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BaseFixDialect Class

Base class describing the dialect of the FIX protocol.
Inheritance Hierarchy

Namespace:  StockSharp.Fix.Dialects
Assembly:  StockSharp.Fix (in StockSharp.Fix.dll) Version: 4.4.17.0 (4.4.17)
Syntax
C#
public abstract class BaseFixDialect : BaseLogReceiver, 
	IFixDialect, IMessageAdapter, IMessageChannel, IDisposable, ICloneable<IMessageChannel>, 
	ICloneable, IPersistable, ILogReceiver, ILogSource

The BaseFixDialect type exposes the following members.

Constructors
  NameDescription
Protected methodBaseFixDialect
Initialize BaseFixDialect.
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Properties
  NameDescription
Public propertyCancelOnDisconnect
Cancel On Disconnect.
Public propertyCandlesBuildFrom
Possible options for candles building.
Public propertyCategories
Message adapter categories.
Public propertyCheckTimeFrameByRequest
Check possible time-frame by request.
Public propertyCurrentTime
Current time, which will be passed to the Time.
(Inherited from BaseLogSource.)
Public propertyDateParser
Date parser.
Public propertyEncoding
Encoding.
Public propertyExchangeBoard
Board, where securities are traded.
Public propertyFormat
FIX protocol format.
Public propertyHasPosition
Public propertyHeartbeatBeforConnect
Start sending TimeMessage before connection established.
Public propertyHeartbeatInterval
Server check interval for track the connection alive. The value is Zero turned off tracking.
Public propertyIcon
Icon.
Public propertyId
The unique identifier of the source.
(Inherited from BaseLogSource.)
Public propertyIsAutoReplyOnTransactonalUnsubscription
Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.
Public propertyIsDisposed (Inherited from Disposable.)
Public propertyIsFullCandlesOnly
Translates CandleMessage as only fully filled.
Public propertyIsNativeIdentifiers
Identify security in messages by native identifier Native.
Public propertyIsNativeIdentifiersPersistable
Native identifier can be stored.
Public propertyIsOpened
Is channel opened.
Public propertyIsResetCounter
Should the sequence counter be reset.
Public propertyIsRoot
Whether the source is the root (even if Parent is not equal to ).
(Inherited from BaseLogSource.)
Public propertyIsSecurityNewsOnly
Adapter provides news related with specified security.
Public propertyIsSupportCandlesUpdates
Support candles subscription and live updates.
Public propertyIsSupportExecutionsPnL
Adapter fills PnL.
Protected propertyIsSupportMarketDataResponse
Support market-data response.
Public propertyIsSupportOrderBookIncrements
Adapter translates incremental order books.
Public propertyIsSupportSubscriptions
Support any subscriptions (ticks, order books etc.).
Public propertyLogin
Login.
Protected propertyLoginAsPortfolioName
Use Login as portfolio name.
Public propertyLogLevel
The logging level for the source.
(Inherited from BaseLogSource.)
Public propertyName
The source name.
(Inherited from BaseLogSource.)
Protected propertyNewOrderSingleErrorsAsReject
Reply errors for messages of type NewOrderSingle transfers via Reject.
Public propertyOrderCancelVolumeRequired
Volume required to cancel orders.
Public propertyOrderConditionType
Type of OrderCondition.
Public propertyParent
Parental logs source.
(Inherited from BaseLogSource.)
Public propertyPassword
Password.
Public propertyPossibleSupportedMessages
Possible supported by adapter message types.
Public propertyQuotesAsLevel1
Translate quote data as Level1ChangeMessage or QuoteChangeMessage.
Public propertyReConnectionSettings
Connection tracking settings IMessageAdapter with a server.
Public propertySecurityClassInfo
Description of the class of securities, depending on which will be marked in the SecurityType and BoardCode.
Public propertySecurityExtendedFields
Names of extended security fields in SecurityMessage.
Public propertySenderCompId
Sender ID.
Public propertyStorageName
The storage name, associated with the adapter.
Public propertySupportedInMessages
Supported by adapter message types.
Public propertySupportedMarketDataTypes
Supported by adapter market data types.
Public propertySupportedOrderBookDepths
Available options for MaxDepth.
Public propertySupportedOutMessages
Supported by adapter message types.
