OpenMAMA
Wombat Namespace Reference

MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields. More...

Classes

class  MamdaAuctionFields
class  MamdaAuctionHandler
 MamdaAuctionHandler is an interface for applications that want to have an easy way to access currency data. More...
class  MamdaAuctionListener
 MamdaAuctionListener is a class that specializes in handling currency data, Developers provide their own implementation of the MamdaAuctionHandler interface and will be delivered notifications for updates in the currency data. More...
class  MamdaAuctionRecap
 MamdaAuctionRecap is an interface that provides access to the currency related fields. More...
class  MamdaAuctionUpdate
 MamdaAuctionUpdate is an interface that provides access to the currency related fields. More...
class  MamdaBasicEvent
 MamdaBasicEvent is a superclass interface that provides access to common event related fields. More...
class  MamdaBasicRecap
 MamdaBasicRecap is an interface that provides access to recap related fields. More...
class  MamdaBasicSubscription
 A MamdaBasicSubscription is used to register interest in a particular symbol. More...
class  MamdaCheckerHandler
 MamdaCheckerHandler is an interface for applications that want to handle the results of the MamdaQuoteChecker and MamdaTradeChecker. More...
class  MamdaCommonFields
 Utility cache of MamaFieldDescriptors which are used internally by the API when accessing common fields from update messages. More...
class  MamdaConcreteBasicEvent
 MamdaConcreteBasicEvent is intended to be used to help implement concrete versions of various classes derived from MamdaBasicEvent. More...
class  MamdaCurrencyFields
class  MamdaCurrencyHandler
 MamdaCurrencyHandler is an interface for applications that want to have an easy way to access currency data. More...
class  MamdaCurrencyListener
 MamdaCurrencyListener is a class that specializes in handling currency data, Developers provide their own implementation of the MamdaCurrencyHandler interface and will be delivered notifications for updates in the currency data. More...
class  MamdaCurrencyRecap
 MamdaCurrencyRecap is an interface that provides access to the currency related fields. More...
class  MamdaCurrencyUpdate
 MamdaCurrencyUpdate is an interface that provides access to the currency related fields. More...
class  MamdaDataException
 MAMDA data exceptions. More...
class  MamdaErrorListener
 MamdaErrorListener defines an interface for handling error notifications for a MamdaSubscription. More...
class  MamdaBasicErrorListener
 MamdaBasicErrorListener defines an interface for handling error notifications for a MamdaBasicSubscription. More...
class  MamdaFields
class  MamdaFundamentalFields
class  MamdaFundamentalHandler
 MamdaFundamentalHandler is an interface for applications that want to have an easy way to access fundamental equity pricing/analysis attributes, indicators and ratios. More...
class  MamdaFundamentalListener
 MamdaFundamentalListener is a class that specializes in handling fundamental equity pricing/analysis attributes, indicators and ratios. More...
class  MamdaFundamentals
 MamdaFundamentals is an interface that provides access to the fundamental equity pricing/analysis attributes, indicators and ratios. More...
class  MamdaLock
class  MamdaMsgListener
 MamdaMsgListener defines an interface for handling MAMA messages for a MamdaSubscription. More...
class  MamdaBasicMsgListener
 MamdaBasicMsgListener defines an interface for handling MAMA messages for a MamdaBasicSubscription. More...
class  MamdaMultiParticipantHandler
 The MamdaMultiParticipantHandler class is an interface that allows a developer to be notified dynamically when participants are added to the list. More...
class  MamdaMultiParticipantManager
 MamdaMultiParticipantManager is a class that manages updates on a consolidated basis for securities that may be traded on multiple exchanges and which may have a national best bid and offer. More...
class  MamdaMultiSecurityHandler
 The MamdaMultiSecurityHandler class is an interface that allows a developer to be notified dynamically when securities are added to the list. More...
class  MamdaMultiSecurityManager
 MamdaMultiSecurityManager is a class that manages updates on an arbitrary number of securities that may be traded on multiple exchanges. More...
class  MamdaOrderImbalanceFields
 Utility cache of MamaFieldDescriptors which are used internally by the API when accessing imbalance related fields from update messages. More...
class  MamdaOrderImbalanceHandler
 MamdaOrderImbalanceHandler is an interface for applications that want to have an easy way to handle order imbalance updates. More...
class  MamdaOrderImbalanceListener
 A MamdaOrderImbalanceListener is class that specializes in handling an imbalance order updates. More...
class  MamdaOrderImbalanceRecap
class  MamdaOrderImbalanceSide
class  MamdaOrderImbalanceType
class  MamdaOrderImbalanceUpdate
class  MamdaPubStatus
 MamdaPubStatus is an interface that provides access to the Security Status fields such as symbol announce messages. More...
class  MamdaPubStatusFields
class  MamdaPubStatusHandler
 MamdaPubStatusHandler is an interface for applications that want to have an easy way to handle feed handler publisher status updates. More...
class  MamdaPubStatusListener
 MamdaPubStatusListener is a class that specializes in handling Publisher (Feed Handler) Status updates. More...
class  MamdaQualityListener
 MamdaQualityListener defines an interface for handling changes in quality notifications for a MamdaSubscription. More...
class  MamdaBasicQualityListener
 MamdaBasicQualityListener defines an interface for handling changes in quality notifications for a MamdaBasicSubscription. More...
class  MamdaQuery
class  MamdaOrQuery
class  MamdaAndQuery
class  MamdaEqualsQuery
class  MamdaDateQuery
class  MamdaContainsAllQuery
class  MamdaContainsQuery
class  MamdaQuoteChecker
 MamdaQuoteChecker is a class that provides quotes sanity checking by periodically requesting snapshots of the quotes from the publisher and comparing that with an quotes being maintained in real time. More...
class  MamdaQuoteClosing
 MamdaQuoteClosing is an interface that provides access to quote closing related fields. More...
class  MamdaQuoteFields
 Utility cache of MamaFieldDescriptors which are used internally by the API when accessing quote related fields from update messages. More...
class  MamdaQuoteGap
 MamdaQuoteGap is an interface that provides access to quote gap related fields. More...
class  MamdaQuoteHandler
 MamdaQuoteHandler is an interface for applications that want to have an easy way to handle quote updates. More...
class  MamdaQuoteListener
 MamdaQuoteListener is a class that specializes in handling quote updates. More...
class  MamdaQuoteOutOfSequence
 MamdaQuoteOutOfSequence is an interface that provides access to fields related to quote updates. More...
class  MamdaQuotePossiblyDuplicate
 MamdaQuotePossiblyDuplicate is an interface that provides access to fields related to quote updates which are possible duplicates of previous quote updates. More...
class  MamdaQuoteRecap
 MamdaQuoteRecap is an interface that provides access to quote related fields. More...
class  MamdaQuoteUpdate
 MamdaQuoteUpdate is an interface that provides access to fields related to quote updates. More...
class  MamdaSecStatus
 MamdaSecStatus is an interface that provides access to the Security Status fields such as symbol announce messages. More...
class  MamdaSecStatusFields
 Utility cache of MamaFieldDescriptors which are used internally by the API when accessing security status related fields from update messages. More...
class  MamdaSecStatusHandler
 MamdaSecStatusHandler is an interface for applications that want to have an easy way to handle security status updates. More...
class  MamdaSecStatusListener
 MamdaSecurityStatusListener is a class that specializes in handling security status updates. More...
class  MamdaSecStatusRecap
 MamdaSecStatus is an interface that provides access to the Security Status fields such as symbol announce messages. More...
class  MamdaSecStatusSymbolSourceAdapter
 MamdaSecStatusSymbolSourceAdapter is a simple adapter class that can be added as a handler to the MamdaSecStatusListener turning it into a MamdaSymbolSource. More...
class  MamdaSubscription
 A MamdaSubscription is used to register interest in a particular symbol and source. More...
class  MamdaSymbolSourceEvent
 MamdaSymbolSourceEvent is an interface that provides access to a sourced symbol name. More...
class  MamdaSymbolSourceHandler
 MamdaSymbolSourceHandler is an interface for applications that want to have an easy way to handle newly sourced symbol events. More...
class  MamdaTradeCancelOrError
 MamdaTradeCancelOrError is an interface that provides access to trade cancellation related fields. More...
class  MamdaTradeChecker
 MamdaTradeChecker is a class that provides trades sanity checking by periodically requesting snapshots of the trades from the publisher and comparing that with an trades being maintained in real time. More...
