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IMarketDataStorage Interface

The interface, describing the storage of market data (ticks, order books etc.).

Namespace:  StockSharp.Algo.Storages
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public interface IMarketDataStorage

The IMarketDataStorage type exposes the following members.

Properties
  NameDescription
Public propertyAppendOnlyNew
Whether to add new data or attempt to record all data without filter.
Public propertyArg
The additional argument, associated with data. For example, Arg.
Public propertyDataType
The type of market-data, operated by given storage.
Public propertyDates
All data, for which market data are recorded.
Public propertyDrive
The storage (database, file etc.).
Public propertySecurity
The instrument, operated by the external storage.
Public propertySerializer
The serializer.
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Methods
  NameDescription
Public methodDelete(IEnumerable)
To delete market data from storage.
Public methodDelete(DateTime)
To remove market data on specified date from the storage.
Public methodGetMetaInfo
To get meta-information on data.
Public methodLoad
To load data.
Public methodSave
To save market data in storage.
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Extension Methods
  NameDescription
Public Extension MethodDelete
To delete market data from the storage for the specified time period.
(Defined by StorageHelper.)
Public Extension MethodGetDates
To get all dates for stored market data for the specified range.
(Defined by StorageHelper.)
Public Extension MethodGetFromDate
To get the start date for market data, stored in the storage.
(Defined by StorageHelper.)
Public Extension MethodGetToDate
To get the end date for market data, stored in the storage.
(Defined by StorageHelper.)
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See Also