Introduction
Documentation Home What is OpenMAMA? Supported Platforms Versioning
Tutorials
1. Quick Start 2. Using MAMA Resource Pool
User Guides
Installing OpenMAMA OpenMAMA Developer's Guide OpenMAMDA Developer's Guide API Reference Docs Portable Demo Environment IDE Integration Running Example Apps Qpid Bridge Raising Issues Performance Testing Vulnerability Reporting
Contributor Guides
Contributing to Documentation Third Party Repository Building From Source Bridge Building Documentation Bridge Developer FAQ Bridge Incorporation Guidelines Coding Standards Dynamic Bridge Loading Long Lived Feature Branches Release Process Submission Process Unit Testing
RFC Documents
Open Closed Process Template
Classes Files

Wombat

More…

Classes

  Name
class Wombat::MamdaAuctionFields
class Wombat::MamdaAuctionHandler
class Wombat::MamdaAuctionListener
class Wombat::MamdaAuctionRecap
class Wombat::MamdaAuctionUpdate
class Wombat::MamdaBasicEvent
class Wombat::MamdaBasicRecap
class Wombat::MamdaBasicSubscription
class Wombat::MamdaCheckerHandler
class Wombat::MamdaCommonFields
class Wombat::MamdaConcreteBasicEvent
class Wombat::MamdaCurrencyFields
class Wombat::MamdaCurrencyHandler
class Wombat::MamdaCurrencyListener
class Wombat::MamdaCurrencyRecap
class Wombat::MamdaCurrencyUpdate
class Wombat::MamdaDataException
class Wombat::MamdaErrorListener
class Wombat::MamdaBasicErrorListener
class Wombat::MamdaFields
class Wombat::MamdaFundamentalFields
class Wombat::MamdaFundamentalHandler
class Wombat::MamdaFundamentalListener
class Wombat::MamdaFundamentals
class Wombat::MamdaLock
class Wombat::MamdaMsgListener
class Wombat::MamdaBasicMsgListener
class Wombat::MamdaMultiParticipantHandler
class Wombat::MamdaMultiParticipantManager
class Wombat::MamdaMultiSecurityHandler
class Wombat::MamdaMultiSecurityManager
class Wombat::MamdaOrderImbalanceFields
class Wombat::MamdaOrderImbalanceHandler
class Wombat::MamdaOrderImbalanceListener
class Wombat::MamdaOrderImbalanceRecap
class Wombat::MamdaOrderImbalanceSide
class Wombat::MamdaOrderImbalanceType
class Wombat::MamdaOrderImbalanceUpdate
class Wombat::MamdaPubStatus
class Wombat::MamdaPubStatusFields
class Wombat::MamdaPubStatusHandler
class Wombat::MamdaPubStatusListener
class Wombat::MamdaQualityListener
class Wombat::MamdaBasicQualityListener
class Wombat::MamdaQuery
class Wombat::MamdaOrQuery
class Wombat::MamdaAndQuery
class Wombat::MamdaEqualsQuery
class Wombat::MamdaDateQuery
class Wombat::MamdaContainsAllQuery
class Wombat::MamdaContainsQuery
class Wombat::MamdaQuoteChecker
class Wombat::MamdaQuoteClosing
class Wombat::MamdaQuoteFields
class Wombat::MamdaQuoteGap
class Wombat::MamdaQuoteHandler
class Wombat::MamdaQuoteListener
class Wombat::MamdaQuoteOutOfSequence
class Wombat::MamdaQuotePossiblyDuplicate
class Wombat::MamdaQuoteRecap
class Wombat::MamdaQuoteUpdate
class Wombat::MamdaSecStatus
class Wombat::MamdaSecStatusFields
class Wombat::MamdaSecStatusHandler
class Wombat::MamdaSecStatusListener
class Wombat::MamdaSecStatusRecap
class Wombat::MamdaSecStatusSymbolSourceAdapter
class Wombat::MamdaSubscription
class Wombat::MamdaSymbolSourceEvent
class Wombat::MamdaSymbolSourceHandler
class Wombat::MamdaTradeCancelOrError
class Wombat::MamdaTradeChecker
class Wombat::MamdaTradeClosing
class Wombat::MamdaTradeCorrection
class Wombat::MamdaTradeFields
class Wombat::MamdaTradeGap
class Wombat::MamdaTradeHandler
class Wombat::MamdaTradeListener
class Wombat::MamdaTradeOutOfSequence
class Wombat::MamdaTradePossiblyDuplicate
class Wombat::MamdaTradeRecap
class Wombat::MamdaTradeReport

