Classes Files

Wombat::MamdaTradeFields

Cache of common trade related field descriptors. This is required to be populated if using the MamdaTradeListener.

Inherits from Wombat.MamdaFields

Public Functions

  Name
void setDictionary(MamaDictionary dictionary, NameValueCollection properties)
Set the dictionary for common trade fields. Maintains a cache of MamaFieldDescriptors for common trade related fields. The
int getMaxFid()
Returns the maximum field descriptor identifier in the dictionary
bool isSet()
void reset()

Public Attributes

  Name
MamaFieldDescriptor SYMBOL
MamaFieldDescriptor ISSUE_SYMBOL
MamaFieldDescriptor PART_ID
MamaFieldDescriptor SRC_TIME
MamaFieldDescriptor ACTIVITY_TIME
MamaFieldDescriptor LINE_TIME
MamaFieldDescriptor SEND_TIME
MamaFieldDescriptor PUB_ID
MamaFieldDescriptor TRADE_PRICE
MamaFieldDescriptor TRADE_DATE
MamaFieldDescriptor TRADE_TIME
MamaFieldDescriptor TRADE_DIRECTION
MamaFieldDescriptor LAST_PRICE
MamaFieldDescriptor LAST_VOLUME
MamaFieldDescriptor LAST_PART_ID
MamaFieldDescriptor LAST_TIME
MamaFieldDescriptor NET_CHANGE
MamaFieldDescriptor PCT_CHANGE
MamaFieldDescriptor TRADE_SIZE
MamaFieldDescriptor TOTAL_VOLUME
MamaFieldDescriptor OFF_EXCHANGE_TOTAL_VOLUME
MamaFieldDescriptor ON_EXCHANGE_TOTAL_VOLUME
MamaFieldDescriptor TRADE_UNITS
MamaFieldDescriptor HIGH_PRICE
MamaFieldDescriptor LOW_PRICE
MamaFieldDescriptor OPEN_PRICE
MamaFieldDescriptor CLOSE_PRICE
MamaFieldDescriptor CLOSE_DATE
MamaFieldDescriptor PREV_CLOSE_PRICE
MamaFieldDescriptor PREV_CLOSE_DATE
MamaFieldDescriptor ADJ_PREV_CLOSE
MamaFieldDescriptor PREV_VOLUME
MamaFieldDescriptor TRADE_SEQNUM
MamaFieldDescriptor TRADE_QUALIFIER
MamaFieldDescriptor TRADE_PART_ID
MamaFieldDescriptor AGGRESSOR_SIDE
MamaFieldDescriptor TRADE_SIDE
MamaFieldDescriptor TOTAL_VALUE
MamaFieldDescriptor OFF_EXCHANGE_TOTAL_VALUE
MamaFieldDescriptor ON_EXCHANGE_TOTAL_VALUE
MamaFieldDescriptor VWAP
MamaFieldDescriptor OFF_EXCHANGE_VWAP
MamaFieldDescriptor ON_EXCHANGE_VWAP
MamaFieldDescriptor STD_DEV
MamaFieldDescriptor STD_DEV_SUM
MamaFieldDescriptor STD_DEV_SUM_SQUARES
MamaFieldDescriptor ORDER_ID
MamaFieldDescriptor SETTLE_PRICE
MamaFieldDescriptor SETTLE_DATE
MamaFieldDescriptor SALE_CONDITION
MamaFieldDescriptor SELLERS_SALE_DAYS
MamaFieldDescriptor STOP_STOCK_IND
MamaFieldDescriptor TRADE_EXEC_VENUE
MamaFieldDescriptor OFF_EXCHANGE_TRADE_PRICE
MamaFieldDescriptor ON_EXCHANGE_TRADE_PRICE
MamaFieldDescriptor IS_IRREGULAR
MamaFieldDescriptor IRREG_PART_ID
MamaFieldDescriptor IRREG_PRICE
MamaFieldDescriptor IRREG_SIZE
MamaFieldDescriptor IRREG_TIME
MamaFieldDescriptor ORIG_PART_ID
MamaFieldDescriptor ORIG_PRICE
MamaFieldDescriptor ORIG_SIZE
MamaFieldDescriptor ORIG_SEQNUM
MamaFieldDescriptor ORIG_TRADE_QUALIFIER
MamaFieldDescriptor ORIG_SALE_CONDITION
MamaFieldDescriptor ORIG_SELLERS_SALE_DAYS
MamaFieldDescriptor ORIG_STOP_STOCK_IND
MamaFieldDescriptor CORR_PART_ID
MamaFieldDescriptor CORR_PRICE
MamaFieldDescriptor CORR_SIZE
MamaFieldDescriptor CORR_TRADE_QUALIFIER
MamaFieldDescriptor CORR_SALE_CONDITION
MamaFieldDescriptor CORR_SELLERS_SALE_DAYS
MamaFieldDescriptor CORR_STOP_STOCK_IND
MamaFieldDescriptor CORR_TIME
MamaFieldDescriptor CANCEL_TIME
MamaFieldDescriptor TRADE_ID
MamaFieldDescriptor ORIG_TRADE_ID
MamaFieldDescriptor CORR_TRADE_ID
MamaFieldDescriptor PRIMARY_EXCH
MamaFieldDescriptor TRADE_COUNT
MamaFieldDescriptor BLOCK_COUNT
MamaFieldDescriptor BLOCK_VOLUME
MamaFieldDescriptor UPDATE_AS_TRADE
MamaFieldDescriptor LAST_SEQNUM
MamaFieldDescriptor HIGH_SEQNUM
MamaFieldDescriptor LOW_SEQNUM
MamaFieldDescriptor TOTAL_VOLUME_SEQNUM
MamaFieldDescriptor CURRENCY_CODE
MamaFieldDescriptor CONFLATE_COUNT
MamaFieldDescriptor SHORT_SALE_CIRCUIT_BREAKER
MamaFieldDescriptor ORIG_SHORT_SALE_CIRCUIT_BREAKER
MamaFieldDescriptor CORR_SHORT_SALE_CIRCUIT_BREAKER
int MAX_FID

