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Classes Files

Wombat::MamdaTradeFields

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#include <MamdaTradeFields.h>

Public Functions

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

Public Attributes

  Name
const MamaFieldDescriptor * TRADE_PRICE
const MamaFieldDescriptor * TRADE_DATE
const MamaFieldDescriptor * TRADE_SIDE
const MamaFieldDescriptor * AGGRESSOR_SIDE
const MamaFieldDescriptor * TRADE_TIME
const MamaFieldDescriptor * LAST_PRICE
const MamaFieldDescriptor * LAST_VOLUME
const MamaFieldDescriptor * LAST_DATE_TIME
const MamaFieldDescriptor * LAST_PART_ID
const MamaFieldDescriptor * LAST_DIRECTION
const MamaFieldDescriptor * NET_CHANGE
const MamaFieldDescriptor * PCT_CHANGE
const MamaFieldDescriptor * TRADE_SIZE
const MamaFieldDescriptor * TOTAL_VOLUME
const MamaFieldDescriptor * OFF_EXCHANGE_TOTAL_VOLUME
const MamaFieldDescriptor * ON_EXCHANGE_TOTAL_VOLUME
const MamaFieldDescriptor * TRADE_UNITS
const MamaFieldDescriptor * HIGH_PRICE
const MamaFieldDescriptor * LOW_PRICE
const MamaFieldDescriptor * OPEN_PRICE
const MamaFieldDescriptor * CLOSE_PRICE
const MamaFieldDescriptor * CLOSE_DATE
const MamaFieldDescriptor * PREV_CLOSE_PRICE
const MamaFieldDescriptor * PREV_CLOSE_DATE
const MamaFieldDescriptor * ADJ_PREV_CLOSE
const MamaFieldDescriptor * PREV_VOLUME
const MamaFieldDescriptor * TRADE_SEQNUM
const MamaFieldDescriptor * TRADE_QUALIFIER
const MamaFieldDescriptor * TRADE_PART_ID
const MamaFieldDescriptor * TOTAL_VALUE
const MamaFieldDescriptor * OFF_EXCHANGE_TOTAL_VALUE
const MamaFieldDescriptor * ON_EXCHANGE_TOTAL_VALUE
const MamaFieldDescriptor * VWAP
const MamaFieldDescriptor * OFF_EXCHANGE_VWAP
const MamaFieldDescriptor * ON_EXCHANGE_VWAP
const MamaFieldDescriptor * STD_DEV
const MamaFieldDescriptor * STD_DEV_SUM
const MamaFieldDescriptor * STD_DEV_SUM_SQUARES
const MamaFieldDescriptor * SALE_CONDITION
const MamaFieldDescriptor * SELLERS_SALE_DAYS
const MamaFieldDescriptor * IS_IRREGULAR
const MamaFieldDescriptor * IRREG_PART_ID
const MamaFieldDescriptor * IRREG_PRICE
const MamaFieldDescriptor * IRREG_SIZE
const MamaFieldDescriptor * IRREG_TIME
const MamaFieldDescriptor * ORIG_PART_ID
const MamaFieldDescriptor * ORIG_PRICE
const MamaFieldDescriptor * ORIG_SIZE
const MamaFieldDescriptor * ORIG_SEQNUM
const MamaFieldDescriptor * ORIG_TRADE_QUALIFIER
const MamaFieldDescriptor * ORIG_SALE_CONDITION
const MamaFieldDescriptor * ORIG_SELLERS_SALE_DAYS
const MamaFieldDescriptor * ORIG_STOP_STOCK_IND
const MamaFieldDescriptor * STOP_STOCK_IND
const MamaFieldDescriptor * CORR_PART_ID
const MamaFieldDescriptor * CORR_PRICE
const MamaFieldDescriptor * CORR_SIZE
const MamaFieldDescriptor * CORR_TRADE_QUALIFIER
const MamaFieldDescriptor * CORR_SALE_CONDITION
const MamaFieldDescriptor * CORR_TRADE_ID
const MamaFieldDescriptor * CORR_SELLERS_SALE_DAYS
const MamaFieldDescriptor * CORR_STOP_STOCK_IND
const MamaFieldDescriptor * CORR_TIME
const MamaFieldDescriptor * CANCEL_TIME
const MamaFieldDescriptor * TRADE_ID
const MamaFieldDescriptor * ORIG_TRADE_ID
const MamaFieldDescriptor * PRIMARY_EXCH
const MamaFieldDescriptor * TRADE_COUNT
const MamaFieldDescriptor * BLOCK_COUNT
const MamaFieldDescriptor * BLOCK_VOLUME
const MamaFieldDescriptor * ORDER_ID
const MamaFieldDescriptor * UPDATE_AS_TRADE
const MamaFieldDescriptor * CURRENCY_CODE
const MamaFieldDescriptor * SETTLE_PRICE
const MamaFieldDescriptor * SETTLE_DATE
const MamaFieldDescriptor * HIGH_SEQNUM
const MamaFieldDescriptor * LOW_SEQNUM
const MamaFieldDescriptor * LAST_SEQNUM
const MamaFieldDescriptor * TOTAL_VOLUME_SEQNUM
const MamaFieldDescriptor * UNIQUE_ID
const MamaFieldDescriptor * TRADE_ACTION
const MamaFieldDescriptor * TRADE_EXEC_VENUE
const MamaFieldDescriptor * OFF_EXCHANGE_TRADE_PRICE
const MamaFieldDescriptor * ON_EXCHANGE_TRADE_PRICE
const MamaFieldDescriptor * TRADE_CONTRIBUTORS
const MamaFieldDescriptor * GENERIC_FLAG
const MamaFieldDescriptor * TRADE_RECAPS
const MamaFieldDescriptor * SHORT_SALE_CIRCUIT_BREAKER
const MamaFieldDescriptor * ORIG_SHORT_SALE_CIRCUIT_BREAKER
const MamaFieldDescriptor * CORR_SHORT_SALE_CIRCUIT_BREAKER

