Wombat::MamdaOrderImbalanceFields

Utility cache of More…

Public Functions

	Name
void	setDictionary(MamaDictionary dictionary, NameValueCollection properties)
int	getMaxFid()
bool	isSet()
void	reset()

Public Attributes

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

Additional inherited members

Protected Functions inherited from Wombat.MamdaFields

	Name
string	lookupFieldName(NameValueCollection properties, string defaultFieldName)

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(
    MamaDictionary dictionary,
    NameValueCollection properties
)

function getMaxFid

static int getMaxFid()

function isSet

static bool isSet()

function reset

static void reset()

Public Attributes Documentation

variable HIGH_INDICATION_PRICE

static MamaFieldDescriptor HIGH_INDICATION_PRICE = null;

variable LOW_INDICATION_PRICE

static MamaFieldDescriptor LOW_INDICATION_PRICE = null;

variable INDICATION_PRICE

static MamaFieldDescriptor INDICATION_PRICE = null;

variable BUY_VOLUME

static MamaFieldDescriptor BUY_VOLUME = null;

variable SELL_VOLUME

static MamaFieldDescriptor SELL_VOLUME = null;

variable MATCH_VOLUME

static MamaFieldDescriptor MATCH_VOLUME = null;

variable SECURITY_STATUS_QUAL

static MamaFieldDescriptor SECURITY_STATUS_QUAL = null;

variable INSIDE_MATCH_PRICE

static MamaFieldDescriptor INSIDE_MATCH_PRICE = null;

variable FAR_CLEARING_PRICE

static MamaFieldDescriptor FAR_CLEARING_PRICE = null;

variable NEAR_CLEARING_PRICE

static MamaFieldDescriptor NEAR_CLEARING_PRICE = null;

variable NO_CLEARING_PRICE

static MamaFieldDescriptor NO_CLEARING_PRICE = null;

variable PRICE_VAR_IND

static MamaFieldDescriptor PRICE_VAR_IND = null;

variable CROSS_TYPE

static MamaFieldDescriptor CROSS_TYPE = null;

variable SRC_TIME

static MamaFieldDescriptor SRC_TIME = null;

variable ACTIVITY_TIME

static MamaFieldDescriptor ACTIVITY_TIME = null;

variable MSG_TYPE

static MamaFieldDescriptor MSG_TYPE = null;

variable ISSUE_SYMBOL

static MamaFieldDescriptor ISSUE_SYMBOL = null;

variable SYMBOL

static MamaFieldDescriptor SYMBOL = null;

variable PART_ID

static MamaFieldDescriptor PART_ID = null;

variable SEQ_NUM

static MamaFieldDescriptor SEQ_NUM = null;

variable SECURITY_STATUS_ORIG

static MamaFieldDescriptor SECURITY_STATUS_ORIG = null;

variable SECURITY_STATUS_TIME

static MamaFieldDescriptor SECURITY_STATUS_TIME = null;

variable AUCTION_TIME

static MamaFieldDescriptor AUCTION_TIME = null;

variable LINE_TIME

static MamaFieldDescriptor LINE_TIME = null;

variable SEND_TIME

static MamaFieldDescriptor SEND_TIME = null;

variable MAX_FID

static int MAX_FID = 0;

Updated on 2023-03-31 at 15:30:12 +0100