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FilteredMarketDepthMessage Class

Filtered market depth data type.
Inheritance Hierarchy
SystemObject
  CloneableMessage
    StockSharp.MessagesMessage
      StockSharp.MessagesBaseSubscriptionIdMessageSecurityMessage
        StockSharp.MessagesSecurityMessage
          StockSharp.MessagesMarketDataMessage
            StockSharp.AlgoFilteredMarketDepthMessage

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.17.0 (4.4.17)
Syntax
C#
public class FilteredMarketDepthMessage : MarketDataMessage

The FilteredMarketDepthMessage type exposes the following members.

Constructors
  NameDescription
Public methodFilteredMarketDepthMessage
Initializes a new instance of the FilteredMarketDepthMessage class
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Properties
  NameDescription
Public propertyAdapter
Source adapter. Can be .
(Inherited from Message.)
Public propertyAllowBuildFromSmallerTimeFrame
Allow build candles from smaller timeframe.
(Inherited from MarketDataMessage.)
Public propertyArg
Additional argument for market data request.
(Inherited from MarketDataMessage.)
Public propertyBasketCode
Basket security type. Can be in case of regular security.
(Inherited from SecurityMessage.)
Public propertyBasketExpression
Basket security expression. Can be in case of regular security.
(Inherited from SecurityMessage.)
Public propertyBinaryOptionType
Type of binary option.
(Inherited from SecurityMessage.)
Public propertyBoardCode
Board code.
(Inherited from MarketDataMessage.)
Public propertyBuildField
Extra info for the BuildFrom.
(Inherited from MarketDataMessage.)
Public propertyBuildFrom
Which market-data type is used as a source value.
(Inherited from MarketDataMessage.)
Public propertyBuildMode
Build mode.
(Inherited from MarketDataMessage.)
Public propertyCfiCode
Type in ISO 10962 standard.
(Inherited from SecurityMessage.)
Public propertyClass
Security class.
(Inherited from SecurityMessage.)
Public propertyCount
Market-data count.
(Inherited from MarketDataMessage.)
Public propertyCurrency
Trading security currency.
(Inherited from SecurityMessage.)
Public propertyDataType
Market data type.
(Inherited from MarketDataMessage.)
Public propertyDecimals
Number of digits in price after coma.
(Inherited from SecurityMessage.)
Public propertyExpiryDate
Security expiration date (for derivatives - expiration, for bonds — redemption).
(Inherited from SecurityMessage.)
Public propertyExtensionInfo
Extended information.
(Inherited from Message.)
Public propertyFaceValue
Face value.
(Inherited from SecurityMessage.)
Public propertyFrom
Start date, from which data needs to be retrieved.
(Inherited from MarketDataMessage.)
Public propertyIsBack
Is loopback message.
(Inherited from Message.)
Public propertyIsCalcVolumeProfile
To perform the calculation PriceLevels. By default, it is disabled.
(Inherited from MarketDataMessage.)
Public propertyIsFinished
Request Finished only candles.
(Inherited from MarketDataMessage.)
Public propertyIsRegularTradingHours
Use only the regular trading hours for which data will be requested.
(Inherited from MarketDataMessage.)
Public propertyIsSubscribe
The message is subscription.
(Inherited from MarketDataMessage.)
Public propertyIssueDate
Date of issue.
(Inherited from SecurityMessage.)
Public propertyIssueSize
Number of issued contracts.
(Inherited from SecurityMessage.)
Public propertyLocalTime
Local timestamp when a message was received/created.
(Inherited from Message.)
Public propertyMaxDepth
Max depth of requested order book. Uses in case DataType = MarketDepth.
(Inherited from MarketDataMessage.)
Public propertyMaxVolume
Maximum volume allowed in order.
(Inherited from SecurityMessage.)
Public propertyMinVolume
Minimum volume allowed in order.
(Inherited from SecurityMessage.)
Public propertyMultiplier
Lot multiplier.
(Inherited from SecurityMessage.)
Public propertyName
Security name.
(Inherited from SecurityMessage.)
Public propertyNewsId
News id. Uses in case of request news text.
(Inherited from MarketDataMessage.)
Public propertyOfflineMode
Offline mode handling message.
(Inherited from Message.)
Public propertyOptionType
Option type.
(Inherited from SecurityMessage.)
Public propertyOriginalTransactionId
ID of the original message TransactionId for which this message is a response.
(Inherited from BaseSubscriptionIdMessageTMessage.)
Public propertyPriceStep
Minimum price step.
(Inherited from SecurityMessage.)
Public propertyRefreshSpeed
Interval for data refresh.
(Inherited from MarketDataMessage.)
Public propertySecurityId
Security ID.
(Inherited from SecurityMessage.)
Public propertySecurityType
Security type.
(Inherited from SecurityMessage.)
Public propertySettlementDate
Settlement date for security (for derivatives and bonds).
