Table of Contents

Class ItchMessageAdapter

Namespace
StockSharp.ITCH
Assembly
StockSharp.ITCH.dll

ITCH market-data message adapter.

[MediaIcon("lse_logo.png")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Itch", Description = "MarketDataConnector", GroupName = "MarketData")]
[MessageAdapterCategory(MessageAdapterCategories.US|MessageAdapterCategories.Stock|MessageAdapterCategories.RealTime|MessageAdapterCategories.Paid|MessageAdapterCategories.Ticks|MessageAdapterCategories.MarketDepth|MessageAdapterCategories.Level1|MessageAdapterCategories.OrderLog|MessageAdapterCategories.Transactions)]
public class ItchMessageAdapter : MessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged, ILoginPasswordAdapter
Inheritance
ItchMessageAdapter
Implements
ICloneable<IMessageChannel>
IPersistable
Inherited Members
Extension Methods

Constructors

ItchMessageAdapter(IdGenerator)

Initializes a new instance of the ItchMessageAdapter.

public ItchMessageAdapter(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

DuplicateMulticast

Duplicate UDP group.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Duplicate", Description = "DuplicateUDPDot", GroupName = "General", Order = 1)]
public MulticastSourceAddress DuplicateMulticast { get; set; }

Property Value

MulticastSourceAddress

FeatureName

Feature name.

public override string FeatureName { get; }

Property Value

string

GroupId

Group ID.

[Display(ResourceType = typeof(LocalizedStrings), Name = "GroupId", Description = "GroupIdDot", GroupName = "Securities", Order = 3)]
public char GroupId { get; set; }

Property Value

char

Login

Login.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Login", Description = "LoginDot", GroupName = "General", Order = 4)]
public string Login { get; set; }

Property Value

string

OnlyActiveSecurities

Download from SecurityCsvFile only active instruments.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Active3", Description = "OnlyActiveSecurities", GroupName = "Securities", Order = 2)]
public bool OnlyActiveSecurities { get; set; }

Property Value

bool

Password

Password.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Password", Description = "PasswordDot", GroupName = "General", Order = 5)]
public SecureString Password { get; set; }

Property Value

SecureString

PrimaryMulticast

The main UDP group.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Main", Description = "MainUDPDot", GroupName = "General", Order = 0)]
public MulticastSourceAddress PrimaryMulticast { get; set; }

Property Value

MulticastSourceAddress

RecoveryAddress

Restore state server address.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Recovery", Description = "RecoveryServerDot", GroupName = "General", Order = 2)]
public EndPoint RecoveryAddress { get; set; }

Property Value

EndPoint

ReplayAddress

Replay state server address.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Replay", Description = "ReplayServerDot", GroupName = "General", Order = 3)]
public EndPoint ReplayAddress { get; set; }

Property Value

EndPoint

SecurityCsvFile

File with securities.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Securities", Description = "FileWithSecsDot", GroupName = "Securities", Order = 0)]
public string SecurityCsvFile { get; set; }

Property Value

string

SecurityDelayLoad

Delay load instruments from SecurityCsvFile.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Delay", Description = "SecurityDelayLoad", GroupName = "Securities", Order = 1)]
public bool SecurityDelayLoad { get; set; }

Property Value

bool

TimeZone

Information about the time zone where the exchange is located.

[Display(ResourceType = typeof(LocalizedStrings), Name = "TimeZone", Description = "BoardTimeZone", GroupName = "Session", Order = 0)]
public TimeZoneInfo TimeZone { get; set; }

Property Value

TimeZoneInfo

Methods

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.

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.

Load(SettingsStorage)

Load settings.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

OnSendInMessage(Message)

Send message.

protected override bool OnSendInMessage(Message message)

Parameters

message Message

Message.

Returns

bool

true if the specified message was processed successfully, otherwise, false.

Save(SettingsStorage)

Save settings.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

ToString() 

public override string ToString()

Returns

string