Table of Contents

Market-data storage

S# rovides functionality for data storage and loading. Data storage may be necessary in a few cases:

  1. During working of trading strategy, when necessary to save the state (orders, positions, settings, etc.);
  2. Market data saving from the trading terminal for algorithm testing in real time;
  3. Data accumulation for analysis and data mining.

S# makes clear the saving mechanism due to high-level access and the technical details hiding (for more details see API). And also versatile, with possibility to expand the types of supported storages.

API

Messages storage