Interface IMarketDataDrive
- Namespace
- StockSharp.Algo.Storages
- Assembly
- StockSharp.Algo.dll
The interface, describing the storage (database, file etc.).
public interface IMarketDataDrive : IPersistable, IDisposable
- Inherited Members
- Extension Methods
Properties
AvailableSecurities
Get all available instruments.
IEnumerable<SecurityId> AvailableSecurities { get; }
Property Value
Path
Path to market data.
string Path { get; }
Property Value
Methods
GetAvailableDataTypes(SecurityId, StorageFormats)
Get all available data types.
IEnumerable<DataType> GetAvailableDataTypes(SecurityId securityId, StorageFormats format)
Parameters
securityId
SecurityIdInstrument identifier.
format
StorageFormatsFormat type.
Returns
- IEnumerable<DataType>
Data types.
GetNewsMessageStorage(IMarketDataSerializer<NewsMessage>)
To get news storage.
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.
IMarketDataStorageDrive GetStorageDrive(SecurityId securityId, DataType dataType, StorageFormats format)
Parameters
securityId
SecurityIdSecurity ID.
dataType
DataTypeData type info.
format
StorageFormatsFormat type.
Returns
- IMarketDataStorageDrive
Storage for IMarketDataStorage.
LookupSecurities(SecurityLookupMessage, ISecurityProvider, Action<SecurityMessage>, Func<bool>, Action<int, int>)
Download securities by the specified criteria.
void LookupSecurities(SecurityLookupMessage criteria, ISecurityProvider securityProvider, Action<SecurityMessage> newSecurity, Func<bool> isCancelled, Action<int, int> updateProgress)
Parameters
criteria
SecurityLookupMessageMessage security lookup for specified criteria.
securityProvider
ISecurityProviderThe 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.
Verify()
Verify settings.
void Verify()