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Class IQFeedMessageAdapter

Маркет-дата адаптер сообщений для IQFeed.

Inheritance
Object
BaseLogSource
BaseLogReceiver
MessageAdapter
IQFeedMessageAdapter
Implements
IMessageAdapter
IMessageChannel
Ecng.Common.ICloneable<IMessageChannel>
ICloneable
Ecng.Serialization.IPersistable
ILogReceiver
ILogSource
IDisposable
INotifyPropertyChanged
Inherited Members
MessageAdapter.IMessageChannel.Open()
MessageAdapter.IMessageChannel.Close()
MessageAdapter.IMessageChannel.Suspend()
MessageAdapter.IMessageChannel.Resume()
MessageAdapter.IMessageChannel.Clear()
MessageAdapter.SendInMessage(Message)
MessageAdapter.SendOutMessage(Message)
MessageAdapter.SendOutDisconnectMessage(Boolean)
MessageAdapter.SendOutDisconnectMessage(Exception)
MessageAdapter.SendOutError(String)
MessageAdapter.SendOutError(Exception)
MessageAdapter.SendSubscriptionReply(Int64, Exception)
MessageAdapter.SendSubscriptionNotSupported(Int64)
MessageAdapter.SendSubscriptionFinished(Int64, Nullable<DateTimeOffset>)
MessageAdapter.SendSubscriptionOnline(Int64)
MessageAdapter.SendSubscriptionResult(ISubscriptionMessage)
MessageAdapter.CreateOrderLogMarketDepthBuilder(SecurityId)
MessageAdapter.GetCandleArgs(Type, SecurityId, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>)
MessageAdapter.GetMaxCount(DataType)
MessageAdapter.IsSecurityRequired(DataType)
MessageAdapter.Clone()
MessageAdapter.OnPropertyChanged(String)
MessageAdapter.SupportedInMessages
MessageAdapter.SupportedOutMessages
MessageAdapter.SupportedResultMessages
MessageAdapter.PossibleSupportedMessages
MessageAdapter.SupportedMarketDataTypes
MessageAdapter.SecurityClassInfo
MessageAdapter.CandlesBuildFrom
MessageAdapter.CheckTimeFrameByRequest
MessageAdapter.HeartbeatInterval
MessageAdapter.IsNativeIdentifiersPersistable
MessageAdapter.IsNativeIdentifiers
MessageAdapter.IsFullCandlesOnly
MessageAdapter.IsSupportSubscriptions
MessageAdapter.IsSupportCandlesPriceLevels
MessageAdapter.Categories
MessageAdapter.StorageName
MessageAdapter.Platform
MessageAdapter.FeatureName
MessageAdapter.SecurityExtendedFields
MessageAdapter.SupportedOrderBookDepths
MessageAdapter.IsSupportOrderBookIncrements
MessageAdapter.IsSupportExecutionsPnL
MessageAdapter.IsSecurityNewsOnly
MessageAdapter.OrderConditionType
MessageAdapter.HeartbeatBeforConnect
MessageAdapter.Icon
MessageAdapter.IsAutoReplyOnTransactonalUnsubscription
MessageAdapter.EnqueueSubscriptions
MessageAdapter.IsSupportTransactionLog
MessageAdapter.IsReplaceCommandEditCurrent
MessageAdapter.GenerateOrderBookFromLevel1
MessageAdapter.ReConnectionSettings
MessageAdapter.TransactionIdGenerator
MessageAdapter.IMessageChannel.State
MessageAdapter.UseChannels
MessageAdapter.IterationInterval
MessageAdapter.LookupTimeout
MessageAdapter.IsPositionsEmulationRequired
MessageAdapter.Name
MessageAdapter.NewOutMessage
MessageAdapter.IMessageChannel.StateChanged
BaseLogReceiver.ILogReceiver.AddLog(LogMessage)
BaseLogSource.RaiseLog(LogMessage)
BaseLogSource.Id
BaseLogSource.Parent
BaseLogSource.LogLevel
BaseLogSource.CurrentTime
BaseLogSource.IsRoot
BaseLogSource.ParentRemoved
BaseLogSource.Log
Namespace: StockSharp.IQFeed
Assembly: StockSharp.IQFeed.dll
Syntax
[MediaIcon("IQFeed_logo.png")]
[DisplayNameLoc("IQFeed")]
[CategoryLoc("America")]
[DescriptionLoc("Str1770", "IQFeed")]
[MessageAdapterCategory]
public class IQFeedMessageAdapter : MessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged

Constructors

IQFeedMessageAdapter(IdGenerator)

Создать IQFeedMessageAdapter.