Additional inherited members

Protected Functions inherited from Wombat.MamdaFields

  Name
string lookupFieldName(NameValueCollection properties, string defaultFieldName)

Public Functions Documentation

function setDictionary

static void setDictionary(
    MamaDictionary dictionary,
    NameValueCollection properties
)

Set the dictionary for common trade fields. Maintains a cache of MamaFieldDescriptors for common trade related fields. The

Parameters:

  • dictionary A reference to a valid MamaDictionary
  • properties A NameValueCollection object containing field mappings. (See MamdaFields for further details)

properties parameter allows users of the API to map the common dictionary names to something else if they are being published under different names.

function getMaxFid

static int getMaxFid()

Returns the maximum field descriptor identifier in the dictionary

Return:

function isSet

static bool isSet()

function reset

static void reset()

Public Attributes Documentation

variable SYMBOL

static MamaFieldDescriptor SYMBOL = null;

variable ISSUE_SYMBOL

static MamaFieldDescriptor ISSUE_SYMBOL = null;

variable PART_ID

static MamaFieldDescriptor PART_ID = null;

variable SRC_TIME

static MamaFieldDescriptor SRC_TIME = null;

variable ACTIVITY_TIME

static MamaFieldDescriptor ACTIVITY_TIME = null;

variable LINE_TIME

static MamaFieldDescriptor LINE_TIME = null;

variable SEND_TIME

static MamaFieldDescriptor SEND_TIME = null;

variable PUB_ID

static MamaFieldDescriptor PUB_ID = null;

variable TRADE_PRICE

static MamaFieldDescriptor TRADE_PRICE = null;

variable TRADE_DATE

static MamaFieldDescriptor TRADE_DATE = null;

variable TRADE_TIME

static MamaFieldDescriptor TRADE_TIME = null;

variable TRADE_DIRECTION

static MamaFieldDescriptor TRADE_DIRECTION = null;

variable LAST_PRICE

static MamaFieldDescriptor LAST_PRICE = null;

variable LAST_VOLUME

static MamaFieldDescriptor LAST_VOLUME = null;

variable LAST_PART_ID

static MamaFieldDescriptor LAST_PART_ID = null;

variable LAST_TIME

static MamaFieldDescriptor LAST_TIME = null;

variable NET_CHANGE

static MamaFieldDescriptor NET_CHANGE = null;

