Table of Contents

Class OrderLogCsvSerializer

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

The order log serializer in the CSV format.

public class OrderLogCsvSerializer : CsvMarketDataSerializer<ExecutionMessage>, IMarketDataSerializer<ExecutionMessage>, IMarketDataSerializer
Inheritance
OrderLogCsvSerializer
Implements
Inherited Members
Extension Methods

Remarks

Initializes a new instance of the OrderLogCsvSerializer.

Constructors

OrderLogCsvSerializer(SecurityId, Encoding)

The order log serializer in the CSV format.

public OrderLogCsvSerializer(SecurityId securityId, Encoding encoding = null)

Parameters

securityId SecurityId

Security ID.

encoding Encoding

Encoding.

Remarks

Initializes a new instance of the OrderLogCsvSerializer.

Methods

CreateMetaInfo(DateTime)

To create empty meta-information.

public override IMarketDataMetaInfo CreateMetaInfo(DateTime date)

Parameters

date DateTime

Date.

Returns

IMarketDataMetaInfo

Meta-information on data for one day.

Read(FastCsvReader, IMarketDataMetaInfo)

Read data from the specified reader.

protected override ExecutionMessage Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)

Parameters

reader FastCsvReader

CSV reader.

metaInfo IMarketDataMetaInfo

Meta-information on data for one day.

Returns

ExecutionMessage

Data.

Write(CsvFileWriter, ExecutionMessage, IMarketDataMetaInfo)

Write data to the specified writer.

protected override void Write(CsvFileWriter writer, ExecutionMessage data, IMarketDataMetaInfo metaInfo)

Parameters

writer CsvFileWriter

CSV writer.

data ExecutionMessage

Data.

metaInfo IMarketDataMetaInfo

Meta-information on data for one day.