Name |
---|
Wombat |
Name | |
---|---|
class | Wombat::MamdaConcreteTradeRecap |
/* $Id$
*
* 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
*/
using System;
namespace Wombat
{
public class MamdaConcreteTradeRecap : MamdaTradeRecap
{
public MamdaConcreteTradeRecap ()
{
mSymbol = null;
mPartId = null;
mSrcTime = DateTime.MinValue;
mActTime = DateTime.MinValue;
mLineTime = DateTime.MinValue;
mSendTime = DateTime.MinValue;
mPubId = null;
mLastPrice = new MamaPrice();
mLastVolume = 0;
mLastPartId = null;
mTradeId = null;
mOrigTradeId = null;
mCorrTradeId = null;
mLastTime = DateTime.MinValue;
mTradeDate = DateTime.MinValue;
mIrregPrice = new MamaPrice();
mIrregVolume = 0;
mIrregPartId = null;
mIrregTime = DateTime.MinValue;
mAccVolume = 0;
mOffExAccVolume = 0;
mOnExAccVolume = 0;
mNetChange = new MamaPrice();
mPctChange = 0.0;
mTradeDirection = null;
mSide = null;
mOpenPrice = new MamaPrice();
mHighPrice = new MamaPrice();
mLowPrice = new MamaPrice();
mClosePrice = new MamaPrice();
mPrevClosePrice = new MamaPrice();
mPrevCloseDate = DateTime.MinValue;
mAdjPrevClose = new MamaPrice();
mBlockCount = 0;
mBlockVolume = 0;
mVwap = 0.0;
mOffExVwap = 0.0;
mOnExVwap = 0.0;
mTotalValue = 0.0;
mOffExTotalValue = 0.0;
mOnExTotalValue = 0.0;
mStdDev = 0.0;
mStdDevSum = 0.0;
mStdDevSumSquares = 0.0;
mOrderId = 0;
mSettlePrice = new MamaPrice();
mSettleDate = DateTime.MinValue;
mShortSaleCircuitBreaker = ' ';
mEventSeqNum = 0;
mEventTime = DateTime.MinValue;
mTradePrice = new MamaPrice();
mTradeVolume = 0;
mTradePartId = null;
mTradeQualStr = null;
mTradeQualNativeStr = null;
mTradeCondStr = null;
mSellersSaleDays = 0;
mStopStockInd = '\0';
mTradeExecVenue = null;
mOffExTradePrice = new MamaPrice();
mOnExTradePrice = new MamaPrice();
mTradeCount = 0;
mTradeUnits = null;
mLastSeqNum = 0;
mHighSeqNum = 0;
mLowSeqNum = 0;
mTotalVolumeSeqNum = 0;
mCurrencyCode = null;
mOrigSeqNum = 0;
mOrigPrice = new MamaPrice();
mOrigVolume = 0;
mOrigPartId = null;
mOrigQualStr = null;
mOrigQualNativeStr = null;
mOrigCondStr = null;
mOrigSellersSaleDays = 0;
mOrigStopStockInd = '\0';
mCorrPrice = new MamaPrice();
mCorrVolume = 0;
mCorrPartId = null;
mCorrQualStr = null;
mCorrQualNativeStr = null;
mCorrCondStr = null;
mCorrSellersSaleDays = 0;
mCorrStopStockInd = '\0';
mCancelTime = DateTime.MinValue;
mIsIrregular = false;
mIsCancel = false;
}
public void clear ()
{
mSymbol = null;
mPartId = null;
mSrcTime = DateTime.MinValue;
mActTime = DateTime.MinValue;
mLineTime = DateTime.MinValue;
mSendTime = DateTime.MinValue;
mPubId = null;
mLastPrice.clear();
mLastVolume = 0;
mLastPartId = null;
mTradeId = null;
mOrigTradeId = null;
mCorrTradeId = null;
mLastTime = DateTime.MinValue;
mTradeDate = DateTime.MinValue;
mIrregPrice.clear();
mIrregVolume = 0;
mIrregPartId = null;
mIrregTime = DateTime.MinValue;
mAccVolume = 0;
mOffExAccVolume = 0;
mOnExAccVolume = 0;
mNetChange.clear();
mPctChange = 0.0;
mTradeDirection = null;
mSide = null;
mOpenPrice.clear();
mHighPrice.clear();
mLowPrice.clear();
mClosePrice.clear();
mPrevClosePrice.clear();
mPrevCloseDate = DateTime.MinValue;
mAdjPrevClose.clear();
mBlockCount = 0;
mBlockVolume = 0;
mVwap = 0.0;
mOffExVwap = 0.0;
mOnExVwap = 0.0;
mTotalValue = 0.0;
mOffExTotalValue = 0.0;
mOnExTotalValue = 0.0;
mStdDev = 0.0;
mStdDevSum = 0.0;
mStdDevSumSquares = 0.0;
mOrderId = 0;
mSettlePrice.clear();
mSettleDate = DateTime.MinValue;
mShortSaleCircuitBreaker = ' ';
mEventSeqNum = 0;
mEventTime = DateTime.MinValue;
mTradePrice.clear();
mTradeVolume = 0;
mTradePartId = null;
mTradeQualStr = null;
mTradeQualNativeStr = null;
