Namespace ATAS.Indicators
Classes
- BaseDataSeries<T>
Base generic data series class providing common functionality.
- BaseIndicator
Base class for custom indicators in a chart.
- Candle
Represents a candle in trading, which includes open, high, low, and close prices.
- CandleDataSeries
Represents a data series of candles. Each element in the series is a Candle.
- CandlePartSeries
Represents a data series of decimal values derived from specific parts of an IndicatorCandle created by an ICandleCreator.
- CandleSeriesRequest
Describes a candle series to request: the timeframe and, optionally, another instrument.
Added in ATAS 8.0.15.
- ChartObject
Base class for objects in a chart.
- ContractRollover
Represents historical contract rollover event.
Added in ATAS 8.0.15.
- ContractRollovers
Represents historical contract rollover events for a continuous instrument. Contains a collection of rollover dates mapped to corresponding instrument contracts.
Added in ATAS 8.0.15.
- CumulativeTrade
Represents a cumulative trade, which is a trade that includes multiple prints or executions.
- CumulativeTradesRequest
Represents a request to retrieve cumulative trade data within a specified time range or for a particular date.
- CustomValue
Represents a custom value with associated properties.
- ExoticCandleSeriesTimeFrame
An exotic candle series timeframe. Create instances via the factory methods. Kept separate from CandleSeriesTimeFrame: these types carry extra parameters, and the common struct stays two-field forever.
Added in ATAS 8.0.15.
- ExtendedIndicator
An extended base class for custom indicators that provide additional functionality for drawing, alerts, market data handling, etc.
- Extensions
Contains extension methods for various types.
- FavoriteByDefaultAttribute
Adds the indicator to the user's favorites once, when it first appears in the indicators catalog. Honored only for indicators the platform installed as personal-account modules; any other custom indicator ignores it. Each indicator is seeded at most one time, so a user who removes the star afterwards is not overridden on later launches.
Added in ATAS 8.0.15.
- Filter
Represents a filter with a decimal value type. Inherits from Filter<TValue, TFilter> where
TValueis set to decimal andTFilteris set to Filter. The filter's JSON serialization is handled by the custom converter ATAS.Indicators.Filters.Converters.FilterJsonConverter.
- FilterBase
Base class for filters implementing the IFilter interface.
- FilterBool
Represents a filter with a boolean value type. Inherits from Filter<TValue, TFilter> where
TValueis set to bool andTFilteris set to FilterBool.
- FilterColor
Represents a filter with a value type of System.Windows.Media.Color. Inherits from Filter<TValue, TFilter> where
TValueis set to System.Windows.Media.Color andTFilteris set to FilterColor.
- FilterEnum<TEnum>
Represents a filter whose value is a member of the enumeration
TEnum.
- FilterExtensions
Provides extension methods for working with filters.
- FilterHeatmapTypes
Represents a filter for heatmap types with custom JSON serialization/deserialization.
- FilterInt
Represents a filter for integer values with custom JSON serialization/deserialization.
- FilterKey
Represents a filter for key values with custom JSON serialization/deserialization.
- FilterRangeBase<TValue, TFilter>
Represents an abstract base class for filters that represent a range of values with custom JSON serialization/deserialization.
- FilterRangeInt
Represents a filter that represents a range of integer values with custom JSON serialization/deserialization.
- FilterRangeValue<TValue>
Represents a range of values of type
TValuewith support for property change notifications.
- FilterRenderPen
Represents a filter for PenSettings objects with support for property change notifications.
- FilterString
Represents a filter for string values with support for property change notifications.
- FilterTimeSpan
Represents a filter for System.TimeSpan values with custom JSON serialization/deserialization.
- Filter<TValue>
Represents a filter with a specific value type
TValue. Inherits from Filter<TValue, TFilter> whereTFilteris set to Filter<TValue>.
- Filter<TValue, TFilter>
Generic filter class that implements the IFilterValue interface.
- FixedProfileRequest
Represents a request for a fixed profile with a specific period.
- Indicator
Base class for custom indicators.
- IndicatorCandle
Represents an Indicator Candle.
- IndicatorCategories
Category names for the System.ComponentModel.CategoryAttribute of an indicator, which selects its group in the list of indicators. The list accepts only VolumeOrderFlow, OrderBook, OptionsAnalytics, CommitmentsOfTradersCOT, TechnicalIndicators, CryptoMetrics, Trading and Samples; any other value puts the indicator into Custom. For an indicator from a third-party library the category is honored only when the module was installed from the Personal Area and the attribute is declared directly on the class.
- IndicatorDataProvider
Implementation of the IIndicatorDataProvider interface that provides access to various data and services related to an indicator.
- IndicatorSeries
Represents a custom data series for an indicator, derived from BaseDataSeries<decimal>.