Detailed Description

class Wombat::MamdaTradeFields;

Utility cache of MamaFieldDescriptors which are used internally by the API when accessing trade related fields from update messages. This class should be initialized prior to using the [MamdaTradeListener](classWombat_1_1MamdaTradeListener.html) by calling setDictionary() with a valid dictionary object which contains trade related fields.

Public Functions Documentation

function setDictionary

static void setDictionary(
    const MamaDictionary & dictionary
)

function reset

static void reset()

Reset the dictionary for trade update fields

function getMaxFid

static uint16_t getMaxFid()

function isSet

static bool isSet()

Public Attributes Documentation

variable TRADE_PRICE

static const MamaFieldDescriptor * TRADE_PRICE;

variable TRADE_DATE

static const MamaFieldDescriptor * TRADE_DATE;

variable TRADE_SIDE

static const MamaFieldDescriptor * TRADE_SIDE;

variable AGGRESSOR_SIDE

static const MamaFieldDescriptor * AGGRESSOR_SIDE;

variable TRADE_TIME

static const MamaFieldDescriptor * TRADE_TIME;

variable LAST_PRICE

static const MamaFieldDescriptor * LAST_PRICE;

variable LAST_VOLUME

static const MamaFieldDescriptor * LAST_VOLUME;

variable LAST_DATE_TIME

static const MamaFieldDescriptor * LAST_DATE_TIME;

variable LAST_PART_ID

static const MamaFieldDescriptor * LAST_PART_ID;

variable LAST_DIRECTION

static const MamaFieldDescriptor * LAST_DIRECTION;

variable NET_CHANGE

static const MamaFieldDescriptor * NET_CHANGE;

variable PCT_CHANGE

static const MamaFieldDescriptor * PCT_CHANGE;

variable TRADE_SIZE

static const MamaFieldDescriptor * TRADE_SIZE;

variable TOTAL_VOLUME

static const MamaFieldDescriptor * TOTAL_VOLUME;

variable OFF_EXCHANGE_TOTAL_VOLUME

static const MamaFieldDescriptor * OFF_EXCHANGE_TOTAL_VOLUME;

