Classes Files

Wombat::MamdaTradeListener::MamdaTradeCache

Public Attributes

  Name
string mSymbol
string mIssueSymbol
string mPartId
DateTime mSrcTime
DateTime mActTime
DateTime mLineTime
DateTime mSendTime
string mPubId
bool mIsIrregular
bool mWasIrregular
MamaPrice mLastPrice
double mLastVolume
string mLastPartId
string mTradeId
string mOrigTradeId
string mCorrTradeId
DateTime mLastTime
DateTime mTradeDate
MamaPrice mIrregPrice
double mIrregVolume
string mIrregPartId
DateTime mIrregTime
double mAccVolume
double mOffExAccVolume
double mOnExAccVolume
string mTradeDirection
MamdaTradeSide mTmpSide
string mSide
MamaPrice mNetChange
double mPctChange
MamaPrice mOpenPrice
MamaPrice mHighPrice
MamaPrice mLowPrice
MamaPrice mClosePrice
MamaPrice mPrevClosePrice
DateTime mPrevCloseDate
MamaPrice mAdjPrevClose
long mTradeCount
double mBlockVolume
long mBlockCount
double mVwap
double mOffExVwap
double mOnExVwap
double mTotalValue
double mOffExTotalValue
double mOnExTotalValue
double mStdDev
double mStdDevSum
double mStdDevSumSquares
long mOrderId
MamaPrice mSettlePrice
DateTime mSettleDate
char mShortSaleCircuitBreaker
char mOrigShortSaleCircuitBreaker
char mCorrShortSaleCircuitBreaker
long mConflateCount
long mEventSeqNum
DateTime mEventTime
MamaPrice mTradePrice
double mTradeVolume
string mTradePartId
string mTradeQualStr
string mTradeQualNativeStr
long mSellersSaleDays
char mStopStockInd
string mTradeExecVenue
MamaPrice mOffExTradePrice
MamaPrice mOnExTradePrice
bool mIsCancel
long mOrigSeqNum
MamaPrice mOrigPrice
double mOrigVolume
string mOrigPartId
string mOrigQualStr
string mOrigQualNativeStr
long mOrigSellersSaleDays
char mOrigStopStockInd
MamaPrice mCorrPrice
double mCorrVolume
string mCorrPartId
string mCorrQualStr
string mCorrQualNativeStr
long mCorrSellersSaleDays
char mCorrStopStockInd
DateTime mCorrTime
DateTime mCancelTime
string mTradeUnits
long mLastSeqNum
long mHighSeqNum
long mLowSeqNum
long mTotalVolumeSeqNum
string mCurrencyCode
string mTradeCondStr
string mOrigCondStr
string mCorrCondStr
bool mGotPartId
bool mLastGenericMsgWasTrade
bool mGotTradeTime
bool mGotTradePrice
bool mGotTradeSize
bool mGotTradeCount
bool mGotIssueSymbol
MamdaFieldState mSymbolFieldState
MamdaFieldState mIssueSymbolFieldState
MamdaFieldState mPartIdFieldState
MamdaFieldState mSrcTimeFieldState
MamdaFieldState mActTimeFieldState
MamdaFieldState mLineTimeFieldState
MamdaFieldState mSendTimeFieldState
MamdaFieldState mPubIdFieldState
MamdaFieldState mIsIrregularFieldState
MamdaFieldState mLastPriceFieldState
MamdaFieldState mLastVolumeFieldState
MamdaFieldState mLastPartIdFieldState
MamdaFieldState mTradeIdFieldState
MamdaFieldState mOrigTradeIdFieldState
MamdaFieldState mCorrTradeIdFieldState
MamdaFieldState mLastTimeFieldState
MamdaFieldState mTradeDateFieldState
MamdaFieldState mIrregPriceFieldState
MamdaFieldState mIrregVolumeFieldState