class  MamdaTradeClosing
 MamdaTradeClosing is an interface that provides access to trade closing related fields. More...
class  MamdaTradeCorrection
 MamdaTradeCorrection is an interface that provides access to trade correction related fields. More...
class  MamdaTradeFields
 Utility cache of MamaFieldDescriptors which are used internally by the API when accessing trade related fields from update messages. More...
class  MamdaTradeGap
 MamdaTradeGap is an interface that provides access to trade gap related fields. More...
class  MamdaTradeHandler
 MamdaTradeHandler is an interface for applications that want to have an easy way to handle trade updates. More...
class  MamdaTradeListener
 MamdaTradeListener is a class that specializes in handling trade updates. More...
class  MamdaTradeOutOfSequence
 MamdaTradeOutOfSequence is an interface that provides access to fields related to trade updates which have been identified as being out of sequence with previous update (e.g. More...
class  MamdaTradePossiblyDuplicate
 MamdaTradePossiblyDuplicate is an interface that provides access to fields related to trade updates which have been identified as being possible duplicates of previous updates. More...
class  MamdaTradeRecap
 MamdaTradeRecap is an interface that provides access to trade related fields. More...
class  MamdaTradeReport
 MamdaTradeReport is an interface that provides access to fields related to a trade report. More...
class  MamdaBookAtomicBookHandler
 MamdaBookAtomicBookHandler is an interface for applications that need to know when a MamdaBookAtomicListener finishes processing a single book update. More...
class  MamdaBookAtomicGap
 MamdaBookAtomicGap is an interface that provides access to order book atomic update gap related fields. More...
class  MamdaBookAtomicLevel
 MamdaBookAtomicLevel is an interface that provides access to trade related fields. More...
class  MamdaBookAtomicLevelEntry
 MamdaBookAtomicLevel is an interface that provides access to Price Level and Price Level Entry fields. More...
class  MamdaBookAtomicLevelEntryHandler
 MamdaBookAtomicLevelEntryHandler is an interface for applications that want to have an easy way to handle order book Price Level & Entry updates. More...
class  MamdaBookAtomicLevelHandler
 MamdaBookAtomicLevelHandler is an interface for applications that want to have an easy way to handle order book Price Level updates. More...
class  MamdaBookAtomicListener
 MamdaBookAtomicListener is a class that specializes in handling order book updates. More...
class  MamdaOrderBook
 MamdaOrderBook is a class that provides order book functionality, including iterators over price levels and entries within price levels. More...
class  MamdaOrderBookBasicDelta
 MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta. More...
class  MamdaOrderBookBasicDeltaList
 MamdaOrderBookBasicDeltaList is a class that saves information about an order book delta that involves multiple entries and/or price levels. More...
class  MamdaOrderBookChecker
 MamdaOrderBookChecker is a class that provides order book sanity checking by periodically requesting snapshots of the order book from the publisher and comparing that with an order book being maintained in real time. More...
class  MamdaOrderBookCheckerHandler
 MamdaOrderBookCheckerHandler is an interface for applications that want to handle the results of the MamdaOrderBookChecker. More...
class  MamdaOrderBookClear
 MamdaOrderBookClear is an interface that provides access to order book related fields. More...
class  MamdaOrderBookComplexDelta
 MamdaOrderBookComplexDelta is a class that saves information about a complex order book delta. More...
class  MamdaOrderBookConcreteComplexDelta
 MamdaOrderBookConcreteComplexDelta is a class that saves information about a complex order book delta. More...
class  MamdaOrderBookConcreteSimpleDelta
 MamdaOrderBookConcreteSimpleDelta is a class that saves information about a simple order book delta. More...
class  MamdaOrderBookDelta
 MamdaOrderBookDelta is an interface that provides access to order book related fields. More...
class  MamdaOrderBookEntry
 MamdaOrderBookEntry is a class that represents an entry within a price level of an order book. More...
class  MamdaOrderBookEntryFilter
class  MamdaOrderBookEntryManager
 MamdaOrderBookEntryManager is a class that provides a global order book lookup service, matching entry IDs that are unique across a set of order books. More...
class  MamdaOrderBookException
 MamdaOrderBookException is generated when an inconsistent state is detected in an order book. More...
class  MamdaOrderBookDuplicateEntry
 MamdaOrderBookDuplicateEntry is generated when an existing entry is unexpectedly encountered when updating a MamdaOrderBook or MamdaOrderBookEntryManager. More...
class  MamdaOrderBookMissingEntry
 MamdaOrderBookMissingEntry is generated when an expected entry is not found when updating a MamdaOrderBook or MamdaOrderBookEntryManager. More...
class  MamdaOrderBookInvalidEntry
 MamdaOrderBookInvalidEntry is generated when an entry is applied as an update to or deletion from an order book but the internal references to price level and/or order book do not exist. More...
class  MamdaOrderBookFields
 Utility cache of MamaFieldDescriptors which are used internally by the API when accessing orderbook related fields from update messages. More...
class  MamdaOrderBookGap
 MamdaOrderBookGap is an interface that provides access to order book gap related fields. More...
class  MamdaOrderBookHandler
 MamdaOrderBookHandler is an interface for applications that want to have an easy way to handle order book updates. More...
class  MamdaOrderBookListener
 MamdaOrderBookListener is a class that specializes in handling order book updates. More...
class  MamdaOrderBookPriceLevel
 MamdaOrderBookPriceLevel is a class that provides a price level type for order books. More...
class  MamdaOrderBookRecap
 MamdaOrderBookRecap is an interface that provides access to order book related fields. More...
class  MamdaOrderBookSimpleDelta
 MamdaOrderBookSimpleDelta is a class that saves information about a simple order book delta. More...
class  MamdaOrderBookTypes
 MamdaOrderBookTypes is a class that provides order book related typed. More...
class  MamdaOptionChain
 MamdaOptionChain is a specialized class to represent market data option chains. More...
class  MamdaOptionChainHandler
 Subclasses of this interface can be registered with the MamdaOptionChainListener in order to receive callbacks whenever the state of the underlying option chain changes on receipt of options updates. More...
class  MamdaOptionChainListener
 MamdaOptionChainListener is a class that specializes in handling and managing option chain updates. More...
class  MamdaOptionChainView
 A class that represents a "view" of a subset of an option chain. More...
class  MamdaOptionChainViewRangeHandler
 Class to handle change in a MamdaOptionChainView range. More...
class  MamdaOptionContract
 A class that represents a single option contract. More...
struct  char_str_less_than
class  MamdaOptionContractSet
 A class that represents a set of option contracts at a given strike price. More...
class  MamdaOptionExchangeUtils
 A class with static utility functions for dealing with exchanges. More...
class  MamdaOptionExpirationDateSet
 A class that represents a set of expiration dates, each of which contains a set of strike prices, each of which contains a set of option contracts, each of which contains exchange-specific contracts. More...
class  MamdaOptionExpirationStrikes
 A class that represents a set of strike prices at a particular expiration date. More...
class  MamdaOptionFields
 Utility cache of MamaFieldDescriptors which are used internally by the API when accessing options related fields from update messages. More...
class  MamdaOptionSeriesUpdate
 MamdaOptionSeriesUpdate is an interface that provides access to fields related to option series update events. More...
class  MamdaOptionStrikeSet
 A class that represents the call and put contract sets at a given strike price. More...
class  MamdaNewsFields
class  MamdaNewsHeadline
 MamdaNewsHeadline represents a news headline and includes information about many types of meta-data attributes associated with the headline. More...
class  MamdaNewsHeadlineHandler
 MamdaNewsHandler is an interface for applications that want to have an easy way to handle news headlines. More...
class  MamdaNewsManager
 MamdaNewsManager provides a class for managing access to streaming news headlines, headline queries, individual story queries, etc. More...
class  MamdaNewsMetaData
 MamdaNewsMetaData represents information about many types of attributes associated with the news headline. More...
class  MamdaNewsQueryHandler
 MamdaNewsHandler is an interface for applications that want to have an easy way to handle news queries. More...
class  MamdaNewsStory
 MamdaNewsStory represents a complete text of a news story. More...
class  MamdaNewsStoryHandler
 MamdaNewsHandler is an interface for applications that want to have an easy way to handle news stories. More...

