MarketDataMessage

StockSharp.Messages

Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).

実装: ISubscriptionMessage, ITransactionIdMessage, IOriginalTransactionIdMessage, IDataTypeMessage, IMessage, ILocalTimeMessage, ICloneable, IGeneratedMessage

コンストラクター

MarketDataMessage()

Initializes a new instance of the MarketDataMessage.

MarketDataMessage(MessageTypes)

Initialize MarketDataMessage.

type: Message type.

プロパティ

AllowBuildFromSmallerTimeFrame : bool

Allow build candles from smaller timeframe.

BoardCode : string

Board code.

BuildField : Level1Fields?

Extra info for the BuildFrom.

BuildFrom : DataType

Which market-data type is used as a source value.

BuildMode : MarketDataBuildModes

Build mode.

Count : long?

Gets the count of pending messages.

DataType2 : DataType

Market data type.

DepthBuilder : IOrderLogMarketDepthBuilder

Order log to market depth builder.

DoNotBuildOrderBookIncrement : bool

Pass through incremental QuoteChangeMessage.

Fields : IEnumerable<Level1Fields>

Market data fields, which will be received with subscribed to Level1 messages.

FillGaps : FillGapsDays?

FillGapsDays.

From : DateTime?

From node key.

IsCalcVolumeProfile : bool

To perform the calculation PriceLevels. By default, it is disabled.

IsFinishedOnly : bool

Request Finished only candles.

IsRegularTradingHours : bool?

Use only the regular trading hours for which data will be requested.

IsSubscribe : bool

The message is subscription.

MaxDepth : int?

Max depth of requested order book. Uses in case DataType2 = MarketDepth.

NewsId : string

News id. Uses in case of request news text.

RefreshSpeed : TimeSpan?

Interval for data refresh.

Skip : long?

Skip count.

To : DateTime?

To node key.

TransactionId : long

Request identifier.

メソッド

Clone() : Message

Create a copy of MarketDataMessage.

戻り値: Copy.

CopyTo(MarketDataMessage)

Copy the message into the .

destination: The object, to which copied information.

ToString() : string

Преобразовать к строковому представлению.

戻り値: Строковое представление.