MarketDataMessage
Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).
Herda de: SecurityMessage
Implementa: ISubscriptionMessage, ITransactionIdMessage, IOriginalTransactionIdMessage, IDataTypeMessage, IMessage, ILocalTimeMessage, ICloneable, IGeneratedMessage
Construtores
MarketDataMessage()
Initializes a new instance of the MarketDataMessage.
Propriedades
AllowBuildFromSmallerTimeFrame : bool
Allow build candles from smaller timeframe.
BuildField : Level1Fields?
Extra info for the BuildFrom.
BuildMode : MarketDataBuildModes
Build mode.
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.
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.
RefreshSpeed : TimeSpan?
Interval for data refresh.
TransactionId : long
Request identifier.
Métodos
CopyTo(MarketDataMessage)
Copy the message into the .
- destination
- The object, to which copied information.