mTradeCondStr = null;
mSellersSaleDays = 0;
mStopStockInd = '\0';
mTradeExecVenue = null;
mOffExTradePrice.clear();
mOnExTradePrice.clear();
mTradeCount = 0;
mTradeUnits = null;
mLastSeqNum = 0;
mHighSeqNum = 0;
mLowSeqNum = 0;
mTotalVolumeSeqNum = 0;
mCurrencyCode = null;
mOrigSeqNum = 0;
mOrigPrice.clear();
mOrigVolume = 0;
mOrigPartId = null;
mOrigQualStr = null;
mOrigQualNativeStr = null;
mOrigCondStr = null;
mOrigSellersSaleDays = 0;
mOrigStopStockInd = '\0';
mCorrPrice.clear();
mCorrVolume = 0;
mCorrPartId = null;
mCorrQualStr = null;
mCorrQualNativeStr = null;
mCorrCondStr = null;
mCorrSellersSaleDays = 0;
mCorrStopStockInd = '\0';
mCancelTime = DateTime.MinValue;
mIsIrregular = false;
mIsCancel = false;
}
public string getSymbol()
{
return mSymbol;
}
public MamdaFieldState getSymbolFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setSymbol(string symbol)
{
this.mSymbol = symbol;
}
public string getPartId()
{
return mPartId;
}
public MamdaFieldState getPartIdFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setPartId(string partId)
{
this.mPartId = partId;
}
public long getAccVolume()
{
return (long) mAccVolume;
}
public MamdaFieldState getAccVolumeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setAccVolume(long accVolume)
{
this.mAccVolume = accVolume;
}
public void setAccVolume(double accVolume)
{
this.mAccVolume = accVolume;
}
public long getOffExAccVolume()
{
return (long) mOffExAccVolume;
}
public MamdaFieldState getOffExAccVolumeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOffExAccVolume(long offExAccVolume)
{
this.mOffExAccVolume = offExAccVolume;
}
public void setOffExAccVolume(double offExAccVolume)
{
this.mOffExAccVolume = offExAccVolume;
}
public long getOnExAccVolume()
{
return (long) mOnExAccVolume;
}
public MamdaFieldState getOnExAccVolumeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOnExAccVolume(long onExAccVolume)
{
this.mOnExAccVolume = onExAccVolume;
}
public void setOnExAccVolume(double onExAccVolume)
{
this.mOnExAccVolume = onExAccVolume;
}
public DateTime getActivityTime()
{
return mActTime;
}
public MamdaFieldState getActivityTimeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setActTime(DateTime actTime)
{
this.mActTime = actTime;
}
public DateTime getLineTime()
{
return mLineTime;
}
public MamdaFieldState getLineTimeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setLineTime(DateTime lineTime)
{
this.mLineTime = lineTime;
}
public DateTime getSendTime()
{
return mSendTime;
}
public MamdaFieldState getSendTimeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setSendTime(DateTime sendTime)
{
this.mSendTime = sendTime;
}
public string getPubId()
{
return mPubId;
}
public MamdaFieldState getPubIdFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setPubId(string pubId)
{
this.mPubId = pubId;
}
public long getBlockCount()
{
return mBlockCount;
}
public MamdaFieldState getBlockCountFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setBlockCount(long blockCount)
{
this.mBlockCount = blockCount;
}
public long getBlockVolume()
{
return (long) mBlockVolume;
}
public MamdaFieldState getBlockVolumeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setBlockVolume(long blockVolume)
{
this.mBlockVolume = blockVolume;
}
public void setBlockVolume(double blockVolume)
{
this.mBlockVolume = blockVolume;
}
public MamaPrice getClosePrice()
{
return mClosePrice;
}
public MamdaFieldState getClosePriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setClosePrice(MamaPrice closePrice)
{
if (closePrice != null)
mClosePrice.copy(closePrice);
