Namespace NFX.Financial.Market.SecDb

Classes

SecDBFileReader

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

SecDBFileReader.InfoSample

SecDBFileReader.OrderSample

SecDBFileReader.QuoteSample

SecDBFileReader.SecondSample

SecDBFileReader.StreamSample

Base class for all samples

SecDBFileReader.SummarySample

SecDBFileReader.TradeSample

SecDBPrimitives

Facilittates reading SecDB primitive values see: https://github.com/saleyn/secdb/wiki/Data-Format

Structs

SecDBFileReader.CandleData

Represents OHLC sample from the file

SecDBFileReader.CandleHeader

SecDBFileReader.CandlesMeta

SecDBFileReader.FileRequiredHeader

Contains data from the REQUIRED/system protion of the file header

SecDBFileReader.QuoteSample.PxLevel

SecDBFileReader.StreamMeta

Enums

SecDBFileReader.CompressionType

Denotes compression types. Used in StreamMeta

SecDBFileReader.OrderSample.SideType

SecDBFileReader.StreamID

Denotes stream types (id). Used in StreamMeta

SecDBFileReader.TradeSample.AggressorType

SecDBFileReader.TradeSample.SideType

StreamID

Denotes stream types (id). Used in StreamMeta