protected override void AddCache(Security item)
{
var sec = new LiteSecurity();
sec.Update(item);
_cache.Add(item.Id, sec);
}
protected override Security Read(FastCsvReader reader)
{
var id = reader.ReadString();
var security = new LiteSecurity
{
Name = reader.ReadString(),
Code = reader.ReadString(),
Class = reader.ReadString(),
ShortName = reader.ReadString(),
Board = reader.ReadString(),
UnderlyingSecurityId = reader.ReadString(),
PriceStep = reader.ReadNullableDecimal(),
VolumeStep = reader.ReadNullableDecimal(),
Multiplier = reader.ReadNullableDecimal(),
Decimals = reader.ReadNullableInt(),
Type = reader.ReadNullableEnum <SecurityTypes>(),
ExpiryDate = ReadNullableDateTime(reader),
SettlementDate = ReadNullableDateTime(reader),
Strike = reader.ReadNullableDecimal(),
OptionType = reader.ReadNullableEnum <OptionTypes>(),
Currency = reader.ReadNullableEnum <CurrencyTypes>(),
ExternalId = new SecurityExternalId
{
Sedol = reader.ReadString(),
Cusip = reader.ReadString(),
Isin = reader.ReadString(),
Ric = reader.ReadString(),
Bloomberg = reader.ReadString(),
IQFeed = reader.ReadString(),
InteractiveBrokers = reader.ReadNullableInt(),
Plaza = reader.ReadString()
},
//ExtensionInfo = Deserialize<Dictionary<object, object>>(reader.ReadString())
};
_cache.Add(id, security);
return(security.ToSecurity(this, id));
}
