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Instruments getting

The IQFeed does not support the transfer of all the available on the server instruments to the client. The IQFeedTrader provides the following features for instruments getting:

  1. Instruments search by the IConnectorLookupSecurities(Security, IMessageAdapter, MessageOfflineModes) method (in more detail). Transferred instrument properties used as a filter:
    1. The SecurityCode property which specifies the instrument name mask.
    2. The SecurityType property which specifies the instrument type.
    All instruments found will be returned through the NewSecurity event.
  2. A complete instruments list getting from the IQFeed site. In order to get the complete list of instruments, which you can use to receive data through the IQFeed, you must set the IQFeedTraderIsDownloadSecurityFromSite property before the data export starts. Before getting the instruments list it is also necessary to install the IQFeedTraderSecurityTypesFilter filter, to get only the necessary instruments types. All the instruments retrieved from the archive on the IQFeed site, will be returned through NewSecurity event.
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