StockSharp.Messages
5.0.223
Prefix Reserved
dotnet add package StockSharp.Messages --version 5.0.223
NuGet\Install-Package StockSharp.Messages -Version 5.0.223
<PackageReference Include="StockSharp.Messages" Version="5.0.223" />
<PackageVersion Include="StockSharp.Messages" Version="5.0.223" />
<PackageReference Include="StockSharp.Messages" />
paket add StockSharp.Messages --version 5.0.223
#r "nuget: StockSharp.Messages, 5.0.223"
#:package StockSharp.Messages@5.0.223
#addin nuget:?package=StockSharp.Messages&version=5.0.223
#tool nuget:?package=StockSharp.Messages&version=5.0.223
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 –
MessageTypeslists every supported message kind. - Base Classes – classes like
Message,BaseConnectionMessageandBaseSubscriptionMessageprovide common fields and behaviour. - Asynchronous Processing –
AsyncMessageAdapterandAsyncMessageProcessorhandle messages asynchronously. - Utility Helpers – classes such as
ReConnectionSettingscontrol reconnection and subscription options.
Core Messages
The library defines messages for all major trading activities:
- Connection –
ConnectMessage,DisconnectMessage,ConnectionLostMessageandConnectionRestoredMessage. - Security Information –
SecurityMessage,BoardMessageandBoardStateMessage. - Market Data –
MarketDataMessage,Level1ChangeMessage,QuoteChangeMessage,TimeFrameCandleMessageand related candle messages. - Orders and Trades –
OrderRegisterMessage,OrderReplaceMessage,OrderCancelMessage,OrderGroupCancelMessage,OrderStatusMessageandExecutionMessage. - Portfolio and Positions –
PortfolioMessage,PortfolioLookupMessageandPositionChangeMessage. - Service Messages –
TimeMessage,NewsMessage,ErrorMessageand 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.
| Product | Versions Compatible and additional computed target framework versions. |
|---|---|
| .NET | net5.0 was computed. net5.0-windows was computed. net6.0 is compatible. net6.0-android was computed. net6.0-ios was computed. net6.0-maccatalyst was computed. net6.0-macos was computed. net6.0-tvos was computed. net6.0-windows was computed. net7.0 was computed. net7.0-android was computed. net7.0-ios was computed. net7.0-maccatalyst was computed. net7.0-macos was computed. net7.0-tvos was computed. net7.0-windows was computed. net8.0 was computed. net8.0-android was computed. net8.0-browser was computed. net8.0-ios was computed. net8.0-maccatalyst was computed. net8.0-macos was computed. net8.0-tvos was computed. net8.0-windows was computed. net9.0 was computed. net9.0-android was computed. net9.0-browser was computed. net9.0-ios was computed. net9.0-maccatalyst was computed. net9.0-macos was computed. net9.0-tvos was computed. net9.0-windows was computed. net10.0 is compatible. net10.0-android was computed. net10.0-browser was computed. net10.0-ios was computed. net10.0-maccatalyst was computed. net10.0-macos was computed. net10.0-tvos was computed. net10.0-windows was computed. |
| .NET Core | netcoreapp2.0 was computed. netcoreapp2.1 was computed. netcoreapp2.2 was computed. netcoreapp3.0 was computed. netcoreapp3.1 was computed. |
| .NET Standard | netstandard2.0 is compatible. netstandard2.1 was computed. |
| .NET Framework | net461 was computed. net462 was computed. net463 was computed. net47 was computed. net471 was computed. net472 was computed. net48 was computed. net481 was computed. |
| MonoAndroid | monoandroid was computed. |
| MonoMac | monomac was computed. |
| MonoTouch | monotouch was computed. |
| Tizen | tizen40 was computed. tizen60 was computed. |
| Xamarin.iOS | xamarinios was computed. |
| Xamarin.Mac | xamarinmac was computed. |
| Xamarin.TVOS | xamarintvos was computed. |
| Xamarin.WatchOS | xamarinwatchos was computed. |
-
.NETStandard 2.0
- Ecng.Linq (>= 1.0.122)
- Ecng.Logging (>= 1.0.77)
- StockSharp.Localization (>= 5.0.213)
-
net10.0
- Ecng.Linq (>= 1.0.122)
- Ecng.Logging (>= 1.0.77)
- StockSharp.Localization (>= 5.0.213)
-
net6.0
- Ecng.Linq (>= 1.0.122)
- Ecng.Logging (>= 1.0.77)
- StockSharp.Localization (>= 5.0.213)
NuGet packages (34)
Showing the top 5 NuGet packages that depend on StockSharp.Messages:
| Package | Downloads |
|---|---|
|
StockSharp.BusinessEntities
Trading entities (security, trade etc.). More info on web site https://stocksharp.com/store/ |
|
|
StockSharp.Configuration
Configuration components. More info on web site https://stocksharp.com/store/ |
|
|
StockSharp.Fix.Core
Fix core. More info on web site https://stocksharp.com/store/ |
|
|
StockSharp.Fix
FIX/FAST |
|
|
StockSharp.FinViz
Trading and algorithmic trading platform (stock markets, forex, bitcoins and options). .NET API for InteractiveBrokers, GainCapital, OANDA, FIX/FAST, Binance etc. More info on web site https://stocksharp.com/store/api/ |
GitHub repositories
This package is not used by any popular GitHub repositories.