MamdaFieldState mIrregPartIdFieldState
MamdaFieldState mIrregTimeFieldState
MamdaFieldState mAccVolumeFieldState
MamdaFieldState mOffExAccVolumeFieldState
MamdaFieldState mOnExAccVolumeFieldState
MamdaFieldState mTradeDirectionFieldState
MamdaFieldState mSideFieldState
MamdaFieldState mNetChangeFieldState
MamdaFieldState mPctChangeFieldState
MamdaFieldState mOpenPriceFieldState
MamdaFieldState mHighPriceFieldState
MamdaFieldState mLowPriceFieldState
MamdaFieldState mClosePriceFieldState
MamdaFieldState mPrevClosePriceFieldState
MamdaFieldState mPrevCloseDateFieldState
MamdaFieldState mAdjPrevCloseFieldState
MamdaFieldState mTradeCountFieldState
MamdaFieldState mBlockVolumeFieldState
MamdaFieldState mBlockCountFieldState
MamdaFieldState mVwapFieldState
MamdaFieldState mOffExVwapFieldState
MamdaFieldState mOnExVwapFieldState
MamdaFieldState mTotalValueFieldState
MamdaFieldState mOffExTotalValueFieldState
MamdaFieldState mOnExTotalValueFieldState
MamdaFieldState mStdDevFieldState
MamdaFieldState mStdDevSumFieldState
MamdaFieldState mStdDevSumSquaresFieldState
MamdaFieldState mOrderIdFieldState
MamdaFieldState mSettlePriceFieldState
MamdaFieldState mSettleDateFieldState
MamdaFieldState mShortSaleCircuitBreakerFieldState
MamdaFieldState mOrigShortSaleCircuitBreakerFieldState
MamdaFieldState mCorrShortSaleCircuitBreakerFieldState
MamdaFieldState mEventSeqNumFieldState
MamdaFieldState mEventTimeFieldState
MamdaFieldState mTradePriceFieldState
MamdaFieldState mTradeVolumeFieldState
MamdaFieldState mTradePartIdFieldState
MamdaFieldState mTradeQualStrFieldState
MamdaFieldState mTradeQualNativeStrFieldState
MamdaFieldState mSellersSaleDaysFieldState
MamdaFieldState mStopStockIndFieldState
MamdaFieldState mTradeExecVenueFieldState
MamdaFieldState mOffExTradePriceFieldState
MamdaFieldState mOnExTradePriceFieldState
MamdaFieldState mOrigSeqNumFieldState
MamdaFieldState mOrigPriceFieldState
MamdaFieldState mOrigVolumeFieldState
MamdaFieldState mOrigPartIdFieldState
MamdaFieldState mOrigQualStrFieldState
MamdaFieldState mOrigQualNativeStrFieldState
MamdaFieldState mOrigSellersSaleDaysFieldState
MamdaFieldState mOrigStopStockIndFieldState
MamdaFieldState mCorrPriceFieldState
MamdaFieldState mCorrVolumeFieldState
MamdaFieldState mCorrPartIdFieldState
MamdaFieldState mCorrQualStrFieldState
MamdaFieldState mCorrQualNativeStrFieldState
MamdaFieldState mCorrSellersSaleDaysFieldState
MamdaFieldState mCorrStopStockIndFieldState
MamdaFieldState mCorrTimeFieldState
MamdaFieldState mCancelTimeFieldState
MamdaFieldState mTradeCondStrFieldState
MamdaFieldState mOrigCondStrFieldState
MamdaFieldState mCorrCondStrFieldState
MamdaFieldState mTradeUnitsFieldState
MamdaFieldState mLastSeqNumFieldState
MamdaFieldState mHighSeqNumFieldState
MamdaFieldState mLowSeqNumFieldState
MamdaFieldState mTotalVolumeSeqNumFieldState
MamdaFieldState mCurrencyCodeFieldState
MamdaFieldState mConflateCountFieldState