Typedefs

typedef set< double > StrikeSet
typedef const char * MamdaNewsStoryId
typedef const char * MamdaNewsHeadlineId

Enumerations

enum  MamdaCheckerType { MAMDA_CHECK_TYPE_NONE, MAMDA_CHECK_TYPE_SNAPSHOT, MAMDA_CHECK_TYPE_APPLY_DELTA }
enum  MamdaErrorSeverity { MAMDA_SEVERITY_OK, MAMDA_SEVERITY_LOW, MAMDA_SEVERITY_HIGH }
 MAMDA error severities are intended to provide a hint to the application as to the severity of an error. More...
enum  MamdaErrorCode {
  MAMDA_ERROR_NO_ERROR, MAMDA_ERROR_BAD_SYMBOL, MAMDA_ERROR_EXPIRED, MAMDA_ERROR_TIME_OUT,
  MAMDA_ERROR_ENTITLEMENT, MAMDA_ERROR_NOT_FOUND, MAMDA_ERROR_DELETE
}
 MAMDA error codes are currently a subset of the MAMA MsgStatus codes. More...
enum  MamdaFieldState { MODIFIED = 2, NOT_MODIFIED = 1, NOT_INITIALISED = 0 }
 An enumeration representing field state. More...
enum  MamdaSecurityStatus {
  SECURITY_STATUS_NONE, SECURITY_STATUS_NORMAL, SECURITY_STATUS_CLOSED, SECURITY_STATUS_HALTED,
  SECURITY_STATUS_NOT_EXIST, SECURITY_STATUS_DELETED, SECURITY_STATUS_AUCTION, SECURITY_STATUS_CROSSING,
  SECURITY_STATUS_SUSPENDED, SECURITY_STATUS_AT_LAST, SECURITY_STATUS_UNKNOWN = 99
}
 An enumeration representing the status of a security such as whether or not it is halted or closed for trading. More...
enum  MamdaSecurityStatusQual {
  SECURITY_STATUS_QUAL_NONE = 0, SECURITY_STATUS_QUAL_OPENING = 1, SECURITY_STATUS_QUAL_EXCUSED = 7, SECURITY_STATUS_QUAL_WITHDRAWN = 8,
  SECURITY_STATUS_QUAL_SUSPENDED = 9, SECURITY_STATUS_QUAL_RESUME = 11, SECURITY_STATUS_QUAL_QUOTE_RESUME = 12, SECURITY_STATUS_QUAL_TRADE_RESUME = 13,
  SECURITY_STATUS_QUAL_RESUME_TIME = 14, SECURITY_STATUS_QUAL_MKT_IMB_BUY = 16, SECURITY_STATUS_QUAL_MKT_IMB_SELL = 17, SECURITY_STATUS_QUAL_NO_MKT_IMB = 18,
  SECURITY_STATUS_QUAL_MOC_IMB_BUY = 19, SECURITY_STATUS_QUAL_MOC_IMB_SELL = 20, SECURITY_STATUS_QUAL_NO_MOC_IMB = 21, SECURITY_STATUS_QUAL_ORDER_IMB = 22,
  SECURITY_STATUS_QUAL_ORDER_INF = 23, SECURITY_STATUS_QUAL_ORDER_IMB_BUY = 24, SECURITY_STATUS_QUAL_ORDER_IMB_SELL = 25, SECURITY_STATUS_QUAL_ORDER_IMB_NONE = 26,
  SECURITY_STATUS_QUAL_LOA_IMBALANCE_BUY = 27, SECURITY_STATUS_QUAL_LOA_IMBALANCE_SELL = 28, SECURITY_STATUS_QUAL_NO_LOA_IMBALANCE = 29, SECURITY_STATUS_QUAL_ORDERS_ELIMINATED = 30,
  SECURITY_STATUS_QUAL_RANGE_ID = 31, SECURITY_STATUS_QUAL_ITS_PREOPEN = 32, SECURITY_STATUS_QUAL_RESERVED = 33, SECURITY_STATUS_QUAL_FROZEN = 34,
  SECURITY_STATUS_QUAL_PREOPEN = 35, SECURITY_STATUS_QUAL_THO_IMBALANCE_BUY = 36, SECURITY_STATUS_QUAL_THO_IMBALANCE_SELL = 37, SECURITY_STATUS_QUAL_NO_THO_IMBALANCE = 38,
  SECURITY_STATUS_QUAL_ADD_INFO = 41, SECURITY_STATUS_QUAL_IPO_IMBALANCE_BUY = 42, SECURITY_STATUS_QUAL_IPO_IMBALANCE_SELL = 43, SECURITY_STATUS_QUAL_NO_IPO_IMBALANCE = 44,
  SECURITY_STATUS_QUAL_EMC_IMB_BUY = 46, SECURITY_STATUS_QUAL_EMC_IMB_SELL = 47, SECURITY_STATUS_QUAL_EMC_IMB_NONE = 48, SECURITY_STATUS_QUAL_OPEN_DELAY = 51,
  SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME = 52, SECURITY_STATUS_QUAL_PRICE_IND = 53, SECURITY_STATUS_QUAL_EQUIPMENT = 54, SECURITY_STATUS_QUAL_FILINGS = 55,
  SECURITY_STATUS_QUAL_NEWS = 56, SECURITY_STATUS_QUAL_NEWS_DISSEM = 57, SECURITY_STATUS_QUAL_LISTING = 58, SECURITY_STATUS_QUAL_OPERATION = 59,
  SECURITY_STATUS_QUAL_INFO = 60, SECURITY_STATUS_QUAL_SEC = 61, SECURITY_STATUS_QUAL_TIMES = 62, SECURITY_STATUS_QUAL_OTHER = 63,
  SECURITY_STATUS_QUAL_RELATED = 64, SECURITY_STATUS_QUAL_IPO = 65, SECURITY_STATUS_QUAL_PRE_CROSS = 66, SECURITY_STATUS_QUAL_CROSS = 67,
  SECURITY_STATUS_QUAL_RELEASED_FOR_QUOTATION = 68, SECURITY_STATUS_QUAL_IPO_WINDOW_EXT = 69, SECURITY_STATUS_QUAL_PRECLOSING = 70, SECURITY_STATUS_QUAL_AUCTION_EXTENSION = 71,
  SECURITY_STATUS_QUAL_VOLATILITY_AUCTION = 72, SECURITY_STATUS_QUAL_SECURITY_AUTHORISED = 73, SECURITY_STATUS_QUAL_SECURITY_FORBIDDEN = 74, SECURITY_STATUS_QUAL_FAST_MARKET = 75,
  SECURITY_STATUS_QUAL_SLOW_MARKET = 76, SECURITY_STATUS_QUAL_SUB_PENNY_TRADING = 77, SECURITY_STATUS_QUAL_ORDER_INPUT = 78, SECURITY_STATUS_QUAL_PRE_ORDER_MATCHING = 79,