variable ON_EXCHANGE_TOTAL_VOLUME

static const MamaFieldDescriptor * ON_EXCHANGE_TOTAL_VOLUME;

variable TRADE_UNITS

static const MamaFieldDescriptor * TRADE_UNITS;

variable HIGH_PRICE

static const MamaFieldDescriptor * HIGH_PRICE;

variable LOW_PRICE

static const MamaFieldDescriptor * LOW_PRICE;

variable OPEN_PRICE

static const MamaFieldDescriptor * OPEN_PRICE;

variable CLOSE_PRICE

static const MamaFieldDescriptor * CLOSE_PRICE;

variable CLOSE_DATE

static const MamaFieldDescriptor * CLOSE_DATE;

variable PREV_CLOSE_PRICE

static const MamaFieldDescriptor * PREV_CLOSE_PRICE;

variable PREV_CLOSE_DATE

static const MamaFieldDescriptor * PREV_CLOSE_DATE;

variable ADJ_PREV_CLOSE

static const MamaFieldDescriptor * ADJ_PREV_CLOSE;

variable PREV_VOLUME

static const MamaFieldDescriptor * PREV_VOLUME;

variable TRADE_SEQNUM

static const MamaFieldDescriptor * TRADE_SEQNUM;

variable TRADE_QUALIFIER

static const MamaFieldDescriptor * TRADE_QUALIFIER;

variable TRADE_PART_ID

static const MamaFieldDescriptor * TRADE_PART_ID;

variable TOTAL_VALUE

static const MamaFieldDescriptor * TOTAL_VALUE;

variable OFF_EXCHANGE_TOTAL_VALUE

static const MamaFieldDescriptor * OFF_EXCHANGE_TOTAL_VALUE;

variable ON_EXCHANGE_TOTAL_VALUE

static const MamaFieldDescriptor * ON_EXCHANGE_TOTAL_VALUE;

variable VWAP

static const MamaFieldDescriptor * VWAP;

variable OFF_EXCHANGE_VWAP

static const MamaFieldDescriptor * OFF_EXCHANGE_VWAP;

variable ON_EXCHANGE_VWAP

static const MamaFieldDescriptor * ON_EXCHANGE_VWAP;

variable STD_DEV

static const MamaFieldDescriptor * STD_DEV;

variable STD_DEV_SUM

static const MamaFieldDescriptor * STD_DEV_SUM;

variable STD_DEV_SUM_SQUARES

static const MamaFieldDescriptor * STD_DEV_SUM_SQUARES;

variable SALE_CONDITION

static const MamaFieldDescriptor * SALE_CONDITION;

variable SELLERS_SALE_DAYS

static const MamaFieldDescriptor * SELLERS_SALE_DAYS;

variable IS_IRREGULAR

static const MamaFieldDescriptor * IS_IRREGULAR;

variable IRREG_PART_ID

static const MamaFieldDescriptor * IRREG_PART_ID;

variable IRREG_PRICE

static const MamaFieldDescriptor * IRREG_PRICE;

variable IRREG_SIZE

static const MamaFieldDescriptor * IRREG_SIZE;

variable IRREG_TIME

static const MamaFieldDescriptor * IRREG_TIME;

variable ORIG_PART_ID

static const MamaFieldDescriptor * ORIG_PART_ID;

variable ORIG_PRICE

static const MamaFieldDescriptor * ORIG_PRICE;

variable ORIG_SIZE

static const MamaFieldDescriptor * ORIG_SIZE;

variable ORIG_SEQNUM

static const MamaFieldDescriptor * ORIG_SEQNUM;

variable ORIG_TRADE_QUALIFIER

static const MamaFieldDescriptor * ORIG_TRADE_QUALIFIER;

variable ORIG_SALE_CONDITION

static const MamaFieldDescriptor * ORIG_SALE_CONDITION;

variable ORIG_SELLERS_SALE_DAYS

static const MamaFieldDescriptor * ORIG_SELLERS_SALE_DAYS;

variable ORIG_STOP_STOCK_IND

static const MamaFieldDescriptor * ORIG_STOP_STOCK_IND;

variable STOP_STOCK_IND

static const MamaFieldDescriptor * STOP_STOCK_IND;

