IMarketDataStorage
StockSharp.Algo.Storages
The interface, describing the storage of market data (ticks, order books etc.).
プロパティ
AppendOnlyNew : bool
Whether to add new data or attempt to record all data without filter.
Drive : IMarketDataStorageDrive
The storage (database, file etc.).
SecurityId : SecurityId
The instrument, operated by the external storage.
Serializer : IMarketDataSerializer
The serializer.
メソッド
DeleteAsync(IEnumerable<Message>, CancellationToken) : ValueTask
To delete market data from storage.
- data
- Market data to be deleted.
- cancellationToken
- CancellationToken
戻り値: ValueTask
DeleteAsync(DateTime, CancellationToken) : ValueTask
To remove market data on specified date from the storage.
- date
- Date, for which all data shall be deleted.
- cancellationToken
- CancellationToken
戻り値: ValueTask
GetDatesAsync() : IAsyncEnumerable<DateTime>
To get all the dates for which market data are recorded.
戻り値: Available dates.
GetMetaInfoAsync(DateTime, CancellationToken) : ValueTask<IMarketDataMetaInfo>
To get meta-information on data.
- date
- Date, for which meta-information on data shall be received.
- cancellationToken
- CancellationToken
戻り値: Meta-information on data. If there is no such date in history, will be returned.
LoadAsync(DateTime) : IAsyncEnumerable<Message>
To load data.
- date
- Date, for which data shall be loaded.
戻り値: Data. If there is no data, the empty set will be returned.
SaveAsync(IEnumerable<Message>, CancellationToken) : ValueTask<int>
To save market data in storage.
- data
- Market data.
- cancellationToken
- CancellationToken
戻り値: Count of saved data.