Class SecDBFileReader

Represents SecDB file. This class is thread-safe. See: https://github.com/saleyn/secdb/wiki/Data-Format

Inheritance
System.Object
DisposableObject
SecDBFileReader
Implements
System.IDisposable
Inherited Members
System.Object.Equals(System.Object)
System.Object.Equals(System.Object, System.Object)
System.Object.GetHashCode()
System.Object.GetType()
System.Object.MemberwiseClone()
System.Object.ReferenceEquals(System.Object, System.Object)
System.Object.ToString()
Namespace: NFX.Financial.Market.SecDb
Assembly: NFX.dll
Syntax
public sealed class SecDBFileReader : DisposableObject, IDisposable

Constructors

SecDBFileReader(FileSystem, FileSystemSessionConnectParams, String)

Declaration
public SecDBFileReader(FileSystem fs, FileSystemSessionConnectParams conParams, string fileName)
Parameters
Type Name Description
FileSystem fs
FileSystemSessionConnectParams conParams
System.String fileName

Fields

HDR_DATE

Declaration
public const string HDR_DATE = "utc-date"
Field Value
Type Description
System.String

HDR_DEPTH

Declaration
public const string HDR_DEPTH = "depth"
Field Value
Type Description
System.String

HDR_EXCHANGE

Declaration
public const string HDR_EXCHANGE = "exchange"
Field Value
Type Description
System.String

HDR_INSTRUMENT

Declaration
public const string HDR_INSTRUMENT = "instr"
Field Value
Type Description
System.String

HDR_PRICESTEP

Declaration
public const string HDR_PRICESTEP = "px-step"
Field Value
Type Description
System.String

HDR_SECURITYID

Declaration
public const string HDR_SECURITYID = "secid"
Field Value
Type Description
System.String

HDR_SYMBOL

Declaration
public const string HDR_SYMBOL = "symbol"
Field Value
Type Description
System.String

HDR_UUID

Declaration
public const string HDR_UUID = "uuid"
Field Value
Type Description
System.String

HDR_VERSION

Declaration
public const string HDR_VERSION = "version"
Field Value
Type Description
System.String

Properties

CandlesMetadata

Returns metadata for candles in the file - collection of candle headers

Declaration
public SecDBFileReader.CandlesMeta CandlesMetadata { get; }
Property Value
Type Description
SecDBFileReader.CandlesMeta

Headers

File headers dictionary, including the required ones

Declaration
public IReadOnlyDictionary<string, string> Headers { get; }
Property Value
Type Description
System.Collections.Generic.IReadOnlyDictionary<System.String, System.String>

StreamsCompressionType

Declaration
public SecDBFileReader.CompressionType StreamsCompressionType { get; }
Property Value
Type Description
SecDBFileReader.CompressionType

StreamsDataOffset

Declaration
public uint StreamsDataOffset { get; }
Property Value
Type Description
System.UInt32

StreamsMetas

Declaration
public SecDBFileReader.StreamMeta[] StreamsMetas { get; }
Property Value
Type Description
SecDBFileReader.StreamMeta[]

SystemHeader

Returns the required/system portion of the file header

Declaration
public SecDBFileReader.FileRequiredHeader SystemHeader { get; }
Property Value
Type Description
SecDBFileReader.FileRequiredHeader

Methods

GetAllStreamData()

Gets all stream data

Declaration
public IEnumerable<SecDBFileReader.StreamSample> GetAllStreamData()
Returns
Type Description
System.Collections.Generic.IEnumerable<SecDBFileReader.StreamSample>

GetCandleData(SecDBFileReader.CandleHeader, DateTime)

Returns candle data at the specified resolution starting at the specified start time

Declaration
public IEnumerable<SecDBFileReader.CandleData> GetCandleData(SecDBFileReader.CandleHeader header, DateTime startTimeUTC)
Parameters
Type Name Description
SecDBFileReader.CandleHeader header
System.DateTime startTimeUTC
Returns
Type Description
System.Collections.Generic.IEnumerable<SecDBFileReader.CandleData>

GetCandleData(SecDBFileReader.CandleHeader, Int32)

Returns candle data at the specified resolution skipping the first specified number of seconds

Declaration
public IEnumerable<SecDBFileReader.CandleData> GetCandleData(SecDBFileReader.CandleHeader header, int skipSeconds = 0)
Parameters
Type Name Description
SecDBFileReader.CandleHeader header
System.Int32 skipSeconds
Returns
Type Description
System.Collections.Generic.IEnumerable<SecDBFileReader.CandleData>

GetCandleData(UInt32, DateTime)

Tries to find a candle stream with the specified exact resolution and returns it starting from the specified start time, or returns an empty enumerable if resolution is not available

Declaration
public IEnumerable<SecDBFileReader.CandleData> GetCandleData(uint resolutionSec, DateTime startTimeUTC)
Parameters
Type Name Description
System.UInt32 resolutionSec
System.DateTime startTimeUTC
Returns
Type Description
System.Collections.Generic.IEnumerable<SecDBFileReader.CandleData>