Public propertySupportedResultMessages
Supported by adapter result message types.
Public propertySupportUnknownExecutions
Support executions processing, generated by third-party software.
Public propertyTargetCompId
Target ID.
Public propertyTickAsLevel1
Translate tick data as Level1ChangeMessage or ExecutionMessage.
Protected propertyTimeFrames
Possible time-frames.
Public propertyTimeParser
Time parser.
Public propertyTimeStampParser
Time stamp parser.
Public propertyTimeZone
Information about the time zone where the exchange is located.
Public propertyTransactionIdGenerator
Transaction id generator.
Public propertyVersion
FIX version.
Public propertyYearMonthParser
Year and month parser.
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Methods
  NameDescription
Protected methodCheckState
Check state before connect.
Public methodClone
Public methodClose
Close channel.
Public methodCreateOrderLogMarketDepthBuilder
Create market depth builder.
Public methodDispose (Inherited from Disposable.)
Protected methodDisposeManaged (Inherited from Disposable.)
Protected methodDisposeNative (Inherited from Disposable.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize (Inherited from Disposable.)
Protected methodFromSecurityTradingStatus
Public methodGetCandleArgs
Get possible args for the specified candle type and instrument.
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetHistoryStepSize
Get maximum size step allowed for historical download.
Protected methodGetOrderState
Convert OrdStatus to OrderStates value.
Protected methodGetSecurityType
Convert String to SecurityTypes value.
Protected methodGetSyntheticPortfolioName
Get synthetic portfolio name for LoginAsPortfolioName mode.
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodInitSecId
Init security id information.
Public methodIsAllDownloadingSupported
Is for the specified dataType all securities downloading enabled.
Protected methodIsLogoutError
Check Logout contains error message.
Public methodIsSecurityRequired
Support filtering subscriptions (subscribe/unsubscribe for specified security).
Protected methodIsSyntheticPortfolioName
Public methodLoad
Load settings.
(Inherited from BaseLogSource.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnRead
Read next message from FIX protocol.
Protected methodOnReset
Reset state.
Protected methodOnWrite
Write the specified message into FIX protocol.
Public methodOpen
Open channel.
Protected methodProcessExecutionReport(ExecutionReport, ActionMessage, ExecutionMessage)
Process ExecutionReport instance.
Protected methodProcessExecutionReport(ExecutionReport, ActionMessage, ActionExecutionReport, ActionMessage, ExecutionMessage)
Process ExecutionReport instance.
Protected methodProcessSecurityDefinition
Process SecurityDefinition message.
Protected methodRaiseLog
To call the event Log.
(Inherited from BaseLogSource.)
Protected methodRaiseNewOutMessage
Protected methodReadExecutionReport
Read the ExecutionReport message.
Public methodSave
Save settings.
(Inherited from BaseLogSource.)
Public methodSendInMessage
Send message.
Protected methodThrowIfDisposed (Inherited from Disposable.)
Public methodToString
Returns a string that represents the current object.
(Overrides BaseLogSourceToString.)
Protected methodWriteLogonRequest
To record the Logon message (request).
Protected methodStatic memberWriteLogoutRequest
To record the Logout message (request).
Protected methodStatic memberWriteResendRequest
To record the ResendRequest message.
Protected methodWriteSequenceReset
To record the SequenceReset message (request).
Protected methodStatic memberWriteTimeMessage
To record the Heartbeat or TestRequest message.
Protected methodWriteUserRequestChangePassword
To record the UserRequest message.
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Events
  NameDescription
Public eventLog
New debug message event.
(Inherited from BaseLogSource.)
Public eventStateChanged
IsOpened change event.
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Extension Methods
  NameDescription
Public Extension MethodAddDebugLog
To record a debug message to the log.
(Defined by LoggingHelper.)
Public Extension MethodAddErrorLog(FuncString)Overloaded.
To record an error to the log.
(Defined by LoggingHelper.)
Public Extension MethodAddErrorLog(Exception)Overloaded.
To record an error to the log.
(Defined by LoggingHelper.)
Public Extension MethodAddErrorLog(Exception, String)Overloaded.
To record an error to the log.
(Defined by LoggingHelper.)
Public Extension MethodAddErrorLog(String, Object)Overloaded.