variable PCT_CHANGE

static MamaFieldDescriptor PCT_CHANGE = null;

variable TRADE_SIZE

static MamaFieldDescriptor TRADE_SIZE = null;

variable TOTAL_VOLUME

static MamaFieldDescriptor TOTAL_VOLUME = null;

variable OFF_EXCHANGE_TOTAL_VOLUME

static MamaFieldDescriptor OFF_EXCHANGE_TOTAL_VOLUME = null;

variable ON_EXCHANGE_TOTAL_VOLUME

static MamaFieldDescriptor ON_EXCHANGE_TOTAL_VOLUME = null;

variable TRADE_UNITS

static MamaFieldDescriptor TRADE_UNITS = null;

variable HIGH_PRICE

static MamaFieldDescriptor HIGH_PRICE = null;

variable LOW_PRICE

static MamaFieldDescriptor LOW_PRICE = null;

variable OPEN_PRICE

static MamaFieldDescriptor OPEN_PRICE = null;

variable CLOSE_PRICE

static MamaFieldDescriptor CLOSE_PRICE = null;

variable CLOSE_DATE

static MamaFieldDescriptor CLOSE_DATE = null;

variable PREV_CLOSE_PRICE

static MamaFieldDescriptor PREV_CLOSE_PRICE = null;

variable PREV_CLOSE_DATE

static MamaFieldDescriptor PREV_CLOSE_DATE = null;

variable ADJ_PREV_CLOSE

static MamaFieldDescriptor ADJ_PREV_CLOSE = null;

variable PREV_VOLUME

static MamaFieldDescriptor PREV_VOLUME = null;

variable TRADE_SEQNUM

static MamaFieldDescriptor TRADE_SEQNUM = null;

variable TRADE_QUALIFIER

static MamaFieldDescriptor TRADE_QUALIFIER = null;

variable TRADE_PART_ID

static MamaFieldDescriptor TRADE_PART_ID = null;

variable AGGRESSOR_SIDE

static MamaFieldDescriptor AGGRESSOR_SIDE = null;

variable TRADE_SIDE

static MamaFieldDescriptor TRADE_SIDE = null;

variable TOTAL_VALUE

static MamaFieldDescriptor TOTAL_VALUE = null;

variable OFF_EXCHANGE_TOTAL_VALUE

static MamaFieldDescriptor OFF_EXCHANGE_TOTAL_VALUE = null;

variable ON_EXCHANGE_TOTAL_VALUE

static MamaFieldDescriptor ON_EXCHANGE_TOTAL_VALUE = null;

variable VWAP

static MamaFieldDescriptor VWAP = null;

variable OFF_EXCHANGE_VWAP

static MamaFieldDescriptor OFF_EXCHANGE_VWAP = null;

variable ON_EXCHANGE_VWAP

static MamaFieldDescriptor ON_EXCHANGE_VWAP = null;

variable STD_DEV

static MamaFieldDescriptor STD_DEV = null;

variable STD_DEV_SUM

static MamaFieldDescriptor STD_DEV_SUM = null;

variable STD_DEV_SUM_SQUARES

static MamaFieldDescriptor STD_DEV_SUM_SQUARES = null;

variable ORDER_ID

static MamaFieldDescriptor ORDER_ID = null;

variable SETTLE_PRICE

static MamaFieldDescriptor SETTLE_PRICE = null;

variable SETTLE_DATE

static MamaFieldDescriptor SETTLE_DATE = null;

variable SALE_CONDITION

static MamaFieldDescriptor SALE_CONDITION = null;

variable SELLERS_SALE_DAYS

static MamaFieldDescriptor SELLERS_SALE_DAYS = null;

variable STOP_STOCK_IND

static MamaFieldDescriptor STOP_STOCK_IND = null;

variable TRADE_EXEC_VENUE

static MamaFieldDescriptor TRADE_EXEC_VENUE = null;

variable OFF_EXCHANGE_TRADE_PRICE

static MamaFieldDescriptor OFF_EXCHANGE_TRADE_PRICE = null;

variable ON_EXCHANGE_TRADE_PRICE

static MamaFieldDescriptor ON_EXCHANGE_TRADE_PRICE = null;

variable IS_IRREGULAR

static MamaFieldDescriptor IS_IRREGULAR = null;

