Table of Contents

Class Exchange

Namespace
ATAS.DataFeedsCore
Assembly
ATAS.DataFeedsCore.dll

Exchange with its time zone and weekly trading sessions; used to convert data feed times and to find session, week and month boundaries.

[DataContract]
public class Exchange : IEntity, IKnowSession
Inheritance
object
Exchange
Implements
Extension Methods

Constructors

Exchange()

Creates an exchange with one default session (Monday 00:00 to Saturday 00:00).

public Exchange()

Properties

Code

Unique code of the exchange record; the key other entities refer to.

[DataMember]
[LocalizedCategory(typeof(Strings), "Common")]
[LocalizedDisplayName(typeof(Strings), "Code")]
public string Code { get; set; }

Property Value

string

ConvertTradeTimeToLocal

true when the times passed to the session methods are already in exchange local time; false when they are in UTC and are converted with TimeZoneInfo first.

[DataMember]
[LocalizedCategory(typeof(Strings), "Common")]
[LocalizedDisplayName(typeof(Strings), "ConvertTradeTimeToLocal")]
public bool ConvertTradeTimeToLocal { get; set; }

Property Value

bool

Country

Country of the exchange.

[DataMember]
[LocalizedCategory(typeof(Strings), "Common")]
[LocalizedDisplayName(typeof(Strings), "Country")]
public string Country { get; set; }

Property Value

string

EntityType

Always Exchange.

[Browsable(false)]
public EntityType EntityType { get; }

Property Value

EntityType

ExchangeCode

Code of the exchange as it is known to the data feed (stored in the Exchange column); may differ from Code.

[DataMember]
[LocalizedCategory(typeof(Strings), "Common")]
[LocalizedDisplayName(typeof(Strings), "ExchangeCode")]
public string ExchangeCode { get; set; }

Property Value

string

FirstDayOfWeek

First day of the week used by IsNewWeek(DateTime, DateTime).

[DataMember]
[LocalizedCategory(typeof(Strings), "Common")]
[LocalizedDisplayName(typeof(Strings), "FirstDayOfWeek")]
public DayOfWeek FirstDayOfWeek { get; set; }

Property Value

DayOfWeek

IsSystemExchange

true for an exchange that comes from the instruments registry; such an exchange cannot be edited by the user.

[Browsable(false)]
public bool IsSystemExchange { get; set; }

Property Value

bool

Name

Display name of the exchange; also returned by ToString().

[DataMember]
[LocalizedCategory(typeof(Strings), "Common")]
[LocalizedDisplayName(typeof(Strings), "Name")]
public string Name { get; set; }

Property Value

string

TimeZone

System identifier of the exchange time zone; kept in sync with TimeZoneInfo. Setting an identifier the system does not know throws System.TimeZoneNotFoundException.

[DataMember]
[Browsable(false)]
public string? TimeZone { get; set; }

Property Value

string

TimeZoneInfo

Time zone in which WorkingTimes are defined; kept in sync with TimeZone.

[LocalizedCategory(typeof(Strings), "Common")]
[LocalizedDisplayName(typeof(Strings), "TimeZone")]
public TimeZoneInfo? TimeZoneInfo { get; set; }

Property Value

TimeZoneInfo

WorkingTimes

Weekly trading sessions of the exchange, in exchange local time. A new instance contains one default session.

[DataMember]
[LocalizedCategory(typeof(Strings), "Common")]
[LocalizedDisplayName(typeof(Strings), "WorkingTimes")]
public List<WorkingTime> WorkingTimes { get; set; }

Property Value

List<WorkingTime>

Methods

Clone()

Creates a copy of the exchange with copies of its sessions; IsSystemExchange is not copied.

public Exchange Clone()

Returns

Exchange

The new exchange.

GetNextSessionOpen(DateTime)

Finds the start of the next session that opens at or after a time.

public DateTime? GetNextSessionOpen(DateTime time)

Parameters

time DateTime

Time in UTC, or in exchange local time when ConvertTradeTimeToLocal is set.

Returns

DateTime?

The session start in the same time base as time, or null when there are no sessions or time is within 7 days of System.DateTime.MaxValue.

GetPreviousSessionClose(DateTime)

Finds the end of the last session that closed at or before a time.

public DateTime? GetPreviousSessionClose(DateTime time)

Parameters

time DateTime

Time in UTC, or in exchange local time when ConvertTradeTimeToLocal is set.