- IndicatorStorageException
Base exception for indicator storage failures.
Not in ATAS 8.0.15 yet: available from the next version.
- InstrumentDailySummary
The statistics of an instrument reported by the exchange (best prices, the last trade, the current and the previous day, the last 24 hours), as the built-in Watchlist columns show them; delivered to Watchlist columns and custom modules. Every value is
nullwhile the data feed has not reported it; which values a feed reports depends on the exchange.Not in ATAS 8.0.15 yet: available from the next version.
- InstrumentInfo
Implementation of the IInstrumentInfo interface representing instrument information.
- LineSeries
Represents a horizontal line with a single value.
- MarketDataArg
Represents a data point in the market.
- MarketDataSubscriptionRequest
Describes a live market-data subscription: the instrument and the data kinds.
Added in ATAS 8.0.15.
- MarketDepthInfoProvider
A class that implements the IMarketDepthInfoProvider interface to provide market depth information.
- MarketDepthSnapshot
Represents the end state of market depth over a specified time period
- MarketDepthSnapshotRequest
Represents a request to retrieve a snapshot of the market depth for a specified time range
- MboAnalyticsDataProviderExtensions
Extension methods for optional MBO analytics support.
Added in ATAS 8.0.15.
- NotifyPropertyChangedBase
Base class for implementing the System.ComponentModel.INotifyPropertyChanged interface.
- ObjectDataSeries
Represents a data series of objects, allowing storing any type of data elements.
- PaintbarsDataSeries
Represents a data series of paintbars, each element is a nullable System.Windows.Media.Color value.
- PriceSelectionDataSeries
Represents a data series of price selection values, each element is a synchronized list of PriceSelectionValue.
- PriceSelectionValue
Represents a class for defining price level selection in clusters and bars. Using in PriceSelectionDataSeries.
- PriceVolumeInfo
Represents information on volumes at a specific price.
- RangeDataSeries
Represents a data series of range values, each element is a RangeValue.
- RangeValue
RangeDataSeries element.
- RedrawArg
Represents the arguments for requesting a redraw of a chart.
- StorageConflictException
Indicates that a storage entry is owned by another incompatible operation.
Not in ATAS 8.0.15 yet: available from the next version.
- StorageEntryInfo
Contains path-free metadata for an indicator storage entry.
Not in ATAS 8.0.15 yet: available from the next version.
- StorageInvalidNameException
Indicates that a logical storage name is invalid.
Not in ATAS 8.0.15 yet: available from the next version.
- StorageNotFoundException
Indicates that a requested storage file does not exist.
Not in ATAS 8.0.15 yet: available from the next version.
- StorageQuotaExceededException
Indicates that an indicator storage quota would be exceeded.
Not in ATAS 8.0.15 yet: available from the next version.
- StorageUnavailableException
Indicates that the current indicator host does not provide storage.
Not in ATAS 8.0.15 yet: available from the next version.
- TradingSessionDescription
Representing a trading session description.
- ValueArea
Represents information on Value area high/low
- ValueChangingEventArgs<TValue>
Provides event arguments for a value changing event.
- ValueDataSeries
Represents a data series of decimal values, each element is a decimal.
- ValueDataSeries.BarColors
Manages colors per bar for the associated ValueDataSeries.
- VolumeFilter
A volume threshold that can be set either in instrument volume units or in money (PLAT-5080).
Not in ATAS 8.0.15 yet: available from the next version.
- VolumeFilterUnitOption
An item of the unit list shown by VolumeFilter editors.
Not in ATAS 8.0.15 yet: available from the next version.
- VolumeValuationExtensions
Helpers for indicators that show volumes in money (PLAT-5080).
Not in ATAS 8.0.15 yet: available from the next version.
Structs
- CandleSeriesInstrument
Identifies an instrument for a candle series request. Provide any one of the keys; they are tried most-specific first: ContractId, SecurityId, Code + Exchange, then Code alone. A plain string converts implicitly to a code-only descriptor.
Added in ATAS 8.0.15.
- CandleSeriesTimeFrame
A candle series timeframe: aggregation type plus its numeric parameter (minutes, seconds, ticks, lots or price-range ticks depending on the type). Create instances via the factory methods.
Added in ATAS 8.0.15.
- FixedProfileResponse
The result of a fixed profile request: the profile of the requested period as candles at the chart price scale and at the instrument tick size. A data provider that does not support fixed profiles returns the default value, in which both candles are null.
- MarketDataPlaybackRange
A played history window, UTC.
<p>Not in ATAS 8.0.15 yet: available from the next version.</p>
- SessionWorkingTime
A trading session working window.
Added in ATAS 8.0.15.