Types

  Name
enum MamdaCheckerType { MAMDA_CHECK_TYPE_NONE, MAMDA_CHECK_TYPE_SNAPSHOT, MAMDA_CHECK_TYPE_APPLY_DELTA}
enum MamdaErrorSeverity { MAMDA_SEVERITY_OK, MAMDA_SEVERITY_LOW, MAMDA_SEVERITY_HIGH}
enum MamdaErrorCode { MAMDA_ERROR_NO_ERROR = 0, MAMDA_ERROR_LINE_DOWN = 1, MAMDA_ERROR_NO_SUBSCRIBERS = 2, MAMDA_ERROR_BAD_SYMBOL = 3, MAMDA_ERROR_EXPIRED = 4, MAMDA_ERROR_TIME_OUT = 5, MAMDA_ERROR_MISC = 6, MAMDA_ERROR_STALE = 7, MAMDA_ERROR_PLATFORM_STATUS = 8, MAMDA_ERROR_ENTITLEMENT = 9, MAMDA_ERROR_NOT_FOUND = 10, MAMDA_ERROR_POSSIBLY_STALE = 11, MAMDA_ERROR_NOT_PERMISSIONED = 12, MAMDA_ERROR_TOPIC_CHANGE = 13, MAMDA_ERROR_BANDWIDTH_EXCEEDED = 14, MAMDA_ERROR_DELETE = 17, MAMDA_ERROR_EXCEPTION = 999}
enum MamdaFieldState { MODIFIED = 2, NOT_MODIFIED = 1, NOT_INITIALISED = 0}
enum MamdaSecurityStatus { SECURITY_STATUS_NONE, SECURITY_STATUS_NORMAL, SECURITY_STATUS_CLOSED, SECURITY_STATUS_HALTED, SECURITY_STATUS_NOT_EXIST, SECURITY_STATUS_DELETED, SECURITY_STATUS_AUCTION, SECURITY_STATUS_CROSSING, SECURITY_STATUS_SUSPENDED, SECURITY_STATUS_AT_LAST, SECURITY_STATUS_INACTIVE, SECURITY_STATUS_UNKNOWN = 99}
enum MamdaSecurityStatusQual { SECURITY_STATUS_QUAL_NONE = 0, SECURITY_STATUS_QUAL_OPENING = 1, SECURITY_STATUS_QUAL_EXCUSED = 7, SECURITY_STATUS_QUAL_WITHDRAWN = 8, SECURITY_STATUS_QUAL_SUSPENDED = 9, SECURITY_STATUS_QUAL_RESUME = 11, SECURITY_STATUS_QUAL_QUOTE_RESUME = 12, SECURITY_STATUS_QUAL_TRADE_RESUME = 13, SECURITY_STATUS_QUAL_RESUME_TIME = 14, SECURITY_STATUS_QUAL_MKT_IMB_BUY = 16, SECURITY_STATUS_QUAL_MKT_IMB_SELL = 17, SECURITY_STATUS_QUAL_NO_MKT_IMB = 18, SECURITY_STATUS_QUAL_MOC_IMB_BUY = 19, SECURITY_STATUS_QUAL_MOC_IMB_SELL = 20, SECURITY_STATUS_QUAL_NO_MOC_IMB = 21, SECURITY_STATUS_QUAL_ORDER_IMB = 22, SECURITY_STATUS_QUAL_ORDER_INF = 23, SECURITY_STATUS_QUAL_ORDER_IMB_BUY = 24, SECURITY_STATUS_QUAL_ORDER_IMB_SELL = 25, SECURITY_STATUS_QUAL_ORDER_IMB_NONE = 26, SECURITY_STATUS_QUAL_LOA_IMBALANCE_BUY = 27, SECURITY_STATUS_QUAL_LOA_IMBALANCE_SELL = 28, SECURITY_STATUS_QUAL_NO_LOA_IMBALANCE = 29, SECURITY_STATUS_QUAL_ORDERS_ELIMINATED = 30, SECURITY_STATUS_QUAL_RANGE_ID = 31, SECURITY_STATUS_QUAL_ITS_PREOPEN = 32, SECURITY_STATUS_QUAL_RESERVED = 33, SECURITY_STATUS_QUAL_FROZEN = 34, SECURITY_STATUS_QUAL_PREOPEN = 35, SECURITY_STATUS_QUAL_THO_IMBALANCE_BUY = 36, SECURITY_STATUS_QUAL_THO_IMBALANCE_SELL = 37, SECURITY_STATUS_QUAL_NO_THO_IMBALANCE = 38, SECURITY_STATUS_QUAL_ADD_INFO = 41, SECURITY_STATUS_QUAL_IPO_IMBALANCE_BUY = 42, SECURITY_STATUS_QUAL_IPO_IMBALANCE_SELL = 43, SECURITY_STATUS_QUAL_NO_IPO_IMBALANCE = 44, SECURITY_STATUS_QUAL_EMC_IMB_BUY = 46, SECURITY_STATUS_QUAL_EMC_IMB_SELL = 47, SECURITY_STATUS_QUAL_EMC_IMB_NONE = 48, SECURITY_STATUS_QUAL_OPEN_DELAY = 51, SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME = 52, SECURITY_STATUS_QUAL_PRICE_IND = 53, SECURITY_STATUS_QUAL_EQUIPMENT = 54, SECURITY_STATUS_QUAL_FILINGS = 55, SECURITY_STATUS_QUAL_NEWS = 56, SECURITY_STATUS_QUAL_NEWS_DISSEM = 57, SECURITY_STATUS_QUAL_LISTING = 58, SECURITY_STATUS_QUAL_OPERATION = 59, SECURITY_STATUS_QUAL_INFO = 60, SECURITY_STATUS_QUAL_SEC = 61, SECURITY_STATUS_QUAL_TIMES = 62, SECURITY_STATUS_QUAL_OTHER = 63, SECURITY_STATUS_QUAL_RELATED = 64, SECURITY_STATUS_QUAL_IPO = 65, SECURITY_STATUS_QUAL_PRE_CROSS = 66, SECURITY_STATUS_QUAL_CROSS = 67, SECURITY_STATUS_QUAL_RELEASED_FOR_QUOTATION = 68, SECURITY_STATUS_QUAL_IPO_WINDOW_EXT = 69, SECURITY_STATUS_QUAL_PRECLOSING = 