Public Attributes Documentation

variable mSymbol

string mSymbol = null;

variable mIssueSymbol

string mIssueSymbol = null;

variable mPartId

string mPartId = null;

variable mSrcTime

DateTime mSrcTime = DateTime.MinValue;

variable mActTime

DateTime mActTime = DateTime.MinValue;

variable mLineTime

DateTime mLineTime = DateTime.MinValue;

variable mSendTime

DateTime mSendTime = DateTime.MinValue;

variable mPubId

string mPubId = null;

variable mIsIrregular

bool mIsIrregular = false;

variable mWasIrregular

bool mWasIrregular = false;

variable mLastPrice

MamaPrice mLastPrice = null;

variable mLastVolume

double mLastVolume = 0;

variable mLastPartId

string mLastPartId = null;

variable mTradeId

string mTradeId = null;

variable mOrigTradeId

string mOrigTradeId = null;

variable mCorrTradeId

string mCorrTradeId = null;

variable mLastTime

DateTime mLastTime = DateTime.MinValue;

variable mTradeDate

DateTime mTradeDate = DateTime.MinValue;

variable mIrregPrice

MamaPrice mIrregPrice = null;

variable mIrregVolume

double mIrregVolume = 0;

variable mIrregPartId

string mIrregPartId = null;

variable mIrregTime

DateTime mIrregTime = DateTime.MinValue;

variable mAccVolume

double mAccVolume = 0;

variable mOffExAccVolume

double mOffExAccVolume = 0;

variable mOnExAccVolume

double mOnExAccVolume = 0;

variable mTradeDirection

string mTradeDirection = null;

variable mTmpSide

MamdaTradeSide mTmpSide = new MamdaTradeSide();

variable mSide

string mSide = null;

variable mNetChange

MamaPrice mNetChange = null;

variable mPctChange

double mPctChange = 0.0;

variable mOpenPrice

MamaPrice mOpenPrice = null;

variable mHighPrice

MamaPrice mHighPrice = null;

variable mLowPrice

MamaPrice mLowPrice = null;

variable mClosePrice

MamaPrice mClosePrice = null;

variable mPrevClosePrice

MamaPrice mPrevClosePrice = null;

variable mPrevCloseDate

DateTime mPrevCloseDate = DateTime.MinValue;

variable mAdjPrevClose

MamaPrice mAdjPrevClose = null;

variable mTradeCount

long mTradeCount = 0;

variable mBlockVolume

double mBlockVolume = 0;

variable mBlockCount

long mBlockCount = 0;

variable mVwap

double mVwap = 0.0;

variable mOffExVwap

double mOffExVwap = 0.0;

variable mOnExVwap

double mOnExVwap = 0.0;

variable mTotalValue

double mTotalValue = 0.0;

variable mOffExTotalValue

double mOffExTotalValue = 0.0;

variable mOnExTotalValue

double mOnExTotalValue = 0.0;

variable mStdDev

double mStdDev = 0.0;

variable mStdDevSum

double mStdDevSum = 0.0;

variable mStdDevSumSquares

double mStdDevSumSquares = 0.0;

variable mOrderId

long mOrderId = 0;

variable mSettlePrice

MamaPrice mSettlePrice = null;

variable mSettleDate

DateTime mSettleDate = DateTime.MinValue;

variable mShortSaleCircuitBreaker

char mShortSaleCircuitBreaker;

variable mOrigShortSaleCircuitBreaker

char mOrigShortSaleCircuitBreaker;

variable mCorrShortSaleCircuitBreaker

char mCorrShortSaleCircuitBreaker;

variable mConflateCount

long mConflateCount = 1;

variable mEventSeqNum

long mEventSeqNum = 0;

variable mEventTime

DateTime mEventTime = DateTime.MinValue;

variable mTradePrice

MamaPrice mTradePrice = null;

variable mTradeVolume

double mTradeVolume = 0;

variable mTradePartId

string mTradePartId = null;

variable mTradeQualStr

string mTradeQualStr = null;

variable mTradeQualNativeStr

string mTradeQualNativeStr = null;

variable mSellersSaleDays

long mSellersSaleDays = 0;

variable mStopStockInd

char mStopStockInd = '\0';

variable mTradeExecVenue

string mTradeExecVenue = null;

variable mOffExTradePrice

MamaPrice mOffExTradePrice = null;

variable mOnExTradePrice

MamaPrice mOnExTradePrice = null;

variable mIsCancel

bool mIsCancel = false;

variable mOrigSeqNum

long mOrigSeqNum = 0;

variable mOrigPrice

MamaPrice mOrigPrice = null;

variable mOrigVolume

double mOrigVolume = 0;

variable mOrigPartId

string mOrigPartId = null;

variable mOrigQualStr

string mOrigQualStr = null;

variable mOrigQualNativeStr

string mOrigQualNativeStr = null;

variable mOrigSellersSaleDays

long mOrigSellersSaleDays = 0;

