Click or drag to resize

MarketDataMessage Class

Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).
Inheritance Hierarchy
SystemObject
  CloneableMessage
    StockSharp.MessagesMessage
      StockSharp.MessagesSecurityMessage
        StockSharp.MessagesMarketDataMessage
          More...

Namespace:  StockSharp.Messages
Assembly:  StockSharp.Messages (in StockSharp.Messages.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
[SerializableAttribute]
public class MarketDataMessage : SecurityMessage

The MarketDataMessage type exposes the following members.

Constructors
  NameDescription
Public methodMarketDataMessage
Initializes a new instance of the MarketDataMessage.
Protected methodMarketDataMessage(MessageTypes)
Initialize MarketDataMessage.
Top
Properties
  NameDescription
Public propertyAdapter
Source adapter. Can be .
(Inherited from Message.)
Public propertyAllowBuildFromSmallerTimeFrame
Allow build candles from smaller timeframe.
Public propertyArg
Additional argument for market data request.
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 propertyBuildField
Extra info for the BuildFrom.
Public propertyBuildFrom
Which market-data type is used as a source value.
Public propertyBuildMode
Build mode.
Public propertyCfiCode
Type in ISO 10962 standard.
(Inherited from SecurityMessage.)
Public propertyClass
Security class.
(Inherited from SecurityMessage.)
Public propertyCount
Market-data count.
Public propertyCurrency
Trading security currency.
(Inherited from SecurityMessage.)
Public propertyDataType
Market data type.
Public propertyDecimals
Number of digits in price after coma.
(Inherited from SecurityMessage.)
Public propertyError
Subscribe or unsubscribe error info. To be set if the answer.
Public propertyExpiryDate
Security expiration date (for derivatives - expiration, for bonds — redemption).
(Inherited from SecurityMessage.)
Public propertyExtensionInfo
Extended information.
(Inherited from Message.)
Public propertyFrom
Start date, from which data needs to be retrieved.
Public propertyIsBack
Is loopback message.
(Inherited from Message.)
Public propertyIsCalcVolumeProfile
To perform the calculation PriceLevels. By default, it is disabled.
Public propertyIsHistory
Request history market data only.
Public propertyIsNotSupported
The message is not supported by adapter. To be set if the answer.
Public propertyIsRegularTradingHours
Use only the regular trading hours for which data will be requested.
Public propertyIsSubscribe
The message is market-data subscription.
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.
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.
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 SecurityMessage.)
Public propertyPriceStep
Minimum price step.
(Inherited from SecurityMessage.)
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 propertyShortName
Short security name.
(Inherited from SecurityMessage.)
Public propertyStrike
Option strike price.
(Inherited from SecurityMessage.)
Public propertyTo
End date, until which data needs to be retrieved.
Public propertyTransactionId
Request identifier.
Public propertyType
Message type.
(Inherited from Message.)
Public propertyUnderlyingSecurityCode
Underlying asset code, on which the current security is based.
(Inherited from SecurityMessage.)
Public propertyUnderlyingSecurityType
Underlying security type.
(Inherited from SecurityMessage.)
Public propertyVolumeStep
Minimum volume step.
(Inherited from SecurityMessage.)
Top
Methods
  NameDescription
Public methodClone
Create a copy of MarketDataMessage.
(Overrides SecurityMessageClone.)
Public methodCopyTo
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.
(Overrides SecurityMessageToString.)
Top
Fields
  NameDescription
Public fieldStatic memberDefaultMaxDepth
The default depth of order book.
Top
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 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 MethodIso10962
To get the type for the instrument in the ISO 10962 standard.
(Defined by TraderHelper.)
Public Extension MethodIsRealTimeSubscription
Is specified message id real-time subscription.
(Defined by Extensions.)
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.)
Top
See Also
Inheritance Hierarchy
SystemObject
  CloneableMessage
    StockSharp.MessagesMessage
      StockSharp.MessagesSecurityMessage
        StockSharp.MessagesMarketDataMessage
          StockSharp.Algo.TestingGeneratorMessage
          StockSharp.Algo.TestingHistorySourceMessage
          StockSharp.InteractiveBrokersFundamentalReportMarketDataMessage
          StockSharp.InteractiveBrokersHistogramMarketDataMessage
          StockSharp.InteractiveBrokersOptionCalcMarketDataMessage
          StockSharp.InteractiveBrokersOptionParametersMarketDataMessage
          StockSharp.InteractiveBrokersScannerMarketDataMessage
          StockSharp.InteractiveBrokersSoftDollarTierMarketDataMessage