70, SECURITY_STATUS_QUAL_AUCTION_EXTENSION = 71, SECURITY_STATUS_QUAL_VOLATILITY_AUCTION = 72, SECURITY_STATUS_QUAL_SECURITY_AUTHORISED = 73, SECURITY_STATUS_QUAL_SECURITY_FORBIDDEN = 74, SECURITY_STATUS_QUAL_FAST_MARKET = 75, SECURITY_STATUS_QUAL_SLOW_MARKET = 76, SECURITY_STATUS_QUAL_SUB_PENNY_TRADING = 77, SECURITY_STATUS_QUAL_ORDER_INPUT = 78, SECURITY_STATUS_QUAL_PRE_ORDER_MATCHING = 79, SECURITY_STATUS_QUAL_ORDER_MATCHING = 80, SECURITY_STATUS_QUAL_BLOCKING = 81, SECURITY_STATUS_QUAL_ORDER_CANCEL = 82, SECURITY_STATUS_QUAL_FIXED_PRICE = 83, SECURITY_STATUS_QUAL_SALES_INPUT = 84, SECURITY_STATUS_QUAL_EXCHANGE_INTERVENTION = 85, SECURITY_STATUS_QUAL_PRE_AUCTION = 86, SECURITY_STATUS_QUAL_ADJUST = 87, SECURITY_STATUS_QUAL_ADJUST_ON = 88, SECURITY_STATUS_QUAL_LATE_TRADING = 89, SECURITY_STATUS_QUAL_ENQUIRE = 90, SECURITY_STATUS_QUAL_PRE_NIGHT_TRADING = 91, SECURITY_STATUS_QUAL_OPEN_NIGHT_TRADING = 92, SECURITY_STATUS_QUAL_SUB_HOLIDAY = 93, SECURITY_STATUS_QUAL_BID_ONLY = 94, SECURITY_STATUS_QUAL_ASK_ONLY = 95, SECURITY_STATUS_QUAL_UNKNOWN = 99, SECURITY_STATUS_QUAL_OPENING_DELAY_COMMON = 101, SECURITY_STATUS_QUAL_RESUME_COMMON = 102, SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME_COMMON = 103, SECURITY_STATUS_QUAL_NEWS_DISSEMINATION_RELATED = 104, SECURITY_STATUS_QUAL_ORDER_INFLUX_RELATED = 105, SECURITY_STATUS_QUAL_ORDER_IMBALANCE_RELATED = 106, SECURITY_STATUS_QUAL_INFORMATION_REQUESTED_RELATED = 107, SECURITY_STATUS_QUAL_NEWS_PENDING_RELATED = 108, SECURITY_STATUS_QUAL_EQUIPMENT_CHANGEOVER_RELATED = 109, SECURITY_STATUS_QUAL_SUB_PENNY_TRADING_RELATED = 110, SECURITY_STATUS_QUAL_POST_TRADING = 111, SECURITY_STATUS_QUAL_ONE_SIDED = 112, SECURITY_STATUS_QUAL_PRE_CALL = 113, SECURITY_STATUS_QUAL_RESTRICTED_OPEN = 114, SECURITY_STATUS_QUAL_VOLATILITY_PAUSE = 116, SECURITY_STATUS_QUAL_VOLATILITY_PAUSE_QUOTE_RESUME = 117, SECURITY_STATUS_QUAL_VOLATILITY_GUARD = 118, SECURITY_STATUS_QUAL_VOLATILITY_GUARD_QUOTE_RESUME = 119, SECURITY_STATUS_QUAL_LIMIT_STATE_BID = 120, SECURITY_STATUS_QUAL_LIMIT_STATE_ASK = 121, SECURITY_STATUS_QUAL_LIMITSTATEBID_LIMITSTATEASK = 122, SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_1 = 123, SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_2 = 124, SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_3 = 125, SECURITY_STATUS_QUAL_VOLATILITY_PAUSE_STRADDLE = 126, SECURITY_STATUS_QUAL_SHORT_SALE_RESTRICTED = 127, SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_BUY = 128, SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_SELL = 129, SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_NONE = 130, SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_BUY = 131, SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_SELL = 132, SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_NONE = 133, SECURITY_STATUS_QUAL_SCHEDULED_INTRADAY = 134}
enum MamdaTradeDirection { TRADE_DIR_ZERO, TRADE_DIR_PLUS, TRADE_DIR_MINUS, TRADE_DIR_ZERO_PLUS, TRADE_DIR_ZERO_MINUS, TRADE_DIR_NA, TRADE_DIR_UNKNOWN = 99}
enum MamdaTradeExecVenue { TRADE_EXEC_VENUE_UNKNOWN, TRADE_EXEC_VENUE_ON_EXCHANGE, TRADE_EXEC_VENUE_ON_EXCHANGE_OFF_BOOK, TRADE_EXEC_VENUE_OFF_EXCHANGE, TRADE_EXEC_VENUE_SYSTEM_INTERNALISER, TRADE_EXEC_VENUE_ON_EXCHANGE_DARK_BOOK, TRADE_EXEC_VENUE_ON_EXCHANGE_ON_BOOK}
enum MamdaTradeSide { TRADE_SIDE_UNKNOWN = 0, TRADE_SIDE_BUY = 1, TRADE_SIDE_SELL = 2}
enum MamdaUncrossPriceInd { UNCROSS_NONE, UNCROSS_INDICATIVE, UNCROSS_FIRM, UNCROSS_INSUFFICIENT_VOL}