Declaration
public IQFeedMessageAdapter(IdGenerator transactionIdGenerator)
Parameters
Type Name Description
Ecng.Common.IdGenerator transactionIdGenerator

Генератор транзакций.

Fields

DefaultVersion

Значение по умолчанию для Version.

Declaration
public static readonly Version DefaultVersion
Field Value
Type Description
Version

Properties

AdminAddress

Address for obtaining service data.

Declaration
public EndPoint AdminAddress { get; set; }
Property Value
Type Description
EndPoint

AllTimeFrames

Возможные тайм-фреймы.

Declaration
public static IEnumerable<TimeSpan> AllTimeFrames { get; }
Property Value
Type Description
IEnumerable<TimeSpan>

DerivativeAddress

Address for obtaining derivative data.

Declaration
public EndPoint DerivativeAddress { get; set; }
Property Value
Type Description
EndPoint

IsDownloadSecurityFromSite

Загружать ли инструменты из архива с сайта IQFeed. По умолчанию выключено.

Declaration
public bool IsDownloadSecurityFromSite { get; set; }
Property Value
Type Description
Boolean

IsSupportCandlesUpdates

Поддерживается подписка на свечи и обновление в реальном времени.

Declaration
public override bool IsSupportCandlesUpdates { get; }
Property Value
Type Description
Boolean
Overrides
MessageAdapter.IsSupportCandlesUpdates

Level1Address

Address for obtaining data on Level1.

Declaration
public EndPoint Level1Address { get; set; }
Property Value
Type Description
EndPoint

Level1ColumnRegistry

Список всех доступных IQFeedLevel1Column.

Declaration
public IQFeedLevel1ColumnRegistry Level1ColumnRegistry { get; }
Property Value
Type Description
IQFeedLevel1ColumnRegistry

Level1Columns

Все IQFeedLevel1Column, которые необходимо транслировать.

Declaration
public IEnumerable<IQFeedLevel1Column> Level1Columns { get; set; }
Property Value
Type Description
IEnumerable<IQFeedLevel1Column>

Level2Address

Address for obtaining data on Level2.

Declaration
public EndPoint Level2Address { get; set; }
Property Value
Type Description
EndPoint

LookupAddress

Address for obtaining history data.

Declaration
public EndPoint LookupAddress { get; set; }
Property Value
Type Description
EndPoint

SecuritiesFile

Path to file with IQFeed list of securities, downloaded from the website. If path is specified, then secondary download from website does not occur, and only the local copy gets parsed.

Declaration
public string SecuritiesFile { get; set; }
Property Value
Type Description
String

SecurityTypesFilter

Securities types, for which data must be received.

Declaration
public IEnumerable<SecurityTypes> SecurityTypesFilter { get; set; }
Property Value
Type Description
IEnumerable<SecurityTypes>

Version

Версия протокола.

Declaration
public Version Version { get; set; }
Property Value
Type Description
Version

Methods

GetHistoryStepSize(DataType, out TimeSpan)

Получить максимальный размер шага, доступный для скачивания истории.

Declaration
public override TimeSpan GetHistoryStepSize(DataType dataType, out TimeSpan iterationInterval)
Parameters
Type Name Description
DataType dataType

Тип данных.

TimeSpan iterationInterval

Interval between iterations.

Returns
Type Description
TimeSpan

Step.

Overrides
MessageAdapter.GetHistoryStepSize(DataType, out TimeSpan)

GetTimeFrames(SecurityId, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>)

Получить возможные тайм-фреймы для указанного инструмента.