| Version | Downloads | Last Updated |
|---|---|---|
| 5.0.223 | 404 | 11/20/2025 |
| 5.0.222 | 3,235 | 9/11/2025 |
| 5.0.221 | 907 | 9/1/2025 |
| 5.0.220 | 1,320 | 8/30/2025 |
| 5.0.219 | 3,486 | 8/10/2025 |
| 5.0.218 | 1,272 | 7/23/2025 |
| 5.0.217 | 2,136 | 7/20/2025 |
| 5.0.216 | 897 | 7/14/2025 |
| 5.0.215 | 1,415 | 7/8/2025 |
| 5.0.214 | 812 | 7/4/2025 |
| 5.0.213 | 835 | 6/30/2025 |
| 5.0.212 | 3,358 | 6/20/2025 |
| 5.0.211 | 1,173 | 6/18/2025 |
| 5.0.210 | 1,293 | 6/2/2025 |
| 5.0.209 | 1,404 | 5/14/2025 |
| 5.0.208 | 2,885 | 3/29/2025 |
| 5.0.207 | 1,145 | 3/27/2025 |
| 5.0.206 | 2,229 | 2/26/2025 |
| 5.0.205 | 2,392 | 2/14/2025 |
| 5.0.204 | 3,093 | 2/5/2025 |
| 5.0.203 | 388 | 2/4/2025 |
| 5.0.202 | 3,230 | 12/30/2024 |
| 5.0.201 | 2,264 | 11/18/2024 |
| 5.0.200 | 1,090 | 11/18/2024 |
| 5.0.199 | 1,380 | 11/16/2024 |
| 5.0.198 | 1,804 | 10/14/2024 |
| 5.0.197 | 1,842 | 10/9/2024 |
| 5.0.196 | 1,290 | 10/7/2024 |
| 5.0.195 | 1,299 | 10/3/2024 |
| 5.0.194 | 1,034 | 9/23/2024 |
| 5.0.193 | 1,403 | 9/18/2024 |
| 5.0.192 | 2,509 | 9/16/2024 |
| 5.0.191 | 1,658 | 9/8/2024 |
| 5.0.190 | 1,913 | 8/24/2024 |
| 5.0.189 | 1,726 | 8/9/2024 |
| 5.0.188 | 1,770 | 8/1/2024 |
| 5.0.187 | 2,570 | 7/28/2024 |
| 5.0.186 | 2,574 | 7/4/2024 |
| 5.0.185 | 1,512 | 6/23/2024 |
| 5.0.184 | 1,479 | 6/13/2024 |
| 5.0.183 | 2,840 | 5/30/2024 |
| 5.0.182 | 961 | 5/22/2024 |
| 5.0.181 | 1,342 | 5/13/2024 |
| 5.0.180 | 1,570 | 5/5/2024 |
| 5.0.179 | 982 | 4/26/2024 |
| 5.0.178 | 1,344 | 4/25/2024 |
| 5.0.177 | 3,022 | 4/12/2024 |
| 5.0.176 | 2,093 | 4/4/2024 |
| 5.0.175 | 599 | 3/29/2024 |
| 5.0.174 | 1,867 | 3/12/2024 |
| 5.0.173 | 3,127 | 2/21/2024 |
| 5.0.172 | 1,708 | 2/14/2024 |
| 5.0.171 | 1,605 | 2/12/2024 |
| 5.0.170 | 1,894 | 2/6/2024 |
| 5.0.169 | 1,929 | 1/31/2024 |
| 5.0.168 | 4,125 | 1/10/2024 |
| 5.0.167 | 4,018 | 12/15/2023 |
| 5.0.166 | 2,714 | 12/8/2023 |
| 5.0.165 | 2,894 | 11/28/2023 |
| 5.0.164 | 2,401 | 11/28/2023 |
| 5.0.163 | 8,935 | 10/8/2023 |
| 5.0.162 | 6,185 | 9/29/2023 |
| 5.0.161 | 6,329 | 9/19/2023 |
| 5.0.160 | 1,852 | 9/18/2023 |
| 5.0.159 | 10,772 | 7/30/2023 |