To record an error to the log.
(Defined by LoggingHelper.)
Public Extension MethodAddInfoLog(FuncString)Overloaded.
To record a message to the log.
(Defined by LoggingHelper.)
Public Extension MethodAddInfoLog(String, Object)Overloaded.
To record a message to the log.
(Defined by LoggingHelper.)
Public Extension MethodAddLog
To record a message to the log.
(Defined by LoggingHelper.)
Public Extension MethodAddMarketDataSupport
Fill the SupportedInMessages message types related to market-data.
(Defined by Extensions.)
Public Extension MethodAddOrderErrorLog
Write order error to the log.
(Defined by TraderHelper.)
Public Extension MethodAddOrderInfoLog
Write order info to the log.
(Defined by TraderHelper.)
Public Extension MethodAddSupportedMarketDataType
Add market data type into SupportedMarketDataTypes.
(Defined by Extensions.)
Public Extension MethodAddSupportedMessage(MessageTypeInfo)Overloaded.
Add the message type info SupportedInMessages.
(Defined by Extensions.)
Public Extension MethodAddSupportedMessage(MessageTypes)Overloaded.
Add the message type info SupportedInMessages.
(Defined by Extensions.)
Public Extension MethodAddSupportedMessage(MessageTypes, NullableBoolean)Overloaded.
Add the message type info SupportedInMessages.
(Defined by Extensions.)
Public Extension MethodAddSupportedOutMessage
Add the message type info SupportedOutMessages.
(Defined by Extensions.)
Public Extension MethodAddSupportedResultMessage
Add the message type info SupportedResultMessages.
(Defined by Extensions.)
Public Extension MethodAddTransactionalSupport
Fill the SupportedInMessages message types related to transactional.
(Defined by Extensions.)
Public Extension MethodAddVerboseLog
To record a verbose message to the log.
(Defined by LoggingHelper.)
Public Extension MethodAddWarningLog(FuncString)Overloaded.
To record a warning to the log.
(Defined by LoggingHelper.)
Public Extension MethodAddWarningLog(String, Object)Overloaded.
To record a warning to the log.
(Defined by LoggingHelper.)
Public Extension MethodCreateOrderCondition
Create condition for order type Conditional, that supports the adapter.
(Defined by Extensions.)
Public Extension MethodCreatePortfolioChangeMessage
Initializes a new instance of the PositionChangeMessage.
(Defined by Extensions.)
Public Extension MethodCreatePositionChangeMessage
Initializes a new instance of the PositionChangeMessage.
(Defined by Extensions.)
Public Extension MethodDownloadTResult, TRequest
Download data.
(Defined by TraderHelper.)
Public Extension MethodFindAdapterTAdapter
Find adapter by the specified type.
(Defined by Extensions.)
Public Extension MethodGetBoardCode
To get the board code for the instrument class.
(Defined by TraderHelper.)
Public Extension MethodGetCandleArgsTArg
Get possible args for the specified candle type and instrument.
(Defined by Extensions.)
Public Extension MethodGetCandles
To download candles.
(Defined by TraderHelper.)
Public Extension MethodGetHistoryStepSize
Get maximum size step allowed for historical download.
(Defined by Extensions.)
Public Extension MethodGetLevel1
To get level1 market data.
(Defined by TraderHelper.)
Public Extension MethodGetLogLevel
Get LogLevel for the source. If the value is equal to Inherit, then parental source level is taken.
(Defined by LoggingHelper.)
Public Extension MethodGetOrderLog
To get order log.
(Defined by TraderHelper.)
Public Extension MethodGetSecurities
Download all securities.
(Defined by TraderHelper.)
Public Extension MethodGetTicks
To get tick data.
(Defined by TraderHelper.)
Public Extension MethodGetTimeFrames
Get possible time-frames for the specified instrument.
(Defined by Extensions.)
Public Extension MethodIsCandlesSupported
Determines whether the specified subscription request is supported by the adapter.
(Defined by Extensions.)
Public Extension MethodIsMarketData
Is the specified adapter support market-data.
(Defined by Extensions.)
Public Extension MethodIsMarketDataTypeSupported
Determines whether the specified market-data type is supported by the adapter.
(Defined by Extensions.)
