OpenMAMA
Wombat::MamdaTradeFields Class Reference

Utility cache of MamaFieldDescriptors which are used internally by the API when accessing trade related fields from update messages. More...

#include <MamdaTradeFields.h>

Static Public Member Functions

static void setDictionary (const MamaDictionary &dictionary)
static void reset ()
 Reset the dictionary for trade update fields.
static uint16_t getMaxFid ()
static bool isSet ()

Static Public Attributes

static const MamaFieldDescriptor * TRADE_PRICE
static const MamaFieldDescriptor * TRADE_DATE
static const MamaFieldDescriptor * TRADE_SIDE
static const MamaFieldDescriptor * AGGRESSOR_SIDE
static const MamaFieldDescriptor * TRADE_TIME
static const MamaFieldDescriptor * LAST_PRICE
static const MamaFieldDescriptor * LAST_VOLUME
static const MamaFieldDescriptor * LAST_DATE_TIME
static const MamaFieldDescriptor * LAST_PART_ID
static const MamaFieldDescriptor * LAST_DIRECTION
static const MamaFieldDescriptor * NET_CHANGE
static const MamaFieldDescriptor * PCT_CHANGE
static const MamaFieldDescriptor * TRADE_SIZE
static const MamaFieldDescriptor * TOTAL_VOLUME
static const MamaFieldDescriptor * OFF_EXCHANGE_TOTAL_VOLUME
static const MamaFieldDescriptor * ON_EXCHANGE_TOTAL_VOLUME
static const MamaFieldDescriptor * TRADE_UNITS
static const MamaFieldDescriptor * HIGH_PRICE
static const MamaFieldDescriptor * LOW_PRICE
static const MamaFieldDescriptor * OPEN_PRICE
static const MamaFieldDescriptor * CLOSE_PRICE
static const MamaFieldDescriptor * CLOSE_DATE
static const MamaFieldDescriptor * PREV_CLOSE_PRICE
static const MamaFieldDescriptor * PREV_CLOSE_DATE
static const MamaFieldDescriptor * ADJ_PREV_CLOSE
static const MamaFieldDescriptor * PREV_VOLUME
static const MamaFieldDescriptor * TRADE_SEQNUM
static const MamaFieldDescriptor * TRADE_QUALIFIER
static const MamaFieldDescriptor * TRADE_PART_ID
static const MamaFieldDescriptor * TOTAL_VALUE
static const MamaFieldDescriptor * OFF_EXCHANGE_TOTAL_VALUE
static const MamaFieldDescriptor * ON_EXCHANGE_TOTAL_VALUE
static const MamaFieldDescriptor * VWAP
static const MamaFieldDescriptor * OFF_EXCHANGE_VWAP
static const MamaFieldDescriptor * ON_EXCHANGE_VWAP
static const MamaFieldDescriptor * STD_DEV
static const MamaFieldDescriptor * STD_DEV_SUM
static const MamaFieldDescriptor * STD_DEV_SUM_SQUARES
static const MamaFieldDescriptor * SALE_CONDITION
static const MamaFieldDescriptor * SELLERS_SALE_DAYS
static const MamaFieldDescriptor * IS_IRREGULAR
static const MamaFieldDescriptor * IRREG_PART_ID
static const MamaFieldDescriptor * IRREG_PRICE
static const MamaFieldDescriptor * IRREG_SIZE
static const MamaFieldDescriptor * IRREG_TIME
static const MamaFieldDescriptor * ORIG_PART_ID
static const MamaFieldDescriptor * ORIG_PRICE
static const MamaFieldDescriptor * ORIG_SIZE
static const MamaFieldDescriptor * ORIG_SEQNUM
static const MamaFieldDescriptor * ORIG_TRADE_QUALIFIER
static const MamaFieldDescriptor * ORIG_SALE_CONDITION
static const MamaFieldDescriptor * ORIG_SELLERS_SALE_DAYS
static const MamaFieldDescriptor * ORIG_STOP_STOCK_IND
static const MamaFieldDescriptor * STOP_STOCK_IND
static const MamaFieldDescriptor * CORR_PART_ID
static const MamaFieldDescriptor * CORR_PRICE
static const MamaFieldDescriptor * CORR_SIZE
static const MamaFieldDescriptor * CORR_TRADE_QUALIFIER
static const MamaFieldDescriptor * CORR_SALE_CONDITION
static const MamaFieldDescriptor * CORR_TRADE_ID
static const MamaFieldDescriptor * CORR_SELLERS_SALE_DAYS
static const MamaFieldDescriptor * CORR_STOP_STOCK_IND
static const MamaFieldDescriptor * CORR_TIME
static const MamaFieldDescriptor * CANCEL_TIME
static const MamaFieldDescriptor * TRADE_ID
static const MamaFieldDescriptor * ORIG_TRADE_ID
static const MamaFieldDescriptor * PRIMARY_EXCH
static const MamaFieldDescriptor * TRADE_COUNT
static const MamaFieldDescriptor * BLOCK_COUNT
static const MamaFieldDescriptor * BLOCK_VOLUME
static const MamaFieldDescriptor * ORDER_ID
static const MamaFieldDescriptor * UPDATE_AS_TRADE
static const MamaFieldDescriptor * CURRENCY_CODE
static const MamaFieldDescriptor * SETTLE_PRICE
static const MamaFieldDescriptor * SETTLE_DATE
static const MamaFieldDescriptor * HIGH_SEQNUM
static const MamaFieldDescriptor * LOW_SEQNUM
static const MamaFieldDescriptor * LAST_SEQNUM
static const MamaFieldDescriptor * TOTAL_VOLUME_SEQNUM
static const MamaFieldDescriptor * UNIQUE_ID
static const MamaFieldDescriptor * TRADE_ACTION
static const MamaFieldDescriptor * TRADE_EXEC_VENUE
static const MamaFieldDescriptor * OFF_EXCHANGE_TRADE_PRICE
static const MamaFieldDescriptor * ON_EXCHANGE_TRADE_PRICE
static const MamaFieldDescriptor * TRADE_CONTRIBUTORS
static const MamaFieldDescriptor * GENERIC_FLAG
static const MamaFieldDescriptor * TRADE_RECAPS
static const MamaFieldDescriptor * SHORT_SALE_CIRCUIT_BREAKER
static const MamaFieldDescriptor * ORIG_SHORT_SALE_CIRCUIT_BREAKER
static const MamaFieldDescriptor * CORR_SHORT_SALE_CIRCUIT_BREAKER