  SECURITY_STATUS_QUAL_ORDER_MATCHING = 80, SECURITY_STATUS_QUAL_BLOCKING = 81, SECURITY_STATUS_QUAL_ORDER_CANCEL = 82, SECURITY_STATUS_QUAL_FIXED_PRICE = 83,
  SECURITY_STATUS_QUAL_SALES_INPUT = 84, SECURITY_STATUS_QUAL_EXCHANGE_INTERVENTION = 85, SECURITY_STATUS_QUAL_PRE_AUCTION = 86, SECURITY_STATUS_QUAL_ADJUST = 87,
  SECURITY_STATUS_QUAL_ADJUST_ON = 88, SECURITY_STATUS_QUAL_LATE_TRADING = 89, SECURITY_STATUS_QUAL_ENQUIRE = 90, SECURITY_STATUS_QUAL_PRE_NIGHT_TRADING = 91,
  SECURITY_STATUS_QUAL_OPEN_NIGHT_TRADING = 92, SECURITY_STATUS_QUAL_SUB_HOLIDAY = 93, SECURITY_STATUS_QUAL_BID_ONLY = 94, SECURITY_STATUS_QUAL_ASK_ONLY = 95,
  SECURITY_STATUS_QUAL_UNKNOWN = 99, SECURITY_STATUS_QUAL_OPENING_DELAY_COMMON = 101, SECURITY_STATUS_QUAL_RESUME_COMMON = 102, SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME_COMMON = 103,
  SECURITY_STATUS_QUAL_NEWS_DISSEMINATION_RELATED = 104, SECURITY_STATUS_QUAL_ORDER_INFLUX_RELATED = 105, SECURITY_STATUS_QUAL_ORDER_IMBALANCE_RELATED = 106, SECURITY_STATUS_QUAL_INFORMATION_REQUESTED_RELATED = 107,
  SECURITY_STATUS_QUAL_NEWS_PENDING_RELATED = 108, SECURITY_STATUS_QUAL_EQUIPMENT_CHANGEOVER_RELATED = 109, SECURITY_STATUS_QUAL_SUB_PENNY_TRADING_RELATED = 110, SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_BUY = 112,
  SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_SELL = 113, SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_BUY = 114, SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_SELL = 115, SECURITY_STATUS_QUAL_VOLATILITY_PAUSE = 116,
  SECURITY_STATUS_QUAL_VOLATILITY_PAUSE_QUOTE_RESUME = 117, SECURITY_STATUS_QUAL_VOLATILITY_GUARD = 118, SECURITY_STATUS_QUAL_VOLATILITY_GUARD_QUOTE_RESUME = 119, SECURITY_STATUS_QUAL_LIMIT_STATE_BID = 120,
  SECURITY_STATUS_QUAL_LIMIT_STATE_ASK = 121, SECURITY_STATUS_QUAL_LIMITSTATEBID_LIMITSTATEASK = 122, SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_1 = 123, SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_2 = 124,
  SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_3 = 125
}
 An enumeration representing the status of a security such as whether or not it is halted or closed for trading. More...
enum  MamdaTradeDirection {
  TRADE_DIR_ZERO, TRADE_DIR_PLUS, TRADE_DIR_MINUS, TRADE_DIR_ZERO_PLUS,
  TRADE_DIR_ZERO_MINUS, TRADE_DIR_NA, TRADE_DIR_UNKNOWN = 99
}
 An enumeration representing trade tick direction, relative to the previous "last" trade. More...
enum  MamdaTradeExecVenue {
  TRADE_EXEC_VENUE_UNKNOWN, TRADE_EXEC_VENUE_ON_EXCHANGE, TRADE_EXEC_VENUE_ON_EXCHANGE_OFF_BOOK, TRADE_EXEC_VENUE_OFF_EXCHANGE,
  TRADE_EXEC_VENUE_SYSTEM_INTERNALISER, TRADE_EXEC_VENUE_ON_EXCHANGE_DARK_BOOK, TRADE_EXEC_VENUE_ON_EXCHANGE_ON_BOOK
}
 An enumeration representing trade execution venue. More...
enum  MamdaTradeSide { TRADE_SIDE_UNKNOWN = 0, TRADE_SIDE_BUY = 1, TRADE_SIDE_SELL = 2 }
 An enumeration representing trade side. More...
enum  MamdaUncrossPriceInd { UNCROSS_NONE, UNCROSS_INDICATIVE, UNCROSS_FIRM, UNCROSS_INSUFFICIENT_VOL }
 An enumeration representing the uncross price Ind. More...
enum  MamdaOrderBookCheckType { MAMDA_BOOK_CHECK_TYPE_NONE = 0, MAMDA_BOOK_CHECK_TYPE_SNAPSHOT = 1, MAMDA_BOOK_CHECK_TYPE_APPLY_DELTA = 2 }
enum  MamdaOptionAtTheMoneyCompareType { MAMDA_AT_THE_MONEY_COMPARE_MID_QUOTE = 0, MAMDA_AT_THE_MONEY_COMPARE_BID = 1, MAMDA_AT_THE_MONEY_COMPARE_ASK = 2, MAMDA_AT_THE_MONEY_COMPARE_LAST_TRADE = 3 }
enum  MamdaOptionPutCall { MAMDA_PUT_CALL_CALL = 'C', MAMDA_PUT_CALL_PUT = 'P', MAMDA_PUT_CALL_UNKNOWN = 'Z' }
 Enumeration for indicating whether an option contract is a put or a call. More...
enum  MamdaOptionExerciseStyle { MAMDA_EXERCISE_STYLE_AMERICAN = 'A', MAMDA_EXERCISE_STYLE_EUROPEAN = 'E', MAMDA_EXERCISE_STYLE_CAPPED = 'C', MAMDA_EXERCISE_STYLE_UNKNOWN = 'Z' }
 Enumeration for indicating the style of an individual option contract. More...
enum  MamdaNewsQueryType { QUERY_TYPE_UNKNOWN = 0, QUERY_TYPE_HISTORICAL = 1, QUERY_TYPE_SUBSCRIPTION = 2, QUERY_TYPE_HISTORICAl_SUBSCRIPTION = 3 }
enum  MamdaNewsPriority { MAMDA_NEWS_PRIORITY_NONE = 0, MAMDA_NEWS_PRIORITY_NORMAL = 5, MAMDA_NEWS_PRIORITY_HOT = 9 }

