Message List
A message carries information about market data, transactions, or a command. Below is a list of the main messages used in connectors.
| Message | Description |
|---|---|
| Message | An abstract message class from which other message classes inherit. Contains information about the time, type MessageTypes, and the adapter that created the message. |
| BoardMessage | Contains information about the electronic trading board. |
| CandleMessage | An abstract message class that contains general information about a candle. This class is inherited by message classes for specific candle types: TimeFrameCandleMessage, TickCandleMessage, VolumeCandleMessage, RangeCandleMessage, PnFCandleMessage, and RenkoCandleMessage. |
| ConnectMessage | Used as a command to establish a connection, as well as for an incoming message about a successful connection or a connection error. |
| DisconnectMessage | Used as a command to break a connection, as well as for an incoming message about a connection break. |
| ErrorMessage | An error message. |
| ExecutionMessage | Description see below. |
| Level1ChangeMessage | The message contains information about the value of a Level1 field of a certain type. The available field types are defined in the Level1Fields enumeration. |
| NewsMessage | The message contains information about news. |
| OrderCancelMessage | The message contains information for canceling an order. There is also a message OrderGroupCancelMessage, which contains information for canceling a group of orders by a filter. |
| OrderRegisterMessage | The message contains information for registering an order. |
| OrderStatusMessage | The message requests information about currently registered orders and trades. |
| OrderReplaceMessage | The message contains information for replacing an order. |
| PortfolioMessage | Contains information about a portfolio. |
| PortfolioLookupMessage | Requests information about portfolios by a specified criterion. The result of the request is returned using a PortfolioMessage. |
| PositionChangeMessage | Contains information about a position. Contains information about a change in a certain position property. The property type is defined in the PositionChangeTypes enumeration. |
| QuoteChangeMessage | Contains information about order book quotes. |
| ResetMessage | Resetting the state. |
| SecurityMessage | Contains information about an instrument. |
| SecurityLookupMessage | Requests a list of instruments by a specified criterion. The result of the request will be returned using a SecurityMessage. |
| BoardStateMessage | Contains information about a change in the trading session state. The available values of the session state are defined in the SessionStates enumeration. |
| TimeMessage | Contains information about the current time. |
| TimeFrameLookupMessage | Requests a list of supported timeframes. The result of the request will be returned using a TimeFrameInfoMessage. |
| TimeFrameInfoMessage | Contains information about supported timeframes. |
| SubscriptionResponseMessage | A response to a subscription or unsubscription request. In case of an error executing the request, the error description is filled in SubscriptionResponseMessage.Error. |
| SubscriptionOnlineMessage | A message about the transition of a subscription to an online state. |
| SubscriptionFinishedMessage | A message about the end of a subscription in case of receiving all necessary data. |
The ExecutionMessage is a universal message that allows transmitting various exchange information related to orders and trades: tick trades, order logs, own orders, and trades.
The type of information in the message is determined by the value of the ExecutionMessage.ExecutionType property:
- ExecutionTypes.Tick - tick trade.
- ExecutionTypes.Transaction - transaction (information about own trade or order).
- ExecutionTypes.OrderLog - order log.
If the ExecutionTypes.Transaction type is used, then it refers to own orders or trades. In this case, if the message contains information about an order, the ExecutionMessage.HasOrderInfo property = true, if there is information about a trade, the ExecutionMessage.HasTradeInfo property = true. Note that an own trade contains information about both the trade itself and the order associated with that trade. Therefore, in this case, the above properties have a value of true. These properties allow differentiating messages with own trades and orders.