StockSharp.Messages
5.0.224
Prefix Reserved
dotnet add package StockSharp.Messages --version 5.0.224
NuGet\Install-Package StockSharp.Messages -Version 5.0.224
<PackageReference Include="StockSharp.Messages" Version="5.0.224" />
<PackageVersion Include="StockSharp.Messages" Version="5.0.224" />
<PackageReference Include="StockSharp.Messages" />
paket add StockSharp.Messages --version 5.0.224
#r "nuget: StockSharp.Messages, 5.0.224"
#:package StockSharp.Messages@5.0.224
#addin nuget:?package=StockSharp.Messages&version=5.0.224
#tool nuget:?package=StockSharp.Messages&version=5.0.224
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 –
MessageAdapterandAsyncMessageProcessorhandle 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 (>= 1.0.165)
- Ecng.Logging (>= 1.0.146)
- StockSharp.Localization (>= 5.0.214)
-
net10.0
- Ecng.Linq (>= 1.0.165)
- Ecng.Logging (>= 1.0.146)
- StockSharp.Localization (>= 5.0.214)
-
net6.0
- Ecng.Linq (>= 1.0.165)
- Ecng.Logging (>= 1.0.146)
- StockSharp.Localization (>= 5.0.214)
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
FIX/FAST |
|
|
StockSharp.Fix.Core
Fix core. More info on web site https://stocksharp.com/store/ |
|
|
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 |
|---|---|---|
| 5.0.224 | 33 | 2/2/2026 |
| 5.0.223 | 503 | 11/20/2025 |
| 5.0.222 | 3,670 | 9/11/2025 |
| 5.0.221 | 929 | 9/1/2025 |
| 5.0.220 | 1,336 | 8/30/2025 |
| 5.0.219 | 3,590 | 8/10/2025 |
| 5.0.218 | 1,290 | 7/23/2025 |
| 5.0.217 | 2,171 | 7/20/2025 |
| 5.0.216 | 920 | 7/14/2025 |
| 5.0.215 | 1,546 | 7/8/2025 |
| 5.0.214 | 840 | 7/4/2025 |
| 5.0.213 | 856 | 6/30/2025 |
| 5.0.212 | 3,387 | 6/20/2025 |
| 5.0.211 | 1,195 | 6/18/2025 |
| 5.0.210 | 1,311 | 6/2/2025 |
| 5.0.209 | 1,426 | 5/14/2025 |
| 5.0.208 | 2,920 | 3/29/2025 |
| 5.0.207 | 1,163 | 3/27/2025 |
| 5.0.206 | 2,281 | 2/26/2025 |
| 5.0.205 | 2,411 | 2/14/2025 |
| 5.0.204 | 3,187 | 2/5/2025 |
| 5.0.203 | 410 | 2/4/2025 |
| 5.0.202 | 3,256 | 12/30/2024 |
| 5.0.201 | 2,289 | 11/18/2024 |
| 5.0.200 | 1,102 | 11/18/2024 |
| 5.0.199 | 1,400 | 11/16/2024 |
| 5.0.198 | 1,829 | 10/14/2024 |
| 5.0.197 | 1,857 | 10/9/2024 |
| 5.0.196 | 1,305 | 10/7/2024 |
| 5.0.195 | 1,319 | 10/3/2024 |
| 5.0.194 | 1,050 | 9/23/2024 |
| 5.0.193 | 1,424 | 9/18/2024 |
| 5.0.192 | 2,522 | 9/16/2024 |
| 5.0.191 | 1,677 | 9/8/2024 |
| 5.0.190 | 1,934 | 8/24/2024 |
| 5.0.189 | 1,750 | 8/9/2024 |
| 5.0.188 | 1,788 | 8/1/2024 |
| 5.0.187 | 2,590 | 7/28/2024 |
| 5.0.186 | 2,600 | 7/4/2024 |
| 5.0.185 | 1,529 | 6/23/2024 |
| 5.0.184 | 1,510 | 6/13/2024 |
| 5.0.183 | 2,855 | 5/30/2024 |
| 5.0.182 | 983 | 5/22/2024 |