Functions

  Name
MAMDAExpDLL const char * mamdaCheckTypeToString(MamdaCheckerType type)
MAMDAExpDLL const char * toString(MamdaFieldState fieldState)
MAMDAExpDLL const char * toString(MamdaSecurityStatus securityStatus)
MAMDAExpDLL MamdaSecurityStatus mamdaSecurityStatusFromString(const char * securityStatusStr)
MAMDAExpDLL const char * toString(MamdaSecurityStatusQual securityStatusQual)
MAMDAExpDLL MamdaSecurityStatusQual mamdaSecurityStatusQualFromString(const char * securityStatusQualStr)
MAMDAExpDLL const char * toString(MamdaTradeDirection tradeDir)
MAMDAExpDLL MamdaTradeDirection mamdaTradeDirectionFromString(const char * tradeDirStr)
MAMDAExpDLL const char * toString(MamdaTradeExecVenue tradeExecVenue)
MAMDAExpDLL MamdaTradeExecVenue mamdaTradeExecVenueFromString(const char * tradeExecVenueStr)
MAMDAExpDLL const char * toString(MamdaTradeSide tradeSide)
MAMDAExpDLL MamdaTradeSide mamdaTradeSideFromString(const char * tradeSideStr)
MAMDAExpDLL const char * toString(MamdaUncrossPriceInd securityStatus)
MAMDAExpDLL MamdaUncrossPriceInd mamdaUncrossPriceIndFromString(const char * uncrossPriceInd)
MAMDAExpDLL const char * getMamdaVersion(void )

Detailed Description

MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields.

