Classes Files

mama/marketdata.h

Types

  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

Functions

  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)

Types Documentation

enum mamaMdDataType

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  

enum mamaMdMsgType

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 mamaDataType

typedef enum mamaMdDataType mamaDataType;

typedef mamaMdMsgType

typedef enum mamaMdMsgType mamaMdMsgType;

Functions Documentation

function mamaMdMsgType_typeForMsg

MAMAExpDLL mamaMdMsgType mamaMdMsgType_typeForMsg(
    const mamaMsg msg
)

Parameters:

  • msg The message.

Extract the market data message type from the message.

function mamaMdMsgType_stringForMsg

MAMAExpDLL const char * mamaMdMsgType_stringForMsg(
    const mamaMsg msg
)

Parameters:

  • msg The message.

Extract the market data message type as a string from a message.

function mamaMdMsgType_stringForType

MAMAExpDLL const char * mamaMdMsgType_stringForType(
    mamaMdMsgType type
)

Parameters:

  • type The mamaMdMsgType.

Convert a mamaMdMsgType to a string.

function mamaMdMsgType_compatMsgType

MAMAExpDLL mamaMsgType mamaMdMsgType_compatMsgType(
    mamaMdMsgType type
)

Parameters:

  • type The mamaMdMsgType.

Convert a mamaMdMsgType to a reasonable backward-compatible mamaMsgType.

Source code

/* $Id$
 *
 * 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