Functions

MAMAExpDLL const char * mamdaCheckTypeToString (MamdaCheckerType type)
MAMDAExpDLL const char * toString (MamdaFieldState fieldState)
 Convert a MamdaFieldState to an appropriate, displayable string.
MAMDAExpDLL const char * toString (MamdaSecurityStatus securityStatus)
 Convert a MamdaSecurityStatus to an appropriate, displayable string.
MAMDAExpDLL MamdaSecurityStatus mamdaSecurityStatusFromString (const char *securityStatusStr)
 Convert a string representation of a security status to the enumeration.
MAMDAExpDLL const char * toString (MamdaSecurityStatusQual securityStatusQual)
 Convert a MamdaSecurityStatusQual to an appropriate, displayable string.
MAMDAExpDLL MamdaSecurityStatusQual mamdaSecurityStatusQualFromString (const char *securityStatusQualStr)
 Convert a string representation of a security status to the enumeration.
MAMDAExpDLL const char * toString (MamdaTradeDirection tradeDir)
 Convert a MamdaTradeDirection to an appropriate, displayable string.
MAMDAExpDLL MamdaTradeDirection mamdaTradeDirectionFromString (const char *tradeDirStr)
 Convert a string representation of a trade direction to the enumeration.
MAMDAExpDLL const char * toString (MamdaTradeExecVenue tradeExecVenue)
 Convert a MamdaTradeExecVenue to an appropriate, displayable string.
MAMDAExpDLL MamdaTradeExecVenue mamdaTradeExecVenueFromString (const char *tradeExecVenueStr)
 Convert a string representation of a trade execution venue to the enumeration.
MAMDAExpDLL const char * toString (MamdaTradeSide tradeSide)
 Convert a MamdaTradeSide to an appropriate, displayable string.
MAMDAExpDLL MamdaTradeSide mamdaTradeSideFromString (const char *tradeSideStr)
 Convert a string representation of a trade side to the enumeration.
MAMDAExpDLL const char * toString (MamdaUncrossPriceInd securityStatus)
 Convert a MamdaUncrossPriceInd to an appropriate, displayable string.
MAMDAExpDLL MamdaUncrossPriceInd mamdaUncrossPriceIndFromString (const char *uncrossPriceInd)
 Convert a string representation of a uncross price Ind to the enumeration.
MAMDAExpDLL const char * getMamdaVersion (void)
 Get the version of Mamda.
MAMAExpDLL const char * mamdaOrderBookCheckTypeToString (MamdaOrderBookCheckType type)

Detailed Description

MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields.

Typedef Documentation

typedef set<double> Wombat::StrikeSet
typedef const char* Wombat::MamdaNewsStoryId
typedef const char* Wombat::MamdaNewsHeadlineId

Enumeration Type Documentation

Enumerator:
MAMDA_CHECK_TYPE_NONE 
MAMDA_CHECK_TYPE_SNAPSHOT 
MAMDA_CHECK_TYPE_APPLY_DELTA 

MAMDA error severities are intended to provide a hint to the application as to the severity of an error.

In relation to a MamdaSubscription, a MAMDA_SEVERITY_HIGH means that the subscription has been deactivated and a MAMDA_SEVERITY_LOW means that the condition may be temporary.

Enumerator:
MAMDA_SEVERITY_OK 
MAMDA_SEVERITY_LOW 
MAMDA_SEVERITY_HIGH 

MAMDA error codes are currently a subset of the MAMA MsgStatus codes.

Enumerator:
MAMDA_ERROR_NO_ERROR 
MAMDA_ERROR_BAD_SYMBOL 
MAMDA_ERROR_EXPIRED 
MAMDA_ERROR_TIME_OUT 
MAMDA_ERROR_ENTITLEMENT 
MAMDA_ERROR_NOT_FOUND 
MAMDA_ERROR_DELETE 

An enumeration representing field state.

MODIFIED value indicates the field was updated in last tick, NOT_MODIFIED value indicates that there was no change in the last tick, NOT_INITIALISED value indicates that the field has never been updated.

Enumerator:
MODIFIED 
NOT_MODIFIED 
NOT_INITIALISED 

An enumeration representing the status of a security such as whether or not it is halted or closed for trading.

Enumerator:
SECURITY_STATUS_NONE 
SECURITY_STATUS_NORMAL 
SECURITY_STATUS_CLOSED 
SECURITY_STATUS_HALTED 
SECURITY_STATUS_NOT_EXIST 
SECURITY_STATUS_DELETED 
SECURITY_STATUS_AUCTION 
SECURITY_STATUS_CROSSING 
SECURITY_STATUS_SUSPENDED 
SECURITY_STATUS_AT_LAST 
SECURITY_STATUS_UNKNOWN 
{
SECURITY_STATUS_NONE, /* toString() returns "None" */
SECURITY_STATUS_NORMAL, /* toString() returns "Normal" */
SECURITY_STATUS_CLOSED, /* toString() returns "Closed" */
SECURITY_STATUS_HALTED, /* toString() returns "Halted" */
SECURITY_STATUS_NOT_EXIST, /* toString() returns "NotExist" */
SECURITY_STATUS_DELETED, /* toString() returns "Deleted" */
SECURITY_STATUS_AUCTION, /* toString() returns "Auction" */
SECURITY_STATUS_CROSSING, /* toString() returns "Crossing" */
SECURITY_STATUS_SUSPENDED, /* toString() returns "Suspended" */
SECURITY_STATUS_AT_LAST, /* toString() returns "AtLast" */
SECURITY_STATUS_UNKNOWN = 99 /* toString() returns "Unknown" */
};

An enumeration representing the status of a security such as whether or not it is halted or closed for trading.

