Wombat::MamdaQuoteFields

#include <MamdaQuoteFields.h>

Public Functions

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

Public Attributes

	Name
const MamaFieldDescriptor *	BID_PRICE
const MamaFieldDescriptor *	BID_SIZE
const MamaFieldDescriptor *	BID_DEPTH
const MamaFieldDescriptor *	BID_PART_ID
const MamaFieldDescriptor *	BID_CLOSE_PRICE
const MamaFieldDescriptor *	BID_CLOSE_DATE
const MamaFieldDescriptor *	BID_PREV_CLOSE_PRICE
const MamaFieldDescriptor *	BID_PREV_CLOSE_DATE
const MamaFieldDescriptor *	BID_HIGH
const MamaFieldDescriptor *	BID_LOW
const MamaFieldDescriptor *	ASK_PRICE
const MamaFieldDescriptor *	ASK_SIZE
const MamaFieldDescriptor *	ASK_DEPTH
const MamaFieldDescriptor *	ASK_PART_ID
const MamaFieldDescriptor *	ASK_CLOSE_PRICE
const MamaFieldDescriptor *	ASK_CLOSE_DATE
const MamaFieldDescriptor *	ASK_PREV_CLOSE_PRICE
const MamaFieldDescriptor *	ASK_PREV_CLOSE_DATE
const MamaFieldDescriptor *	ASK_HIGH
const MamaFieldDescriptor *	ASK_LOW
const MamaFieldDescriptor *	QUOTE_SEQ_NUM
const MamaFieldDescriptor *	QUOTE_TIME
const MamaFieldDescriptor *	QUOTE_DATE
const MamaFieldDescriptor *	QUOTE_QUAL
const MamaFieldDescriptor *	QUOTE_QUAL_NATIVE
const MamaFieldDescriptor *	QUOTE_COUNT
const MamaFieldDescriptor *	MID_PRICE
const MamaFieldDescriptor *	SHORT_SALE_BID_TICK
const MamaFieldDescriptor *	BID_TICK
const MamaFieldDescriptor *	ASK_TIME
const MamaFieldDescriptor *	BID_TIME
const MamaFieldDescriptor *	ASK_INDICATOR
const MamaFieldDescriptor *	BID_INDICATOR
const MamaFieldDescriptor *	ASK_UPDATE_COUNT
const MamaFieldDescriptor *	BID_UPDATE_COUNT
const MamaFieldDescriptor *	ASK_YIELD
const MamaFieldDescriptor *	BID_YIELD
const MamaFieldDescriptor *	BID_SIZES_LIST
const MamaFieldDescriptor *	ASK_SIZES_LIST
const MamaFieldDescriptor *	BOOK_CONTRIBUTORS
const MamaFieldDescriptor *	SHORT_SALE_CIRCUIT_BREAKER

Detailed Description

class Wombat::MamdaQuoteFields;

Utility cache of MamaFieldDescriptors which are used internally by the API when accessing quote related fields from update messages. This class should be initialized prior to using the [MamdaQuoteListener](classWombat_1_1MamdaQuoteListener.html) by calling setDictionary() with a valid dictionary object which contains quote related fields.

Public Functions Documentation

function setDictionary

static void setDictionary(
    const MamaDictionary & dictionary
)

function reset

static void reset()

Reset the dictionary for quote update fields

function getMaxFid

static uint16_t getMaxFid()

function isSet

static bool isSet()

Public Attributes Documentation

variable BID_PRICE

static const MamaFieldDescriptor * BID_PRICE;

variable BID_SIZE

static const MamaFieldDescriptor * BID_SIZE;

variable BID_DEPTH

static const MamaFieldDescriptor * BID_DEPTH;

variable BID_PART_ID

static const MamaFieldDescriptor * BID_PART_ID;

variable BID_CLOSE_PRICE

static const MamaFieldDescriptor * BID_CLOSE_PRICE;

variable BID_CLOSE_DATE

static const MamaFieldDescriptor * BID_CLOSE_DATE;

variable BID_PREV_CLOSE_PRICE

static const MamaFieldDescriptor * BID_PREV_CLOSE_PRICE;

variable BID_PREV_CLOSE_DATE

static const MamaFieldDescriptor * BID_PREV_CLOSE_DATE;

variable BID_HIGH

static const MamaFieldDescriptor * BID_HIGH;

variable BID_LOW

static const MamaFieldDescriptor * BID_LOW;

variable ASK_PRICE

static const MamaFieldDescriptor * ASK_PRICE;

variable ASK_SIZE

static const MamaFieldDescriptor * ASK_SIZE;

variable ASK_DEPTH

static const MamaFieldDescriptor * ASK_DEPTH;

variable ASK_PART_ID

static const MamaFieldDescriptor * ASK_PART_ID;

variable ASK_CLOSE_PRICE

static const MamaFieldDescriptor * ASK_CLOSE_PRICE;

variable ASK_CLOSE_DATE

static const MamaFieldDescriptor * ASK_CLOSE_DATE;

variable ASK_PREV_CLOSE_PRICE

static const MamaFieldDescriptor * ASK_PREV_CLOSE_PRICE;

variable ASK_PREV_CLOSE_DATE

static const MamaFieldDescriptor * ASK_PREV_CLOSE_DATE;

variable ASK_HIGH

static const MamaFieldDescriptor * ASK_HIGH;

variable ASK_LOW

static const MamaFieldDescriptor * ASK_LOW;

variable QUOTE_SEQ_NUM

static const MamaFieldDescriptor * QUOTE_SEQ_NUM;

variable QUOTE_TIME

static const MamaFieldDescriptor * QUOTE_TIME;

variable QUOTE_DATE

static const MamaFieldDescriptor * QUOTE_DATE;

variable QUOTE_QUAL

static const MamaFieldDescriptor * QUOTE_QUAL;

variable QUOTE_QUAL_NATIVE

static const MamaFieldDescriptor * QUOTE_QUAL_NATIVE;

variable QUOTE_COUNT

static const MamaFieldDescriptor * QUOTE_COUNT;

variable MID_PRICE

static const MamaFieldDescriptor * MID_PRICE;

variable SHORT_SALE_BID_TICK

static const MamaFieldDescriptor * SHORT_SALE_BID_TICK;

variable BID_TICK

static const MamaFieldDescriptor * BID_TICK;

variable ASK_TIME

static const MamaFieldDescriptor * ASK_TIME;

variable BID_TIME

static const MamaFieldDescriptor * BID_TIME;

variable ASK_INDICATOR

static const MamaFieldDescriptor * ASK_INDICATOR;

variable BID_INDICATOR

static const MamaFieldDescriptor * BID_INDICATOR;

variable ASK_UPDATE_COUNT

static const MamaFieldDescriptor * ASK_UPDATE_COUNT;

variable BID_UPDATE_COUNT

static const MamaFieldDescriptor * BID_UPDATE_COUNT;

variable ASK_YIELD

static const MamaFieldDescriptor * ASK_YIELD;

variable BID_YIELD

static const MamaFieldDescriptor * BID_YIELD;

variable BID_SIZES_LIST

static const MamaFieldDescriptor * BID_SIZES_LIST;

variable ASK_SIZES_LIST

static const MamaFieldDescriptor * ASK_SIZES_LIST;

variable BOOK_CONTRIBUTORS

static const MamaFieldDescriptor * BOOK_CONTRIBUTORS;

variable SHORT_SALE_CIRCUIT_BREAKER

static const MamaFieldDescriptor * SHORT_SALE_CIRCUIT_BREAKER;

Updated on 2023-03-31 at 15:29:58 +0100