/// <summary>
/// Создать <see cref="IQFeedMarketDataMessageAdapter"/>.
/// </summary>
/// <param name="transactionIdGenerator">Генератор идентификаторов транзакций.</param>
public IQFeedMarketDataMessageAdapter(IdGenerator transactionIdGenerator)
: base(transactionIdGenerator)
{
Level1ColumnRegistry = new IQFeedLevel1ColumnRegistry();
_level1Columns = new[]
{
Level1ColumnRegistry.OpenInterest,
Level1ColumnRegistry.Open,
Level1ColumnRegistry.High,
Level1ColumnRegistry.Low,
Level1ColumnRegistry.Close,
Level1ColumnRegistry.BidPrice,
Level1ColumnRegistry.BidTime,
Level1ColumnRegistry.BidVolume,
//Level1ColumnRegistry.BidMarket,
Level1ColumnRegistry.AskPrice,
Level1ColumnRegistry.AskTime,
Level1ColumnRegistry.AskVolume,
//Level1ColumnRegistry.AskMarket,
Level1ColumnRegistry.LastTradeId,
Level1ColumnRegistry.LastDate,
Level1ColumnRegistry.LastTradeTime,
Level1ColumnRegistry.LastTradePrice,
Level1ColumnRegistry.LastTradeVolume,
//Level1ColumnRegistry.LastTradeMarket,
Level1ColumnRegistry.TotalVolume,
Level1ColumnRegistry.TradeCount,
Level1ColumnRegistry.VWAP,
Level1ColumnRegistry.DecimalPrecision,
Level1ColumnRegistry.MarketOpen,
Level1ColumnRegistry.MessageContents
};
CreateAssociatedSecurity = true;
this.AddMarketDataSupport();
}
/// <summary>
/// Создать <see cref="IQFeedMarketDataMessageAdapter"/>.
/// </summary>
/// <param name="transactionIdGenerator">Генератор идентификаторов транзакций.</param>
public IQFeedMarketDataMessageAdapter(IdGenerator transactionIdGenerator)
: base(transactionIdGenerator)
{
Level1ColumnRegistry = new IQFeedLevel1ColumnRegistry();
_level1Columns = new[]
{
Level1ColumnRegistry.OpenInterest,
Level1ColumnRegistry.Open,
Level1ColumnRegistry.High,
Level1ColumnRegistry.Low,
Level1ColumnRegistry.Close,
Level1ColumnRegistry.BidPrice,
Level1ColumnRegistry.BidTime,
Level1ColumnRegistry.BidVolume,
//Level1ColumnRegistry.BidMarket,
Level1ColumnRegistry.AskPrice,
Level1ColumnRegistry.AskTime,
Level1ColumnRegistry.AskVolume,
//Level1ColumnRegistry.AskMarket,
Level1ColumnRegistry.LastTradeId,
Level1ColumnRegistry.LastDate,
Level1ColumnRegistry.LastTradeTime,
Level1ColumnRegistry.LastTradePrice,
Level1ColumnRegistry.LastTradeVolume,
//Level1ColumnRegistry.LastTradeMarket,
Level1ColumnRegistry.TotalVolume,
Level1ColumnRegistry.TradeCount,
Level1ColumnRegistry.VWAP,
Level1ColumnRegistry.DecimalPrecision,
Level1ColumnRegistry.MarketOpen,
Level1ColumnRegistry.MessageContents
};
this.AddMarketDataSupport();
}