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 | 465 | 2/2/2026 |
| 5.0.223 | 505 | 11/20/2025 |
| 5.0.222 | 3,795 | 9/11/2025 |
| 5.0.221 | 929 | 9/1/2025 |
| 5.0.220 | 1,341 | 8/30/2025 |
| 5.0.219 | 3,707 | 8/10/2025 |
| 5.0.218 | 1,292 | 7/23/2025 |
| 5.0.217 | 2,174 | 7/20/2025 |
| 5.0.216 | 936 | 7/14/2025 |
| 5.0.215 | 1,559 | 7/8/2025 |
| 5.0.214 | 841 | 7/4/2025 |
| 5.0.213 | 857 | 6/30/2025 |
| 5.0.212 | 3,390 | 6/20/2025 |
| 5.0.211 | 1,196 | 6/18/2025 |
| 5.0.210 | 1,315 | 6/2/2025 |
| 5.0.209 | 1,426 | 5/14/2025 |
| 5.0.208 | 2,920 | 3/29/2025 |
| 5.0.207 | 1,166 | 3/27/2025 |
| 5.0.206 | 2,288 | 2/26/2025 |
| 5.0.205 | 2,417 | 2/14/2025 |
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.