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MamdaTradeFields.h
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/* $Id$
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*
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* OpenMAMA: The open middleware agnostic messaging API
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* Copyright (C) 2011 NYSE Technologies, Inc.
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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* 02110-1301 USA
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*/
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#ifndef MamdaTradeFieldsH
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#define MamdaTradeFieldsH
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#include <
mamda/MamdaConfig.h
>
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#include <mama/mamacpp.h>
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namespace
Wombat
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{
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class
MamaFieldDescriptor;
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class
MamaDictionary;
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class
MAMDAExpDLL
MamdaTradeFields
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{
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public
:
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static
const
MamaFieldDescriptor*
TRADE_PRICE
;
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static
const
MamaFieldDescriptor*
TRADE_DATE
;
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static
const
MamaFieldDescriptor*
TRADE_SIDE
;
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static
const
MamaFieldDescriptor*
AGGRESSOR_SIDE
;
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static
const
MamaFieldDescriptor*
TRADE_TIME
;
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static
const
MamaFieldDescriptor*
LAST_PRICE
;
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static
const
MamaFieldDescriptor*
LAST_VOLUME
;
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static
const
MamaFieldDescriptor*
LAST_DATE_TIME
;
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static
const
MamaFieldDescriptor*
LAST_PART_ID
;
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static
const
MamaFieldDescriptor*
LAST_DIRECTION
;
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static
const
MamaFieldDescriptor*
NET_CHANGE
;
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static
const
MamaFieldDescriptor*
PCT_CHANGE
;
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static
const
MamaFieldDescriptor*
TRADE_SIZE
;
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static
const
MamaFieldDescriptor*
TOTAL_VOLUME
;
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static
const
MamaFieldDescriptor*
OFF_EXCHANGE_TOTAL_VOLUME
;
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static
const
MamaFieldDescriptor*
ON_EXCHANGE_TOTAL_VOLUME
;
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static
const
MamaFieldDescriptor*
TRADE_UNITS
;
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static
const
MamaFieldDescriptor*
HIGH_PRICE
;
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static
const
MamaFieldDescriptor*
LOW_PRICE
;
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static
const
MamaFieldDescriptor*
OPEN_PRICE
;
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static
const
MamaFieldDescriptor*
CLOSE_PRICE
;
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static
const
MamaFieldDescriptor*
CLOSE_DATE
;
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static
const
MamaFieldDescriptor*
PREV_CLOSE_PRICE
;
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static
const
MamaFieldDescriptor*
PREV_CLOSE_DATE
;
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static
const
MamaFieldDescriptor*
ADJ_PREV_CLOSE
;
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static
const
MamaFieldDescriptor*
PREV_VOLUME
;
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static
const
MamaFieldDescriptor*
TRADE_SEQNUM
;
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static
const
MamaFieldDescriptor*
TRADE_QUALIFIER
;
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static
const
MamaFieldDescriptor*
TRADE_PART_ID
;
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static
const
MamaFieldDescriptor*
TOTAL_VALUE
;
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static
const
MamaFieldDescriptor*
OFF_EXCHANGE_TOTAL_VALUE
;
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static
const
MamaFieldDescriptor*
ON_EXCHANGE_TOTAL_VALUE
;
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static
const
MamaFieldDescriptor*
VWAP
;
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static
const
MamaFieldDescriptor*
OFF_EXCHANGE_VWAP
;
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static
const
MamaFieldDescriptor*
ON_EXCHANGE_VWAP
;
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static
const
MamaFieldDescriptor*
STD_DEV
;
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static
const
MamaFieldDescriptor*
STD_DEV_SUM
;
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static
const
MamaFieldDescriptor*
STD_DEV_SUM_SQUARES
;
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static
const
MamaFieldDescriptor*
SALE_CONDITION
;
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static
const
MamaFieldDescriptor*
SELLERS_SALE_DAYS
;
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static
const
MamaFieldDescriptor*
IS_IRREGULAR
;
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static
const
MamaFieldDescriptor*
IRREG_PART_ID