else
mClosePrice.clear();
}
public string getCorrCondStr()
{
return mCorrCondStr;
}
public MamdaFieldState getCorrCondStrFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setCorrCondStr(string corrCondStr)
{
this.mCorrCondStr = corrCondStr;
}
public string getCorrPartId()
{
return mCorrPartId;
}
public MamdaFieldState getCorrPartIdFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setCorrPartId(string corrPartId)
{
this.mCorrPartId = corrPartId;
}
public MamaPrice getCorrPrice()
{
return mCorrPrice;
}
public MamdaFieldState getCorrPriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setCorrPrice(MamaPrice corrPrice)
{
if (corrPrice != null)
mCorrPrice.copy(corrPrice);
else
mCorrPrice.clear();
}
public string getCorrQualStr()
{
return mCorrQualStr;
}
public MamdaFieldState getCorrQualStrFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setCorrQualStr(string corrQualStr)
{
this.mCorrQualStr = corrQualStr;
}
public string getCorrQualNativeStr()
{
return mCorrQualNativeStr;
}
public MamdaFieldState getCorrQualNativeStrFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setCorrQualNativeStr(string corrQualNativeStr)
{
this.mCorrQualNativeStr = corrQualNativeStr;
}
public long getCorrSellersSaleDays()
{
return mCorrSellersSaleDays;
}
public MamdaFieldState getCorrSellersSaleDaysFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setCorrSellersSaleDays(long corrSellersSaleDays)
{
this.mCorrSellersSaleDays = corrSellersSaleDays;
}
public char getCorrStopStockInd()
{
return mCorrStopStockInd;
}
public MamdaFieldState getCorrStopStockIndFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setCorrStopStockInd(char corrStopStockInd)
{
this.mCorrStopStockInd = corrStopStockInd;
}
public DateTime getCancelTime()
{
return mCancelTime;
}
public MamdaFieldState getCancelTimeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setCancelTime(DateTime cancelTime)
{
this.mCancelTime = cancelTime;
}
public long getCorrVolume()
{
return (long) mCorrVolume;
}
public MamdaFieldState getCorrVolumeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setCorrVolume(long corrVolume)
{
this.mCorrVolume = corrVolume;
}
public void setCorrVolume(double corrVolume)
{
this.mCorrVolume = corrVolume;
}
public long getEventSeqNum()
{
return mEventSeqNum;
}
public MamdaFieldState getEventSeqNumFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setEventSeqNum(long eventSeqNum)
{
this.mEventSeqNum = eventSeqNum;
}
public DateTime getEventTime()
{
return mEventTime;
}
public MamdaFieldState getEventTimeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setEventTime(DateTime eventTime)
{
this.mEventTime = eventTime;
}
public MamaPrice getHighPrice()
{
return mHighPrice;
}
public MamdaFieldState getHighPriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setHighPrice(MamaPrice highPrice)
{
if (highPrice != null)
mHighPrice.copy(highPrice);
else
mHighPrice.clear();
}
public string getLastPartId()
{
return mLastPartId;
}
public string getTradeId()
{
return mTradeId;
}
public string getCorrTradeId()
{
return mCorrTradeId;
}
public string getOrigTradeId()
{
return mOrigTradeId;
}
public MamdaFieldState getLastPartIdFieldState()
{
return MamdaFieldState.MODIFIED;
}
public MamdaFieldState getTradeIdFieldState()
{
return MamdaFieldState.MODIFIED;
}
public MamdaFieldState getOrigTradeIdFieldState()
{
return MamdaFieldState.MODIFIED;
}
public MamdaFieldState getCorrTradeIdFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setLastPartId(string lastPartId)
{
this.mLastPartId = lastPartId;
}
public void setTradeId(string tradeId)
