IQFeedSecurityParser

StockSharp.IQFeed

IQFeed securities CSV file parser.

メソッド

ParseFromFileAsync(string, HashSet<SecurityTypes>, long?) : IAsyncEnumerable<SecurityMessage>

Parse securities from local file.

filePath
Path to local zip file.
securityTypes
Filter by security types. If null or empty, all types are returned.
maxCount
Maximum number of securities to return. If null, all securities are returned.

戻り値: Async enumerable of parsed securities.

ParseFromUrlAsync(string, HashSet<SecurityTypes>, long?) : IAsyncEnumerable<SecurityMessage>

Download and parse securities from URL.

url
URL to download zip file from. If null, DefaultSecuritiesUrl is used.
securityTypes
Filter by security types. If null or empty, all types are returned.
maxCount
Maximum number of securities to return. If null, all securities are returned.

戻り値: Async enumerable of parsed securities.

ParseLine(string) : SecurityMessage

Parse single line from the securities file.

line
Tab-separated line.

戻り値: Parsed SecurityMessage or null if line is invalid.

ToSecurityType(string) : SecurityTypes?

Convert security type string to SecurityTypes.

value
Security type string from IQFeed.

戻り値: Security type or null if unknown.

フィールド

DefaultSecuritiesUrl : string

Default URL for downloading securities file.

FileName : string

File name inside the zip archive.