IQFeedSecurityParser

StockSharp.IQFeed

IQFeed securities CSV file parser.

Методы

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.

Возвращает: 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.

Возвращает: Async enumerable of parsed securities.

ParseLine(string) : SecurityMessage

Parse single line from the securities file.

line
Tab-separated line.

Возвращает: Parsed SecurityMessage or null if line is invalid.

ToSecurityType(string) : SecurityTypes?

Convert security type string to SecurityTypes.

value
Security type string from IQFeed.

Возвращает: Security type or null if unknown.

Поля

DefaultSecuritiesUrl : string

Default URL for downloading securities file.

FileName : string

File name inside the zip archive.