- VolumeValueFactor
Converts a traded volume of an instrument into money of one currency:
money = volume × Multiplier × (PriceDependent ? price : 1).Not in ATAS 8.0.15 yet: available from the next version.
Interfaces
- IAtasAccessTokenProvider
Gives an indicator the access token of the ATAS account the platform is signed in with: an access token of the ATAS identity server (id.atas.net), which ATAS data services check before they answer. The Options X-Ray indicators send it to the options data server, which serves ATAS accounts only. Resolved through IIndicatorServiceProvider; hosts that do not register it have no token to give, and so does a host whose account the identity server does not know.
Not in ATAS 8.0.15 yet: available from the next version.
- ICandleCreator
Represents an interface for creating and managing indicator candles.
- ICandleSeriesSubscription
A live candle series: history plus live updates. Implements ICandleCreator, so it plugs directly into CandlePartSeries (and through it into nested indicators' SourceDataSeries). Dispose to release.
The per-candle events cover LIVE updates only: history snapshots (initial load, reloads) are applied silently to Candles and signalled by Reloaded - re-read the list there instead of expecting OnNewCandle per historical candle.
Threading: OnNewCandle, OnRemoveCandle and OnCandleChanged fire on the SOURCE instrument's data-processing thread — for another instrument this is a different thread than the chart's own callbacks. Handlers must be fast (a slow handler stalls that instrument's data pipeline); use DoActionInGuiThread(Action) for UI work. Loaded continuations run by normal task-scheduling rules (thread pool), not on the source thread. Read Candles from the candle events (or copy a snapshot there) — the list is appended on the source thread.
Added in ATAS 8.0.15.
- ICandlesDataProvider
Provides indicators with candle series of other timeframes and/or other instruments, with history and live updates.
Candle series are a scarce resource: each live series costs a history download and a live tick pipeline. Subscribe to what the indicator analyzes and dispose subscriptions that are no longer needed; the host disposes everything left when the indicator detaches.
Added in ATAS 8.0.15.
- IChart
Interface for a chart containing various chart-related information and methods.
- IChartColorsStore
Interface for accessing colors and pens used in a chart's rendering.
- IChartContainer
Interface for a chart container that holds chart-related information and methods.
- IChartCoordinatesManager
Interface for managing chart coordinates and scaling.
- IContainer
Interface for defining a container that represents a rectangular region.
- IDataSeries
Interface for data series, providing essential properties and methods.
- IDataSeries<T>
Interface for typed data series, providing essential properties and methods.
- IDrawingObjectsListInfo
Interface for providing information about the list of drawing objects on the chart.
- IFilter
Represents a filter with common properties and functionality.
- IFilterEnum
Represents a filter whose value is an enumeration member.
- IFilterValue
Represents a filter with a flexible value that can hold data of any type. Inherits the properties of IFilter.
- IIndicatorContainer
Interface for an indicator container that holds indicator-related information and methods.
- IIndicatorDataProvider
Represents a data provider for an indicator, providing access to various data and services related to the indicator.
- IIndicatorServiceProvider
Provides indicators with the services registered for them by the host application.
Added in ATAS 8.0.15.
- IIndicatorStorage
Provides path-free access to storage owned by the current indicator.
Not in ATAS 8.0.15 yet: available from the next version.
- IInstrumentInfo
Interface representing instrument information.
- IInstrumentMarketDataProvider
Provides indicators with live market data (trades, best bid/ask, order book) of other instruments, with the same lifecycle guarantees as the candle series API: subscriptions are disposable, and everything an indicator leaves behind is released when it detaches from the chart.
Added in ATAS 8.0.15.
- IIntCandle
Represents an interface for an integer-based candle.
- IKeyboardInfo
Interface for providing information about the keyboard state.
- IKnowFixedProfiles
Represents an interface for objects that know fixed profiles and can request them.
- IMarketByOrdersCache
Interface for manager that provides access to market by orders cache.
- IMarketByOrdersDataProvider
Interface for manager that provides access to market by order data.
- IMarketByOrdersWithTradesCache
Interface for manager that provides access to market by orders and trades cache.
- IMarketDataModeProvider
Tells an indicator whether the platform shows the live market or plays history (Market Replay). Indicators that load external data by time use it to stop taking live updates during replay and to know which window is played. Resolved through IIndicatorServiceProvider; hosts that do not register it have no replay, so its absence means live.
Not in ATAS 8.0.15 yet: available from the next version.
- IMarketDataSubscription
A live market-data subscription for one instrument. Dispose to release.
Threading: every event fires on the SOURCE instrument's data-processing thread - for another instrument this is a different thread than the chart's own callbacks. Handlers must be fast (a slow handler stalls that instrument's data pipeline); use DoActionInGuiThread(Action) for UI work.
