Table of Contents

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
Extension Methods

Constructors

BasketMarketDataStorage()

Initializes a new instance of the BasketMarketDataStorage<TMessage>.

public BasketMarketDataStorage()

Properties

Cache

public MarketDataStorageCache Cache { get; set; }

Property Value

MarketDataStorageCache

DataType

The type of market-data, operated by given storage.

public virtual DataType DataType { get; }

Property Value

DataType

InnerStorages

Embedded storages of market data.

public IBasketMarketDataStorageInnerList InnerStorages { get; }

Property Value

IBasketMarketDataStorageInnerList

SecurityId

The instrument, operated by the external storage.

public virtual SecurityId SecurityId { get; }

Property Value

SecurityId

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 DateTime

Date.

Returns

IBasketMarketDataStorageEnumerable<TMessage>

The messages loader.