Table of Contents

Class BaseMarketDataDrive

Namespace
StockSharp.Algo.Storages
Assembly
StockSharp.Algo.dll

The base implementation IMarketDataDrive.

public abstract class BaseMarketDataDrive : Disposable, IMarketDataDrive, IPersistable, IDisposable
Inheritance
BaseMarketDataDrive
Implements
IPersistable
Derived
Extension Methods

Constructors

BaseMarketDataDrive()

Initialize BaseMarketDataDrive.

protected BaseMarketDataDrive()

Properties

AvailableSecurities

Get all available instruments.

public abstract IEnumerable<SecurityId> AvailableSecurities { get; }

Property Value

IEnumerable<SecurityId>

Path

Path to market data.

public abstract string Path { get; set; }

Property Value

string

Methods

GetAvailableDataTypes(SecurityId, StorageFormats)

Get all available data types.

public abstract IEnumerable<DataType> GetAvailableDataTypes(SecurityId securityId, StorageFormats format)

Parameters

securityId SecurityId

Instrument identifier.

format StorageFormats

Format type.

Returns

IEnumerable<DataType>

Data types.

GetNewsMessageStorage(IMarketDataSerializer<NewsMessage>)

To get news storage.

public IMarketDataStorage<NewsMessage> GetNewsMessageStorage(IMarketDataSerializer<NewsMessage> serializer)

Parameters

serializer IMarketDataSerializer<NewsMessage>

The serializer.

Returns

IMarketDataStorage<NewsMessage>

The news storage.

GetStorageDrive(SecurityId, DataType, StorageFormats)

To get the storage for IMarketDataStorage.

public abstract IMarketDataStorageDrive GetStorageDrive(SecurityId securityId, DataType dataType, StorageFormats format)

Parameters

securityId SecurityId

Security ID.

dataType DataType

Data type info.

format StorageFormats

Format type.

Returns

IMarketDataStorageDrive

Storage for IMarketDataStorage.

Load(SettingsStorage)

Load settings.

public virtual void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

LookupSecurities(SecurityLookupMessage, ISecurityProvider, Action<SecurityMessage>, Func<bool>, Action<int, int>)

Download securities by the specified criteria.

public abstract void LookupSecurities(SecurityLookupMessage criteria, ISecurityProvider securityProvider, Action<SecurityMessage> newSecurity, Func<bool> isCancelled, Action<int, int> updateProgress)

Parameters

criteria SecurityLookupMessage

Message security lookup for specified criteria.

securityProvider ISecurityProvider

The provider of information about instruments.

newSecurity Action<SecurityMessage>

The handler through which a new instrument will be passed.

isCancelled Func<bool>

The handler which returns an attribute of search cancel.

updateProgress Action<int, int>

The handler through which a progress change will be passed.

Save(SettingsStorage)

Save settings.

public virtual void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

ToString()

public override string ToString()

Returns

string

Verify()

Verify settings.

public abstract void Verify()