{
this.mTradeId = tradeId;
}
public void setOrigTradeId(string origTradeId)
{
this.mOrigTradeId = origTradeId;
}
public void setCorrTradeId(string corrTradeId)
{
this.mCorrTradeId = corrTradeId;
}
public MamaPrice getLastPrice()
{
return mLastPrice;
}
public MamdaFieldState getLastPriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setLastPrice(MamaPrice lastPrice)
{
if (lastPrice != null)
mLastPrice.copy(lastPrice);
else
mLastPrice.clear();
}
public DateTime getLastTime()
{
return mLastTime;
}
public MamdaFieldState getLastTimeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setLastTime(DateTime lastTime)
{
this.mLastTime = lastTime;
}
public DateTime getTradeDate()
{
return mTradeDate;
}
public MamdaFieldState getTradeDateFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTradeDate(DateTime tradeDate)
{
this.mTradeDate = tradeDate;
}
public MamaPrice getIrregPrice()
{
return mIrregPrice;
}
public MamdaFieldState getIrregPriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setIrregPrice(MamaPrice irregPrice)
{
if (irregPrice != null)
mIrregPrice.copy(irregPrice);
else
mIrregPrice.clear();
}
public long getIrregVolume()
{
return (long) mIrregVolume;
}
public MamdaFieldState getIrregVolumeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setIrregVolume(long irregVolume)
{
this.mIrregVolume = irregVolume;
}
public void setIrregVolume(double irregVolume)
{
this.mIrregVolume = irregVolume;
}
public string getIrregPartId()
{
return mIrregPartId;
}
public MamdaFieldState getIrregPartIdFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setIrregPartId(string irregPartId)
{
this.mIrregPartId = irregPartId;
}
public DateTime getIrregTime()
{
return mIrregTime;
}
public MamdaFieldState getIrregTimeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setIrregTime(DateTime irregTime)
{
this.mIrregTime = irregTime;
}
public long getLastVolume()
{
return (long) mLastVolume;
}
public MamdaFieldState getLastVolumeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setLastVolume(long lastVolume)
{
this.mLastVolume = lastVolume;
}
public void setLastVolume(double lastVolume)
{
this.mLastVolume = lastVolume;
}
public MamaPrice getLowPrice()
{
return mLowPrice;
}
public MamdaFieldState getLowPriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setLowPrice(MamaPrice lowPrice)
{
if (lowPrice != null)
mLowPrice.copy(lowPrice);
else
mLowPrice.clear();
}
public MamaPrice getNetChange()
{
return mNetChange;
}
public MamdaFieldState getNetChangeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setNetChange(MamaPrice netChange)
{
if (netChange != null)
mNetChange.copy(netChange);
else
mNetChange.clear();
}
public MamaPrice getOpenPrice()
{
return mOpenPrice;
}
public MamdaFieldState getOpenPriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOpenPrice(MamaPrice openPrice)
{
if (openPrice != null)
mOpenPrice.copy(openPrice);
else
mOpenPrice.clear();
}
public string getOrigCondStr()
{
return mOrigCondStr;
}
public MamdaFieldState getOrigCondStrFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOrigCondStr(string origCondStr)
{
this.mOrigCondStr = origCondStr;
}
public string getOrigPartId()
{
return mOrigPartId;
}
public MamdaFieldState getOrigPartIdFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOrigPartId(string origPartId)
{
this.mOrigPartId = origPartId;
}
public MamaPrice getOrigPrice()
{
return mOrigPrice;
}
public MamdaFieldState getOrigPriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOrigPrice(MamaPrice origPrice)
{
if (origPrice != null)
mOrigPrice.copy(origPrice);
else