Types Documentation

enum MamdaCheckerType

Enumerator Value Description
MAMDA_CHECK_TYPE_NONE    
MAMDA_CHECK_TYPE_SNAPSHOT    
MAMDA_CHECK_TYPE_APPLY_DELTA    

enum MamdaErrorSeverity

Enumerator Value Description
MAMDA_SEVERITY_OK    
MAMDA_SEVERITY_LOW    
MAMDA_SEVERITY_HIGH    

MAMDA error severities are intended to provide a hint to the application as to the severity of an error. In relation to a MamdaSubscription, a MAMDA_SEVERITY_HIGH means that the subscription has been deactivated and a MAMDA_SEVERITY_LOW means that the condition may be temporary.

enum MamdaErrorCode

Enumerator Value Description
MAMDA_ERROR_NO_ERROR 0  
MAMDA_ERROR_LINE_DOWN 1  
MAMDA_ERROR_NO_SUBSCRIBERS 2  
MAMDA_ERROR_BAD_SYMBOL 3  
MAMDA_ERROR_EXPIRED 4  
MAMDA_ERROR_TIME_OUT 5  
MAMDA_ERROR_MISC 6  
MAMDA_ERROR_STALE 7  
MAMDA_ERROR_PLATFORM_STATUS 8  
MAMDA_ERROR_ENTITLEMENT 9  
MAMDA_ERROR_NOT_FOUND 10  
MAMDA_ERROR_POSSIBLY_STALE 11  
MAMDA_ERROR_NOT_PERMISSIONED 12  
MAMDA_ERROR_TOPIC_CHANGE 13  
MAMDA_ERROR_BANDWIDTH_EXCEEDED 14  
MAMDA_ERROR_DELETE 17  
MAMDA_ERROR_EXCEPTION 999  

MAMDA error codes are currently a subset of the MAMA MsgStatus codes.

enum MamdaFieldState

Enumerator Value Description
MODIFIED 2  
NOT_MODIFIED 1  
NOT_INITIALISED 0  

An enumeration representing field state. MODIFIED value indicates the field was updated in last tick, NOT_MODIFIED value indicates that there was no change in the last tick, NOT_INITIALISED value indicates that the field has never been updated.

enum MamdaSecurityStatus

Enumerator Value Description
SECURITY_STATUS_NONE    
SECURITY_STATUS_NORMAL    
SECURITY_STATUS_CLOSED    
SECURITY_STATUS_HALTED    
SECURITY_STATUS_NOT_EXIST    
SECURITY_STATUS_DELETED    
SECURITY_STATUS_AUCTION    
SECURITY_STATUS_CROSSING    
SECURITY_STATUS_SUSPENDED    
SECURITY_STATUS_AT_LAST    
SECURITY_STATUS_INACTIVE    
SECURITY_STATUS_UNKNOWN 99  

An enumeration representing the status of a security such as whether or not it is halted or closed for trading.