Added in ATAS 8.0.15.
- IMarketDepthInfoProvider
Interface for providing market depth information.
- IMarketTimeProvider
Provides the current market and UTC time and timers driven by market data time.
- IMouseLocationInfo
Interface for providing information about the mouse location within the chart.
- INotifyPanelPropertyChanged
Notifies clients that a panel property value has changed.
- IOnlineDataProvider
Interface for an online data provider that provides access to real-time market data.
- IOptionQuoteSubscription
A live subscription to one option's quotes. Dispose to unsubscribe.
Added in ATAS 8.0.15.
- IOptionsDataProvider
Provides indicators with access to options data (series, chains and live quotes) whose underlying is the chart's security.
The data source is the connector of the chart's selected portfolio when it supports options; otherwise any connected options-capable connector that resolves the chart's instrument (see IsAvailable). Quote updates are delivered on data-processing threads - use DoActionInGuiThread(Action) for any UI work.
Options data is real-time only: an indicator accumulates it from the moment of subscription, there is no historical options data for past bars.
Added in ATAS 8.0.15.
- IPlatformSettings
Interface for accessing platform settings.
- IPropertiesEditor
The settings editor (property grid) that shows the settings of an indicator; lets the indicator expand and collapse setting categories and expandable properties. The platform passes it through PropertiesEditor.
- IPropertiesEditorOwner
An object whose settings can be shown in the platform's settings editor (property grid).
- IStorageAppendSession
Represents an ordered append operation.
Not in ATAS 8.0.15 yet: available from the next version.
- IStorageWriteSession
Represents an atomic create-or-replace operation.
Not in ATAS 8.0.15 yet: available from the next version.
- ISupportedPriceInfo
Represents an interface for supporting price information.
- ITimeMarketDataCache<T>
Cache that holds recent items based on a specified amount of time.
- ITradesCache
Interface for manager that provides access to trades cache.
- ITradingManager
Interface representing a trading manager for handling trading-related operations.
- ITradingVolumeInfo
Interface for providing information about the volume selector.
- IVolumeSelectorItem
Interface representing the volume template
- IVolumeValuation
Values traded volumes of one instrument in money (PLAT-5080). Provided by the platform through Valuation.
Not in ATAS 8.0.15 yet: available from the next version.
Enums
- CandleSeriesExoticType
Parameter-heavy aggregation types served by ICandlesDataProvider through ExoticTimeFrame.
Added in ATAS 8.0.15.
- CandleSeriesPeriodType
Candle aggregation period types supported by ICandlesDataProvider.
Added in ATAS 8.0.15.
- CandleTooltipAnchor
Determines which point of the candle is used as the tooltip anchor.
Added in ATAS 8.0.15.
- CandleVisualMode
Visualization mode in CandleDataSeries.
- ChartVisualModes
Enumerates the visual modes available for displaying price chart data on a chart.
- ContractRolloverType
Specifies the type of contract rollover calculation to use.
Added in ATAS 8.0.15.
- CumulativeTradesMode
Specifies the mode used to filter cumulative trades by their aggregated volume.
Added in ATAS 8.0.15.
- DataSeriesType
Enum representing different types of data series available.
- DrawingLayouts
Enumerates the different drawing layouts available for chart drawings.
- FixedProfilePeriods
Enumeration representing fixed profile periods.
- FootprintColorSchemes
Footprint (cluster) color schemes: how the price levels of a footprint candle are filled. Used by FootprintColorScheme. Proportional schemes scale against the maximum chosen by the chart's footprint proportion setting (per candle, across the loaded data, or a custom value).
- FootprintContentModes
Footprint (cluster) content modes: which values are printed as text in each price level of a footprint candle. Used by FootprintContentMode.
- FootprintVisualModes
Footprint (cluster) visual modes: the shape drawn for each price level of a footprint candle. Used by FootprintVisualMode. Histogram lengths scale against the maximum chosen by the chart's footprint proportion setting (per candle, across the loaded data, or a custom value).
- MarketDataSubscriptionTypes
Kinds of live market data an IMarketDataSubscription delivers.
Added in ATAS 8.0.15.
- MarketDataType
Specifies the type of market data.
- ObjectType
Enumeration representing different types of graphic objects for PriceSelectionDataSeries.
- SelectionType
Enumeration representing different types of selection for a price level.
- StorageEntryKind
Describes the logical kind of an indicator storage entry.
Not in ATAS 8.0.15 yet: available from the next version.
- TradeDirection
Represents the possible trade directions.
- VisualMode
Represents the visual modes available for displaying data series on a chart.
- VolumeFilterUnit
Unit a VolumeFilter threshold is set in.
Not in ATAS 8.0.15 yet: available from the next version.