mOrigPrice.clear();
}
public string getOrigQualStr()
{
return mOrigQualStr;
}
public MamdaFieldState getOrigQualStrFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOrigQualStr(string origQualStr)
{
this.mOrigQualStr = origQualStr;
}
public string getOrigQualNativeStr()
{
return mOrigQualNativeStr;
}
public MamdaFieldState getOrigQualNativeStrFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOrigQualNativeStr(string origQualNativeStr)
{
this.mOrigQualNativeStr = origQualNativeStr;
}
public long getOrigSellersSaleDays()
{
return mOrigSellersSaleDays;
}
public MamdaFieldState getOrigSellersSaleDaysFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOrigSellersSaleDays(long origSellersSaleDays)
{
this.mOrigSellersSaleDays = origSellersSaleDays;
}
public char getOrigStopStockInd()
{
return mOrigStopStockInd;
}
public MamdaFieldState getOrigStopStockIndFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOrigStopStockInd(char origStopStockInd)
{
this.mOrigStopStockInd = origStopStockInd;
}
public long getOrigSeqNum()
{
return mOrigSeqNum;
}
public MamdaFieldState getOrigSeqNumFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOrigSeqNum(long origSeqNum)
{
this.mOrigSeqNum = origSeqNum;
}
public long getOrigVolume()
{
return (long) mOrigVolume;
}
public MamdaFieldState getOrigVolumeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOrigVolume(long origVolume)
{
this.mOrigVolume = origVolume;
}
public void setOrigVolume(double origVolume)
{
this.mOrigVolume = origVolume;
}
public double getPctChange()
{
return mPctChange;
}
public MamdaFieldState getPctChangeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setPctChange(double pctChange)
{
this.mPctChange = pctChange;
}
public DateTime getPrevCloseDate()
{
return mPrevCloseDate;
}
public MamdaFieldState getPrevCloseDateFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setPrevCloseDate(DateTime prevCloseDate)
{
this.mPrevCloseDate = prevCloseDate;
}
public MamaPrice getAdjPrevClose()
{
return mAdjPrevClose;
}
public MamdaFieldState getAdjPrevCloseFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setAdjPrevClose(MamaPrice adjPrevClose)
{
if (adjPrevClose != null)
mAdjPrevClose.copy(adjPrevClose);
else
mAdjPrevClose.clear();
}
public MamaPrice getPrevClosePrice()
{
return mPrevClosePrice;
}
public MamdaFieldState getPrevClosePriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setPrevClosePrice(MamaPrice prevClosePrice)
{
if (prevClosePrice != null)
mPrevClosePrice.copy(prevClosePrice);
else
mPrevClosePrice.clear();
}
public long getSellersSaleDays()
{
return mSellersSaleDays;
}
public MamdaFieldState getSellersSaleDaysFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setSellersSaleDays(long sellersSaleDays)
{
this.mSellersSaleDays = sellersSaleDays;
}
public char getStopStockInd()
{
return mStopStockInd;
}
public MamdaFieldState getStopStockIndFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setStopStockInd(char stopStockInd)
{
this.mStopStockInd = stopStockInd;
}
public DateTime getSrcTime()
{
return mSrcTime;
}
public MamdaFieldState getSrcTimeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setSrcTime(DateTime srcTime)
{
this.mSrcTime = srcTime;
}
public double getStdDev()
{
return mStdDev;
}
public MamdaFieldState getStdDevFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setStdDev(double stdDev)
{
this.mStdDev = stdDev;
}
public double getStdDevSum()
{
return mStdDevSum;
}
public MamdaFieldState getStdDevSumFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setStdDevSum(double stdDevSum)
{
this.mStdDevSum = stdDevSum;