| 5.0.158 | 9,046 | 7/10/2023 |
| 5.0.157 | 8,522 | 7/8/2023 |
| 5.0.156 | 8,851 | 7/5/2023 |
| 5.0.155 | 3,268 | 6/22/2023 |
| 5.0.154 | 9,001 | 6/19/2023 |
| 5.0.153 | 14,751 | 5/14/2023 |
| 5.0.152 | 9,981 | 5/8/2023 |
| 5.0.151 | 14,295 | 4/21/2023 |
| 5.0.150 | 10,639 | 4/17/2023 |
| 5.0.149 | 11,766 | 4/7/2023 |
| 5.0.148 | 11,218 | 4/3/2023 |
| 5.0.147 | 16,794 | 3/6/2023 |
| 5.0.146 | 14,219 | 2/23/2023 |
| 5.0.145 | 15,283 | 2/13/2023 |
| 5.0.144 | 14,630 | 2/9/2023 |
| 5.0.143 | 14,286 | 2/8/2023 |
| 5.0.142 | 1,834 | 2/8/2023 |
| 5.0.141 | 15,913 | 2/2/2023 |
| 5.0.140 | 15,705 | 1/30/2023 |
| 5.0.139 | 22,653 | 1/3/2023 |
| 5.0.138 | 18,090 | 12/30/2022 |
| 5.0.137 | 18,420 | 12/12/2022 |
| 5.0.136 | 18,598 | 12/8/2022 |
| 5.0.135 | 26,305 | 11/11/2022 |
| 5.0.134 | 21,795 | 11/1/2022 |
| 5.0.133 | 22,616 | 10/16/2022 |
| 5.0.132 | 49,217 | 9/8/2022 |
| 5.0.131 | 43,828 | 8/29/2022 |
| 5.0.130 | 44,507 | 8/24/2022 |
| 5.0.129 | 51,099 | 7/26/2022 |
| 5.0.128 | 44,250 | 7/19/2022 |
| 5.0.127 | 51,200 | 5/13/2022 |
| 5.0.126 | 43,934 | 4/30/2022 |
| 5.0.125 | 9,427 | 3/29/2022 |
| 5.0.124 | 50,753 | 3/25/2022 |
| 5.0.123 | 44,731 | 3/17/2022 |
| 5.0.122 | 54,216 | 2/15/2022 |
| 5.0.121 | 46,482 | 2/11/2022 |
| 5.0.120 | 15,606 | 2/2/2022 |
| 5.0.119 | 11,629 | 1/28/2022 |
| 5.0.118 | 43,178 | 1/26/2022 |
| 5.0.117 | 43,662 | 1/21/2022 |
| 5.0.116 | 43,183 | 1/21/2022 |
| 5.0.115 | 48,104 | 1/13/2022 |
| 5.0.114 | 27,066 | 12/29/2021 |
| 5.0.113 | 27,187 | 12/20/2021 |
| 5.0.112 | 27,158 | 12/11/2021 |
| 5.0.111 | 27,305 | 12/6/2021 |
| 5.0.110 | 29,344 | 11/29/2021 |
| 5.0.109 | 27,234 | 11/22/2021 |
| 5.0.108 | 28,187 | 11/13/2021 |
| 5.0.107 | 30,150 | 11/8/2021 |
| 5.0.106 | 2,194 | 11/8/2021 |
| 5.0.105 | 30,818 | 11/5/2021 |
| 5.0.104 | 31,060 | 10/21/2021 |
| 5.0.103 | 30,518 | 10/14/2021 |
| 5.0.102 | 30,650 | 10/14/2021 |
| 5.0.101 | 2,956 | 10/13/2021 |
| 5.0.100 | 5,801 | 10/13/2021 |
| 5.0.99 | 31,283 | 10/11/2021 |
| 5.0.98 | 32,306 | 10/8/2021 |
| 5.0.97 | 5,194 | 10/7/2021 |
| 5.0.96 | 31,155 | 10/7/2021 |
| 5.0.95 | 32,662 | 9/23/2021 |
