Method | Description | |
---|---|---|
AddDataSeries ( Instrument instrument, byte type ) : |
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AddDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : |
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AddDataSeries ( string name ) : |
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AddTimeSeries ( string name ) : |
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Clear ( ) : void | ||
DataManager ( |
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DeleteDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : void | ||
DeleteDataSeries ( string name ) : void | ||
DeleteDataSeries ( string symbol, byte type, BarType barType = BarType.Time, long barSize = 60 ) : void | ||
Dispose ( ) : void | ||
Dump ( ) : void | ||
GetAsk ( Instrument instrument ) : |
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GetAsk ( Instrument instrument, byte providerId ) : |
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GetAsk ( int instrumentId ) : |
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GetAsk ( int instrumentId, byte providerId ) : |
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GetBar ( Instrument instrument ) : |
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GetBar ( int instrumentId ) : |
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GetBid ( Instrument instrument ) : |
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GetBid ( Instrument instrument, byte providerId ) : |
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GetBid ( int instrumentId ) : |
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GetBid ( int instrumentId, byte providerId ) : |
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GetDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : |
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GetDataSeries ( string name ) : |
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GetDataSeries ( string symbol, byte type, BarType barType = BarType.Time, long barSize = 60 ) : |
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GetDataSeriesList ( Instrument instrument = null, string pattern = null ) : List |
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GetHistoricalAsks ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalAsks ( Instrument instrument ) : TickSeries | ||
GetHistoricalAsks ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalAsks ( string symbol ) : TickSeries | ||
GetHistoricalAsks ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalAsks ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalBars ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries | ||
GetHistoricalBars ( Instrument instrument, BarType barType, long barSize ) : BarSeries | ||
GetHistoricalBars ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries | ||
GetHistoricalBars ( string symbol, BarType barType, long barSize ) : BarSeries | ||
GetHistoricalBars ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries | ||
GetHistoricalBars ( string provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries | ||
GetHistoricalBars ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries | ||
GetHistoricalBids ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalBids ( Instrument instrument ) : TickSeries | ||
GetHistoricalBids ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalBids ( string symbol ) : TickSeries | ||
GetHistoricalBids ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalBids ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalFundamentals ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : List |
||
GetHistoricalQuotes ( IHistoricalDataProvider provider, Instrument instrument ) : QuoteSeries | ||
GetHistoricalQuotes ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime datetime1, System.DateTime datetime2 ) : QuoteSeries | ||
GetHistoricalTicks ( IHistoricalDataProvider provider, TickType type, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalTicks ( TickType type, Instrument instrument ) : TickSeries | ||
GetHistoricalTicks ( TickType type, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalTicks ( TickType type, string symbol ) : TickSeries | ||
GetHistoricalTicks ( TickType type, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalTrades ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalTrades ( Instrument instrument ) : TickSeries | ||
GetHistoricalTrades ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalTrades ( string symbol ) : TickSeries | ||
GetHistoricalTrades ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalTrades ( string provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetHistoricalTrades ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
GetOrderBook ( Instrument instrument ) : |
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GetOrderBook ( Instrument instrument, byte providerId ) : |
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GetOrderBook ( int instrumentId ) : |
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GetOrderBook ( int instrumentId, byte providerId ) : |
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GetOrderBookAggr ( Instrument instrument ) : |
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GetOrderBookAggr ( int instrumentId ) : |
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GetTimeSeries ( string name ) : |
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GetTrade ( Instrument instrument ) : |
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GetTrade ( Instrument instrument, byte providerId ) : |
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GetTrade ( int instrumentId ) : |
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GetTrade ( int instrumentId, byte providerId ) : |
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Save ( |
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Save ( BarSeries series, SaveMode option = SaveMode.Add ) : void | ||