variable IRREG_PART_ID

static MamaFieldDescriptor IRREG_PART_ID = null;

variable IRREG_PRICE

static MamaFieldDescriptor IRREG_PRICE = null;

variable IRREG_SIZE

static MamaFieldDescriptor IRREG_SIZE = null;

variable IRREG_TIME

static MamaFieldDescriptor IRREG_TIME = null;

variable ORIG_PART_ID

static MamaFieldDescriptor ORIG_PART_ID = null;

variable ORIG_PRICE

static MamaFieldDescriptor ORIG_PRICE = null;

variable ORIG_SIZE

static MamaFieldDescriptor ORIG_SIZE = null;

variable ORIG_SEQNUM

static MamaFieldDescriptor ORIG_SEQNUM = null;

variable ORIG_TRADE_QUALIFIER

static MamaFieldDescriptor ORIG_TRADE_QUALIFIER = null;

variable ORIG_SALE_CONDITION

static MamaFieldDescriptor ORIG_SALE_CONDITION = null;

variable ORIG_SELLERS_SALE_DAYS

static MamaFieldDescriptor ORIG_SELLERS_SALE_DAYS = null;

variable ORIG_STOP_STOCK_IND

static MamaFieldDescriptor ORIG_STOP_STOCK_IND = null;

variable CORR_PART_ID

static MamaFieldDescriptor CORR_PART_ID = null;

variable CORR_PRICE

static MamaFieldDescriptor CORR_PRICE = null;

variable CORR_SIZE

static MamaFieldDescriptor CORR_SIZE = null;

variable CORR_TRADE_QUALIFIER

static MamaFieldDescriptor CORR_TRADE_QUALIFIER = null;

variable CORR_SALE_CONDITION

static MamaFieldDescriptor CORR_SALE_CONDITION = null;

variable CORR_SELLERS_SALE_DAYS

static MamaFieldDescriptor CORR_SELLERS_SALE_DAYS = null;

variable CORR_STOP_STOCK_IND

static MamaFieldDescriptor CORR_STOP_STOCK_IND = null;

variable CORR_TIME

static MamaFieldDescriptor CORR_TIME = null;

variable CANCEL_TIME

static MamaFieldDescriptor CANCEL_TIME = null;

variable TRADE_ID

static MamaFieldDescriptor TRADE_ID = null;

variable ORIG_TRADE_ID

static MamaFieldDescriptor ORIG_TRADE_ID = null;

variable CORR_TRADE_ID

static MamaFieldDescriptor CORR_TRADE_ID = null;

variable PRIMARY_EXCH

static MamaFieldDescriptor PRIMARY_EXCH = null;

variable TRADE_COUNT

static MamaFieldDescriptor TRADE_COUNT = null;

variable BLOCK_COUNT

static MamaFieldDescriptor BLOCK_COUNT = null;

variable BLOCK_VOLUME

static MamaFieldDescriptor BLOCK_VOLUME = null;

variable UPDATE_AS_TRADE

static MamaFieldDescriptor UPDATE_AS_TRADE = null;

variable LAST_SEQNUM

static MamaFieldDescriptor LAST_SEQNUM = null;

variable HIGH_SEQNUM

static MamaFieldDescriptor HIGH_SEQNUM = null;

variable LOW_SEQNUM

static MamaFieldDescriptor LOW_SEQNUM = null;

variable TOTAL_VOLUME_SEQNUM

static MamaFieldDescriptor TOTAL_VOLUME_SEQNUM = null;

variable CURRENCY_CODE

static MamaFieldDescriptor CURRENCY_CODE = null;

variable CONFLATE_COUNT

static MamaFieldDescriptor CONFLATE_COUNT = null;

variable SHORT_SALE_CIRCUIT_BREAKER

static MamaFieldDescriptor SHORT_SALE_CIRCUIT_BREAKER = null;

variable ORIG_SHORT_SALE_CIRCUIT_BREAKER

static MamaFieldDescriptor ORIG_SHORT_SALE_CIRCUIT_BREAKER = null;

variable CORR_SHORT_SALE_CIRCUIT_BREAKER

static MamaFieldDescriptor CORR_SHORT_SALE_CIRCUIT_BREAKER = null;

variable MAX_FID

static int MAX_FID = 0;

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