Enumerator:
SECURITY_STATUS_QUAL_NONE 
SECURITY_STATUS_QUAL_OPENING 
SECURITY_STATUS_QUAL_EXCUSED 
SECURITY_STATUS_QUAL_WITHDRAWN 
SECURITY_STATUS_QUAL_SUSPENDED 
SECURITY_STATUS_QUAL_RESUME 
SECURITY_STATUS_QUAL_QUOTE_RESUME 
SECURITY_STATUS_QUAL_TRADE_RESUME 
SECURITY_STATUS_QUAL_RESUME_TIME 
SECURITY_STATUS_QUAL_MKT_IMB_BUY 
SECURITY_STATUS_QUAL_MKT_IMB_SELL 
SECURITY_STATUS_QUAL_NO_MKT_IMB 
SECURITY_STATUS_QUAL_MOC_IMB_BUY 
SECURITY_STATUS_QUAL_MOC_IMB_SELL 
SECURITY_STATUS_QUAL_NO_MOC_IMB 
SECURITY_STATUS_QUAL_ORDER_IMB 
SECURITY_STATUS_QUAL_ORDER_INF 
SECURITY_STATUS_QUAL_ORDER_IMB_BUY 
SECURITY_STATUS_QUAL_ORDER_IMB_SELL 
SECURITY_STATUS_QUAL_ORDER_IMB_NONE 
SECURITY_STATUS_QUAL_LOA_IMBALANCE_BUY 
SECURITY_STATUS_QUAL_LOA_IMBALANCE_SELL 
SECURITY_STATUS_QUAL_NO_LOA_IMBALANCE 
SECURITY_STATUS_QUAL_ORDERS_ELIMINATED 
SECURITY_STATUS_QUAL_RANGE_ID 
SECURITY_STATUS_QUAL_ITS_PREOPEN 
SECURITY_STATUS_QUAL_RESERVED 
SECURITY_STATUS_QUAL_FROZEN 
SECURITY_STATUS_QUAL_PREOPEN 
SECURITY_STATUS_QUAL_THO_IMBALANCE_BUY 
SECURITY_STATUS_QUAL_THO_IMBALANCE_SELL 
SECURITY_STATUS_QUAL_NO_THO_IMBALANCE 
SECURITY_STATUS_QUAL_ADD_INFO 
SECURITY_STATUS_QUAL_IPO_IMBALANCE_BUY 
SECURITY_STATUS_QUAL_IPO_IMBALANCE_SELL 
SECURITY_STATUS_QUAL_NO_IPO_IMBALANCE 
SECURITY_STATUS_QUAL_EMC_IMB_BUY 
SECURITY_STATUS_QUAL_EMC_IMB_SELL 
SECURITY_STATUS_QUAL_EMC_IMB_NONE 
SECURITY_STATUS_QUAL_OPEN_DELAY 
SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME 
SECURITY_STATUS_QUAL_PRICE_IND 
SECURITY_STATUS_QUAL_EQUIPMENT 
SECURITY_STATUS_QUAL_FILINGS 
SECURITY_STATUS_QUAL_NEWS 
SECURITY_STATUS_QUAL_NEWS_DISSEM 
SECURITY_STATUS_QUAL_LISTING 
SECURITY_STATUS_QUAL_OPERATION 
SECURITY_STATUS_QUAL_INFO 
SECURITY_STATUS_QUAL_SEC 
SECURITY_STATUS_QUAL_TIMES 
SECURITY_STATUS_QUAL_OTHER 
SECURITY_STATUS_QUAL_RELATED 
SECURITY_STATUS_QUAL_IPO 
SECURITY_STATUS_QUAL_PRE_CROSS 
SECURITY_STATUS_QUAL_CROSS 
SECURITY_STATUS_QUAL_RELEASED_FOR_QUOTATION 
SECURITY_STATUS_QUAL_IPO_WINDOW_EXT 
SECURITY_STATUS_QUAL_PRECLOSING 
SECURITY_STATUS_QUAL_AUCTION_EXTENSION 
SECURITY_STATUS_QUAL_VOLATILITY_AUCTION 
SECURITY_STATUS_QUAL_SECURITY_AUTHORISED 
SECURITY_STATUS_QUAL_SECURITY_FORBIDDEN 
SECURITY_STATUS_QUAL_FAST_MARKET 
SECURITY_STATUS_QUAL_SLOW_MARKET 
SECURITY_STATUS_QUAL_SUB_PENNY_TRADING 
SECURITY_STATUS_QUAL_ORDER_INPUT 
SECURITY_STATUS_QUAL_PRE_ORDER_MATCHING 
SECURITY_STATUS_QUAL_ORDER_MATCHING 
SECURITY_STATUS_QUAL_BLOCKING 
SECURITY_STATUS_QUAL_ORDER_CANCEL 
SECURITY_STATUS_QUAL_FIXED_PRICE 
SECURITY_STATUS_QUAL_SALES_INPUT 
SECURITY_STATUS_QUAL_EXCHANGE_INTERVENTION 
SECURITY_STATUS_QUAL_PRE_AUCTION 
SECURITY_STATUS_QUAL_ADJUST 
SECURITY_STATUS_QUAL_ADJUST_ON 
SECURITY_STATUS_QUAL_LATE_TRADING 
SECURITY_STATUS_QUAL_ENQUIRE 
SECURITY_STATUS_QUAL_PRE_NIGHT_TRADING 
SECURITY_STATUS_QUAL_OPEN_NIGHT_TRADING 
SECURITY_STATUS_QUAL_SUB_HOLIDAY 
SECURITY_STATUS_QUAL_BID_ONLY 
SECURITY_STATUS_QUAL_ASK_ONLY 
SECURITY_STATUS_QUAL_UNKNOWN 
SECURITY_STATUS_QUAL_OPENING_DELAY_COMMON 
SECURITY_STATUS_QUAL_RESUME_COMMON 
SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME_COMMON 
SECURITY_STATUS_QUAL_NEWS_DISSEMINATION_RELATED 
SECURITY_STATUS_QUAL_ORDER_INFLUX_RELATED 
SECURITY_STATUS_QUAL_ORDER_IMBALANCE_RELATED 
SECURITY_STATUS_QUAL_INFORMATION_REQUESTED_RELATED 
SECURITY_STATUS_QUAL_NEWS_PENDING_RELATED 
SECURITY_STATUS_QUAL_EQUIPMENT_CHANGEOVER_RELATED 
SECURITY_STATUS_QUAL_SUB_PENNY_TRADING_RELATED 
SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_BUY 
SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_SELL 
SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_BUY 
SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_SELL 
SECURITY_STATUS_QUAL_VOLATILITY_PAUSE 
SECURITY_STATUS_QUAL_VOLATILITY_PAUSE_QUOTE_RESUME 
SECURITY_STATUS_QUAL_VOLATILITY_GUARD 
SECURITY_STATUS_QUAL_VOLATILITY_GUARD_QUOTE_RESUME 
SECURITY_STATUS_QUAL_LIMIT_STATE_BID 
SECURITY_STATUS_QUAL_LIMIT_STATE_ASK 
SECURITY_STATUS_QUAL_LIMITSTATEBID_LIMITSTATEASK 
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_1 
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_2 
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_3 
{
SECURITY_STATUS_QUAL_NONE = 0, // toString() - None
SECURITY_STATUS_QUAL_OPENING = 1, // toString() - Opening
SECURITY_STATUS_QUAL_EXCUSED = 7, // toString() - Excused
SECURITY_STATUS_QUAL_WITHDRAWN = 8, // toString() - Withdrawn
SECURITY_STATUS_QUAL_SUSPENDED = 9, // toString() - Suspended
SECURITY_STATUS_QUAL_RESUME = 11, // toString() - Resume
SECURITY_STATUS_QUAL_QUOTE_RESUME = 12, // toString() - QuoteResume
SECURITY_STATUS_QUAL_TRADE_RESUME = 13, // toString() - TradeResume
SECURITY_STATUS_QUAL_RESUME_TIME = 14, // toString() - ResumeTime
SECURITY_STATUS_QUAL_MKT_IMB_BUY = 16, // toString() - MktImbBuy
SECURITY_STATUS_QUAL_MKT_IMB_SELL = 17, // toString() - MktImbSell
SECURITY_STATUS_QUAL_NO_MKT_IMB = 18, // toString() - NoMktImb
SECURITY_STATUS_QUAL_MOC_IMB_BUY = 19, // toString() - MocImbBuy
SECURITY_STATUS_QUAL_MOC_IMB_SELL = 20, // toString() - MocImbSell
SECURITY_STATUS_QUAL_NO_MOC_IMB = 21, // toString() - NoMocImb
SECURITY_STATUS_QUAL_ORDER_IMB = 22, // toString() - OrderImb
SECURITY_STATUS_QUAL_ORDER_INF = 23, // toString() - OrderInf
SECURITY_STATUS_QUAL_ORDER_IMB_BUY = 24, // toString() - OrderImbBuy
SECURITY_STATUS_QUAL_ORDER_IMB_SELL = 25, // toString() - OrderImbSell
SECURITY_STATUS_QUAL_ORDER_IMB_NONE = 26, // toString() - OrderImbNone
SECURITY_STATUS_QUAL_LOA_IMBALANCE_BUY = 27, // toString() - LoaImbBuy
SECURITY_STATUS_QUAL_LOA_IMBALANCE_SELL = 28, // toString() - LoaImbSell
SECURITY_STATUS_QUAL_NO_LOA_IMBALANCE = 29, // toString() - LoaNoImb
SECURITY_STATUS_QUAL_ORDERS_ELIMINATED = 30, // toString() - OrdersEliminated
SECURITY_STATUS_QUAL_RANGE_ID = 31, // toString() - RangeInd
SECURITY_STATUS_QUAL_ITS_PREOPEN = 32, // toString() - ItsPreOpen
SECURITY_STATUS_QUAL_RESERVED = 33, // toString() - Reserved
SECURITY_STATUS_QUAL_FROZEN = 34, // toString() - Frozen