variable mOrigStopStockInd

char mOrigStopStockInd = '\0';

variable mCorrPrice

MamaPrice mCorrPrice = null;

variable mCorrVolume

double mCorrVolume = 0;

variable mCorrPartId

string mCorrPartId = null;

variable mCorrQualStr

string mCorrQualStr = null;

variable mCorrQualNativeStr

string mCorrQualNativeStr = null;

variable mCorrSellersSaleDays

long mCorrSellersSaleDays = 0;

variable mCorrStopStockInd

char mCorrStopStockInd = '\0';

variable mCorrTime

DateTime mCorrTime = DateTime.MinValue;

variable mCancelTime

DateTime mCancelTime = DateTime.MinValue;

variable mTradeUnits

string mTradeUnits = null;

variable mLastSeqNum

long mLastSeqNum = 0;

variable mHighSeqNum

long mHighSeqNum = 0;

variable mLowSeqNum

long mLowSeqNum = 0;

variable mTotalVolumeSeqNum

long mTotalVolumeSeqNum = 0;

variable mCurrencyCode

string mCurrencyCode = null;

variable mTradeCondStr

string mTradeCondStr = null;

variable mOrigCondStr

string mOrigCondStr = null;

variable mCorrCondStr

string mCorrCondStr = null;

variable mGotPartId

bool mGotPartId = false;

variable mLastGenericMsgWasTrade

bool mLastGenericMsgWasTrade = false;

variable mGotTradeTime

bool mGotTradeTime = false;

variable mGotTradePrice

bool mGotTradePrice = false;

variable mGotTradeSize

bool mGotTradeSize = false;

variable mGotTradeCount

bool mGotTradeCount = false;

variable mGotIssueSymbol

bool mGotIssueSymbol = false;

variable mSymbolFieldState

MamdaFieldState mSymbolFieldState = new MamdaFieldState();

variable mIssueSymbolFieldState

MamdaFieldState mIssueSymbolFieldState = new MamdaFieldState();

variable mPartIdFieldState

MamdaFieldState mPartIdFieldState = new MamdaFieldState();

variable mSrcTimeFieldState

MamdaFieldState mSrcTimeFieldState = new MamdaFieldState();

variable mActTimeFieldState

MamdaFieldState mActTimeFieldState = new MamdaFieldState();

variable mLineTimeFieldState

MamdaFieldState mLineTimeFieldState = new MamdaFieldState();

variable mSendTimeFieldState

MamdaFieldState mSendTimeFieldState = new MamdaFieldState();

variable mPubIdFieldState

MamdaFieldState mPubIdFieldState = new MamdaFieldState();

variable mIsIrregularFieldState

MamdaFieldState mIsIrregularFieldState = new MamdaFieldState();

variable mLastPriceFieldState

MamdaFieldState mLastPriceFieldState = new MamdaFieldState();

variable mLastVolumeFieldState

MamdaFieldState mLastVolumeFieldState = new MamdaFieldState();

variable mLastPartIdFieldState

MamdaFieldState mLastPartIdFieldState = new MamdaFieldState();

variable mTradeIdFieldState

MamdaFieldState mTradeIdFieldState = new MamdaFieldState();

variable mOrigTradeIdFieldState

MamdaFieldState mOrigTradeIdFieldState = new MamdaFieldState();

variable mCorrTradeIdFieldState

MamdaFieldState mCorrTradeIdFieldState = new MamdaFieldState();

variable mLastTimeFieldState

MamdaFieldState mLastTimeFieldState = new MamdaFieldState();

variable mTradeDateFieldState

MamdaFieldState mTradeDateFieldState = new MamdaFieldState();

variable mIrregPriceFieldState

MamdaFieldState mIrregPriceFieldState = new MamdaFieldState();

variable mIrregVolumeFieldState

MamdaFieldState mIrregVolumeFieldState = new MamdaFieldState();

variable mIrregPartIdFieldState

MamdaFieldState mIrregPartIdFieldState = new MamdaFieldState();

variable mIrregTimeFieldState

MamdaFieldState mIrregTimeFieldState = new MamdaFieldState();

variable mAccVolumeFieldState

MamdaFieldState mAccVolumeFieldState = new MamdaFieldState();

