StockSharp.Messages
5.0.225
Prefix Reserved
dotnet add package StockSharp.Messages --version 5.0.225
NuGet\Install-Package StockSharp.Messages -Version 5.0.225
<PackageReference Include="StockSharp.Messages" Version="5.0.225" />
<PackageVersion Include="StockSharp.Messages" Version="5.0.225" />
<PackageReference Include="StockSharp.Messages" />
paket add StockSharp.Messages --version 5.0.225
#r "nuget: StockSharp.Messages, 5.0.225"
#:package StockSharp.Messages@5.0.225
#addin nuget:?package=StockSharp.Messages&version=5.0.225
#tool nuget:?package=StockSharp.Messages&version=5.0.225
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 (>= 1.0.166)
- Ecng.Logging (>= 1.0.151)
- StockSharp.Localization (>= 5.0.215)
-
net10.0
- Ecng.Linq (>= 1.0.166)
- Ecng.Logging (>= 1.0.151)
- StockSharp.Localization (>= 5.0.215)
-
net6.0
- Ecng.Linq (>= 1.0.166)
- Ecng.Logging (>= 1.0.151)
- StockSharp.Localization (>= 5.0.215)
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 |
|---|---|---|
| 5.0.225 | 208 | 2/19/2026 |
| 5.0.224 | 479 | 2/2/2026 |
| 5.0.223 | 508 | 11/20/2025 |
| 5.0.222 | 3,889 | 9/11/2025 |
| 5.0.221 | 934 | 9/1/2025 |
| 5.0.220 | 1,345 | 8/30/2025 |
| 5.0.219 | 3,713 | 8/10/2025 |
| 5.0.218 | 1,296 | 7/23/2025 |
| 5.0.217 | 2,176 | 7/20/2025 |
| 5.0.216 | 944 | 7/14/2025 |
| 5.0.215 | 1,591 | 7/8/2025 |
| 5.0.214 | 844 | 7/4/2025 |
| 5.0.213 | 860 | 6/30/2025 |
| 5.0.212 | 3,394 | 6/20/2025 |
| 5.0.211 | 1,198 | 6/18/2025 |
| 5.0.210 | 1,317 | 6/2/2025 |
| 5.0.209 | 1,429 | 5/14/2025 |
| 5.0.208 | 2,922 | 3/29/2025 |
| 5.0.207 | 1,170 | 3/27/2025 |
| 5.0.206 | 2,295 | 2/26/2025 |
WorkingTime. IsEnabled turned off by default.
Add GrossLoss, GrossProfit and MaxProfitPercent statistic parameters
WorkingTime moved to Ecng.