MarketDataMessage
StockSharp.Messages
市场数据信息(在发件情况下用作订阅/不订阅,在发件情况下为确认事件).
继承自: SecurityMessage
实现: ISubscriptionMessage, ITransactionIdMessage, IOriginalTransactionIdMessage, IDataTypeMessage, IMessage, ILocalTimeMessage, ICloneable, IGeneratedMessage
构造函数
MarketDataMessage
public MarketDataMessage()
marketDataMessage = MarketDataMessage()
初始化了 & ##MarketDataMessage+#的新实例.
MarketDataMessage
protected MarketDataMessage(MessageTypes type)
marketDataMessage = MarketDataMessage(type)
Initialize MarketDataMessage.
- type
- 消息类型 。
属性
AllowBuildFromSmallerTimeFrame
public bool AllowBuildFromSmallerTimeFrame { get; set; }
value = marketDataMessage.AllowBuildFromSmallerTimeFrame
marketDataMessage.AllowBuildFromSmallerTimeFrame = value
允许从较小的时间范围来建立蜡烛.
BoardCode
public string BoardCode { get; set; }
value = marketDataMessage.BoardCode
marketDataMessage.BoardCode = value
董事会代码。
BuildField
public Level1Fields? BuildField { get; set; }
value = marketDataMessage.BuildField
marketDataMessage.BuildField = value
Extra info for the BuildFrom.
BuildFrom
public DataType BuildFrom { get; set; }
value = marketDataMessage.BuildFrom
marketDataMessage.BuildFrom = value
哪些市场数据类型被用作源值.
BuildMode
public MarketDataBuildModes BuildMode { get; set; }
value = marketDataMessage.BuildMode
marketDataMessage.BuildMode = value
构建模式 。
Count
public long? Count { get; set; }
value = marketDataMessage.Count
marketDataMessage.Count = value
得到待处理信件的数 。
DataType2
public DataType DataType2 { get; set; }
value = marketDataMessage.DataType2
marketDataMessage.DataType2 = value
市场数据类型.
DepthBuilder
public IOrderLogMarketDepthBuilder DepthBuilder { get; set; }
value = marketDataMessage.DepthBuilder
marketDataMessage.DepthBuilder = value
订购日志到市场深度建设者.
DoNotBuildOrderBookIncrement
public bool DoNotBuildOrderBookIncrement { get; set; }
value = marketDataMessage.DoNotBuildOrderBookIncrement
marketDataMessage.DoNotBuildOrderBookIncrement = value
Pass through incremental QuoteChangeMessage.
Fields
public IEnumerable<Level1Fields> Fields { get; set; }
value = marketDataMessage.Fields
marketDataMessage.Fields = value
市场数据字段,将接收订阅为一级信件的数据字段.
FillGaps
public FillGapsDays? FillGaps { get; set; }
value = marketDataMessage.FillGaps
marketDataMessage.FillGaps = value
FillGapsDays.
From
public DateTime? From { get; set; }
value = marketDataMessage.From
marketDataMessage.From = value
从节点键.
IsCalcVolumeProfile
public bool IsCalcVolumeProfile { get; set; }
value = marketDataMessage.IsCalcVolumeProfile
marketDataMessage.IsCalcVolumeProfile = value
要进行 PriceLevels 的计算。默认情况下,它已禁用。
IsFinishedOnly
public bool IsFinishedOnly { get; set; }
value = marketDataMessage.IsFinishedOnly
marketDataMessage.IsFinishedOnly = value
请求只完成了蜡烛。
IsRegularTradingHours
public bool? IsRegularTradingHours { get; set; }
value = marketDataMessage.IsRegularTradingHours
marketDataMessage.IsRegularTradingHours = value
只使用需要数据的常规交易时数。
IsSubscribe
public bool IsSubscribe { get; set; }
value = marketDataMessage.IsSubscribe
marketDataMessage.IsSubscribe = value
消息是订阅。
MaxDepth
public int? MaxDepth { get; set; }
value = marketDataMessage.MaxDepth
marketDataMessage.MaxDepth = value
请求的订单的最大深度。 用于 DataType2 = MarketDepth 。
NewsId
public string NewsId { get; set; }
value = marketDataMessage.NewsId
marketDataMessage.NewsId = value
新闻编号,在请求新闻文本时使用.
RefreshSpeed
public TimeSpan? RefreshSpeed { get; set; }
value = marketDataMessage.RefreshSpeed
marketDataMessage.RefreshSpeed = value
数据刷新间隔 。
Skip
public long? Skip { get; set; }
value = marketDataMessage.Skip
marketDataMessage.Skip = value
数数跳出.
To
public DateTime? To { get; set; }
value = marketDataMessage.To
marketDataMessage.To = value
至节点键.
TransactionId
public long TransactionId { get; set; }
value = marketDataMessage.TransactionId
marketDataMessage.TransactionId = value
请求识别符。
方法
Clone
public override Message Clone()
result = marketDataMessage.Clone()
Create a copy of MarketDataMessage.
返回值: 收到了,我们得去查查
CopyTo
public void CopyTo(MarketDataMessage destination)
marketDataMessage.CopyTo(destination)
复制消息到 。
- destination
- 该对象, 复制到它的信息 。