(Inherited from SecurityMessage.)
Public propertyShortable
Can have short positions.
(Inherited from SecurityMessage.)
Public propertyShortName
Short security name.
(Inherited from SecurityMessage.)
Public propertyStrike
Option strike price.
(Inherited from SecurityMessage.)
Public propertySubscriptionId
Subscription id.
(Inherited from BaseSubscriptionIdMessageTMessage.)
Public propertySubscriptionIds
Identifiers.
(Inherited from BaseSubscriptionIdMessageTMessage.)
Public propertyTo
End date, until which data needs to be retrieved.
(Inherited from MarketDataMessage.)
Public propertyTransactionId
Request identifier.
(Inherited from MarketDataMessage.)
Public propertyType
Message type.
(Inherited from Message.)
Public propertyUnderlyingSecurityCode
Underlying asset code, on which the current security is based.
(Inherited from SecurityMessage.)
Public propertyUnderlyingSecurityMinVolume
Minimum volume allowed in order for underlying security.
(Inherited from SecurityMessage.)
Public propertyUnderlyingSecurityType
Underlying security type.
(Inherited from SecurityMessage.)
Public propertyVolumeStep
Minimum volume step.
(Inherited from SecurityMessage.)
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Methods
  NameDescription
Public methodClone
Create a copy of FilteredMarketDepthMessage.
(Overrides MarketDataMessageClone.)
Public methodCopyTo(MarketDataMessage)
Copy the message into the destination.
(Inherited from MarketDataMessage.)
Protected methodCopyTo(Message)
Copy the message into the destination.
(Inherited from Message.)
Public methodCopyTo(SecurityMessage)
Copy the message into the destination.
(Inherited from SecurityMessage.)
Public methodCopyTo(SecurityMessage, Boolean)
Copy the message into the destination.
(Inherited from SecurityMessage.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodToString
Returns a string that represents the current object.
(Inherited from MarketDataMessage.)
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Extension Methods
  NameDescription
Public Extension MethodFillDefaultCryptoFields
Fill default CryptoCurrency price and volume step by 0.00000001 value.
(Defined by Extensions.)
Public Extension MethodFillSecurityInfo(Security)Overloaded.
To fill the message with information about instrument.
(Defined by MessageConverterHelper.)
Public Extension MethodFillSecurityInfo(IConnector, Security)Overloaded.
To fill the message with information about instrument.
(Defined by MessageConverterHelper.)
Public Extension MethodFillSecurityInfo(SecurityId, Security)Overloaded.
To fill the message with information about instrument.
(Defined by MessageConverterHelper.)
Public Extension MethodGetServerTime
Get message server time.
(Defined by Extensions.)
Public Extension MethodGetTimeFrame
Get time-frame from the specified market-data message.
(Defined by Extensions.)
Public Extension MethodHandleErrorResponse
(Defined by Extensions.)
Public Extension MethodIsBasket
Is specified security is basket.
(Defined by TraderHelper.)
Public Extension MethodIsContinuous
Is specified security is continuous.
(Defined by TraderHelper.)
Public Extension MethodIsIndex
Is specified security is index.
(Defined by TraderHelper.)
Public Extension MethodIsMatch
Determines the specified security is matched lookup criteria.
(Defined by TraderHelper.)
Public Extension MethodIso10962
To get the type for the instrument in the ISO 10962 standard.
(Defined by TraderHelper.)
Public Extension MethodNotRequiredSecurityId
Determines the security id required for the specified message.
(Defined by Extensions.)
Public Extension MethodReplaceSecurityId
Replace security id by the specified.
(Defined by Extensions.)
Public Extension MethodSetNativeId
Initialize Native.
(Defined by Extensions.)
Public Extension MethodSetSecurityCode
Initialize SecurityCode.
(Defined by Extensions.)
Public Extension MethodToCandleSeries(CandleSeries, Boolean)Overloaded. (Defined by MessageConverterHelper.)
Public Extension MethodToCandleSeries(Security, Boolean)Overloaded. (Defined by MessageConverterHelper.)
Public Extension MethodToDataType
Convert MarketDataMessage to DataType value.
(Defined by Extensions.)
Public Extension MethodToDataTypeString
Format data type into into human-readable string.
(Defined by MessageConverterHelper.)
Public Extension MethodToSecurity
To convert the message into instrument.
(Defined by MessageConverterHelper.)
Public Extension MethodTryGetServerTime
Get message server time.
(Defined by Extensions.)
Public Extension MethodTryInitLocalTime
Try to initialize LocalTime by CurrentTime.
(Defined by Extensions.)
Public Extension MethodValidateBounds
Validate From and To values.
(Defined by Extensions.)
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See Also