Returns

DateTime?

The session end in the same time base as time, or null when there are no sessions or time is within 7 days of System.DateTime.MinValue.

GetWorkingDateTime(DateTime)

Gets the start and end of the session that contains a time.

        <p>Added in ATAS 8.0.15.</p>

public Tuple<DateTime, DateTime>? GetWorkingDateTime(DateTime time)

Parameters

time DateTime

Time in UTC, or in exchange local time when ConvertTradeTimeToLocal is set.

Returns

Tuple<DateTime, DateTime>

Session start and end in the same time base as time, or null when the time is outside any session.

GetWorkingTime(DateTime)

Finds the session that contains a time.

        <p>Added in ATAS 8.0.15.</p>

public WorkingTime? GetWorkingTime(DateTime time)

Parameters

time DateTime

Time in UTC, or in exchange local time when ConvertTradeTimeToLocal is set.

Returns

WorkingTime

The first matching entry of WorkingTimes, or null when the time is outside any session.

IsNewMonth(DateTime, DateTime)

Checks whether two times belong to different months.

public bool IsNewMonth(DateTime prevTime, DateTime newTime)

Parameters

prevTime DateTime

Previous time, in the same time base as for IsWorkingTime(DateTime).

newTime DateTime

New time, in the same time base as for IsWorkingTime(DateTime).

Returns

bool

true when the month differs; the session end times are compared when both times are inside sessions, otherwise (and always for MOEX exchanges) the times themselves.

IsNewSession(DateTime, DateTime)

Checks whether newTime starts a new trading session relative to prevTime.

public bool IsNewSession(DateTime prevTime, DateTime newTime)

Parameters

prevTime DateTime

Previous time, in the same time base as for IsWorkingTime(DateTime).

newTime DateTime

New time, in the same time base as for IsWorkingTime(DateTime).

Returns

bool

false when newTime is outside any session; true when prevTime is outside any session, or the two times belong to different WorkingTimes entries or to the same weekday of different dates.

IsNewWeek(DateTime, DateTime)

Checks whether two times belong to different weeks, counted from FirstDayOfWeek.

public bool IsNewWeek(DateTime prevTime, DateTime newTime)

Parameters

prevTime DateTime

Previous time, in the same time base as for IsWorkingTime(DateTime).

newTime DateTime

New time, in the same time base as for IsWorkingTime(DateTime).

Returns

bool

true when the week of year differs; the session start times are compared when both times are inside sessions, otherwise the times themselves.

IsWorkingTime(DateTime)

Checks whether a time falls into one of the WorkingTimes.

public bool IsWorkingTime(DateTime time)

Parameters

time DateTime

Time in UTC, or in exchange local time when ConvertTradeTimeToLocal is set.

Returns

bool

true when the time is inside a session.

OnPropertyChanged(string)

Raises PropertyChanged.

protected virtual void OnPropertyChanged(string propertyName)

Parameters

propertyName string

Name of the changed property.

ToLocalTime(DateTime)

Converts a UTC time to exchange local time.

public DateTime ToLocalTime(DateTime time)

Parameters

time DateTime

UTC time; its System.DateTime.Kind is ignored.

Returns

DateTime

Exchange local time with System.DateTimeKind.Unspecified kind.

ToString()

Returns a string that represents the current object.

public override string ToString()

Returns

string

A string that represents the current object.

ToUtcTime(DateTime)

Converts an exchange local time to UTC.

public DateTime ToUtcTime(DateTime time)

Parameters

time DateTime

Exchange local time; its System.DateTime.Kind is ignored.

Returns

DateTime

UTC time with System.DateTimeKind.Unspecified kind.

TrimToMinTradedRange(DateTime, DateTime)

Trims a time range so that both ends lie inside trading sessions.

public (DateTime? MinTradedTime, DateTime? MaxTradedTime) TrimToMinTradedRange(DateTime from, DateTime to)

Parameters

from DateTime

Range start; moved forward to the next session open when it is outside a session.

to DateTime

Range end; moved back to the previous session close when it is outside a session.

Returns

(DateTime? MinTradedTime, DateTime? MaxTradedTime)

The trimmed range, or both values null when no traded time remains.

Events

PropertyChanged

Occurs when a property shown in the exchange editor changes.

        <p>Added in ATAS 8.0.15.</p>

public event PropertyChangedEventHandler? PropertyChanged

Event Type

PropertyChangedEventHandler