Добрый день Имею исторические данные (сделки - trades.bin). Для тестирования стратегии нужен стакан, поэтому для его генерации использую connector.RegisterMarketDepth(new TrendMarketDepthGenerator(connector.GetSecurityId(security)). У HistoryEmulationConnector QuoteChangeMessage (так же правило this.Security.WhenMarketDepthChanged в стратегии) приходит раз минуту. Пробовал менять: 1) connector = new HistoryEmulationConnector(secProvider, new { portfolio }) { ... HistoryMessageAdapter = { ... MarketTimeChangedInterval = TimeSpan.FromSeconds(1) }, MarketTimeChangedInterval = TimeSpan.FromSeconds(1), } 2) connector.RegisterMarketDepth(new TrendMarketDepthGenerator(connector.GetSecurityId(security)) { Interval = TimeSpan.FromSeconds(1), GenerateDepthOnEachTrade = true } Изменение стакана всё равно происходит раз в минуту. Как настроить HistoryEmulationConnector, чтобы изменить частоту появления QuoteChangeMessage сообщений (connector.NewMessage и this.Security.WhenMarketDepthChanged в стратегии) и изменять стакан с приходом сделки (GenerateDepthOnEachTrade = true)? Код создан на основе проекта SampleHistoryTesting. HistoryTest.zip static void Main(string args) { Console.ForegroundColor = ConsoleColor.Black; var exchangeInfoProvider = new InMemoryExchangeInfoProvider(); var idStr = \"SBER@TQBR\"; var id = idStr.ToSecurityId(); var secCode = id.SecurityCode; var board = exchangeInfoProvider.GetOrCreateBoard(id.BoardCode); var security = new Security { Id = \"SBER@TQBR\", Code = secCode, Board = board, }; var storageRegistry = new StorageRegistry { DefaultDrive = new LocalMarketDataDrive(@\"H:\\rep\\History\\MarketData\") }; var startTime = (new DateTime(2020, 2, 1)).UtcKind(); var stopTime = (new DateTime(2020, 2, 5)).UtcKind(); var portfolio = Portfolio.CreateSimulator(); var secProvider = (ISecurityProvider)new CollectionSecurityProvider(new { security }); var connector = new HistoryEmulationConnector(secProvider, new { portfolio }) { EmulationAdapter = { Settings = { MatchOnTouch = false, }, }, HistoryMessageAdapter = { StorageRegistry = storageRegistry, MarketTimeChangedInterval = TimeSpan.FromSeconds(1) }, MarketTimeChangedInterval = TimeSpan.FromSeconds(1), }; var series = new CandleSeries(typeof(TimeFrameCandle), security, TimeSpan.FromHours(1)) { BuildCandlesMode = MarketDataBuildModes.Build, BuildCandlesFrom2 = null, }; var strategy = new SmaStrategy(series) { Volume = 1, Portfolio = portfolio, Security = security, Connector = connector, LogLevel = LogLevels.Info, }; connector.HistoryMessageAdapter.StartDate = startTime; connector.HistoryMessageAdapter.StopDate = stopTime; connector.SecurityReceived += (subscr, s) =\u003e { connector.SubscribeMarketDepth(security); connector.RegisterMarketDepth(new TrendMarketDepthGenerator(connector.GetSecurityId(security)) { Interval = TimeSpan.FromSeconds(1), MaxAsksDepth = 10, MaxBidsDepth = 10, UseTradeVolume = true, MaxVolume = 1000, MinSpreadStepCount = 2, MaxSpreadStepCount = 5, MaxPriceStepCount = 3, GenerateDepthOnEachTrade = true }); strategy.Start(); connector.Start(); }; connector.NewMessage += message =\u003e { if (message is QuoteChangeMessage quoteMsg) { Console.BackgroundColor = ConsoleColor.Cyan; Console.WriteLine(quoteMsg); } }; connector.Connect(); Console.ReadLine(); }