Public Extension MethodIsMessageSupported
Determines whether the specified message type is contained in SupportedInMessages.
(Defined by Extensions.)
Public Extension MethodIsOutMessageSupported
Determines whether the specified message type is contained in SupportedOutMessages..
(Defined by Extensions.)
Public Extension MethodIsResultMessageSupported
Determines whether the specified message type is contained in SupportedResultMessages..
(Defined by Extensions.)
Public Extension MethodIsSupportSecuritiesLookupAll
Support lookup all securities.
(Defined by Extensions.)
Public Extension MethodIsSupportStopLoss
Determines whether the adapter support stop-loss orders.
(Defined by Extensions.)
Public Extension MethodIsSupportSubscriptionByPortfolio
Support portfolio subscriptions.
(Defined by Extensions.)
Public Extension MethodIsSupportTakeProfit
Determines whether the adapter support take-profit orders.
(Defined by Extensions.)
Public Extension MethodIsSupportWithdraw
Determines whether the adapter support withdraw orders.
(Defined by Extensions.)
Public Extension MethodIsTransactional
Is the specified adapter support transactions.
(Defined by Extensions.)
Public Extension MethodNearestSupportedDepth
Get the nearest supported depth for the specified.
(Defined by Extensions.)
Public Extension MethodRemoveLookupMessages
Remove lookup messages support.
(Defined by Extensions.)
Public Extension MethodRemoveMarketDataSupport
Remove from SupportedInMessages message types related to market-data.
(Defined by Extensions.)
Public Extension MethodRemoveSupportedAllMarketDataTypes
Remove all market data types from SupportedInMessages.
(Defined by Extensions.)
Public Extension MethodRemoveSupportedMarketDataType
Remove market data type from SupportedInMessages.
(Defined by Extensions.)
Public Extension MethodRemoveSupportedMessage
Remove the message type from SupportedInMessages.
(Defined by Extensions.)
Public Extension MethodRemoveSupportedOutMessage
Remove the message type from SupportedOutMessages.
(Defined by Extensions.)
Public Extension MethodRemoveSupportedResultMessage
Remove the message type from SupportedResultMessages.
(Defined by Extensions.)
Public Extension MethodRemoveTransactionalSupport
Remove from SupportedInMessages message types related to transactional.
(Defined by Extensions.)
Public Extension MethodTryGetCandlesBuildFrom
Try get suitable market-data type for candles compression.
(Defined by CandleHelper.)
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See Also
Inheritance Hierarchy
SystemObject
  Disposable
    StockSharp.LoggingBaseLogSource
      StockSharp.LoggingBaseLogReceiver
        StockSharp.Fix.DialectsBaseFixDialect
          StockSharp.Fix.Dialects.BovespaBovespaFixDialect
          StockSharp.Fix.DialectsBrvmFixDialect
          StockSharp.Fix.DialectsCboeFixDialect
          StockSharp.Fix.DialectsCfhFixDialect
          StockSharp.Fix.DialectsCmeFixDialect
          StockSharp.Fix.DialectsDefaultFixDialect
          StockSharp.Fix.DialectsDukasCopyFixDialect
          StockSharp.Fix.DialectsExanteFixDialect
          StockSharp.Fix.DialectsIceFixDialect
          StockSharp.Fix.DialectsInteractiveBrokersFixDialect
          StockSharp.Fix.Dialects.LmaxLmaxFixDialect
          StockSharp.Fix.DialectsLseFixDialect
          StockSharp.Fix.Dialects.Moex.AstsAstsFixDialect
          StockSharp.Fix.Dialects.Moex.SpectraSpectraFixDialect
          StockSharp.Fix.DialectsNasdaqFixDialect
          StockSharp.Fix.DialectsOneZeroFixDialect
          StockSharp.Fix.DialectsQuikDropCopyFixDialect
          StockSharp.Fix.DialectsQuikPreTradeFixDialect
          StockSharp.Fix.DialectsQuikServerFixDialect
          StockSharp.Fix.DialectsReutersFixDialect
          StockSharp.Fix.DialectsSovaCapitalFixDialect
          StockSharp.Fix.DialectsSuperDerivativesFixDialect
          StockSharp.Fix.DialectsSwissQuoteFixDialect
          StockSharp.Fix.DialectsXOpenHubFixDialect