| 5.0.94 | 30,303 | 9/7/2021 |
| 5.0.93 | 30,964 | 7/31/2021 |
| 5.0.92 | 29,634 | 7/30/2021 |
| 5.0.91 | 29,234 | 7/30/2021 |
| 5.0.90 | 29,123 | 7/19/2021 |
| 5.0.89 | 29,662 | 7/13/2021 |
| 5.0.88 | 29,697 | 7/5/2021 |
| 5.0.87 | 31,125 | 6/16/2021 |
| 5.0.86 | 30,367 | 6/4/2021 |
| 5.0.85 | 29,839 | 5/15/2021 |
| 5.0.84 | 30,084 | 4/30/2021 |
| 5.0.83 | 29,980 | 4/26/2021 |
| 5.0.82 | 30,070 | 4/19/2021 |
| 5.0.81 | 29,416 | 4/16/2021 |
| 5.0.80 | 29,388 | 4/13/2021 |
| 5.0.79 | 29,285 | 4/12/2021 |
| 5.0.78 | 29,850 | 4/8/2021 |
| 5.0.77 | 29,349 | 4/7/2021 |
| 5.0.76 | 29,220 | 4/6/2021 |
| 5.0.75 | 29,492 | 3/29/2021 |
| 5.0.74 | 29,519 | 3/28/2021 |
| 5.0.73 | 29,665 | 3/26/2021 |
| 5.0.72 | 29,264 | 3/26/2021 |
| 5.0.71 | 29,091 | 3/24/2021 |
| 5.0.70 | 28,059 | 3/23/2021 |
| 5.0.69 | 27,926 | 3/18/2021 |
| 5.0.68 | 27,571 | 3/17/2021 |
| 5.0.67 | 27,804 | 3/12/2021 |
| 5.0.66 | 27,885 | 3/4/2021 |
| 5.0.65 | 4,049 | 3/4/2021 |
| 5.0.64 | 27,868 | 2/26/2021 |
| 5.0.63 | 28,154 | 2/17/2021 |
| 5.0.62 | 27,520 | 2/15/2021 |
| 5.0.61 | 27,363 | 2/13/2021 |
| 5.0.60 | 27,581 | 2/12/2021 |
| 5.0.59 | 28,158 | 2/7/2021 |
| 5.0.58 | 27,496 | 2/2/2021 |
| 5.0.57 | 27,468 | 2/2/2021 |
| 5.0.56 | 27,881 | 1/26/2021 |
| 5.0.55 | 27,464 | 1/25/2021 |
| 5.0.54 | 27,282 | 1/25/2021 |
| 5.0.53 | 28,161 | 1/21/2021 |
| 5.0.52 | 27,748 | 1/20/2021 |
| 5.0.51 | 27,558 | 1/19/2021 |
| 5.0.50 | 26,444 | 1/16/2021 |
| 5.0.49 | 27,868 | 1/14/2021 |
| 5.0.48 | 28,449 | 12/29/2020 |
| 5.0.47 | 28,833 | 12/23/2020 |
| 5.0.46 | 28,304 | 12/18/2020 |
| 5.0.45 | 54,483 | 12/14/2020 |
| 5.0.44 | 31,142 | 12/10/2020 |
| 5.0.43 | 29,282 | 12/1/2020 |
| 5.0.43-a3 | 2,418 | 11/30/2020 |
| 5.0.43-a2 | 2,415 | 11/30/2020 |
| 5.0.42 | 32,375 | 11/29/2020 |
| 5.0.41 | 27,511 | 11/22/2020 |
| 5.0.40 | 27,407 | 11/22/2020 |
| 5.0.40-a7 | 20,689 | 11/22/2020 |
| 5.0.40-a6 | 21,163 | 11/22/2020 |
| 5.0.40-a3 | 2,323 | 11/19/2020 |
| 5.0.39 | 30,904 | 11/13/2020 |
| 5.0.38 | 28,270 | 10/11/2020 |
| 5.0.37 | 28,447 | 9/20/2020 |
| 5.0.36 | 26,886 | 9/18/2020 |
| 5.0.35 | 28,076 | 9/15/2020 |
| 5.0.34 | 27,066 | 9/9/2020 |
