MarketData¶

Summary¶

Provide access to charts data (bars and ticks) and to the Depth of Market data.

Signature

1

public abstract interface MarketData

Namespace¶

cAlgo.API.Internals

Examples¶

1

 MarketDepth md = MarketData.GetMarketDepth(Symbol);

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 using cAlgo.API;
 using cAlgo.API.Internals;
 namespace cAlgo
 {
     // This sample indicator shows how to get a symbol and time frame market data
     [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class MarketDataSample : Indicator
     {
         private Bars _bars;
         private Ticks _ticks;
         private MarketDepth _marketDepth;
         [Parameter("Use Current Symbol", DefaultValue = true)]
         public bool UseCurrentSymbol { get; set; }
         [Parameter("Other Symbol Name", DefaultValue = "GBPUSD")]
         public string OtherSymbolName { get; set; }
         [Parameter("Use Current TimeFrame", DefaultValue = true)]
         public bool UseCurrentTimeFrame { get; set; }
         [Parameter("Other TimeFrame", DefaultValue = "Daily")]
         public TimeFrame OtherTimeFrame { get; set; }
         protected override void Initialize()
         {
             var symbol = UseCurrentSymbol ? Symbol : Symbols.GetSymbol(OtherSymbolName);
             var timeframe = UseCurrentTimeFrame ? TimeFrame : OtherTimeFrame;
             // You can use GetBarsAsync instead of GetBars
             _bars = MarketData.GetBars(timeframe, symbol.Name);
             // You can use GetTicksAsync instead of GetTicks
             _ticks = MarketData.GetTicks(symbol.Name);
             _marketDepth = MarketData.GetMarketDepth(symbol.Name);
         }
         public override void Calculate(int index)
         {
         }
     }
 }

Methods¶

GetBars (2)¶

GetBars (1 of 2)

Summary

Gets the bars for the specific timeframe.

Signature

1

public abstract Bars GetBars(TimeFrame timeFrame)

Parameters

Return Value

Bars

GetBars (2 of 2)

Summary

Gets the chart bars for the specific timeframe for the specific symbol.

Signature

1

public abstract Bars GetBars(TimeFrame timeFrame, string symbolName)

Parameters

Return Value

Bars

GetBarsAsync (2)¶

GetBarsAsync (1 of 2)

Summary

The asynchronous method to get the bars for the specific timeframe for the specific symbol.

Signature

1

public abstract void GetBarsAsync(TimeFrame timeFrame, Action<Bars> callback)

Parameters

Return Value

void

GetBarsAsync (2 of 2)

Summary

The asynchronous method to get the specific bars for the specific timeframe for the specific symbol.

Signature

1

public abstract void GetBarsAsync(TimeFrame timeFrame, string symbolName, Action<Bars> callback)

Parameters

Return Value

void

GetTicks (2)¶

GetTicks (1 of 2)

Summary

Gets the Tick data.

Signature

1

public abstract Ticks GetTicks()

Return Value

Ticks

GetTicks (2 of 2)

Summary

Gets the Tick data for the specific symbol.

Signature

1

public abstract Ticks GetTicks(string symbolName)

Parameters

Return Value

Ticks

GetTicksAsync (2)¶

GetTicksAsync (1 of 2)

Summary

The asynchronous method to get tick data.

Signature

1

public abstract void GetTicksAsync(Action<Ticks> callback)

Parameters

Return Value

void

GetTicksAsync (2 of 2)

Summary

The asynchronous method to get tick data for the specific symbol.

Signature

1

public abstract void GetTicksAsync(string symbolName, Action<Ticks> callback)

Parameters

Return Value

void

GetMarketDepth (2)¶

GetMarketDepth (1 of 2)

Summary

Gets the Depth of Market for the specific symbol.

Signature

1

public abstract MarketDepth GetMarketDepth(string symbolName)

Parameters

Return Value

MarketDepth

Examples

1

 MarketDepth md = MarketData.GetMarketDepth("EURUSD");

GetMarketDepth (2 of 2)

Signature

1

public abstract MarketDepth GetMarketDepth(Symbol symbol)

Parameters

Return Value

MarketDepth

GetSeries (3)¶

GetSeries (1 of 3)

Signature

1

public abstract MarketSeries GetSeries(TimeFrame timeFrame)

Parameters

Return Value

MarketSeries

GetSeries (2 of 3)

Signature

1

public abstract MarketSeries GetSeries(string symbolName, TimeFrame timeFrame)

Parameters

Return Value

MarketSeries

GetSeries (3 of 3)

Signature

1

public abstract MarketSeries GetSeries(Symbol symbol, TimeFrame timeFrame)

Parameters

Return Value

MarketSeries

GetSymbol¶

Signature

1

public abstract Symbol GetSymbol(string symbolCode)

Parameters

Return Value

Symbol