| 5.0.181 | 1,356 | 5/13/2024 |
| 5.0.180 | 1,594 | 5/5/2024 |
| 5.0.179 | 1,003 | 4/26/2024 |
| 5.0.178 | 1,373 | 4/25/2024 |
| 5.0.177 | 3,048 | 4/12/2024 |
| 5.0.176 | 2,130 | 4/4/2024 |
| 5.0.175 | 627 | 3/29/2024 |
| 5.0.174 | 1,891 | 3/12/2024 |
| 5.0.173 | 3,148 | 2/21/2024 |
| 5.0.172 | 1,728 | 2/14/2024 |
| 5.0.171 | 1,620 | 2/12/2024 |
| 5.0.170 | 1,945 | 2/6/2024 |
| 5.0.169 | 1,951 | 1/31/2024 |
| 5.0.168 | 4,143 | 1/10/2024 |
| 5.0.167 | 4,041 | 12/15/2023 |
| 5.0.166 | 2,733 | 12/8/2023 |
| 5.0.165 | 2,919 | 11/28/2023 |
| 5.0.164 | 2,427 | 11/28/2023 |
| 5.0.163 | 8,954 | 10/8/2023 |
| 5.0.162 | 6,203 | 9/29/2023 |
| 5.0.161 | 6,348 | 9/19/2023 |
| 5.0.160 | 1,869 | 9/18/2023 |
| 5.0.159 | 10,798 | 7/30/2023 |
| 5.0.158 | 9,055 | 7/10/2023 |
| 5.0.157 | 8,545 | 7/8/2023 |
| 5.0.156 | 8,868 | 7/5/2023 |
| 5.0.155 | 3,281 | 6/22/2023 |
| 5.0.154 | 9,017 | 6/19/2023 |
| 5.0.153 | 14,769 | 5/14/2023 |
| 5.0.152 | 10,012 | 5/8/2023 |
| 5.0.151 | 14,331 | 4/21/2023 |
| 5.0.150 | 10,654 | 4/17/2023 |
| 5.0.149 | 11,789 | 4/7/2023 |
| 5.0.148 | 11,240 | 4/3/2023 |
| 5.0.147 | 16,815 | 3/6/2023 |
| 5.0.146 | 14,256 | 2/23/2023 |
| 5.0.145 | 15,309 | 2/13/2023 |
| 5.0.144 | 14,649 | 2/9/2023 |
| 5.0.143 | 14,322 | 2/8/2023 |
| 5.0.142 | 1,859 | 2/8/2023 |
| 5.0.141 | 15,943 | 2/2/2023 |
| 5.0.140 | 15,737 | 1/30/2023 |
| 5.0.139 | 22,713 | 1/3/2023 |
| 5.0.138 | 18,123 | 12/30/2022 |
| 5.0.137 | 18,447 | 12/12/2022 |
| 5.0.136 | 18,624 | 12/8/2022 |
| 5.0.135 | 26,334 | 11/11/2022 |
| 5.0.134 | 21,833 | 11/1/2022 |
| 5.0.133 | 22,632 | 10/16/2022 |
| 5.0.132 | 49,242 | 9/8/2022 |
| 5.0.131 | 43,847 | 8/29/2022 |
| 5.0.130 | 44,521 | 8/24/2022 |
| 5.0.129 | 51,124 | 7/26/2022 |
| 5.0.128 | 44,271 | 7/19/2022 |
| 5.0.127 | 51,222 | 5/13/2022 |
| 5.0.126 | 43,953 | 4/30/2022 |
| 5.0.125 | 9,455 | 3/29/2022 |
| 5.0.124 | 50,774 | 3/25/2022 |
| 5.0.123 | 44,765 | 3/17/2022 |
| 5.0.122 | 54,233 | 2/15/2022 |
| 5.0.121 | 46,642 | 2/11/2022 |
| 5.0.120 | 15,636 | 2/2/2022 |
| 5.0.119 | 11,658 | 1/28/2022 |
| 5.0.118 | 43,216 | 1/26/2022 |
| 5.0.117 | 43,693 | 1/21/2022 |
| 5.0.116 | 43,210 | 1/21/2022 |
| 5.0.115 | 48,130 | 1/13/2022 |
| 5.0.114 | 27,084 | 12/29/2021 |
| 5.0.113 | 27,207 | 12/20/2021 |
| 5.0.112 | 27,187 | 12/11/2021 |
| 5.0.111 | 27,330 | 12/6/2021 |
| 5.0.110 | 29,372 | 11/29/2021 |
| 5.0.109 | 27,253 | 11/22/2021 |
| 5.0.108 | 28,219 | 11/13/2021 |
| 5.0.107 | 30,178 | 11/8/2021 |
| 5.0.106 | 2,215 | 11/8/2021 |
| 5.0.105 | 30,840 | 11/5/2021 |
| 5.0.104 | 31,078 | 10/21/2021 |
| 5.0.103 | 30,538 | 10/14/2021 |
| 5.0.102 | 30,695 | 10/14/2021 |