| 5.0.33 | 26,937 | 9/3/2020 |
| 5.0.32 | 27,588 | 8/21/2020 |
| 5.0.31 | 27,697 | 8/11/2020 |
| 5.0.30 | 27,384 | 8/10/2020 |
| 5.0.29 | 27,941 | 8/10/2020 |
| 5.0.28 | 27,014 | 7/28/2020 |
| 5.0.27 | 26,980 | 7/19/2020 |
| 5.0.26 | 26,811 | 7/9/2020 |
| 5.0.25 | 26,692 | 7/7/2020 |
| 5.0.24 | 27,897 | 6/10/2020 |
| 5.0.23 | 27,386 | 6/9/2020 |
| 5.0.22 | 27,677 | 6/9/2020 |
| 5.0.21 | 28,162 | 6/4/2020 |
| 5.0.20 | 27,816 | 6/2/2020 |
| 5.0.19 | 27,593 | 5/29/2020 |
| 5.0.18 | 27,746 | 5/25/2020 |
| 5.0.17 | 27,668 | 5/21/2020 |
| 5.0.16 | 28,064 | 5/14/2020 |
| 5.0.15 | 28,115 | 5/12/2020 |
| 5.0.14 | 28,272 | 5/11/2020 |
| 5.0.13 | 28,311 | 5/9/2020 |
| 5.0.12 | 28,279 | 5/5/2020 |
| 5.0.11 | 28,221 | 5/4/2020 |
| 5.0.10 | 3,685 | 4/24/2020 |
| 5.0.9 | 5,292 | 4/22/2020 |
| 5.0.8 | 29,714 | 4/18/2020 |
| 5.0.7 | 27,794 | 4/16/2020 |
| 5.0.6 | 23,461 | 4/15/2020 |
| 5.0.5 | 912 | 4/14/2020 |
| 5.0.4 | 24,887 | 4/12/2020 |
| 5.0.3 | 948 | 4/6/2020 |
| 5.0.2 | 24,542 | 4/4/2020 |
| 5.0.1 | 10,178 | 3/27/2020 |
| 5.0.0 | 10,132 | 3/26/2020 |
.net 10 supported
ISecurityProvider. Async mode.
GetCandleBounds. Fix weekly and monthly tf calc.
DateTimeOffset -> DateTime UTC
OrderGroupCancelModes
NewsMessage. ISecurityIdMessage implemented.
IMessageAdapterProvider. CreateTransportAdapter uses IAsyncMessageAdapter.
IMessageAdapter. SendOutMessage
IAsyncMessageAdapter
GetTradeVolume extension.
Unit. Fix percentage multiply.
AsyncMessageProcessor. Fix dispose cancellation tokens.
SubscriptionHolder inherited from Disposable.
SubscriptionHolder
ISnapshotHolder
DataType. Candle alias supported.
DataType. Custom aliases supported.
IDataTypeMessage interface.
ExecutionTypes made as internal only.
DataType. Immutable returns copy.
MarketDataTypes removed as obsolete.
ExecutionMessage. ExecutionType removed as obsolete.
Message. IsBack removed as obsolete.
ICandleMessage. GetTypicalPrice, GetMedianPrice extensions.
DataType. ToSerializableString uses aliases.
DataType. ToSerializableString, FromSerializableString fixes.
FromMicexCurrencyName. Param errorHandler is required.