Wombat::MamdaQuoteListener::MamdaQuoteCache

string mSymbol;

string mPartId;

DateTime mSrcTime = DateTime.MinValue;

DateTime mActTime = DateTime.MinValue;

DateTime mLineTime = DateTime.MinValue;

DateTime mSendTime = DateTime.MinValue;

string mPubId;

MamaPrice mBidPrice;

double mBidSize;

double mBidDepth;

string mBidPartId;

MamaPrice mBidClosePrice;

DateTime mBidCloseDate = DateTime.MinValue;

MamaPrice mBidPrevClosePrice;

DateTime mBidPrevCloseDate = DateTime.MinValue;

MamaPrice mBidHigh;

MamaPrice mBidLow;

MamaPrice mAskPrice;

double mAskSize;

double mAskDepth;

string mAskPartId;

MamaPrice mAskClosePrice;

DateTime mAskCloseDate = DateTime.MinValue;

MamaPrice mAskPrevClosePrice;

DateTime mAskPrevCloseDate = DateTime.MinValue;

MamaPrice mAskHigh;

MamaPrice mAskLow;

MamaPrice mMidPrice;

long mEventSeqNum;

DateTime mEventTime = DateTime.MinValue;

DateTime mQuoteDate = DateTime.MinValue;

string mQuoteQualStr;

string mQuoteQualNative;

char mShortSaleBidTick = 'Z';

char mShortSaleCircuitBreaker;

long mTmpQuoteCount;

long mQuoteCount;

long mConflateCount;

bool mGotBidPrice;

bool mGotAskPrice;

bool mGotBidSize;

bool mGotAskSize;

bool mGotBidDepth;

bool mGotAskDepth;

bool mGotPartId;

bool mGotBidPartId;

bool mGotAskPartId;

bool mGotQuoteCount;

DateTime mAskTime;

DateTime mBidTime;

string mAskIndicator;

string mBidIndicator;

long mAskUpdateCount;

long mBidUpdateCount;

double mAskYield;

double mBidYield;

MamdaFieldState mSymbolFieldState = new MamdaFieldState();

MamdaFieldState mPartIdFieldState = new MamdaFieldState();

MamdaFieldState mSrcTimeFieldState = new MamdaFieldState();

MamdaFieldState mActTimeFieldState = new MamdaFieldState();

MamdaFieldState mLineTimeFieldState = new MamdaFieldState();

MamdaFieldState mSendTimeFieldState = new MamdaFieldState();

MamdaFieldState mPubIdFieldState = new MamdaFieldState();

MamdaFieldState mBidPriceFieldState = new MamdaFieldState();

MamdaFieldState mBidSizeFieldState = new MamdaFieldState();

MamdaFieldState mBidDepthFieldState = new MamdaFieldState();

MamdaFieldState mBidPartIdFieldState = new MamdaFieldState();

MamdaFieldState mBidClosePriceFieldState = new MamdaFieldState();

MamdaFieldState mBidCloseDateFieldState = new MamdaFieldState();

MamdaFieldState mBidPrevClosePriceFieldState = new MamdaFieldState();

MamdaFieldState mBidPrevCloseDateFieldState = new MamdaFieldState();

MamdaFieldState mBidHighFieldState = new MamdaFieldState();

MamdaFieldState mBidLowFieldState = new MamdaFieldState();

MamdaFieldState mAskPriceFieldState = new MamdaFieldState();

MamdaFieldState mAskSizeFieldState = new MamdaFieldState();

MamdaFieldState mAskDepthFieldState = new MamdaFieldState();

MamdaFieldState mAskPartIdFieldState = new MamdaFieldState();

MamdaFieldState mAskClosePriceFieldState = new MamdaFieldState();

MamdaFieldState mAskCloseDateFieldState = new MamdaFieldState();

MamdaFieldState mAskPrevClosePriceFieldState = new MamdaFieldState();

MamdaFieldState mAskPrevCloseDateFieldState = new MamdaFieldState();

MamdaFieldState mAskHighFieldState = new MamdaFieldState();

MamdaFieldState mAskLowFieldState = new MamdaFieldState();

MamdaFieldState mEventSeqNumFieldState = new MamdaFieldState();

MamdaFieldState mEventTimeFieldState = new MamdaFieldState();

MamdaFieldState mQuoteDateFieldState = new MamdaFieldState();

MamdaFieldState mQuoteQualStrFieldState = new MamdaFieldState();

MamdaFieldState mQuoteQualNativeFieldState = new MamdaFieldState();

MamdaFieldState mShortSaleBidTickFieldState = new MamdaFieldState();

MamdaFieldState mShortSaleCircuitBreakerFieldState = new MamdaFieldState();

MamdaFieldState mTmpQuoteCountFieldState = new MamdaFieldState();

MamdaFieldState mQuoteCountFieldState = new MamdaFieldState();

MamdaFieldState mConflateCountFieldState = new MamdaFieldState();

MamdaFieldState mAskTimeFieldState = new MamdaFieldState();

MamdaFieldState mBidTimeFieldState = new MamdaFieldState();

MamdaFieldState mAskIndicatorFieldState = new MamdaFieldState();

MamdaFieldState mBidIndicatorFieldState = new MamdaFieldState();

MamdaFieldState mAskUpdateCountFieldState = new MamdaFieldState();

MamdaFieldState mBidUpdateCountFieldState = new MamdaFieldState();

MamdaFieldState mAskYieldFieldState = new MamdaFieldState();

MamdaFieldState mBidYieldFieldState = new MamdaFieldState();