StockSharp.Messages
5.0.242
Prefix Reserved
dotnet add package StockSharp.Messages --version 5.0.242
NuGet\Install-Package StockSharp.Messages -Version 5.0.242
<PackageReference Include="StockSharp.Messages" Version="5.0.242" />
<PackageVersion Include="StockSharp.Messages" Version="5.0.242" />
<PackageReference Include="StockSharp.Messages" />
paket add StockSharp.Messages --version 5.0.242
#r "nuget: StockSharp.Messages, 5.0.242"
#:package StockSharp.Messages@5.0.242
#addin nuget:?package=StockSharp.Messages&version=5.0.242
#tool nuget:?package=StockSharp.Messages&version=5.0.242
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 | 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. |
-
net10.0
- Ecng.Linq (>= 1.0.184)
- Ecng.Logging (>= 1.0.190)
- StockSharp.Localization (>= 5.0.232)
NuGet packages (37)
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 |
|
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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 |
|---|---|---|
| 5.0.242 | 89 | 8/15/2026 |
| 5.0.241 | 326 | 8/11/2026 |
| 5.0.240 | 188 | 8/5/2026 |
| 5.0.239 | 371 | 7/30/2026 |
| 5.0.238 | 309 | 7/28/2026 |
| 5.0.237 | 134 | 7/17/2026 |
| 5.0.236 | 134 | 7/9/2026 |
| 5.0.235 | 157 | 6/21/2026 |
| 5.0.234 | 217 | 6/17/2026 |
| 5.0.233 | 128 | 6/14/2026 |
| 5.0.232 | 186 | 6/8/2026 |
| 5.0.231 | 145 | 6/3/2026 |
| 5.0.230 | 137 | 5/31/2026 |
| 5.0.229 | 222 | 5/4/2026 |
| 5.0.228 | 501 | 3/17/2026 |
| 5.0.227 | 253 | 3/6/2026 |
| 5.0.226 | 178 | 3/1/2026 |
| 5.0.225 | 361 | 2/19/2026 |
| 5.0.224 | 540 | 2/2/2026 |
| 5.0.223 | 581 | 11/20/2025 |
Point the side's remark at the property it names
Let an execution say it states no side
Name a stop order's state and its two kinds
Hand an addressed reply to the subscription it names
Quote a widened price the instrument can actually trade at
Move the shared MSBuild props into props/
Use shared multicast async invocation
Updated Ecng.Linq to 1.0.184.
Updated Ecng.Logging to 1.0.190.