Detailed Description

Utility cache of MamaFieldDescriptors which are used internally by the API when accessing trade related fields from update messages.

This class should be initialized prior to using the MamdaTradeListener by calling setDictionary() with a valid dictionary object which contains trade related fields.

Member Function Documentation

static void Wombat::MamdaTradeFields::setDictionary ( const MamaDictionary &  dictionary)
static
static void Wombat::MamdaTradeFields::reset ( )
static

Reset the dictionary for trade update fields.

static uint16_t Wombat::MamdaTradeFields::getMaxFid ( )
static
static bool Wombat::MamdaTradeFields::isSet ( )
static

Member Data Documentation

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_DATE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_SIDE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::AGGRESSOR_SIDE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_TIME
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_VOLUME
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_DATE_TIME
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_PART_ID
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_DIRECTION
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::NET_CHANGE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::PCT_CHANGE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_SIZE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TOTAL_VOLUME
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::OFF_EXCHANGE_TOTAL_VOLUME
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ON_EXCHANGE_TOTAL_VOLUME
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_UNITS
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::HIGH_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::LOW_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::OPEN_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CLOSE_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CLOSE_DATE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::PREV_CLOSE_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::PREV_CLOSE_DATE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ADJ_PREV_CLOSE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::PREV_VOLUME
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_SEQNUM
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_QUALIFIER
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_PART_ID
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TOTAL_VALUE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::OFF_EXCHANGE_TOTAL_VALUE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ON_EXCHANGE_TOTAL_VALUE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::VWAP
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::OFF_EXCHANGE_VWAP
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ON_EXCHANGE_VWAP
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::STD_DEV
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::STD_DEV_SUM
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::STD_DEV_SUM_SQUARES
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::SALE_CONDITION
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::SELLERS_SALE_DAYS
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::IS_IRREGULAR
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::IRREG_PART_ID
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::IRREG_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::IRREG_SIZE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::IRREG_TIME
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_PART_ID
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_SIZE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_SEQNUM
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_TRADE_QUALIFIER
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_SALE_CONDITION
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_SELLERS_SALE_DAYS
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_STOP_STOCK_IND
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::STOP_STOCK_IND
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_PART_ID
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_SIZE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_TRADE_QUALIFIER
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_SALE_CONDITION
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_TRADE_ID
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_SELLERS_SALE_DAYS
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_STOP_STOCK_IND
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_TIME
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CANCEL_TIME
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_ID
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_TRADE_ID
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::PRIMARY_EXCH
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_COUNT
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::BLOCK_COUNT
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::BLOCK_VOLUME
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORDER_ID
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::UPDATE_AS_TRADE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CURRENCY_CODE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::SETTLE_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::SETTLE_DATE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::HIGH_SEQNUM
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::LOW_SEQNUM
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_SEQNUM
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TOTAL_VOLUME_SEQNUM
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::UNIQUE_ID
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_ACTION
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_EXEC_VENUE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::OFF_EXCHANGE_TRADE_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ON_EXCHANGE_TRADE_PRICE
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_CONTRIBUTORS
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::GENERIC_FLAG
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_RECAPS
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::SHORT_SALE_CIRCUIT_BREAKER
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_SHORT_SALE_CIRCUIT_BREAKER
static
const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_SHORT_SALE_CIRCUIT_BREAKER
static

The documentation for this class was generated from the following file:


© 2012 Linux Foundation