Save ( |
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Save ( Instrument instrument, |
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Save ( Instrument instrument, IDataSeries series, SaveMode option = SaveMode.Add ) : void | ||
Save ( |
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Save ( |
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Save ( |
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Save ( |
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Save ( |
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Save ( |
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Save ( TickSeries series, SaveMode option = SaveMode.Add ) : void | ||
Save ( int instrumentId, |
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Save ( string symbol, |
Method | Description | |
---|---|---|
Dispose ( bool disposing ) : void | ||
OnAsk ( |
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OnBar ( |
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OnBid ( |
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OnFundamental ( |
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OnHistoricalData ( |
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OnHistoricalDataEnd ( |
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OnLevel2 ( |
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OnLevel2 ( |
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OnNews ( |
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OnTrade ( |
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ThreadRun ( ) : void |
public AddDataSeries ( Instrument instrument, byte type ) : |
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instrument | Instrument | |
type | byte | |
return |
public AddDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : |
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instrument | Instrument | |
type | byte | |
barType | BarType | |
barSize | long | |
return |
public AddDataSeries ( string name ) : |
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name | string | |
return |
public AddTimeSeries ( string name ) : |
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name | string | |
return |
public DataManager ( |
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framework | ||
server | ||
return | System |
public DeleteDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : void | ||
instrument | Instrument | |
type | byte | |
barType | BarType | |
barSize | long | |
return | void |
public DeleteDataSeries ( string name ) : void | ||
name | string | |
return | void |
public DeleteDataSeries ( string symbol, byte type, BarType barType = BarType.Time, long barSize = 60 ) : void | ||
symbol | string | |
type | byte | |
barType | BarType | |
barSize | long | |
return | void |
public GetAsk ( Instrument instrument ) : |
||
instrument | Instrument | |
return |
public GetAsk ( Instrument instrument, byte providerId ) : |
||
instrument | Instrument | |
providerId | byte | |
return |
public GetAsk ( int instrumentId, byte providerId ) : |
||
instrumentId | int | |
providerId | byte | |
return |
public GetBar ( Instrument instrument ) : |
||
instrument | Instrument | |
return |
public GetBid ( Instrument instrument ) : |
||
instrument | Instrument | |
return |
public GetBid ( Instrument instrument, byte providerId ) : |
||
instrument | Instrument | |
providerId | byte | |
return |
public GetBid ( int instrumentId, byte providerId ) : |
||
instrumentId | int | |
providerId | byte | |
return |
public GetDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : |
||
instrument | Instrument | |
type | byte | |
barType | BarType | |
barSize | long | |
return |
public GetDataSeries ( string name ) : |
||
name | string | |
return |
public GetDataSeries ( string symbol, byte type, BarType barType = BarType.Time, long barSize = 60 ) : |
||
symbol | string | |
type | byte | |
barType | BarType | |
barSize | long | |
return |
public GetDataSeriesList ( Instrument instrument = null, string pattern = null ) : List |
||
instrument | Instrument | |
pattern | string | |
return | List |
public GetHistoricalAsks ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
provider | IHistoricalDataProvider | |
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalAsks ( Instrument instrument ) : TickSeries | ||
instrument | Instrument | |
return | TickSeries |
public GetHistoricalAsks ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalAsks ( string symbol ) : TickSeries | ||
symbol | string | |
return | TickSeries |
public GetHistoricalAsks ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
symbol | string | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalAsks ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
provider | string | |
symbol | string | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalBars ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries | ||
provider | IHistoricalDataProvider | |
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
barType | BarType | |
barSize | long | |
return | BarSeries |
public GetHistoricalBars ( Instrument instrument, BarType barType, long barSize ) : BarSeries | ||
instrument | Instrument | |
barType | BarType | |
barSize | long | |
return | BarSeries |
public GetHistoricalBars ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries | ||
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
barType | BarType | |
barSize | long | |
return | BarSeries |
public GetHistoricalBars ( string symbol, BarType barType, long barSize ) : BarSeries | ||
symbol | string | |
barType | BarType | |
barSize | long | |
return | BarSeries |
public GetHistoricalBars ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries | ||
symbol | string | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
barType | BarType | |
barSize | long | |
return | BarSeries |
public GetHistoricalBars ( string provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries | ||