| 5.0.101 | 2,979 | 10/13/2021 |
| 5.0.100 | 5,824 | 10/13/2021 |
| 5.0.99 | 31,302 | 10/11/2021 |
| 5.0.98 | 32,338 | 10/8/2021 |
| 5.0.97 | 5,220 | 10/7/2021 |
| 5.0.96 | 31,177 | 10/7/2021 |
| 5.0.95 | 32,691 | 9/23/2021 |
| 5.0.94 | 30,330 | 9/7/2021 |
| 5.0.93 | 31,020 | 7/31/2021 |
| 5.0.92 | 29,656 | 7/30/2021 |
| 5.0.91 | 29,253 | 7/30/2021 |
| 5.0.90 | 29,150 | 7/19/2021 |
| 5.0.89 | 29,689 | 7/13/2021 |
| 5.0.88 | 29,730 | 7/5/2021 |
| 5.0.87 | 31,157 | 6/16/2021 |
| 5.0.86 | 30,389 | 6/4/2021 |
| 5.0.85 | 29,863 | 5/15/2021 |
| 5.0.84 | 30,108 | 4/30/2021 |
| 5.0.83 | 30,000 | 4/26/2021 |
| 5.0.82 | 30,094 | 4/19/2021 |
| 5.0.81 | 29,445 | 4/16/2021 |
| 5.0.80 | 29,407 | 4/13/2021 |
| 5.0.79 | 29,310 | 4/12/2021 |
| 5.0.78 | 29,869 | 4/8/2021 |
| 5.0.77 | 29,369 | 4/7/2021 |
| 5.0.76 | 29,252 | 4/6/2021 |
| 5.0.75 | 29,523 | 3/29/2021 |
| 5.0.74 | 29,545 | 3/28/2021 |
| 5.0.73 | 29,700 | 3/26/2021 |
| 5.0.72 | 29,293 | 3/26/2021 |
| 5.0.71 | 29,117 | 3/24/2021 |
| 5.0.70 | 28,080 | 3/23/2021 |
| 5.0.69 | 27,952 | 3/18/2021 |
| 5.0.68 | 27,607 | 3/17/2021 |
| 5.0.67 | 27,837 | 3/12/2021 |
| 5.0.66 | 27,908 | 3/4/2021 |
| 5.0.65 | 4,084 | 3/4/2021 |
| 5.0.64 | 27,892 | 2/26/2021 |
| 5.0.63 | 28,178 | 2/17/2021 |
| 5.0.62 | 27,538 | 2/15/2021 |
| 5.0.61 | 27,401 | 2/13/2021 |
| 5.0.60 | 27,599 | 2/12/2021 |
| 5.0.59 | 28,190 | 2/7/2021 |
| 5.0.58 | 27,532 | 2/2/2021 |
| 5.0.57 | 27,504 | 2/2/2021 |
| 5.0.56 | 27,901 | 1/26/2021 |
| 5.0.55 | 27,488 | 1/25/2021 |
| 5.0.54 | 27,311 | 1/25/2021 |
| 5.0.53 | 28,181 | 1/21/2021 |
| 5.0.52 | 27,772 | 1/20/2021 |
| 5.0.51 | 27,582 | 1/19/2021 |
| 5.0.50 | 26,472 | 1/16/2021 |
| 5.0.49 | 27,908 | 1/14/2021 |
| 5.0.48 | 28,476 | 12/29/2020 |
| 5.0.47 | 28,860 | 12/23/2020 |
| 5.0.46 | 28,329 | 12/18/2020 |
| 5.0.45 | 54,507 | 12/14/2020 |
| 5.0.44 | 31,161 | 12/10/2020 |
| 5.0.43 | 29,319 | 12/1/2020 |
| 5.0.43-a3 | 2,449 | 11/30/2020 |
| 5.0.43-a2 | 2,438 | 11/30/2020 |
| 5.0.42 | 32,395 | 11/29/2020 |
| 5.0.41 | 27,534 | 11/22/2020 |
| 5.0.40 | 27,429 | 11/22/2020 |
| 5.0.40-a7 | 20,716 | 11/22/2020 |
| 5.0.40-a6 | 21,190 | 11/22/2020 |
| 5.0.40-a3 | 2,347 | 11/19/2020 |
| 5.0.39 | 30,934 | 11/13/2020 |
| 5.0.38 | 28,321 | 10/11/2020 |
| 5.0.37 | 28,467 | 9/20/2020 |
| 5.0.36 | 26,917 | 9/18/2020 |
| 5.0.35 | 28,102 | 9/15/2020 |
| 5.0.34 | 27,095 | 9/9/2020 |
| 5.0.33 | 26,969 | 9/3/2020 |
| 5.0.32 | 27,622 | 8/21/2020 |
| 5.0.31 | 27,723 | 8/11/2020 |
| 5.0.30 | 27,407 | 8/10/2020 |
| 5.0.29 | 27,965 | 8/10/2020 |
| 5.0.28 | 27,042 | 7/28/2020 |
| 5.0.27 | 27,005 | 7/19/2020 |
| 5.0.26 | 26,835 | 7/9/2020 |