SECURITY_STATUS_QUAL_PREOPEN = 35, // toString() - PreOpen
SECURITY_STATUS_QUAL_THO_IMBALANCE_BUY = 36, // toString() - ThoImbBuy
SECURITY_STATUS_QUAL_THO_IMBALANCE_SELL = 37, // toString() - ThoImbSell
SECURITY_STATUS_QUAL_NO_THO_IMBALANCE = 38, // toString() - ThoNoImb
SECURITY_STATUS_QUAL_ADD_INFO = 41, // toString() - AddInfo
SECURITY_STATUS_QUAL_IPO_IMBALANCE_BUY = 42, // toString() - IpoImbBuy
SECURITY_STATUS_QUAL_IPO_IMBALANCE_SELL = 43, // toString() - IpoImbBuy
SECURITY_STATUS_QUAL_NO_IPO_IMBALANCE = 44, // toString() - IpoNoImb
SECURITY_STATUS_QUAL_EMC_IMB_BUY = 46, // toString() - EmcImbBuy
SECURITY_STATUS_QUAL_EMC_IMB_SELL = 47, // toString() - EmcImbSell
SECURITY_STATUS_QUAL_EMC_IMB_NONE = 48, // toString() - EmcImbNone
SECURITY_STATUS_QUAL_OPEN_DELAY = 51, // toString() - OpenDelay
SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME = 52, // toString() - NoOpenNoResume
SECURITY_STATUS_QUAL_PRICE_IND = 53, // toString() - PriceInd
SECURITY_STATUS_QUAL_EQUIPMENT = 54, // toString() - Equipment
SECURITY_STATUS_QUAL_FILINGS = 55, // toString() - Filings
SECURITY_STATUS_QUAL_NEWS = 56, // toString() - News
SECURITY_STATUS_QUAL_NEWS_DISSEM = 57, // toString() - NewsDissem
SECURITY_STATUS_QUAL_LISTING = 58, // toString() - Listing
SECURITY_STATUS_QUAL_OPERATION = 59, // toString() - Operation
SECURITY_STATUS_QUAL_INFO = 60, // toString() - Info
SECURITY_STATUS_QUAL_SEC = 61, // toString() - SEC
SECURITY_STATUS_QUAL_TIMES = 62, // toString() - Times
SECURITY_STATUS_QUAL_OTHER = 63, // toString() - Other
SECURITY_STATUS_QUAL_RELATED = 64, // toString() - Related
SECURITY_STATUS_QUAL_IPO = 65, // toString() - IPO
SECURITY_STATUS_QUAL_PRE_CROSS = 66, // toString() - Pre-Cross
SECURITY_STATUS_QUAL_CROSS = 67, // toString() - Cross
SECURITY_STATUS_QUAL_RELEASED_FOR_QUOTATION = 68, // toString() - Released For Quotation (IPO)
SECURITY_STATUS_QUAL_IPO_WINDOW_EXT = 69, // toString() - IPO Window Extension
SECURITY_STATUS_QUAL_PRECLOSING = 70, // toString() - PreClosing
SECURITY_STATUS_QUAL_AUCTION_EXTENSION = 71, // toString() - Auction Extension
SECURITY_STATUS_QUAL_VOLATILITY_AUCTION = 72, // toString() - Volatility Auction
SECURITY_STATUS_QUAL_SECURITY_AUTHORISED = 73, // toString() - SecurityAuthorized
SECURITY_STATUS_QUAL_SECURITY_FORBIDDEN = 74, // toString() - SecurityForbidden
SECURITY_STATUS_QUAL_FAST_MARKET = 75, // toString() - FastMarket
SECURITY_STATUS_QUAL_SLOW_MARKET = 76, // toString() - SlowMarket
SECURITY_STATUS_QUAL_SUB_PENNY_TRADING = 77, // toString() - SubPennyTrading
SECURITY_STATUS_QUAL_ORDER_INPUT = 78, // toString() - OrderInput
SECURITY_STATUS_QUAL_PRE_ORDER_MATCHING = 79, // toString() - PreOrderMatching
SECURITY_STATUS_QUAL_ORDER_MATCHING = 80, // toString() - OrderMatching
SECURITY_STATUS_QUAL_BLOCKING = 81, // toString() - Blocking
SECURITY_STATUS_QUAL_ORDER_CANCEL = 82, // toString() - OrderCancel
SECURITY_STATUS_QUAL_FIXED_PRICE = 83, // toString() - FixedPrice
SECURITY_STATUS_QUAL_SALES_INPUT = 84, // toString() - SalesInput
SECURITY_STATUS_QUAL_EXCHANGE_INTERVENTION = 85, // toString() - ExchangeIntervention
SECURITY_STATUS_QUAL_PRE_AUCTION = 86, // toString() - PreAuction
SECURITY_STATUS_QUAL_ADJUST = 87, // toString() - Adjust
SECURITY_STATUS_QUAL_ADJUST_ON = 88, // toString() - AdjustOn
SECURITY_STATUS_QUAL_LATE_TRADING = 89, // toString() - LateTrading
SECURITY_STATUS_QUAL_ENQUIRE = 90, // toString() - Enquire
SECURITY_STATUS_QUAL_PRE_NIGHT_TRADING = 91, // toString() - PreNightTrading
SECURITY_STATUS_QUAL_OPEN_NIGHT_TRADING = 92, // toString() - OpenNightTrading
SECURITY_STATUS_QUAL_SUB_HOLIDAY = 93, // toString() - SubHoliday
SECURITY_STATUS_QUAL_BID_ONLY = 94, // toString() - BidOnly
SECURITY_STATUS_QUAL_ASK_ONLY = 95, // toString() - AskOnly
SECURITY_STATUS_QUAL_UNKNOWN = 99, // toString() - Unknown
SECURITY_STATUS_QUAL_OPENING_DELAY_COMMON = 101, // toString() - OpenDelayCommon
SECURITY_STATUS_QUAL_RESUME_COMMON = 102, // toString() - ResumeCommon
SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME_COMMON = 103, // toString() - NoOpenNoResumeCommon
SECURITY_STATUS_QUAL_NEWS_DISSEMINATION_RELATED = 104, // toString() - NewsDissemRelated
SECURITY_STATUS_QUAL_ORDER_INFLUX_RELATED = 105, // toString() - OrdInfluxRelated
SECURITY_STATUS_QUAL_ORDER_IMBALANCE_RELATED = 106, // toString() - OrdImbRelated
SECURITY_STATUS_QUAL_INFORMATION_REQUESTED_RELATED = 107, // toString() - InfoRequestRelated
SECURITY_STATUS_QUAL_NEWS_PENDING_RELATED = 108, // toString() - NewsPendingRelated
SECURITY_STATUS_QUAL_EQUIPMENT_CHANGEOVER_RELATED = 109, // toString() - EquipChangeOverRelated
SECURITY_STATUS_QUAL_SUB_PENNY_TRADING_RELATED = 110, // toString() - SubPennyTradingRelated
SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_BUY = 112, // toString() - ImbPreOpenBuy
SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_SELL = 113, // toString() - ImbPreOpenSell
SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_BUY = 114, // toString() - ImbPreCloseBuy
SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_SELL = 115, // toString() - ImbPreCloseSell
SECURITY_STATUS_QUAL_VOLATILITY_PAUSE = 116, // toString() - VolatilityPause
SECURITY_STATUS_QUAL_VOLATILITY_PAUSE_QUOTE_RESUME = 117, // toString() - VolatilityPauseQuoteResume
SECURITY_STATUS_QUAL_VOLATILITY_GUARD = 118, // toString() - VolatilityGuard
SECURITY_STATUS_QUAL_VOLATILITY_GUARD_QUOTE_RESUME = 119, // toString() - VolatilityGuardQuoteResume
SECURITY_STATUS_QUAL_LIMIT_STATE_BID = 120, //toString() - LimitStateBid
SECURITY_STATUS_QUAL_LIMIT_STATE_ASK = 121, //toString() - LimitStateAsk
SECURITY_STATUS_QUAL_LIMITSTATEBID_LIMITSTATEASK = 122, //toString() - LimitStateBid:LimitStateAsk
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_1 = 123, //toString() - CircuitBreakerLevel1
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_2 = 124, //toString() - CircuitBreakerLevel2
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_3 = 125 //toString() - CircuitBreakerLevel3
};

