NFX.Financial.Market.SecDb NamespaceNFX Class Library

[This is preliminary documentation and is subject to change.]

 
Classes
  ClassDescription
Public classSecDBFileReader
Represents SecDB file. This class is thread-safe. See: https://github.com/saleyn/secdb/wiki/Data-Format
Public classSecDBFileReader InfoSample
Public classSecDBFileReader OrderSample
Public classSecDBFileReader QuoteSample
Public classSecDBFileReader SecondSample
Public classSecDBFileReader StreamSample
Base class for all samples
Public classSecDBFileReader SummarySample
Public classSecDBFileReader TradeSample
Public classSecDBPrimitives
Facilittates reading SecDB primitive values see: https://github.com/saleyn/secdb/wiki/Data-Format
Structures
  StructureDescription
Public structureSecDBFileReader CandleData
Represents OHLC sample from the file
Public structureSecDBFileReader CandleHeader
Public structureSecDBFileReader CandlesMeta
Public structureSecDBFileReader FileRequiredHeader
Contains data from the REQUIRED/system protion of the file header
Public structureSecDBFileReader QuoteSample PxLevel
Public structureSecDBFileReader StreamMeta
Enumerations
  EnumerationDescription
Public enumerationSecDBFileReader CompressionType
Denotes compression types. Used in StreamMeta
Public enumerationSecDBFileReader OrderSample SideType
Public enumerationSecDBFileReader StreamID
Denotes stream types (id). Used in StreamMeta
Public enumerationSecDBFileReader TradeSample AggressorType
Public enumerationSecDBFileReader TradeSample SideType
Public enumerationStreamID
Denotes stream types (id). Used in StreamMeta