}
public double getStdDevSumSquares()
{
return mStdDevSumSquares;
}
public MamdaFieldState getStdDevSumSquaresFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setStdDevSumSquares(double stdDevSumSquares)
{
this.mStdDevSumSquares = stdDevSumSquares;
}
public long getOrderId()
{
return mOrderId;
}
public MamdaFieldState getOrderIdFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOrderId(long orderId)
{
this.mOrderId = orderId;
}
public MamaPrice getSettlePrice()
{
return mSettlePrice;
}
public MamdaFieldState getSettlePriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setSettlePrice(MamaPrice settlePrice)
{
if (settlePrice != null)
mSettlePrice.copy(settlePrice);
else
mSettlePrice.clear();
}
public DateTime getSettleDate()
{
return mSettleDate;
}
public MamdaFieldState getSettleDateFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setSettleDate(DateTime settleDate)
{
this.mSettleDate = settleDate;
}
public char getShortSaleCircuitBreaker()
{
return mShortSaleCircuitBreaker;
}
public MamdaFieldState getShortSaleCircuitBreakerFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setShortSaleCircuitBreaker(char shortSaleCircuitBreaker)
{
mShortSaleCircuitBreaker = shortSaleCircuitBreaker;
}
public double getTotalValue()
{
return mTotalValue;
}
public MamdaFieldState getTotalValueFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTotalValue(double totalValue)
{
this.mTotalValue = totalValue;
}
public double getOffExTotalValue()
{
return mOffExTotalValue;
}
public MamdaFieldState getOffExTotalValueFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOffExTotalValue(double offExTotalValue)
{
this.mOffExTotalValue = offExTotalValue;
}
public double getOnExTotalValue()
{
return mOnExTotalValue;
}
public MamdaFieldState getOnExTotalValueFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOnExTotalValue(double onExTotalValue)
{
this.mOnExTotalValue = onExTotalValue;
}
public string getTradeCondStr()
{
return mTradeCondStr;
}
public MamdaFieldState getTradeCondStrFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTradeCondStr(string tradeCondStr)
{
this.mTradeCondStr = tradeCondStr;
}
public long getTradeCount()
{
return mTradeCount;
}
public MamdaFieldState getTradeCountFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTradeCount(long tradeCount)
{
this.mTradeCount = tradeCount;
}
public string getTradeUnits()
{
return mTradeUnits;
}
public MamdaFieldState getTradeUnitsFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTradeUnits(string tradeUnits)
{
this.mTradeUnits = tradeUnits;
}
public long getLastSeqNum()
{
return mLastSeqNum;
}
public MamdaFieldState getLastSeqNumFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setLastSeqNum(long lastSeqNum)
{
this.mLastSeqNum = lastSeqNum;
}
public long getHighSeqNum()
{
return mHighSeqNum;
}
public MamdaFieldState getHighSeqNumFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setHighSeqNum(long highSeqNum)
{
this.mHighSeqNum = highSeqNum;
}
public long getLowSeqNum()
{
return mLowSeqNum;
}
public MamdaFieldState getLowSeqNumFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setLowSeqNum(long lowSeqNum)
{
this.mLowSeqNum = lowSeqNum;
}
public long getTotalVolumeSeqNum()
{
return mTotalVolumeSeqNum;
}
public MamdaFieldState getTotalVolumeSeqNumFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTotalVolumeSeqNum(long totalVolumeSeqNum)
{
this.mTotalVolumeSeqNum = totalVolumeSeqNum;
}
public string getCurrencyCode()
{
return mCurrencyCode;
}
public MamdaFieldState getCurrencyCodeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setCurrencyCode(string currencyCode)