An enumeration representing trade tick direction, relative to the previous "last" trade.

The TRADE_DIR_ZERO_PLUS and TRADE_DIR_ZERO_MINUS values indicate that there was no change in tick direction, but the previous non-zero change (some number of ticks ago) was up or down, respectively.

Enumerator:
TRADE_DIR_ZERO 
TRADE_DIR_PLUS 
TRADE_DIR_MINUS 
TRADE_DIR_ZERO_PLUS 
TRADE_DIR_ZERO_MINUS 
TRADE_DIR_NA 
TRADE_DIR_UNKNOWN 
{
TRADE_DIR_ZERO, /* toString() returns "" */
TRADE_DIR_PLUS, /* toString() returns "+" */
TRADE_DIR_MINUS, /* toString() returns "-" */
TRADE_DIR_ZERO_PLUS, /* toString() returns "0+" */
TRADE_DIR_ZERO_MINUS, /* toString() returns "0-" */
TRADE_DIR_NA, /* toString() returns "NA" */
TRADE_DIR_UNKNOWN = 99 /* toString() returns "ZZ" */
};

An enumeration representing trade execution venue.

The TRADE_DIR_ZERO_PLUS and TRADE_DIR_ZERO_MINUS values indicate that there was no change in tick direction, but the previous non-zero change (some number of ticks ago) was up or down, respectively.

Enumerator:
TRADE_EXEC_VENUE_UNKNOWN 
TRADE_EXEC_VENUE_ON_EXCHANGE 
TRADE_EXEC_VENUE_ON_EXCHANGE_OFF_BOOK 
TRADE_EXEC_VENUE_OFF_EXCHANGE 
TRADE_EXEC_VENUE_SYSTEM_INTERNALISER 
TRADE_EXEC_VENUE_ON_EXCHANGE_DARK_BOOK 
TRADE_EXEC_VENUE_ON_EXCHANGE_ON_BOOK 

An enumeration representing trade side.

The value 0 maps to Unknown. The value 1 maps to Buy. The value 2 maps to Sell.

Enumerator:
TRADE_SIDE_UNKNOWN 
TRADE_SIDE_BUY 
TRADE_SIDE_SELL 

An enumeration representing the uncross price Ind.

Enumerator:
UNCROSS_NONE 
UNCROSS_INDICATIVE 
UNCROSS_FIRM 
UNCROSS_INSUFFICIENT_VOL 
Enumerator:
MAMDA_BOOK_CHECK_TYPE_NONE 
MAMDA_BOOK_CHECK_TYPE_SNAPSHOT 
MAMDA_BOOK_CHECK_TYPE_APPLY_DELTA 
Enumerator:
MAMDA_AT_THE_MONEY_COMPARE_MID_QUOTE 
MAMDA_AT_THE_MONEY_COMPARE_BID 
MAMDA_AT_THE_MONEY_COMPARE_ASK 
MAMDA_AT_THE_MONEY_COMPARE_LAST_TRADE 

Enumeration for indicating whether an option contract is a put or a call.

Enumerator:
MAMDA_PUT_CALL_CALL 
MAMDA_PUT_CALL_PUT 
MAMDA_PUT_CALL_UNKNOWN 

Enumeration for indicating the style of an individual option contract.

Enumerator:
MAMDA_EXERCISE_STYLE_AMERICAN 
MAMDA_EXERCISE_STYLE_EUROPEAN 
MAMDA_EXERCISE_STYLE_CAPPED 
MAMDA_EXERCISE_STYLE_UNKNOWN 
Enumerator:
QUERY_TYPE_UNKNOWN 
QUERY_TYPE_HISTORICAL 
QUERY_TYPE_SUBSCRIPTION 
QUERY_TYPE_HISTORICAl_SUBSCRIPTION 
Enumerator:
MAMDA_NEWS_PRIORITY_NONE 
MAMDA_NEWS_PRIORITY_NORMAL 
MAMDA_NEWS_PRIORITY_HOT 

Function Documentation

MAMAExpDLL const char* Wombat::mamdaCheckTypeToString ( MamdaCheckerType  type)
MAMDAExpDLL const char* Wombat::toString ( MamdaFieldState  fieldState)

Convert a MamdaFieldState to an appropriate, displayable string.

Parameters
mamdaFieldStateThe MamdaFieldState to stringify
Returns
The stringified version of the MamdaFieldState
MAMDAExpDLL const char* Wombat::toString ( MamdaSecurityStatus  securityStatus)

Convert a MamdaSecurityStatus to an appropriate, displayable string.

Parameters
securityStatusThe security status as an enumerated type.
MAMDAExpDLL MamdaSecurityStatus Wombat::mamdaSecurityStatusFromString ( const char *  securityStatusStr)

Convert a string representation of a security status to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters
securityStatusStrThe security status as a string.
Returns
The security status as an enumerated type.
MAMDAExpDLL const char* Wombat::toString ( MamdaSecurityStatusQual  securityStatusQual)

Convert a MamdaSecurityStatusQual to an appropriate, displayable string.

Parameters
securityStatusQualThe security status qualifier as an enumeration.
Returns
The security status qualifier as a string.
MAMDAExpDLL MamdaSecurityStatusQual Wombat::mamdaSecurityStatusQualFromString ( const char *  securityStatusQualStr)

Convert a string representation of a security status to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters
securityStatusQualStrThe security status qualifier as a string.
Returns
The security status qualifier as an enumeration.
MAMDAExpDLL const char* Wombat::toString ( MamdaTradeDirection  tradeDir)

Convert a MamdaTradeDirection to an appropriate, displayable string.

Parameters
tradeDirThe MamdaTradeDirection to stringify
Returns
The stringified version of the MamdaTradeDirection
MAMDAExpDLL MamdaTradeDirection Wombat::mamdaTradeDirectionFromString ( const char *  tradeDirStr)

Convert a string representation of a trade direction to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters
tradeDirStrThe trade direction as a string.
Returns
The trade direction as an enumerated value.
MAMDAExpDLL const char* Wombat::toString ( MamdaTradeExecVenue  tradeExecVenue)

Convert a MamdaTradeExecVenue to an appropriate, displayable string.

Parameters
tradeExecVenueThe MamdaTradeExecVenue to stringify
Returns
The stringified version of the MamdaTradeExecVenue
MAMDAExpDLL MamdaTradeExecVenue Wombat::mamdaTradeExecVenueFromString ( const char *  tradeExecVenueStr)

Convert a string representation of a trade execution venue to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters
tradeExecVenueStrThe trade execution venue as a string.
Returns
The trade execution venue as an enumerated value.
MAMDAExpDLL const char* Wombat::toString ( MamdaTradeSide  tradeSide)

Convert a MamdaTradeSide to an appropriate, displayable string.

Parameters
tradeSideThe MamdaTradeSide to stringify
Returns
The stringified version of the MamdaTradeSide
MAMDAExpDLL MamdaTradeSide Wombat::mamdaTradeSideFromString ( const char *  tradeSideStr)

Convert a string representation of a trade side to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters
tradeSideStrThe trade side as a string.
Returns
The trade side as an enumerated value.
MAMDAExpDLL const char* Wombat::toString ( MamdaUncrossPriceInd  securityStatus)

Convert a MamdaUncrossPriceInd to an appropriate, displayable string.

Parameters
securityStatusThe uncross price Ind as an enumerated type.
MAMDAExpDLL MamdaUncrossPriceInd Wombat::mamdaUncrossPriceIndFromString ( const char *  uncrossPriceInd)

Convert a string representation of a uncross price Ind to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters
uncrossPriceIndThe uncross price Ind as a string.
Returns
The uncross price Ind as an enumerated type.
MAMDAExpDLL const char* Wombat::getMamdaVersion ( void  )

Get the version of Mamda.

Returns
Version string as const char*
MAMAExpDLL const char* Wombat::mamdaOrderBookCheckTypeToString ( MamdaOrderBookCheckType  type)


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