Interface IMarketDataStorage<TMessage>
- Namespace
- StockSharp.Algo.Storages
- Assembly
- StockSharp.Algo.dll
The interface, describing the storage of market data (ticks, order books etc.).
public interface IMarketDataStorage<TMessage> : IMarketDataStorage where TMessage : Message
Type Parameters
TMessage
Market data type.
- Inherited Members
- Extension Methods
Properties
Serializer
The serializer.
IMarketDataSerializer<TMessage> Serializer { get; }
Property Value
- IMarketDataSerializer<TMessage>
Methods
Delete(IEnumerable<TMessage>)
To delete market data from storage.
void Delete(IEnumerable<TMessage> data)
Parameters
data
IEnumerable<TMessage>Market data to be deleted.
Load(DateTime)
To load data.
IEnumerable<TMessage> Load(DateTime date)
Parameters
date
DateTimeDate, for which data shall be loaded.
Returns
- IEnumerable<TMessage>
Data. If there is no data, the empty set will be returned.
Save(IEnumerable<TMessage>)
To save market data in storage.
int Save(IEnumerable<TMessage> data)
Parameters
data
IEnumerable<TMessage>Market data.
Returns
- int
Count of saved data.