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StockSharp.Messages 5.0.234

StockSharp Messages Library

The Messages project contains the essential message definitions shared across the StockSharp (S#) trading framework. Messages are the contracts used by connectors, adapters and other services for all interactions such as connecting to brokers, requesting market data or placing orders.

Overview

• Message Types Enumeration – lists every supported message kind.
• Base Classes – classes like , and provide common fields and behaviour.
• Asynchronous Processing – and handle messages asynchronously.
• Utility Helpers – classes such as control reconnection and subscription options.

Core Messages

The library defines messages for all major trading activities:

• Connection – , , and .
• Security Information – , and .
• Market Data – , , , and related candle messages.
• Orders and Trades – , , , , and .
• Portfolio and Positions – , and .
• Service Messages – , , and others.

The project targets .NET Standard 2.0 and .NET 6.0 for cross-platform compatibility.

Usage Example

Below is a minimal example of creating a market data subscription message:

using StockSharp.Messages;

var mdMessage = new MarketDataMessage
{
 DataType2 = DataType.Ticks,
 IsSubscribe = true,
 TransactionId = 1,
 SecurityId = new SecurityId
 {
 SecurityCode = "AAPL",
 BoardCode = "NASDAQ"
 }
};

Such messages are passed to an adapter, which forwards them to the broker or data provider.

Documentation

Further details on messages and architecture can be found in the StockSharp documentation.