Interface IMarketDataStorage

Namespace

StockSharp.Algo.Storages

Assembly

StockSharp.Algo.dll

The interface, describing the storage of market data (ticks, order books etc.).

public interface IMarketDataStorage

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

StorageHelper.Delete(IMarketDataStorage, DateTimeOffset?, DateTimeOffset?)

StorageHelper.GetDates(IMarketDataStorage, DateTime?, DateTime?)

StorageHelper.GetFromDate(IMarketDataStorage)

StorageHelper.GetRange(IMarketDataStorage, DateTimeOffset?, DateTimeOffset?)

StorageHelper.GetToDate(IMarketDataStorage)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Properties

AppendOnlyNew

Whether to add new data or attempt to record all data without filter.

bool AppendOnlyNew { get; set; }

Property Value

bool

DataType

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

DataType DataType { get; }

Property Value

DataType

Dates

All data, for which market data are recorded.

IEnumerable<DateTime> Dates { get; }

Property Value

IEnumerable<DateTime>

Drive

The storage (database, file etc.).

IMarketDataStorageDrive Drive { get; }

Property Value

IMarketDataStorageDrive

SecurityId

The instrument, operated by the external storage.

SecurityId SecurityId { get; }

Property Value

SecurityId

Serializer

The serializer.

IMarketDataSerializer Serializer { get; }

Property Value

IMarketDataSerializer

Methods

Delete(IEnumerable<Message>)

To delete market data from storage.

void Delete(IEnumerable<Message> data)

Parameters

data IEnumerable<Message>

Market data to be deleted.

Delete(DateTime)

To remove market data on specified date from the storage.

void Delete(DateTime date)

Parameters

date DateTime

Date, for which all data shall be deleted.

GetMetaInfo(DateTime)

To get meta-information on data.

IMarketDataMetaInfo GetMetaInfo(DateTime date)

Parameters

date DateTime

Date, for which meta-information on data shall be received.

Returns

IMarketDataMetaInfo

Meta-information on data. If there is no such date in history, null will be returned.

Load(DateTime)

To load data.

IEnumerable<Message> Load(DateTime date)

Parameters

date DateTime

Date, for which data shall be loaded.

Returns

IEnumerable<Message>

Data. If there is no data, the empty set will be returned.

Save(IEnumerable<Message>)

To save market data in storage.

int Save(IEnumerable<Message> data)

Parameters

data IEnumerable<Message>

Market data.

Returns

int

Count of saved data.