Table of Contents

Class IQFeedMessageAdapter

Namespace
StockSharp.IQFeed
Assembly
StockSharp.IQFeed.dll

The messages adapter for IQFeed.

[MediaIcon("IQFeed_logo.svg")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "IQFeed", Description = "MarketDataConnector", GroupName = "MarketData")]
[MessageAdapterCategory(MessageAdapterCategories.US|MessageAdapterCategories.Stock|MessageAdapterCategories.FX|MessageAdapterCategories.History|MessageAdapterCategories.RealTime|MessageAdapterCategories.Paid|MessageAdapterCategories.Ticks|MessageAdapterCategories.Candles|MessageAdapterCategories.MarketDepth|MessageAdapterCategories.Level1|MessageAdapterCategories.OrderLog|MessageAdapterCategories.News|MessageAdapterCategories.Futures|MessageAdapterCategories.Options)]
public class IQFeedMessageAdapter : AsyncMessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged, ILoginPasswordAdapter
Inheritance
IQFeedMessageAdapter
Implements
ICloneable<IMessageChannel>
IPersistable
Inherited Members
Extension Methods

Constructors

IQFeedMessageAdapter(IdGenerator)

Initializes a new instance of the IQFeedMessageAdapter.

public IQFeedMessageAdapter(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Fields

DefaultVersion

Default value for Version.

public static readonly Version DefaultVersion

Field Value

Version

Properties

AdminAddress

Address for obtaining service data.

[Display(ResourceType = typeof(LocalizedStrings), Name = "AdminServer", Description = "AdminServerDesc", GroupName = "Connection", Order = 6)]
public EndPoint AdminAddress { get; set; }

Property Value

EndPoint

AllTimeFrames

Possible time-frames.

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

Property Value

IEnumerable<TimeSpan>

DerivativeAddress

Address for obtaining derivative data.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Derivatives", Description = "DerivativesServerDesc", GroupName = "Connection", Order = 7)]
public EndPoint DerivativeAddress { get; set; }

Property Value

EndPoint

ExtraSetup

The adapter requires extra setup.

public override bool ExtraSetup { get; }

Property Value

bool

FeatureName

Feature name.

public override string FeatureName { get; }

Property Value

string

IsDownloadSecurityFromSite

Whether to load instruments from the archive of the IQFeed site. The default is off.

[Display(ResourceType = typeof(LocalizedStrings), Name = "DownloadSecurities", Description = "DownloadSecuritiesDesc", GroupName = "Additional", Order = 2)]
public bool IsDownloadSecurityFromSite { get; set; }

Property Value

bool

Level1Address

Address for obtaining data on Level1.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Level1Server", Description = "Level1ServerDesc", GroupName = "Connection", Order = 3)]
public EndPoint Level1Address { get; set; }

Property Value

EndPoint

Level1ColumnRegistry

The list of all available IQFeedLevel1Column.

[Browsable(false)]
public IQFeedLevel1ColumnRegistry Level1ColumnRegistry { get; }

Property Value

IQFeedLevel1ColumnRegistry

Level1Columns

All IQFeedLevel1Column to be transmit.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Level1Fields", Description = "Level1FieldsDesc", GroupName = "Additional", Order = 0)]
public IEnumerable<IQFeedLevel1Column> Level1Columns { get; set; }

Property Value

IEnumerable<IQFeedLevel1Column>

Level2Address

Address for obtaining data on Level2.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Level2Server", Description = "Level2ServerDesc", GroupName = "Connection", Order = 4)]
public EndPoint Level2Address { get; set; }

Property Value

EndPoint

Login

Login.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Login", Description = "LoginDot", GroupName = "Connection", Order = 1)]
public string Login { get; set; }

Property Value

string

LookupAddress

Address for obtaining history data.

[Display(ResourceType = typeof(LocalizedStrings), Name = "LookupServer", Description = "LookupServerDesc", GroupName = "Connection", Order = 5)]
public EndPoint LookupAddress { get; set; }

Property Value

EndPoint

Password

Password.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Password", Description = "Password", GroupName = "Connection", Order = 2)]
public SecureString Password { get; set; }

Property Value

SecureString

ProductId

Product id.

[Browsable(false)]
public string ProductId { get; set; }

Property Value

string

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.

[Display(ResourceType = typeof(LocalizedStrings), Name = "FileWithSecs", Description = "FileWithSecsDesc", GroupName = "Additional", Order = 3)]
public string SecuritiesFile { get; set; }

Property Value

string

TimeFrames

Get possible time-frames for the specified instrument.

protected override IEnumerable<TimeSpan> TimeFrames { get; }

Property Value

IEnumerable<TimeSpan>

Version

Protocol version.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Version", Description = "VersionDot", GroupName = "Additional", Order = 4)]
public Version Version { get; set; }

Property Value

Version

Methods

ConnectAsync(ConnectMessage, CancellationToken)

Process ConnectMessage.

public override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken token)

Parameters

connectMsg ConnectMessage

ConnectMessage.

token CancellationToken

Returns

ValueTask

ValueTask.

CreateOrderLogMarketDepthBuilder(SecurityId)

Create market depth builder.

public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

Parameters

securityId SecurityId

Security ID.

Returns

IOrderLogMarketDepthBuilder

Order log to market depth builder.

DisconnectAsync(DisconnectMessage, CancellationToken)

Process DisconnectMessage.

public override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

Parameters

disconnectMsg DisconnectMessage

DisconnectMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

GetMaxCount(DataType)

Get maximum possible items count per single subscription request.

public override int? GetMaxCount(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

int?

Max items count.

IsAllDownloadingSupported(DataType)

Is for the specified dataType all securities downloading enabled.

public override bool IsAllDownloadingSupported(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

IsSupportCandlesUpdates(MarketDataMessage)

Support candles subscription and live updates.

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

MarketDataMessage

Returns

bool

Check result.

Load(SettingsStorage)

Load settings.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken) 

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

Parameters

mdMsg MarketDataMessage
token CancellationToken

Returns

ValueTask

OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken) 

protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

Parameters

mdMsg MarketDataMessage
token CancellationToken

Returns

ValueTask

OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken) 

protected override ValueTask OnNewsSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

Parameters

mdMsg MarketDataMessage
token CancellationToken

Returns

ValueTask

OnOrderLogSubscriptionAsync(MarketDataMessage, CancellationToken) 

protected override ValueTask OnOrderLogSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

Parameters

mdMsg MarketDataMessage
token CancellationToken

Returns

ValueTask

OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken) 

protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

Parameters

mdMsg MarketDataMessage
token CancellationToken

Returns

ValueTask

OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken) 

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

Parameters

mdMsg MarketDataMessage
token CancellationToken

Returns

ValueTask

ResetAsync(ResetMessage, CancellationToken)

Process ResetMessage.

public override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

Parameters

resetMsg ResetMessage

ResetMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

Remarks

Must NOT throw.

Save(SettingsStorage)

Save settings.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken)

Process SecurityLookupMessage.

public override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken token)

Parameters

lookupMsg SecurityLookupMessage

SecurityLookupMessage.

token CancellationToken

Returns

ValueTask

ValueTask.

ToString() 

public override string ToString()

Returns

string