enum MamdaSecurityStatusQual

Enumerator Value Description
SECURITY_STATUS_QUAL_NONE 0  
SECURITY_STATUS_QUAL_OPENING 1  
SECURITY_STATUS_QUAL_EXCUSED 7  
SECURITY_STATUS_QUAL_WITHDRAWN 8  
SECURITY_STATUS_QUAL_SUSPENDED 9  
SECURITY_STATUS_QUAL_RESUME 11  
SECURITY_STATUS_QUAL_QUOTE_RESUME 12  
SECURITY_STATUS_QUAL_TRADE_RESUME 13  
SECURITY_STATUS_QUAL_RESUME_TIME 14  
SECURITY_STATUS_QUAL_MKT_IMB_BUY 16  
SECURITY_STATUS_QUAL_MKT_IMB_SELL 17  
SECURITY_STATUS_QUAL_NO_MKT_IMB 18  
SECURITY_STATUS_QUAL_MOC_IMB_BUY 19  
SECURITY_STATUS_QUAL_MOC_IMB_SELL 20  
SECURITY_STATUS_QUAL_NO_MOC_IMB 21  
SECURITY_STATUS_QUAL_ORDER_IMB 22  
SECURITY_STATUS_QUAL_ORDER_INF 23  
SECURITY_STATUS_QUAL_ORDER_IMB_BUY 24  
SECURITY_STATUS_QUAL_ORDER_IMB_SELL 25  
SECURITY_STATUS_QUAL_ORDER_IMB_NONE 26  
SECURITY_STATUS_QUAL_LOA_IMBALANCE_BUY 27  
SECURITY_STATUS_QUAL_LOA_IMBALANCE_SELL 28  
SECURITY_STATUS_QUAL_NO_LOA_IMBALANCE 29  
SECURITY_STATUS_QUAL_ORDERS_ELIMINATED 30  
SECURITY_STATUS_QUAL_RANGE_ID 31  
SECURITY_STATUS_QUAL_ITS_PREOPEN 32  
SECURITY_STATUS_QUAL_RESERVED 33  
SECURITY_STATUS_QUAL_FROZEN 34  
SECURITY_STATUS_QUAL_PREOPEN 35  
SECURITY_STATUS_QUAL_THO_IMBALANCE_BUY 36  
SECURITY_STATUS_QUAL_THO_IMBALANCE_SELL 37  
SECURITY_STATUS_QUAL_NO_THO_IMBALANCE 38  
SECURITY_STATUS_QUAL_ADD_INFO 41  
SECURITY_STATUS_QUAL_IPO_IMBALANCE_BUY 42  
SECURITY_STATUS_QUAL_IPO_IMBALANCE_SELL 43  
SECURITY_STATUS_QUAL_NO_IPO_IMBALANCE 44  
SECURITY_STATUS_QUAL_EMC_IMB_BUY 46  
SECURITY_STATUS_QUAL_EMC_IMB_SELL 47  
SECURITY_STATUS_QUAL_EMC_IMB_NONE 48  
SECURITY_STATUS_QUAL_OPEN_DELAY 51  
SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME 52  
SECURITY_STATUS_QUAL_PRICE_IND 53  
SECURITY_STATUS_QUAL_EQUIPMENT 54  
SECURITY_STATUS_QUAL_FILINGS 55  
SECURITY_STATUS_QUAL_NEWS 56  
SECURITY_STATUS_QUAL_NEWS_DISSEM 57  
SECURITY_STATUS_QUAL_LISTING 58  
SECURITY_STATUS_QUAL_OPERATION 59  
SECURITY_STATUS_QUAL_INFO 60  
SECURITY_STATUS_QUAL_SEC 61  
SECURITY_STATUS_QUAL_TIMES 62  
SECURITY_STATUS_QUAL_OTHER 63  
SECURITY_STATUS_QUAL_RELATED 64  
SECURITY_STATUS_QUAL_IPO 65  
SECURITY_STATUS_QUAL_PRE_CROSS 66  
SECURITY_STATUS_QUAL_CROSS 67  
SECURITY_STATUS_QUAL_RELEASED_FOR_QUOTATION 68  
SECURITY_STATUS_QUAL_IPO_WINDOW_EXT 69  
SECURITY_STATUS_QUAL_PRECLOSING 70  
SECURITY_STATUS_QUAL_AUCTION_EXTENSION 71  
SECURITY_STATUS_QUAL_VOLATILITY_AUCTION 72  
SECURITY_STATUS_QUAL_SECURITY_AUTHORISED 73  
SECURITY_STATUS_QUAL_SECURITY_FORBIDDEN 74  
SECURITY_STATUS_QUAL_FAST_MARKET 75  
SECURITY_STATUS_QUAL_SLOW_MARKET 76  
SECURITY_STATUS_QUAL_SUB_PENNY_TRADING 77  
SECURITY_STATUS_QUAL_ORDER_INPUT 78  
SECURITY_STATUS_QUAL_PRE_ORDER_MATCHING 79  
SECURITY_STATUS_QUAL_ORDER_MATCHING 80  
SECURITY_STATUS_QUAL_BLOCKING 81  
SECURITY_STATUS_QUAL_ORDER_CANCEL 82  
SECURITY_STATUS_QUAL_FIXED_PRICE 83  
SECURITY_STATUS_QUAL_SALES_INPUT 84  
SECURITY_STATUS_QUAL_EXCHANGE_INTERVENTION 85  
SECURITY_STATUS_QUAL_PRE_AUCTION 86  
SECURITY_STATUS_QUAL_ADJUST 87  
SECURITY_STATUS_QUAL_ADJUST_ON 88  
SECURITY_STATUS_QUAL_LATE_TRADING 89  
SECURITY_STATUS_QUAL_ENQUIRE 90  
SECURITY_STATUS_QUAL_PRE_NIGHT_TRADING 91  
SECURITY_STATUS_QUAL_OPEN_NIGHT_TRADING 92  
SECURITY_STATUS_QUAL_SUB_HOLIDAY 93  
SECURITY_STATUS_QUAL_BID_ONLY 94  
SECURITY_STATUS_QUAL_ASK_ONLY 95  
SECURITY_STATUS_QUAL_UNKNOWN 99  
SECURITY_STATUS_QUAL_OPENING_DELAY_COMMON 101  
SECURITY_STATUS_QUAL_RESUME_COMMON 102  
SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME_COMMON 103  
SECURITY_STATUS_QUAL_NEWS_DISSEMINATION_RELATED 104  
SECURITY_STATUS_QUAL_ORDER_INFLUX_RELATED 105  
SECURITY_STATUS_QUAL_ORDER_IMBALANCE_RELATED 106  
SECURITY_STATUS_QUAL_INFORMATION_REQUESTED_RELATED 107  
SECURITY_STATUS_QUAL_NEWS_PENDING_RELATED 108  
SECURITY_STATUS_QUAL_EQUIPMENT_CHANGEOVER_RELATED 109  
SECURITY_STATUS_QUAL_SUB_PENNY_TRADING_RELATED 110  
SECURITY_STATUS_QUAL_POST_TRADING 111  
SECURITY_STATUS_QUAL_ONE_SIDED 112  
SECURITY_STATUS_QUAL_PRE_CALL 113  
SECURITY_STATUS_QUAL_RESTRICTED_OPEN 114  
SECURITY_STATUS_QUAL_VOLATILITY_PAUSE 116  
SECURITY_STATUS_QUAL_VOLATILITY_PAUSE_QUOTE_RESUME 117  
SECURITY_STATUS_QUAL_VOLATILITY_GUARD 118  
SECURITY_STATUS_QUAL_VOLATILITY_GUARD_QUOTE_RESUME 119  
SECURITY_STATUS_QUAL_LIMIT_STATE_BID 120  
SECURITY_STATUS_QUAL_LIMIT_STATE_ASK 121  
SECURITY_STATUS_QUAL_LIMITSTATEBID_LIMITSTATEASK 122  
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_1 123  
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_2 124  
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_3 125  
SECURITY_STATUS_QUAL_VOLATILITY_PAUSE_STRADDLE 126  
SECURITY_STATUS_QUAL_SHORT_SALE_RESTRICTED 127  
SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_BUY 128  
SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_SELL 129  
SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_NONE 130  
SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_BUY 131  
SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_SELL 132  
SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_NONE 133  
SECURITY_STATUS_QUAL_SCHEDULED_INTRADAY 134  