GetCandleData(UInt32, Int32)

Tries to find a candle stream with the specified exact resolution skipping the specified number of seconds and returns it, or returns an empty enumerable if resolution is not available

Declaration
public IEnumerable<SecDBFileReader.CandleData> GetCandleData(uint resolutionSec, int skipSeconds = 0)
Parameters
Type Name Description
System.UInt32 resolutionSec
System.Int32 skipSeconds
Returns
Type Description
System.Collections.Generic.IEnumerable<SecDBFileReader.CandleData>

GetCandleDataAsCandleSamples(SecDBFileReader.CandleHeader, DateTime)

Returns candle data at the specified resolution starting at the specified start time

Declaration
public IEnumerable<CandleSample> GetCandleDataAsCandleSamples(SecDBFileReader.CandleHeader header, DateTime startTimeUTC)
Parameters
Type Name Description
SecDBFileReader.CandleHeader header
System.DateTime startTimeUTC
Returns
Type Description
System.Collections.Generic.IEnumerable<CandleSample>

GetCandleDataAsCandleSamples(SecDBFileReader.CandleHeader, Int32)

Returns candle data at the specified resolution skipping the first specified number of seconds

Declaration
public IEnumerable<CandleSample> GetCandleDataAsCandleSamples(SecDBFileReader.CandleHeader header, int skipSeconds = 0)
Parameters
Type Name Description
SecDBFileReader.CandleHeader header
System.Int32 skipSeconds
Returns
Type Description
System.Collections.Generic.IEnumerable<CandleSample>

GetCandleDataAsCandleSamples(UInt32, DateTime)

Tries to find a candle stream returned as CandleSamples with the specified exact resolution starting at the specified start time and returns it, or returns an empty enumerable if resolution is not available

Declaration
public IEnumerable<CandleSample> GetCandleDataAsCandleSamples(uint resolutionSec, DateTime startTimeUTC)
Parameters
Type Name Description
System.UInt32 resolutionSec
System.DateTime startTimeUTC
Returns
Type Description
System.Collections.Generic.IEnumerable<CandleSample>

GetCandleDataAsCandleSamples(UInt32, Int32)

Tries to find a candle stream returned as CandleSamples with the specified exact resolution skipping the specofoed number of seconds and returns it, or returns an empty enumerable if resolution is not available

Declaration
public IEnumerable<CandleSample> GetCandleDataAsCandleSamples(uint resolutionSec, int skipSeconds = 0)
Parameters
Type Name Description
System.UInt32 resolutionSec
System.Int32 skipSeconds
Returns
Type Description
System.Collections.Generic.IEnumerable<CandleSample>

GetCandleHeader(UInt32)

Tries to find a CandleHeader with the exact specified resolution or unassigned header

Declaration
public SecDBFileReader.CandleHeader GetCandleHeader(uint resolutionSec)
Parameters
Type Name Description
System.UInt32 resolutionSec
Returns
Type Description
SecDBFileReader.CandleHeader

GetStreamData(SecDBFileReader.CandleHeader, DateTime)

Gets stream data per candle header index starting from the specified UTC start time

Declaration
public IEnumerable<SecDBFileReader.StreamSample> GetStreamData(SecDBFileReader.CandleHeader header, DateTime startTimeUTC)
Parameters
Type Name Description
SecDBFileReader.CandleHeader header
System.DateTime startTimeUTC
Returns
Type Description
System.Collections.Generic.IEnumerable<SecDBFileReader.StreamSample>

GetStreamData(SecDBFileReader.CandleHeader, Int32)

Gets stream data per candle header index skipping the specified seconds count from data start

Declaration
public IEnumerable<SecDBFileReader.StreamSample> GetStreamData(SecDBFileReader.CandleHeader header, int skipSeconds = 0)
Parameters
Type Name Description
SecDBFileReader.CandleHeader header
System.Int32 skipSeconds
Returns
Type Description
System.Collections.Generic.IEnumerable<SecDBFileReader.StreamSample>

GetStreamData(UInt32, DateTime)

Tries to find a candle stream by resolution and returns stream data starting from the specified UTC start time

Declaration
public IEnumerable<SecDBFileReader.StreamSample> GetStreamData(uint resolutionSec, DateTime startTimeUTC)
Parameters
Type Name Description
System.UInt32 resolutionSec
System.DateTime startTimeUTC
Returns
Type Description
System.Collections.Generic.IEnumerable<SecDBFileReader.StreamSample>

GetStreamData(UInt32, Int32)

Tries to find a candle stream by resolution and return stream data skipping the specified seconds count from data start

Declaration
public IEnumerable<SecDBFileReader.StreamSample> GetStreamData(uint resolutionSec, int skipSeconds = 0)
Parameters
Type Name Description
System.UInt32 resolutionSec
System.Int32 skipSeconds
Returns
Type Description
System.Collections.Generic.IEnumerable<SecDBFileReader.StreamSample>

Implements

System.IDisposable

Extension Methods