Name | |
---|---|
enum | mamaMdDataType { MAMA_MD_DATA_TYPE_STANDARD = 0, MAMA_MD_DATA_TYPE_ORDER_BOOK = 1, MAMA_MD_DATA_TYPE_NEWS_STORY = 2, MAMA_MD_DATA_TYPE_WORLDVIEW = 3, MAMA_MD_DATA_TYPE_PROPERTY = 4, MAMA_MD_DATA_TYPE_USAGE_LOG = 5, MAMA_MD_DATA_TYPE_NEWS_QUERY = 6, MAMA_MD_DATA_TYPE_TEMPLATE = 7} |
enum | mamaMdMsgType { MAMA_MD_MSG_TYPE_GENERAL = 0, MAMA_MD_MSG_TYPE_CANCEL = 2, MAMA_MD_MSG_TYPE_ERROR = 3, MAMA_MD_MSG_TYPE_CORRECTION = 4, MAMA_MD_MSG_TYPE_CLOSING = 5, MAMA_MD_MSG_TYPE_SYMBOL_DELETE = 7, MAMA_MD_MSG_TYPE_SYMBOL_ACTION = 8, MAMA_MD_MSG_TYPE_PREOPENING = 12, MAMA_MD_MSG_TYPE_QUOTE = 13, MAMA_MD_MSG_TYPE_TRADE = 14, MAMA_MD_MSG_TYPE_BOOK_UPDATE = 15, MAMA_MD_MSG_TYPE_BOOK_INITIAL = 16, MAMA_MD_MSG_TYPE_BOOK_CLEAR = 18, MAMA_MD_MSG_TYPE_IMBALANCE = 22, MAMA_MD_MSG_TYPE_SECURITY_STATUS = 23, MAMA_MD_MSG_TYPE_NEWS_HEADLINE = 24, MAMA_MD_MSG_TYPE_NEWS_STORY = 25, MAMA_MD_MSG_TYPE_NEWS_QUERY = 26, MAMA_MD_MSG_TYPE_MISC = 100} |
typedef enum mamaMdDataType | mamaDataType |
typedef enum mamaMdMsgType | mamaMdMsgType |
Name | |
---|---|
MAMAExpDLL mamaMdMsgType | mamaMdMsgType_typeForMsg(const mamaMsg msg) |
MAMAExpDLL const char * | mamaMdMsgType_stringForMsg(const mamaMsg msg) |
MAMAExpDLL const char * | mamaMdMsgType_stringForType(mamaMdMsgType type) |
MAMAExpDLL mamaMsgType | mamaMdMsgType_compatMsgType(mamaMdMsgType type) |
Enumerator | Value | Description |
---|---|---|
MAMA_MD_DATA_TYPE_STANDARD | 0 | |
MAMA_MD_DATA_TYPE_ORDER_BOOK | 1 | |
MAMA_MD_DATA_TYPE_NEWS_STORY | 2 | |
MAMA_MD_DATA_TYPE_WORLDVIEW | 3 | |
MAMA_MD_DATA_TYPE_PROPERTY | 4 | |
MAMA_MD_DATA_TYPE_USAGE_LOG | 5 | |
MAMA_MD_DATA_TYPE_NEWS_QUERY | 6 | |
MAMA_MD_DATA_TYPE_TEMPLATE | 7 |
Enumerator | Value | Description |
---|---|---|
MAMA_MD_MSG_TYPE_GENERAL | 0 | General update (indices, funds) |
MAMA_MD_MSG_TYPE_CANCEL | 2 | Trade cancellation. |
MAMA_MD_MSG_TYPE_ERROR | 3 | Trade error |
MAMA_MD_MSG_TYPE_CORRECTION | 4 | Trade correction. |
MAMA_MD_MSG_TYPE_CLOSING | 5 | Closing summary |
MAMA_MD_MSG_TYPE_SYMBOL_DELETE | 7 | Symbol deleted |
MAMA_MD_MSG_TYPE_SYMBOL_ACTION | 8 | Action related to this symbol, such as a name change or symbol deletion due to option/future expiration, etc. |
MAMA_MD_MSG_TYPE_PREOPENING | 12 | Pre-opening summary (e.g. morning “roll”) |
MAMA_MD_MSG_TYPE_QUOTE | 13 | Quote update. |
MAMA_MD_MSG_TYPE_TRADE | 14 | Trade update. |
MAMA_MD_MSG_TYPE_BOOK_UPDATE | 15 | Orderbook update |
MAMA_MD_MSG_TYPE_BOOK_INITIAL | 16 | Order book initial value. This message is sent rather than MAMA_MD_MSG_TYPE_INITIAL for order books. |
MAMA_MD_MSG_TYPE_BOOK_CLEAR | 18 | Orderbook clear |
MAMA_MD_MSG_TYPE_IMBALANCE | 22 | Order imbalance or noimbalance update |
MAMA_MD_MSG_TYPE_SECURITY_STATUS | 23 | Security status update |
MAMA_MD_MSG_TYPE_NEWS_HEADLINE | 24 | News headline |
MAMA_MD_MSG_TYPE_NEWS_STORY | 25 | News Story |
MAMA_MD_MSG_TYPE_NEWS_QUERY | 26 | News query |
MAMA_MD_MSG_TYPE_MISC | 100 | Miscellaneous. |
typedef enum mamaMdDataType mamaDataType;
typedef enum mamaMdMsgType mamaMdMsgType;
MAMAExpDLL mamaMdMsgType mamaMdMsgType_typeForMsg(
const mamaMsg msg
)
Parameters:
Extract the market data message type from the message.
