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 。
ToString
public override string ToString()
result = marketDataMessage.ToString()

转换为行代表.

返回值: 弦乐表演.