Interface IMarketDataProvider

Namespace

StockSharp.BusinessEntities

Assembly

StockSharp.BusinessEntities.dll

The market data by the instrument provider interface.

public interface IMarketDataProvider

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

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)

Methods

GetLevel1Fields(Security)

To get a set of available fields Level1Fields, for which there is a market data for the instrument.

IEnumerable<Level1Fields> GetLevel1Fields(Security security)

Parameters

security Security

Security.

Returns

IEnumerable<Level1Fields>

Possible fields.

GetSecurityValue(Security, Level1Fields)

To get the value of market data for the instrument.

object GetSecurityValue(Security security, Level1Fields field)

Parameters

security Security

Security.

field Level1Fields

Market-data field.

Returns

object

The field value. If no data, the null will be returned.

Events

LookupBoardsResult

Lookup result BoardLookupMessage received.

event Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, Exception> LookupBoardsResult

Event Type

Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, Exception>

LookupBoardsResult2

Lookup result BoardLookupMessage received.

event Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, IEnumerable<ExchangeBoard>, Exception> LookupBoardsResult2

Event Type

Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, IEnumerable<ExchangeBoard>, Exception>

LookupSecuritiesResult

Lookup result SecurityLookupMessage received.

event Action<SecurityLookupMessage, IEnumerable<Security>, Exception> LookupSecuritiesResult

Event Type

Action<SecurityLookupMessage, IEnumerable<Security>, Exception>

LookupSecuritiesResult2

Lookup result SecurityLookupMessage received.

event Action<SecurityLookupMessage, IEnumerable<Security>, IEnumerable<Security>, Exception> LookupSecuritiesResult2

Event Type

Action<SecurityLookupMessage, IEnumerable<Security>, IEnumerable<Security>, Exception>

LookupTimeFramesResult

Lookup result TimeFrameLookupMessage received.

event Action<TimeFrameLookupMessage, IEnumerable<TimeSpan>, Exception> LookupTimeFramesResult

Event Type

Action<TimeFrameLookupMessage, IEnumerable<TimeSpan>, Exception>

LookupTimeFramesResult2

Lookup result TimeFrameLookupMessage received.

event Action<TimeFrameLookupMessage, IEnumerable<TimeSpan>, IEnumerable<TimeSpan>, Exception> LookupTimeFramesResult2

Event Type

Action<TimeFrameLookupMessage, IEnumerable<TimeSpan>, IEnumerable<TimeSpan>, Exception>

MarketDataSubscriptionFailed

Error subscription market-data.

[Obsolete("Use SubscriptionFailed event.")]
event Action<Security, MarketDataMessage, Exception> MarketDataSubscriptionFailed

Event Type

Action<Security, MarketDataMessage, Exception>

MarketDataSubscriptionFailed2

Error subscription market-data.

[Obsolete("Use SubscriptionFailed event.")]
event Action<Security, MarketDataMessage, SubscriptionResponseMessage> MarketDataSubscriptionFailed2

Event Type

Action<Security, MarketDataMessage, SubscriptionResponseMessage>

MarketDataSubscriptionFinished

Subscription market-data finished.

[Obsolete("Use SubscriptionStopped event.")]
event Action<Security, SubscriptionFinishedMessage> MarketDataSubscriptionFinished

Event Type

Action<Security, SubscriptionFinishedMessage>

MarketDataSubscriptionOnline

Subscription is online.

[Obsolete("Use SubscriptionOnline event.")]
event Action<Security, MarketDataMessage> MarketDataSubscriptionOnline

Event Type

Action<Security, MarketDataMessage>

MarketDataSubscriptionSucceeded

Successful subscription market-data.

[Obsolete("Use SubscriptionStarted event.")]
event Action<Security, MarketDataMessage> MarketDataSubscriptionSucceeded

Event Type

Action<Security, MarketDataMessage>

MarketDataUnSubscriptionFailed

Error unsubscription market-data.

[Obsolete("Use SubscriptionFailed event.")]
event Action<Security, MarketDataMessage, Exception> MarketDataUnSubscriptionFailed

Event Type

Action<Security, MarketDataMessage, Exception>

MarketDataUnSubscriptionFailed2

Error unsubscription market-data.

[Obsolete("Use SubscriptionFailed event.")]
event Action<Security, MarketDataMessage, SubscriptionResponseMessage> MarketDataUnSubscriptionFailed2

Event Type

Action<Security, MarketDataMessage, SubscriptionResponseMessage>

MarketDataUnSubscriptionSucceeded

Successful unsubscription market-data.

[Obsolete("Use SubscriptionStopped event.")]
event Action<Security, MarketDataMessage> MarketDataUnSubscriptionSucceeded

Event Type

Action<Security, MarketDataMessage>

MarketDataUnexpectedCancelled

Market-data subscription unexpected cancelled.

[Obsolete("Use SubscriptionFailed event.")]
event Action<Security, MarketDataMessage, Exception> MarketDataUnexpectedCancelled

Event Type

Action<Security, MarketDataMessage, Exception>

MarketDepthChanged

Order book changed.

[Obsolete("Use OrderBookReceived event.")]
event Action<MarketDepth> MarketDepthChanged

Event Type

Action<MarketDepth>

NewMarketDepth

Order book received.

[Obsolete("Use OrderBookReceived event.")]
event Action<MarketDepth> NewMarketDepth

Event Type

Action<MarketDepth>

NewNews

News received.

[Obsolete("Use NewsReceived event.")]
event Action<News> NewNews

Event Type

Action<News>

NewOrderLogItem

Order log received.

[Obsolete("Use OrderLogReceived event.")]
event Action<OrderLogItem> NewOrderLogItem

Event Type

Action<OrderLogItem>

NewSecurity

Security received.

[Obsolete("Use SecurityReceived event.")]
event Action<Security> NewSecurity

Event Type

Action<Security>

NewTrade

Tick trade received.

[Obsolete("Use TickTradeReceived event.")]
event Action<Trade> NewTrade

Event Type

Action<Trade>

NewsChanged

News updated (news body received Story).

[Obsolete("Use NewsReceived event.")]
event Action<News> NewsChanged

Event Type

Action<News>

SecurityChanged

Security changed.

[Obsolete("Use SecurityReceived event.")]
event Action<Security> SecurityChanged

Event Type

Action<Security>

ValuesChanged

Security changed.

event Action<Security, IEnumerable<KeyValuePair<Level1Fields, object>>, DateTimeOffset, DateTimeOffset> ValuesChanged

Event Type

Action<Security, IEnumerable<KeyValuePair<Level1Fields, object>>, DateTimeOffset, DateTimeOffset>