MAMAExpDLL const char * mamaMdMsgType_stringForMsg(
const mamaMsg msg
)
Parameters:
Extract the market data message type as a string from a message.
MAMAExpDLL const char * mamaMdMsgType_stringForType(
mamaMdMsgType type
)
Parameters:
Convert a mamaMdMsgType to a string.
MAMAExpDLL mamaMsgType mamaMdMsgType_compatMsgType(
mamaMdMsgType type
)
Parameters:
Convert a mamaMdMsgType to a reasonable backward-compatible mamaMsgType.
/* $Id$
*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
#ifndef MamaMartketDataH__
#define MamaMartketDataH__
/*
* This file provides type definitions and function declarations for
* MAMA types related to market data applications.
*/
#include "mama/config.h"
#include "mama/types.h"
#include "mama/msgtype.h"
#if defined(__cplusplus)
extern "C" {
#endif
typedef enum mamaMdDataType
{
MAMA_MD_DATA_TYPE_STANDARD = 0,
MAMA_MD_DATA_TYPE_ORDER_BOOK = 1,
MAMA_MD_DATA_TYPE_NEWS_STORY = 2,
MAMA_MD_DATA_TYPE_WORLDVIEW = 3,
MAMA_MD_DATA_TYPE_PROPERTY = 4,
MAMA_MD_DATA_TYPE_USAGE_LOG = 5,
MAMA_MD_DATA_TYPE_NEWS_QUERY = 6,
MAMA_MD_DATA_TYPE_TEMPLATE = 7
} mamaDataType;
typedef enum mamaMdMsgType
{
MAMA_MD_MSG_TYPE_GENERAL = 0,
MAMA_MD_MSG_TYPE_CANCEL = 2,
MAMA_MD_MSG_TYPE_ERROR = 3,
MAMA_MD_MSG_TYPE_CORRECTION = 4,
MAMA_MD_MSG_TYPE_CLOSING = 5,
MAMA_MD_MSG_TYPE_SYMBOL_DELETE = 7,
MAMA_MD_MSG_TYPE_SYMBOL_ACTION = 8,
MAMA_MD_MSG_TYPE_PREOPENING = 12,
MAMA_MD_MSG_TYPE_QUOTE = 13,
MAMA_MD_MSG_TYPE_TRADE = 14,
MAMA_MD_MSG_TYPE_BOOK_UPDATE = 15,
MAMA_MD_MSG_TYPE_BOOK_INITIAL = 16,
MAMA_MD_MSG_TYPE_BOOK_CLEAR = 18,
MAMA_MD_MSG_TYPE_IMBALANCE = 22,
MAMA_MD_MSG_TYPE_SECURITY_STATUS = 23,
MAMA_MD_MSG_TYPE_NEWS_HEADLINE = 24,
MAMA_MD_MSG_TYPE_NEWS_STORY = 25,
MAMA_MD_MSG_TYPE_NEWS_QUERY = 26,
MAMA_MD_MSG_TYPE_MISC = 100
} mamaMdMsgType;
MAMAExpDLL
extern mamaMdMsgType
mamaMdMsgType_typeForMsg (const mamaMsg msg);
MAMAExpDLL
extern const char*
mamaMdMsgType_stringForMsg (const mamaMsg msg);
MAMAExpDLL
extern const char*
mamaMdMsgType_stringForType (mamaMdMsgType type);
MAMAExpDLL
extern mamaMsgType
mamaMdMsgType_compatMsgType (mamaMdMsgType type);
#if defined(__cplusplus)
}
#endif
#endif /* MamaMartketDataH__ */
Updated on 2023-03-31 at 15:29:16 +0100