variable CORR_PART_ID

static const MamaFieldDescriptor * CORR_PART_ID;

variable CORR_PRICE

static const MamaFieldDescriptor * CORR_PRICE;

variable CORR_SIZE

static const MamaFieldDescriptor * CORR_SIZE;

variable CORR_TRADE_QUALIFIER

static const MamaFieldDescriptor * CORR_TRADE_QUALIFIER;

variable CORR_SALE_CONDITION

static const MamaFieldDescriptor * CORR_SALE_CONDITION;

variable CORR_TRADE_ID

static const MamaFieldDescriptor * CORR_TRADE_ID;

variable CORR_SELLERS_SALE_DAYS

static const MamaFieldDescriptor * CORR_SELLERS_SALE_DAYS;

variable CORR_STOP_STOCK_IND

static const MamaFieldDescriptor * CORR_STOP_STOCK_IND;

variable CORR_TIME

static const MamaFieldDescriptor * CORR_TIME;

variable CANCEL_TIME

static const MamaFieldDescriptor * CANCEL_TIME;

variable TRADE_ID

static const MamaFieldDescriptor * TRADE_ID;

variable ORIG_TRADE_ID

static const MamaFieldDescriptor * ORIG_TRADE_ID;

variable PRIMARY_EXCH

static const MamaFieldDescriptor * PRIMARY_EXCH;

variable TRADE_COUNT

static const MamaFieldDescriptor * TRADE_COUNT;

variable BLOCK_COUNT

static const MamaFieldDescriptor * BLOCK_COUNT;

variable BLOCK_VOLUME

static const MamaFieldDescriptor * BLOCK_VOLUME;

variable ORDER_ID

static const MamaFieldDescriptor * ORDER_ID;

variable UPDATE_AS_TRADE

static const MamaFieldDescriptor * UPDATE_AS_TRADE;

variable CURRENCY_CODE

static const MamaFieldDescriptor * CURRENCY_CODE;

variable SETTLE_PRICE

static const MamaFieldDescriptor * SETTLE_PRICE;

variable SETTLE_DATE

static const MamaFieldDescriptor * SETTLE_DATE;

variable HIGH_SEQNUM

static const MamaFieldDescriptor * HIGH_SEQNUM;

variable LOW_SEQNUM

static const MamaFieldDescriptor * LOW_SEQNUM;

variable LAST_SEQNUM

static const MamaFieldDescriptor * LAST_SEQNUM;

variable TOTAL_VOLUME_SEQNUM

static const MamaFieldDescriptor * TOTAL_VOLUME_SEQNUM;

variable UNIQUE_ID

static const MamaFieldDescriptor * UNIQUE_ID;

variable TRADE_ACTION

static const MamaFieldDescriptor * TRADE_ACTION;

variable TRADE_EXEC_VENUE

static const MamaFieldDescriptor * TRADE_EXEC_VENUE;

variable OFF_EXCHANGE_TRADE_PRICE

static const MamaFieldDescriptor * OFF_EXCHANGE_TRADE_PRICE;

variable ON_EXCHANGE_TRADE_PRICE

static const MamaFieldDescriptor * ON_EXCHANGE_TRADE_PRICE;

variable TRADE_CONTRIBUTORS

static const MamaFieldDescriptor * TRADE_CONTRIBUTORS;

variable GENERIC_FLAG

static const MamaFieldDescriptor * GENERIC_FLAG;

variable TRADE_RECAPS

static const MamaFieldDescriptor * TRADE_RECAPS;

variable SHORT_SALE_CIRCUIT_BREAKER

static const MamaFieldDescriptor * SHORT_SALE_CIRCUIT_BREAKER;

variable ORIG_SHORT_SALE_CIRCUIT_BREAKER

static const MamaFieldDescriptor * ORIG_SHORT_SALE_CIRCUIT_BREAKER;

variable CORR_SHORT_SALE_CIRCUIT_BREAKER

static const MamaFieldDescriptor * CORR_SHORT_SALE_CIRCUIT_BREAKER;

Updated on 2023-03-31 at 15:29:59 +0100