/// <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(); }