Wombat::MamdaOrderImbalanceFields

#include <MamdaOrderImbalanceFields.h>

Public Functions

	Name
void	setDictionary(const MamaDictionary & dictionary)
void	reset()
uint16_t	getMaxFid()
bool	isSet()

Public Attributes

	Name
const MamaFieldDescriptor *	HIGH_INDICATION_PRICE
const MamaFieldDescriptor *	LOW_INDICATION_PRICE
const MamaFieldDescriptor *	INDICATION_PRICE
const MamaFieldDescriptor *	BUY_VOLUME
const MamaFieldDescriptor *	SELL_VOLUME
const MamaFieldDescriptor *	MATCH_VOLUME
const MamaFieldDescriptor *	SECURITY_STATUS_QUAL
const MamaFieldDescriptor *	INSIDE_MATCH_PRICE
const MamaFieldDescriptor *	FAR_CLEARING_PRICE
const MamaFieldDescriptor *	NEAR_CLEARING_PRICE
const MamaFieldDescriptor *	NO_CLEARING_PRICE
const MamaFieldDescriptor *	PRICE_VAR_IND
const MamaFieldDescriptor *	CROSS_TYPE
const MamaFieldDescriptor *	SRC_TIME
const MamaFieldDescriptor *	ACTIVITY_TIME
const MamaFieldDescriptor *	MSG_TYPE
const MamaFieldDescriptor *	ISSUE_SYMBOL
const MamaFieldDescriptor *	PART_ID
const MamaFieldDescriptor *	SEQ_NUM
const MamaFieldDescriptor *	SECURITY_STATUS_ORIG
const MamaFieldDescriptor *	SECURITY_STATUS_TIME
const MamaFieldDescriptor *	AUCTION_TIME
const MamaFieldDescriptor *	LINE_TIME
const MamaFieldDescriptor *	SEND_TIME

Detailed Description

class Wombat::MamdaOrderImbalanceFields;

Utility cache of MamaFieldDescriptors which are used internally by the API when accessing imbalance related fields from update messages. This class should be initialized prior to using the [MamdaOrderImbalanceListener](classWombat_1_1MamdaOrderImbalanceListener.html) by calling setDictionary() with a valid dictionary object which contains imbalance related fields.

Public Functions Documentation

function setDictionary

static void setDictionary(
    const MamaDictionary & dictionary
)

function reset

static void reset()

Reset the dictionary for order imbalance update fields

function getMaxFid

static uint16_t getMaxFid()

function isSet

static bool isSet()

Public Attributes Documentation

variable HIGH_INDICATION_PRICE

static const MamaFieldDescriptor * HIGH_INDICATION_PRICE;

variable LOW_INDICATION_PRICE

static const MamaFieldDescriptor * LOW_INDICATION_PRICE;

variable INDICATION_PRICE

static const MamaFieldDescriptor * INDICATION_PRICE;

variable BUY_VOLUME

static const MamaFieldDescriptor * BUY_VOLUME;

variable SELL_VOLUME

static const MamaFieldDescriptor * SELL_VOLUME;

variable MATCH_VOLUME

static const MamaFieldDescriptor * MATCH_VOLUME;

variable SECURITY_STATUS_QUAL

static const MamaFieldDescriptor * SECURITY_STATUS_QUAL;

variable INSIDE_MATCH_PRICE

static const MamaFieldDescriptor * INSIDE_MATCH_PRICE;

variable FAR_CLEARING_PRICE

static const MamaFieldDescriptor * FAR_CLEARING_PRICE;

variable NEAR_CLEARING_PRICE

static const MamaFieldDescriptor * NEAR_CLEARING_PRICE;

variable NO_CLEARING_PRICE

static const MamaFieldDescriptor * NO_CLEARING_PRICE;

variable PRICE_VAR_IND

static const MamaFieldDescriptor * PRICE_VAR_IND;

variable CROSS_TYPE

static const MamaFieldDescriptor * CROSS_TYPE;

variable SRC_TIME

static const MamaFieldDescriptor * SRC_TIME;

variable ACTIVITY_TIME

static const MamaFieldDescriptor * ACTIVITY_TIME;

variable MSG_TYPE

static const MamaFieldDescriptor * MSG_TYPE;

variable ISSUE_SYMBOL

static const MamaFieldDescriptor * ISSUE_SYMBOL;

variable PART_ID

static const MamaFieldDescriptor * PART_ID;

variable SEQ_NUM

static const MamaFieldDescriptor * SEQ_NUM;

variable SECURITY_STATUS_ORIG

static const MamaFieldDescriptor * SECURITY_STATUS_ORIG;

variable SECURITY_STATUS_TIME

static const MamaFieldDescriptor * SECURITY_STATUS_TIME;

variable AUCTION_TIME

static const MamaFieldDescriptor * AUCTION_TIME;

variable LINE_TIME

static const MamaFieldDescriptor * LINE_TIME;

variable SEND_TIME

static const MamaFieldDescriptor * SEND_TIME;

Updated on 2023-03-31 at 15:29:57 +0100