessage>
To get the storage of order books for the specified instrument.
- securityId
- Security ID.
- drive
- The storage.
- format
- The format type.
- passThroughOrderBookIncrement
- Pass through incremental QuoteChangeMessage.
Devuelve: The order books storage.
GetStorage(SecurityId, DataType, IMarketDataDrive, StorageFormats) : IMarketDataStorage
To get the market-data storage.
- securityId
- Security ID.
- dataType
- DataType
- drive
- The storage.
- format
- The format type.
Devuelve: Market-data storage.
GetTickMessageStorage(SecurityId, IMarketDataDrive, StorageFormats) : IMarketDataStorage<ExecutionMessage>
To get the storage of tick trades for the specified instrument.
- securityId
- Security ID.
- drive
- The storage.
- format
- The format type.
Devuelve: The storage of tick trades.
GetTransactionStorage(SecurityId, IMarketDataDrive, StorageFormats) : IMarketDataStorage<ExecutionMessage>
To get the transactions storage for the specified instrument.
- securityId
- Security ID.
- drive
- The storage.
- format
- The format type.
Devuelve: The transactions storage.
RegisterCandleStorage(IMarketDataStorage<CandleMessage>)
To register the candles storage.
- storage
- The candles storage.
RegisterLevel1Storage(IMarketDataStorage<Level1ChangeMessage>)
To register the storage of level1 data.
- storage
- The storage of level1 data.
RegisterMarketDepthStorage(IMarketDataStorage<QuoteChangeMessage>)
To register the order books storage.
- storage
- The order books storage.
RegisterOrderLogStorage(IMarketDataStorage<ExecutionMessage>)
To register the order log storage.
- storage
- The storage of orders log.
RegisterPositionStorage(IMarketDataStorage<PositionChangeMessage>)
To register the storage of position changes data.
- storage
- The storage of position changes data.
RegisterTradeStorage(IMarketDataStorage<ExecutionMessage>)
To register tick trades storage.
- storage
- The storage of tick trades.