Instrument identifier

The instruments in the S# from different sources have the Security.Id uniform identifier. This is done in order to the code of trading algorithm does not depend on the type of connection (OpenECry, Rithmic, Interactive Brokers etc.). For the instrument identifier the following syntax used - [instrument code]@[board code]. For example, for the Apple inc shares identifier will be **AAPL@NASDAQ**. For the derivatives market instruments board will be NYSE (or other board name where AAPL futures trades). For example, for the June futures on the ES index the identifier will be **ESM5@NYSE**.

Tip

The Hydra application for market data download enumerates folders with a history based on the same mechanism.

Identifiers generation algorithm overriding

1. To start the instrument identifiers generation on the own algorithm, you must create the descendant of the SecurityIdGenerator class, and override the SecurityIdGenerator.GenerateId(System.String secCode, System.String boardCode ) method:

   class CustomSecurityIdGenerator : SecurityIdGenerator
   {
    public override string GenerateId(string secCode, ExchangeBoard board)
    {
    	// will be generate in CODE--BOARD form
    	return secCode + "--" + board.Code;
    }
   }
   

2. Then, the created generator must be passed to the connector:

   var _connector.SecurityIdGenerator = new CustomSecurityIdGenerator();