| 5.0.25 | 26,722 | 7/7/2020 |
| 5.0.24 | 27,923 | 6/10/2020 |
| 5.0.23 | 27,416 | 6/9/2020 |
| 5.0.22 | 27,726 | 6/9/2020 |
| 5.0.21 | 28,195 | 6/4/2020 |
| 5.0.20 | 27,849 | 6/2/2020 |
| 5.0.19 | 27,629 | 5/29/2020 |
| 5.0.18 | 27,774 | 5/25/2020 |
| 5.0.17 | 27,692 | 5/21/2020 |
| 5.0.16 | 28,103 | 5/14/2020 |
| 5.0.15 | 28,142 | 5/12/2020 |
| 5.0.14 | 28,294 | 5/11/2020 |
| 5.0.13 | 28,343 | 5/9/2020 |
| 5.0.12 | 28,302 | 5/5/2020 |
| 5.0.11 | 28,248 | 5/4/2020 |
| 5.0.10 | 3,709 | 4/24/2020 |
| 5.0.9 | 5,322 | 4/22/2020 |
| 5.0.8 | 29,735 | 4/18/2020 |
| 5.0.7 | 27,816 | 4/16/2020 |
| 5.0.6 | 23,486 | 4/15/2020 |
| 5.0.5 | 931 | 4/14/2020 |
| 5.0.4 | 24,914 | 4/12/2020 |
| 5.0.3 | 974 | 4/6/2020 |
| 5.0.2 | 24,579 | 4/4/2020 |
| 5.0.1 | 10,206 | 3/27/2020 |
| 5.0.0 | 10,161 | 3/26/2020 |
FromMicexCurrencyName overload.
SendOutMessageAsync
IMessageAdapter. GetSupportedDataTypes -> GetSupportedDataTypesAsync
Removed sync NewOutMessage event, migrated to NewOutMessageAsync
ExecMsg. MarketPrice property.
RemoteStorageClient fix
ConnectAndDownloadAsync
Async extensions: Impl pattern, RegisterOrderAsync, tests
ISecurityIdsMessage
PortfolioLookupMessage, OrderStatusMessage. SecurityIds property.
OrderStatusMessage, PortfolioLookupMessage. IsIncremental, UserId properties.
OrderSnapshotHolder fixes
More tests.
InMemoryMessageChannel fixes.
IMessageTransport
StateValidator
Remove Cloneable from MarketDataStorageCache
RemoteStorageClient: add LookupBoardsAsync and fix archive extraction
Algo.Indicators, Algo.Testing, Algo.Strategies separated projects.
IBasketSecurityProcessorProvider. Get -> TryGet
OrderBookSnapshotHolder fixes
OL->Ticks fix handling. Reduced old code.
OrderBookIncrementBuilder skip invalid value (do not throw exceptions).
InMemoryMessageChannel CLone fix.
ConnectorInfo
IMessageAdapter. HeartbeatBeforConnect -> HeartbeatBeforeConnect
AsyncMessageChannel: fix reopen and exception handling
refactor AsyncMessageChannel
Fixed explicit interface implementation bypassing wrapper logic
IMessageChannel. SendInMessage -> SendInMessageAsync
IMessageAdapter. NewOutMessageAsync
IAsyncEnumerable<T> impl refactoring.
ToLevel1, ToOrderBooks, ToTicks supported IAsyncEnumerable.
IMessageAdapterAsyncExtensions
IMessageAdapter. SendInMessage fully replaced by SendInMessageAsync
IAsyncMessageAdapter merged with IMessageAdapter.
IAsyncMessageAdapter. SendInMessageAsync as single entry point.
SyncMessageAdapter.
IAsyncMessageAdapter. ProcessMessageAsync -> SendInMessageAsync
IMessageAdapter. Removed IMessageChannel inheritance.
UnitTypes. Limit made obsolete.
Lock usage.