{
this.mCurrencyCode = currencyCode;
}
public string getTradeDirection()
{
return mTradeDirection;
}
public MamdaFieldState getTradeDirectionFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTradeDirection(string tradeDirection)
{
this.mTradeDirection = tradeDirection;
}
public string getSide()
{
return mSide;
}
public MamdaFieldState getSideFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setSide(string tradeSide)
{
mSide = tradeSide;
}
public string getTradePartId()
{
return mTradePartId;
}
public MamdaFieldState getTradePartIdFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTradePartId(string tradePartId)
{
this.mTradePartId = tradePartId;
}
public MamaPrice getTradePrice()
{
return mTradePrice;
}
public MamdaFieldState getTradePriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTradePrice(MamaPrice tradePrice)
{
if (tradePrice != null)
mTradePrice.copy(tradePrice);
else
mTradePrice.clear();
}
public string getTradeQualStr()
{
return mTradeQualStr;
}
public MamdaFieldState getTradeQualStrFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTradeQualStr(string tradeQualStr)
{
this.mTradeQualStr = tradeQualStr;
}
public string getTradeQualNativeStr()
{
return mTradeQualNativeStr;
}
public MamdaFieldState getTradeQualNativeStrFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTradeQualNativeStr(string tradeQualNativeStr)
{
this.mTradeQualNativeStr = tradeQualNativeStr;
}
public long getTradeVolume()
{
return (long) mTradeVolume;
}
public MamdaFieldState getTradeVolumeFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTradeVolume(long tradeVolume)
{
this.mTradeVolume = tradeVolume;
}
public void setTradeVolume(double tradeVolume)
{
this.mTradeVolume = tradeVolume;
}
public double getVwap()
{
return mVwap;
}
public MamdaFieldState getVwapFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setVwap(double vwap)
{
this.mVwap = vwap;
}
public double getOffExVwap()
{
return mOffExVwap;
}
public MamdaFieldState getOffExVwapFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOffExVwap(double offExVwap)
{
this.mOffExVwap = offExVwap;
}
public double getOnExVwap()
{
return mOnExVwap;
}
public MamdaFieldState getOnExVwapFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOnExVwap(double onExVwap)
{
this.mOnExVwap = onExVwap;
}
public bool IsIrregular()
{
return mIsIrregular;
}
public void setIsIrregular(bool isIrregular)
{
mIsIrregular = isIrregular;
}
public bool IsCancel()
{
return mIsCancel;
}
public void setIsCancel(bool isCancel)
{
mIsCancel = isCancel;
}
public string getTradeExecVenue()
{
return mTradeExecVenue;
}
public MamdaFieldState getTradeExecVenueFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setTradeExecVenue(string tradeExecVenue)
{
this.mTradeExecVenue = tradeExecVenue;
}
public MamaPrice getOffExchangeTradePrice()
{
return mOffExTradePrice;
}
public MamdaFieldState getOffExchangeTradePriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOffExchangeTradePrice(MamaPrice offExTradePrice)
{
if (offExTradePrice != null)
mOffExTradePrice.copy(offExTradePrice);
else
mOffExTradePrice.clear();
}
public MamaPrice getOnExchangeTradePrice()
{
return mOnExTradePrice;
}
public MamdaFieldState getOnExchangeTradePriceFieldState()
{
return MamdaFieldState.MODIFIED;
}
public void setOnExchangeTradePrice(MamaPrice onExTradePrice)
{
if (onExTradePrice != null)
mOnExTradePrice.copy(onExTradePrice);
else
mOnExTradePrice.clear();
}
#region Implementation details
private string mSymbol = null;
private string mPartId = null;