;
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static
const
MamaFieldDescriptor*
IRREG_PRICE
;
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static
const
MamaFieldDescriptor*
IRREG_SIZE
;
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static
const
MamaFieldDescriptor*
IRREG_TIME
;
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static
const
MamaFieldDescriptor*
ORIG_PART_ID
;
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static
const
MamaFieldDescriptor*
ORIG_PRICE
;
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static
const
MamaFieldDescriptor*
ORIG_SIZE
;
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static
const
MamaFieldDescriptor*
ORIG_SEQNUM
;
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static
const
MamaFieldDescriptor*
ORIG_TRADE_QUALIFIER
;
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static
const
MamaFieldDescriptor*
ORIG_SALE_CONDITION
;
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static
const
MamaFieldDescriptor*
ORIG_SELLERS_SALE_DAYS
;
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static
const
MamaFieldDescriptor*
ORIG_STOP_STOCK_IND
;
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static
const
MamaFieldDescriptor*
STOP_STOCK_IND
;
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static
const
MamaFieldDescriptor*
CORR_PART_ID
;
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static
const
MamaFieldDescriptor*
CORR_PRICE
;
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static
const
MamaFieldDescriptor*
CORR_SIZE
;
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static
const
MamaFieldDescriptor*
CORR_TRADE_QUALIFIER
;
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static
const
MamaFieldDescriptor*
CORR_SALE_CONDITION
;
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static
const
MamaFieldDescriptor*
CORR_TRADE_ID
;
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static
const
MamaFieldDescriptor*
CORR_SELLERS_SALE_DAYS
;
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static
const
MamaFieldDescriptor*
CORR_STOP_STOCK_IND
;
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static
const
MamaFieldDescriptor*
CORR_TIME
;
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static
const
MamaFieldDescriptor*
CANCEL_TIME
;
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static
const
MamaFieldDescriptor*
TRADE_ID
;
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static
const
MamaFieldDescriptor*
ORIG_TRADE_ID
;
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static
const
MamaFieldDescriptor*
PRIMARY_EXCH
;
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static
const
MamaFieldDescriptor*
TRADE_COUNT
;
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static
const
MamaFieldDescriptor*
BLOCK_COUNT
;
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static
const
MamaFieldDescriptor*
BLOCK_VOLUME
;
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static
const
MamaFieldDescriptor*
ORDER_ID
;
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static
const
MamaFieldDescriptor*
UPDATE_AS_TRADE
;
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static
const
MamaFieldDescriptor*
CURRENCY_CODE
;
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static
const
MamaFieldDescriptor*
SETTLE_PRICE
;
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static
const
MamaFieldDescriptor*
SETTLE_DATE
;
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static
const
MamaFieldDescriptor*
HIGH_SEQNUM
;
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static
const
MamaFieldDescriptor*
LOW_SEQNUM
;
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static
const
MamaFieldDescriptor*
LAST_SEQNUM
;
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static
const
MamaFieldDescriptor*
TOTAL_VOLUME_SEQNUM
;
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static
const
MamaFieldDescriptor*
UNIQUE_ID
;
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static
const
MamaFieldDescriptor*
TRADE_ACTION
;
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static
const
MamaFieldDescriptor*
TRADE_EXEC_VENUE
;
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static
const
MamaFieldDescriptor*
OFF_EXCHANGE_TRADE_PRICE
;
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static
const
MamaFieldDescriptor*
ON_EXCHANGE_TRADE_PRICE
;
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static
const
MamaFieldDescriptor*
TRADE_CONTRIBUTORS
;
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static
const
MamaFieldDescriptor*
GENERIC_FLAG
;
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static
const
MamaFieldDescriptor*
TRADE_RECAPS
;
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static
const
MamaFieldDescriptor*
SHORT_SALE_CIRCUIT_BREAKER
;
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static
const
MamaFieldDescriptor*
ORIG_SHORT_SALE_CIRCUIT_BREAKER
;
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static
const
MamaFieldDescriptor*
CORR_SHORT_SALE_CIRCUIT_BREAKER
;
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// calling setDictionary will also set the Common Fields
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static
void
setDictionary (
const
MamaDictionary& dictionary);
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static
void
reset ();
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static
uint16_t getMaxFid ();
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static
bool
isSet ();
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};
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}
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#endif // MamdaTradeFieldsH
© 2012 Linux Foundation