Click or drag to resize

IMarketDataProvider Interface

The market data by the instrument provider interface.

Namespace:  StockSharp.BusinessEntities
Assembly:  StockSharp.BusinessEntities (in StockSharp.BusinessEntities.dll) Version: 4.4.17.0 (4.4.17)
Syntax
C#
public interface IMarketDataProvider

The IMarketDataProvider type exposes the following members.

Methods
  NameDescription
Public methodGetFilteredMarketDepth
Get filtered order book.
Public methodGetLevel1Fields
To get a set of available fields Level1Fields, for which there is a market data for the instrument.
Public methodGetMarketDepth
To get the quotes order book.
Public methodGetSecurityValue
To get the value of market data for the instrument.
Public methodLookupBoards
To find boards that match the filter criteria. Found boards will be passed through the event LookupBoardsResult.
Public methodLookupSecurities
To find instruments that match the filter criteria. Found instruments will be passed through the event LookupSecuritiesResult.
Public methodLookupTimeFrames
To find time-frames that match the filter criteria. Found time-frames will be passed through the event LookupTimeFramesResult.
Top
Events
  NameDescription
Public eventFilteredMarketDepthChanged
Order book changed.
Public eventLookupBoardsResult
Lookup result LookupBoards(BoardLookupMessage) received.
Public eventLookupBoardsResult2
Lookup result LookupBoards(BoardLookupMessage) received.
Public eventLookupSecuritiesResult
Lookup result LookupSecurities(SecurityLookupMessage) received.
Public eventLookupSecuritiesResult2
Lookup result LookupSecurities(SecurityLookupMessage) received.
Public eventLookupTimeFramesResult
Public eventLookupTimeFramesResult2
Public eventMarketDataSubscriptionFailed
Error subscription market-data.
Public eventMarketDataSubscriptionFailed2
Error subscription market-data.
Public eventMarketDataSubscriptionFinished
Subscription market-data finished.
Public eventMarketDataSubscriptionOnline
Subscription is online.
Public eventMarketDataSubscriptionSucceeded
Successful subscription market-data.
Public eventMarketDataUnexpectedCancelled
Market-data subscription unexpected cancelled.
Public eventMarketDataUnSubscriptionFailed
Error unsubscription market-data.
Public eventMarketDataUnSubscriptionFailed2
Error unsubscription market-data.
Public eventMarketDataUnSubscriptionSucceeded
Successful unsubscription market-data.
Public eventMarketDepthChanged
Order book changed.
Public eventNewMarketDepth
Order book received.
Public eventNewNews
News received.
Public eventNewOrderLogItem
Order log received.
Public eventNewsChanged
News updated (news body received Story).
Public eventNewSecurity
Security received.
Public eventNewTrade
Tick trade received.
Public eventSecurityChanged
Security changed.
Public eventValuesChanged
Security changed.
Top
Extension Methods
  NameDescription
Public Extension MethodGetSecurityValueT
To get the value of market data for the instrument.
(Defined by TraderHelper.)
Public Extension MethodGetSecurityValues
To get all market data values for the instrument.
(Defined by TraderHelper.)
Top
See Also