private DateTime mSrcTime = DateTime.MinValue;
private DateTime mActTime = DateTime.MinValue;
private DateTime mLineTime = DateTime.MinValue;
private DateTime mSendTime = DateTime.MinValue;
private string mPubId = null;
private MamaPrice mLastPrice = null;
private double mLastVolume = 0;
private string mLastPartId = null;
private string mTradeId = null;
private string mOrigTradeId = null;
private string mCorrTradeId = null;
private DateTime mLastTime = DateTime.MinValue;
private DateTime mTradeDate = DateTime.MinValue;
private MamaPrice mIrregPrice = null;
private double mIrregVolume = 0;
private string mIrregPartId = null;
private DateTime mIrregTime = DateTime.MinValue;
private double mAccVolume = 0;
private double mOffExAccVolume = 0;
private double mOnExAccVolume = 0;
private MamaPrice mNetChange = null;
private double mPctChange = 0.0;
private string mTradeDirection = null;
private string mSide = null;
private MamaPrice mOpenPrice = null;
private MamaPrice mHighPrice = null;
private MamaPrice mLowPrice = null;
private MamaPrice mClosePrice = null;
private MamaPrice mPrevClosePrice = null;
private DateTime mPrevCloseDate = DateTime.MinValue;
private MamaPrice mAdjPrevClose = null;
private long mBlockCount = 0;
private double mBlockVolume = 0;
private double mVwap = 0.0;
private double mOffExVwap = 0.0;
private double mOnExVwap = 0.0;
private double mTotalValue = 0.0;
private double mOffExTotalValue = 0.0;
private double mOnExTotalValue = 0.0;
private double mStdDev = 0.0;
private double mStdDevSum = 0.0;
private double mStdDevSumSquares = 0.0;
private long mOrderId = 0;
private MamaPrice mSettlePrice = null;
private DateTime mSettleDate = DateTime.MinValue;
private char mShortSaleCircuitBreaker;
// The following fields are used for caching event-related fields:
private long mEventSeqNum = 0;
private DateTime mEventTime = DateTime.MinValue;
// The following fields are used for caching the last reported
// trade, which might have been out of order. The reason for
// cahcing these values is to allow a configuration that passes
// the minimum amount of data (unchanged fields not sent).
private MamaPrice mTradePrice = null;
private double mTradeVolume = 0;
private string mTradePartId = null;
private string mTradeQualStr = null;
private string mTradeQualNativeStr = null;
private string mTradeCondStr = null;
private long mSellersSaleDays = 0;
private char mStopStockInd = '\0';
private string mTradeExecVenue = null;
private MamaPrice mOffExTradePrice = null;
private MamaPrice mOnExTradePrice = null;
private long mTradeCount = 0;
private string mTradeUnits = null;
private long mLastSeqNum = 0;
private long mHighSeqNum = 0;
private long mLowSeqNum = 0;
private long mTotalVolumeSeqNum = 0;
private string mCurrencyCode = null;
private long mOrigSeqNum = 0;
private MamaPrice mOrigPrice = null;
private double mOrigVolume = 0;
private string mOrigPartId = null;
private string mOrigQualStr = null;
private string mOrigQualNativeStr = null;
private string mOrigCondStr = null;
private long mOrigSellersSaleDays = 0;
private char mOrigStopStockInd = '\0';
private MamaPrice mCorrPrice = null;
private double mCorrVolume = 0;
private string mCorrPartId = null;
private string mCorrQualStr = null;
private string mCorrQualNativeStr = null;
private string mCorrCondStr = null;
private long mCorrSellersSaleDays = 0;
private char mCorrStopStockInd = '\0';
private DateTime mCancelTime = DateTime.MinValue;
private bool mIsIrregular = false;
private bool mIsCancel = false;
#endregion Implementation details
}
}
Updated on 2023-03-31 at 15:30:19 +0100