provider | string | |
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
barType | BarType | |
barSize | long | |
return | BarSeries |
public GetHistoricalBars ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries | ||
provider | string | |
symbol | string | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
barType | BarType | |
barSize | long | |
return | BarSeries |
public GetHistoricalBids ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
provider | IHistoricalDataProvider | |
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalBids ( Instrument instrument ) : TickSeries | ||
instrument | Instrument | |
return | TickSeries |
public GetHistoricalBids ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalBids ( string symbol ) : TickSeries | ||
symbol | string | |
return | TickSeries |
public GetHistoricalBids ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
symbol | string | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalBids ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
provider | string | |
symbol | string | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalFundamentals ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : List |
||
provider | IHistoricalDataProvider | |
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | List |
public GetHistoricalQuotes ( IHistoricalDataProvider provider, Instrument instrument ) : QuoteSeries | ||
provider | IHistoricalDataProvider | |
instrument | Instrument | |
return | QuoteSeries |
public GetHistoricalQuotes ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime datetime1, System.DateTime datetime2 ) : QuoteSeries | ||
provider | IHistoricalDataProvider | |
instrument | Instrument | |
datetime1 | System.DateTime | |
datetime2 | System.DateTime | |
return | QuoteSeries |
public GetHistoricalTicks ( IHistoricalDataProvider provider, TickType type, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
provider | IHistoricalDataProvider | |
type | TickType | |
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalTicks ( TickType type, Instrument instrument ) : TickSeries | ||
type | TickType | |
instrument | Instrument | |
return | TickSeries |
public GetHistoricalTicks ( TickType type, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
type | TickType | |
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalTicks ( TickType type, string symbol ) : TickSeries | ||
type | TickType | |
symbol | string | |
return | TickSeries |
public GetHistoricalTicks ( TickType type, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
type | TickType | |
symbol | string | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalTrades ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
provider | IHistoricalDataProvider | |
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalTrades ( Instrument instrument ) : TickSeries | ||
instrument | Instrument | |
return | TickSeries |
public GetHistoricalTrades ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalTrades ( string symbol ) : TickSeries | ||
symbol | string | |
return | TickSeries |
public GetHistoricalTrades ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
symbol | string | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalTrades ( string provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
provider | string | |
instrument | Instrument | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetHistoricalTrades ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries | ||
provider | string | |
symbol | string | |
dateTime1 | System.DateTime | |
dateTime2 | System.DateTime | |
return | TickSeries |
public GetOrderBook ( Instrument instrument ) : |
||
instrument | Instrument | |
return |
public GetOrderBook ( Instrument instrument, byte providerId ) : |
||
instrument | Instrument | |
providerId | byte | |
return |
public GetOrderBook ( int instrumentId ) : |
||
instrumentId | int | |
return |
public GetOrderBook ( int instrumentId, byte providerId ) : |
||
instrumentId | int | |
providerId | byte | |
return |
public GetOrderBookAggr ( Instrument instrument ) : |
||
instrument | Instrument | |
return |
public GetOrderBookAggr ( int instrumentId ) : |
||
instrumentId | int | |
return |
public GetTimeSeries ( string name ) : |
||
name | string | |
return |
public GetTrade ( Instrument instrument ) : |
||
instrument | Instrument | |
return |
public GetTrade ( Instrument instrument, byte providerId ) : |
||
instrument | Instrument | |
providerId | byte | |
return |
public GetTrade ( int instrumentId, byte providerId ) : |
||
instrumentId | int | |
providerId | byte | |
return |
public Save ( |
||
bar | ||
option | SaveMode | |
return | void |
public Save ( BarSeries series, SaveMode option = SaveMode.Add ) : void | ||
series | BarSeries | |
option | SaveMode | |
return | void |
public Save ( |
||
fundamental | ||
option | SaveMode | |
return | void |
public Save ( Instrument instrument, |
||
instrument | Instrument | |
obj | ||
option | SaveMode | |
return | void |
public Save ( Instrument instrument, IDataSeries series, SaveMode option = SaveMode.Add ) : void | ||
instrument | Instrument | |
series | IDataSeries | |
option | SaveMode | |
return | void |
public Save ( |
||
level2 | ||
option | SaveMode | |
return | void |
public Save ( |
||
level2 | ||
option | SaveMode | |
return | void |
public Save ( |
||
level2 | ||
option | SaveMode | |
return | void |
public Save ( |
||
news | ||
option | SaveMode | |
return | void |
public Save ( |
||
quote | ||
option | SaveMode | |
return | void |
public Save ( |
||
tick | ||
option | SaveMode | |
return | void |
public Save ( TickSeries series, SaveMode option = SaveMode.Add ) : void | ||
series | TickSeries | |
option | SaveMode | |
return | void |
public Save ( int instrumentId, |
||
instrumentId | int | |
obj | ||
option | SaveMode | |
return | void |
public Save ( string symbol, |
||
symbol | string | |
obj | ||
option | SaveMode | |
return | void |