An enumeration representing the status of a security such as whether or not it is halted or closed for trading.

enum MamdaTradeDirection

Enumerator Value Description
TRADE_DIR_ZERO    
TRADE_DIR_PLUS    
TRADE_DIR_MINUS    
TRADE_DIR_ZERO_PLUS    
TRADE_DIR_ZERO_MINUS    
TRADE_DIR_NA    
TRADE_DIR_UNKNOWN 99  

An enumeration representing trade tick direction, relative to the previous “last” trade. The TRADE_DIR_ZERO_PLUS and TRADE_DIR_ZERO_MINUS values indicate that there was no change in tick direction, but the previous non-zero change (some number of ticks ago) was up or down, respectively.

enum MamdaTradeExecVenue

Enumerator Value Description
TRADE_EXEC_VENUE_UNKNOWN    
TRADE_EXEC_VENUE_ON_EXCHANGE    
TRADE_EXEC_VENUE_ON_EXCHANGE_OFF_BOOK    
TRADE_EXEC_VENUE_OFF_EXCHANGE    
TRADE_EXEC_VENUE_SYSTEM_INTERNALISER    
TRADE_EXEC_VENUE_ON_EXCHANGE_DARK_BOOK    
TRADE_EXEC_VENUE_ON_EXCHANGE_ON_BOOK    

An enumeration representing trade execution venue. The TRADE_DIR_ZERO_PLUS and TRADE_DIR_ZERO_MINUS values indicate that there was no change in tick direction, but the previous non-zero change (some number of ticks ago) was up or down, respectively.

enum MamdaTradeSide

Enumerator Value Description
TRADE_SIDE_UNKNOWN 0  
TRADE_SIDE_BUY 1  
TRADE_SIDE_SELL 2  

An enumeration representing trade side. The value 0 maps to Unknown. The value 1 maps to Buy. The value 2 maps to Sell.

enum MamdaUncrossPriceInd

Enumerator Value Description
UNCROSS_NONE    
UNCROSS_INDICATIVE    
UNCROSS_FIRM    
UNCROSS_INSUFFICIENT_VOL    

An enumeration representing the uncross price Ind.