variable mOffExAccVolumeFieldState

MamdaFieldState mOffExAccVolumeFieldState = new MamdaFieldState();

variable mOnExAccVolumeFieldState

MamdaFieldState mOnExAccVolumeFieldState = new MamdaFieldState();

variable mTradeDirectionFieldState

MamdaFieldState mTradeDirectionFieldState = new MamdaFieldState();

variable mSideFieldState

MamdaFieldState mSideFieldState = new MamdaFieldState();

variable mNetChangeFieldState

MamdaFieldState mNetChangeFieldState = new MamdaFieldState();

variable mPctChangeFieldState

MamdaFieldState mPctChangeFieldState = new MamdaFieldState();

variable mOpenPriceFieldState

MamdaFieldState mOpenPriceFieldState = new MamdaFieldState();

variable mHighPriceFieldState

MamdaFieldState mHighPriceFieldState = new MamdaFieldState();

variable mLowPriceFieldState

MamdaFieldState mLowPriceFieldState = new MamdaFieldState();

variable mClosePriceFieldState

MamdaFieldState mClosePriceFieldState = new MamdaFieldState();

variable mPrevClosePriceFieldState

MamdaFieldState mPrevClosePriceFieldState = new MamdaFieldState();

variable mPrevCloseDateFieldState

MamdaFieldState mPrevCloseDateFieldState = new MamdaFieldState();

variable mAdjPrevCloseFieldState

MamdaFieldState mAdjPrevCloseFieldState = new MamdaFieldState();

variable mTradeCountFieldState

MamdaFieldState mTradeCountFieldState = new MamdaFieldState();

variable mBlockVolumeFieldState

MamdaFieldState mBlockVolumeFieldState = new MamdaFieldState();

variable mBlockCountFieldState

MamdaFieldState mBlockCountFieldState = new MamdaFieldState();

variable mVwapFieldState

MamdaFieldState mVwapFieldState = new MamdaFieldState();

variable mOffExVwapFieldState

MamdaFieldState mOffExVwapFieldState = new MamdaFieldState();

variable mOnExVwapFieldState

MamdaFieldState mOnExVwapFieldState = new MamdaFieldState();

variable mTotalValueFieldState

MamdaFieldState mTotalValueFieldState = new MamdaFieldState();

variable mOffExTotalValueFieldState

MamdaFieldState mOffExTotalValueFieldState = new MamdaFieldState();

variable mOnExTotalValueFieldState

MamdaFieldState mOnExTotalValueFieldState = new MamdaFieldState();

variable mStdDevFieldState

MamdaFieldState mStdDevFieldState = new MamdaFieldState();

variable mStdDevSumFieldState

MamdaFieldState mStdDevSumFieldState = new MamdaFieldState();

variable mStdDevSumSquaresFieldState

MamdaFieldState mStdDevSumSquaresFieldState = new MamdaFieldState();

variable mOrderIdFieldState

MamdaFieldState mOrderIdFieldState = new MamdaFieldState();

variable mSettlePriceFieldState

MamdaFieldState mSettlePriceFieldState = new MamdaFieldState();

variable mSettleDateFieldState

MamdaFieldState mSettleDateFieldState = new MamdaFieldState();

variable mShortSaleCircuitBreakerFieldState

MamdaFieldState mShortSaleCircuitBreakerFieldState = new MamdaFieldState();

variable mOrigShortSaleCircuitBreakerFieldState

MamdaFieldState mOrigShortSaleCircuitBreakerFieldState = new MamdaFieldState();

variable mCorrShortSaleCircuitBreakerFieldState

MamdaFieldState mCorrShortSaleCircuitBreakerFieldState = new MamdaFieldState();

variable mEventSeqNumFieldState

MamdaFieldState mEventSeqNumFieldState = new MamdaFieldState();

variable mEventTimeFieldState

MamdaFieldState mEventTimeFieldState = new MamdaFieldState();

variable mTradePriceFieldState

MamdaFieldState mTradePriceFieldState = new MamdaFieldState();

variable mTradeVolumeFieldState

MamdaFieldState mTradeVolumeFieldState = new MamdaFieldState();

variable mTradePartIdFieldState

MamdaFieldState mTradePartIdFieldState = new MamdaFieldState();

