Class BasketMarketDataStorage<TMessage>
- Namespace
- StockSharp.Algo.Storages
- Assembly
- StockSharp.Algo.dll
The aggregator-storage, allowing to load data simultaneously from several market data storages.
public class BasketMarketDataStorage<TMessage> : Disposable, IMarketDataStorage<TMessage>, IMarketDataStorage where TMessage : Message
Type Parameters
TMessage
Message type.
- Inheritance
-
BasketMarketDataStorage<TMessage>
- Implements
-
IMarketDataStorage<TMessage>
- Extension Methods
Constructors
BasketMarketDataStorage()
Initializes a new instance of the BasketMarketDataStorage<TMessage>.
public BasketMarketDataStorage()
Properties
Cache
public MarketDataStorageCache Cache { get; set; }
Property Value
DataType
The type of market-data, operated by given storage.
public virtual DataType DataType { get; }
Property Value
InnerStorages
Embedded storages of market data.
public IBasketMarketDataStorageInnerList InnerStorages { get; }
Property Value
SecurityId
The instrument, operated by the external storage.
public virtual SecurityId SecurityId { get; }
Property Value
Methods
DisposeManaged()
Release resources.
protected override void DisposeManaged()
Load(DateTime)
To load messages from embedded storages for specified date.
public IBasketMarketDataStorageEnumerable<TMessage> Load(DateTime date)
Parameters
date
DateTimeDate.
Returns
- IBasketMarketDataStorageEnumerable<TMessage>
The messages loader.