Functions Documentation

function mamdaCheckTypeToString

MAMDAExpDLL const char * mamdaCheckTypeToString(
    MamdaCheckerType type
)

function toString

MAMDAExpDLL const char * toString(
    MamdaFieldState fieldState
)

Parameters:

  • mamdaFieldState The MamdaFieldState to stringify

Return: The stringified version of the MamdaFieldState

Convert a MamdaFieldState to an appropriate, displayable string.

function toString

MAMDAExpDLL const char * toString(
    MamdaSecurityStatus securityStatus
)

Parameters:

  • securityStatus The security status as an enumerated type.

Convert a MamdaSecurityStatus to an appropriate, displayable string.

function mamdaSecurityStatusFromString

MAMDAExpDLL MamdaSecurityStatus mamdaSecurityStatusFromString(
    const char * securityStatusStr
)

Parameters:

  • securityStatusStr The security status as a string.

Return: The security status as an enumerated type.

Convert a string representation of a security status to the enumeration. This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

function toString

MAMDAExpDLL const char * toString(
    MamdaSecurityStatusQual securityStatusQual
)

Parameters:

  • securityStatusQual The security status qualifier as an enumeration.

Return: The security status qualifier as a string.

Convert a MamdaSecurityStatusQual to an appropriate, displayable string.

function mamdaSecurityStatusQualFromString

MAMDAExpDLL MamdaSecurityStatusQual mamdaSecurityStatusQualFromString(
    const char * securityStatusQualStr
)

Parameters:

  • securityStatusQualStr The security status qualifier as a string.

Return: The security status qualifier as an enumeration.

Convert a string representation of a security status to the enumeration. This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

function toString

MAMDAExpDLL const char * toString(
    MamdaTradeDirection tradeDir
)

Parameters:

  • tradeDir The MamdaTradeDirection to stringify

Return: The stringified version of the MamdaTradeDirection

Convert a MamdaTradeDirection to an appropriate, displayable string.

function mamdaTradeDirectionFromString

MAMDAExpDLL MamdaTradeDirection mamdaTradeDirectionFromString(
    const char * tradeDirStr
)

Parameters:

  • tradeDirStr The trade direction as a string.

Return: The trade direction as an enumerated value.

Convert a string representation of a trade direction to the enumeration. This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

function toString

MAMDAExpDLL const char * toString(
    MamdaTradeExecVenue tradeExecVenue
)

Parameters:

  • tradeExecVenue The MamdaTradeExecVenue to stringify

Return: The stringified version of the MamdaTradeExecVenue

Convert a MamdaTradeExecVenue to an appropriate, displayable string.

function mamdaTradeExecVenueFromString

MAMDAExpDLL MamdaTradeExecVenue mamdaTradeExecVenueFromString(
    const char * tradeExecVenueStr
)

Parameters:

  • tradeExecVenueStr The trade execution venue as a string.

Return: The trade execution venue as an enumerated value.

Convert a string representation of a trade execution venue to the enumeration. This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

function toString

MAMDAExpDLL const char * toString(
    MamdaTradeSide tradeSide
)

Parameters:

  • tradeSide The MamdaTradeSide to stringify

Return: The stringified version of the MamdaTradeSide

Convert a MamdaTradeSide to an appropriate, displayable string.

function mamdaTradeSideFromString

MAMDAExpDLL MamdaTradeSide mamdaTradeSideFromString(
    const char * tradeSideStr
)

Parameters:

  • tradeSideStr The trade side as a string.

Return: The trade side as an enumerated value.

Convert a string representation of a trade side to the enumeration. This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

function toString

MAMDAExpDLL const char * toString(
    MamdaUncrossPriceInd securityStatus
)

Parameters:

  • securityStatus The uncross price Ind as an enumerated type.

Convert a MamdaUncrossPriceInd to an appropriate, displayable string.

function mamdaUncrossPriceIndFromString

MAMDAExpDLL MamdaUncrossPriceInd mamdaUncrossPriceIndFromString(
    const char * uncrossPriceInd
)

Parameters:

  • uncrossPriceInd The uncross price Ind as a string.

Return: The uncross price Ind as an enumerated type.

Convert a string representation of a uncross price Ind to the enumeration. This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

function getMamdaVersion

MAMDAExpDLL const char * getMamdaVersion(
    void 
)

Return: Version string as const char*

Get the version of Mamda

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