variable mTradeQualStrFieldState

MamdaFieldState mTradeQualStrFieldState = new MamdaFieldState();

variable mTradeQualNativeStrFieldState

MamdaFieldState mTradeQualNativeStrFieldState = new MamdaFieldState();

variable mSellersSaleDaysFieldState

MamdaFieldState mSellersSaleDaysFieldState = new MamdaFieldState();

variable mStopStockIndFieldState

MamdaFieldState mStopStockIndFieldState = new MamdaFieldState();

variable mTradeExecVenueFieldState

MamdaFieldState mTradeExecVenueFieldState = new MamdaFieldState();

variable mOffExTradePriceFieldState

MamdaFieldState mOffExTradePriceFieldState = new MamdaFieldState();

variable mOnExTradePriceFieldState

MamdaFieldState mOnExTradePriceFieldState = new MamdaFieldState();

variable mOrigSeqNumFieldState

MamdaFieldState mOrigSeqNumFieldState = new MamdaFieldState();

variable mOrigPriceFieldState

MamdaFieldState mOrigPriceFieldState = new MamdaFieldState();

variable mOrigVolumeFieldState

MamdaFieldState mOrigVolumeFieldState = new MamdaFieldState();

variable mOrigPartIdFieldState

MamdaFieldState mOrigPartIdFieldState = new MamdaFieldState();

variable mOrigQualStrFieldState

MamdaFieldState mOrigQualStrFieldState = new MamdaFieldState();

variable mOrigQualNativeStrFieldState

MamdaFieldState mOrigQualNativeStrFieldState = new MamdaFieldState();

variable mOrigSellersSaleDaysFieldState

MamdaFieldState mOrigSellersSaleDaysFieldState = new MamdaFieldState();

variable mOrigStopStockIndFieldState

MamdaFieldState mOrigStopStockIndFieldState = new MamdaFieldState();

variable mCorrPriceFieldState

MamdaFieldState mCorrPriceFieldState = new MamdaFieldState();

variable mCorrVolumeFieldState

MamdaFieldState mCorrVolumeFieldState = new MamdaFieldState();

variable mCorrPartIdFieldState

MamdaFieldState mCorrPartIdFieldState = new MamdaFieldState();

variable mCorrQualStrFieldState

MamdaFieldState mCorrQualStrFieldState = new MamdaFieldState();

variable mCorrQualNativeStrFieldState

MamdaFieldState mCorrQualNativeStrFieldState = new MamdaFieldState();

variable mCorrSellersSaleDaysFieldState

MamdaFieldState mCorrSellersSaleDaysFieldState = new MamdaFieldState();

variable mCorrStopStockIndFieldState

MamdaFieldState mCorrStopStockIndFieldState = new MamdaFieldState();

variable mCorrTimeFieldState

MamdaFieldState mCorrTimeFieldState = new MamdaFieldState();

variable mCancelTimeFieldState

MamdaFieldState mCancelTimeFieldState = new MamdaFieldState();

variable mTradeCondStrFieldState

MamdaFieldState mTradeCondStrFieldState = new MamdaFieldState();

variable mOrigCondStrFieldState

MamdaFieldState mOrigCondStrFieldState = new MamdaFieldState();

variable mCorrCondStrFieldState

MamdaFieldState mCorrCondStrFieldState = new MamdaFieldState();

variable mTradeUnitsFieldState

MamdaFieldState mTradeUnitsFieldState = new MamdaFieldState();

variable mLastSeqNumFieldState

MamdaFieldState mLastSeqNumFieldState = new MamdaFieldState();

variable mHighSeqNumFieldState

MamdaFieldState mHighSeqNumFieldState = new MamdaFieldState();

variable mLowSeqNumFieldState

MamdaFieldState mLowSeqNumFieldState = new MamdaFieldState();

variable mTotalVolumeSeqNumFieldState

MamdaFieldState mTotalVolumeSeqNumFieldState = new MamdaFieldState();

variable mCurrencyCodeFieldState

MamdaFieldState mCurrencyCodeFieldState = new MamdaFieldState();

variable mConflateCountFieldState

MamdaFieldState mConflateCountFieldState = new MamdaFieldState();

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