Table of Contents

Class MarketDataMessage

Namespace
StockSharp.Messages
Assembly
StockSharp.Messages.dll

Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).

[DataContract]
public class MarketDataMessage : SecurityMessage, ISubscriptionIdMessage, ISecurityIdMessage, ISubscriptionMessage, ITransactionIdMessage, IOriginalTransactionIdMessage, IMessage, ILocalTimeMessage, ICloneable, IGeneratedMessage
Inheritance
MarketDataMessage
Implements
Derived
Inherited Members
Extension Methods

Constructors

MarketDataMessage()

Initializes a new instance of the MarketDataMessage.

public MarketDataMessage()

MarketDataMessage(MessageTypes)

Initialize MarketDataMessage.

protected MarketDataMessage(MessageTypes type)

Parameters

type MessageTypes

Message type.

Properties

AllowBuildFromSmallerTimeFrame

Allow build candles from smaller timeframe.

[DataMember]
public bool AllowBuildFromSmallerTimeFrame { get; set; }

Property Value

bool

Remarks

Available only for TimeFrameCandleMessage.

Arg

Additional argument for market data request.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Argument", Description = "ArgumentDesc", GroupName = "General")]
[Obsolete("Use DataType2 property.")]
public object Arg { get; set; }

Property Value

object

BoardCode

Board code.

[DataMember]
public string BoardCode { get; set; }

Property Value

string

BuildField

Extra info for the BuildFrom.

[DataMember]
public Level1Fields? BuildField { get; set; }

Property Value

Level1Fields?

BuildFrom

Determines the message is generated from the specified DataType.

[DataMember]
public DataType BuildFrom { get; set; }

Property Value

DataType

BuildMode

Build mode.

[DataMember]
public MarketDataBuildModes BuildMode { get; set; }

Property Value

MarketDataBuildModes

Count

Max count.

[DataMember]
public long? Count { get; set; }

Property Value

long?

DataType

Market data type.

[Browsable(false)]
[DataMember]
public MarketDataTypes DataType { get; set; }

Property Value

MarketDataTypes

DataType2

Market data type.

[DataMember]
public DataType DataType2 { get; set; }

Property Value

DataType

DepthBuilder

Order log to market depth builder.

public IOrderLogMarketDepthBuilder DepthBuilder { get; set; }

Property Value

IOrderLogMarketDepthBuilder

DoNotBuildOrderBookIncrement

Pass through incremental QuoteChangeMessage.

[DataMember]
public bool DoNotBuildOrderBookIncrement { get; set; }

Property Value

bool

Fields

Market data fields, which will be received with subscribed to Level1 messages.

[Display(ResourceType = typeof(LocalizedStrings), Name = "MarketDataFields", Description = "MarketDataFieldsDesc", GroupName = "General", Order = 3)]
public IEnumerable<Level1Fields> Fields { get; set; }

Property Value

IEnumerable<Level1Fields>

FillGaps

FillGapsDays.

[DataMember]
public FillGapsDays? FillGaps { get; set; }

Property Value

FillGapsDays?

From

Start date, from which data needs to be retrieved.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "From", Description = "StartDateDesc", GroupName = "General")]
public DateTimeOffset? From { get; set; }

Property Value

DateTimeOffset?

IsCalcVolumeProfile

To perform the calculation PriceLevels. By default, it is disabled.

[DataMember]
public bool IsCalcVolumeProfile { get; set; }

Property Value

bool

IsFinishedOnly

Request Finished only candles.

[DataMember]
public bool IsFinishedOnly { get; set; }

Property Value

bool

IsRegularTradingHours

Use only the regular trading hours for which data will be requested.

[DataMember]
public bool? IsRegularTradingHours { get; set; }

Property Value

bool?

IsSubscribe

The message is subscription.

[DataMember]
public bool IsSubscribe { get; set; }

Property Value

bool

MaxDepth

Max depth of requested order book. Uses in case DataType2 = MarketDepth.

[DataMember]
public int? MaxDepth { get; set; }

Property Value

int?

NewsId

News id. Uses in case of request news text.

[DataMember]
public string NewsId { get; set; }

Property Value

string

RefreshSpeed

Interval for data refresh.

[DataMember]
public TimeSpan? RefreshSpeed { get; set; }

Property Value

TimeSpan?

Skip

Skip count.

[DataMember]
public long? Skip { get; set; }

Property Value

long?

To

End date, until which data needs to be retrieved.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Until", Description = "ToDateDesc", GroupName = "General")]
public DateTimeOffset? To { get; set; }

Property Value

DateTimeOffset?

TransactionId

Request identifier.

[DataMember]
public long TransactionId { get; set; }

Property Value

long

Methods

Clone()

Create a copy of MarketDataMessage.

public override Message Clone()

Returns

Message

Copy.

CopyTo(MarketDataMessage)

Copy the message into the destination.

public void CopyTo(MarketDataMessage destination)

Parameters

destination MarketDataMessage

The object, to which copied information.

ToString() 

public override string ToString()

Returns

string