Declaration
protected override IEnumerable<TimeSpan> GetTimeFrames(SecurityId securityId, Nullable<DateTimeOffset> from, Nullable<DateTimeOffset> to)
Parameters
Type Name Description
SecurityId securityId

Security ID.

Nullable<DateTimeOffset> from

Начальная дата, с которой необходимо получать данные.

Nullable<DateTimeOffset> to

Конечная дата, до которой необходимо получать данные.

Returns
Type Description
IEnumerable<TimeSpan>

Возможные тайм-фреймы.

Overrides
MessageAdapter.GetTimeFrames(SecurityId, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>)

IsAllDownloadingSupported(DataType)

Доступно ли для указанного dataType загрузка всех инструментов.

Declaration
public override bool IsAllDownloadingSupported(DataType dataType)
Parameters
Type Name Description
DataType dataType

Тип данных.

Returns
Type Description
Boolean

Результат проверки.

Overrides
MessageAdapter.IsAllDownloadingSupported(DataType)

Load(SettingsStorage)

Загрузить настройки.

Declaration
public override void Load(SettingsStorage storage)
Parameters
Type Name Description
Ecng.Serialization.SettingsStorage storage

Хранилище настроек.

Overrides
MessageAdapter.Load(SettingsStorage)

OnSendInMessage(Message)

Отправить сообщение.

Declaration
protected override bool OnSendInMessage(Message message)
Parameters
Type Name Description
Message message

Message.

Returns
Type Description
Boolean

true если переданное сообщение было обработано успешно, иначе, false.

Overrides
MessageAdapter.OnSendInMessage(Message)

Save(SettingsStorage)

Сохранить настройки.

Declaration
public override void Save(SettingsStorage storage)
Parameters
Type Name Description
Ecng.Serialization.SettingsStorage storage

Хранилище настроек.

Overrides
MessageAdapter.Save(SettingsStorage)

ToString()

Declaration
public override string ToString()
Returns
Type Description
String
Overrides
BaseLogSource.ToString()

Implements

IMessageAdapter
IMessageChannel
Ecng.Common.ICloneable<>
System.ICloneable
Ecng.Serialization.IPersistable
ILogReceiver
ILogSource
System.IDisposable
System.ComponentModel.INotifyPropertyChanged

Extension Methods

Paths.Serialize<T>(T, String)
Paths.Serialize<T>(T)
Extensions.AddTransactionalSupport(MessageAdapter)
Extensions.RemoveTransactionalSupport(MessageAdapter)
Extensions.AddMarketDataSupport(MessageAdapter)
Extensions.RemoveMarketDataSupport(MessageAdapter)
Extensions.AddSupportedMessage(MessageAdapter, MessageTypes)
Extensions.AddSupportedMessage(MessageAdapter, MessageTypes, Nullable<Boolean>)
Extensions.AddSupportedMessage(MessageAdapter, MessageTypeInfo)
Extensions.RemoveSupportedMessage(MessageAdapter, MessageTypes)
Extensions.AddSupportedMarketDataType(MessageAdapter, DataType)
Extensions.RemoveSupportedMarketDataType(MessageAdapter, DataType)
Extensions.AddSupportedResultMessage(MessageAdapter, MessageTypes)
Extensions.RemoveSupportedResultMessage(MessageAdapter, MessageTypes)
Extensions.AddSupportedOutMessage(MessageAdapter, MessageTypes)
Extensions.RemoveSupportedOutMessage(MessageAdapter, MessageTypes)
Extensions.RemoveSupportedAllMarketDataTypes(MessageAdapter)
EditorExtensions.ToItemsSource(Object, Type, Nullable<Boolean>, Nullable<ListSortDirection>, Func<IItemsSourceItem, Boolean>, Func<Object, String>, Func<Object, String>)
XamlHelper.WpfCast<T>(Object)
XamlHelper.CopyToClipboard<T>(T)
XamlHelper.EnsureUIThread(Object)
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