Wombat::MamdaTradeFields

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

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