Wombat::MamdaTradeListener::MamdaTradeCache

string mSymbol = null;

string mIssueSymbol = null;

string mPartId = null;

DateTime mSrcTime = DateTime.MinValue;

DateTime mActTime = DateTime.MinValue;

DateTime mLineTime = DateTime.MinValue;

DateTime mSendTime = DateTime.MinValue;

string mPubId = null;

bool mIsIrregular = false;

bool mWasIrregular = false;

MamaPrice mLastPrice = null;

double mLastVolume = 0;

string mLastPartId = null;

string mTradeId = null;

string mOrigTradeId = null;

string mCorrTradeId = null;

DateTime mLastTime = DateTime.MinValue;

DateTime mTradeDate = DateTime.MinValue;

MamaPrice mIrregPrice = null;

double mIrregVolume = 0;

string mIrregPartId = null;

DateTime mIrregTime = DateTime.MinValue;

double mAccVolume = 0;

double mOffExAccVolume = 0;

double mOnExAccVolume = 0;

string mTradeDirection = null;

MamdaTradeSide mTmpSide = new MamdaTradeSide();

string mSide = null;

MamaPrice mNetChange = null;

double mPctChange = 0.0;

MamaPrice mOpenPrice = null;

MamaPrice mHighPrice = null;

MamaPrice mLowPrice = null;

MamaPrice mClosePrice = null;

MamaPrice mPrevClosePrice = null;

DateTime mPrevCloseDate = DateTime.MinValue;

MamaPrice mAdjPrevClose = null;

long mTradeCount = 0;

double mBlockVolume = 0;

long mBlockCount = 0;

double mVwap = 0.0;

double mOffExVwap = 0.0;

double mOnExVwap = 0.0;

double mTotalValue = 0.0;

double mOffExTotalValue = 0.0;

double mOnExTotalValue = 0.0;

double mStdDev = 0.0;

double mStdDevSum = 0.0;

double mStdDevSumSquares = 0.0;

long mOrderId = 0;

MamaPrice mSettlePrice = null;

DateTime mSettleDate = DateTime.MinValue;

char mShortSaleCircuitBreaker;

char mOrigShortSaleCircuitBreaker;

char mCorrShortSaleCircuitBreaker;

long mConflateCount = 1;

long mEventSeqNum = 0;

DateTime mEventTime = DateTime.MinValue;

MamaPrice mTradePrice = null;

double mTradeVolume = 0;

string mTradePartId = null;

string mTradeQualStr = null;

string mTradeQualNativeStr = null;

long mSellersSaleDays = 0;

char mStopStockInd = '\0';

string mTradeExecVenue = null;

MamaPrice mOffExTradePrice = null;

MamaPrice mOnExTradePrice = null;

bool mIsCancel = false;

long mOrigSeqNum = 0;

MamaPrice mOrigPrice = null;

double mOrigVolume = 0;

string mOrigPartId = null;

string mOrigQualStr = null;

string mOrigQualNativeStr = null;

long mOrigSellersSaleDays = 0;

char mOrigStopStockInd = '\0';

MamaPrice mCorrPrice = null;

double mCorrVolume = 0;

string mCorrPartId = null;

string mCorrQualStr = null;

string mCorrQualNativeStr = null;

long mCorrSellersSaleDays = 0;

char mCorrStopStockInd = '\0';

DateTime mCorrTime = DateTime.MinValue;

DateTime mCancelTime = DateTime.MinValue;

string mTradeUnits = null;

long mLastSeqNum = 0;

long mHighSeqNum = 0;

long mLowSeqNum = 0;

long mTotalVolumeSeqNum = 0;

string mCurrencyCode = null;

string mTradeCondStr = null;

string mOrigCondStr = null;

string mCorrCondStr = null;

bool mGotPartId = false;

bool mLastGenericMsgWasTrade = false;

bool mGotTradeTime = false;

bool mGotTradePrice = false;

bool mGotTradeSize = false;

bool mGotTradeCount = false;

bool mGotIssueSymbol = false;

MamdaFieldState mSymbolFieldState = new MamdaFieldState();

MamdaFieldState mIssueSymbolFieldState = 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 mIsIrregularFieldState = new MamdaFieldState();

MamdaFieldState mLastPriceFieldState = new MamdaFieldState();

MamdaFieldState mLastVolumeFieldState = new MamdaFieldState();

MamdaFieldState mLastPartIdFieldState = new MamdaFieldState();

MamdaFieldState mTradeIdFieldState = new MamdaFieldState();

MamdaFieldState mOrigTradeIdFieldState = new MamdaFieldState();

MamdaFieldState mCorrTradeIdFieldState = new MamdaFieldState();

MamdaFieldState mLastTimeFieldState = new MamdaFieldState();

MamdaFieldState mTradeDateFieldState = new MamdaFieldState();

MamdaFieldState mIrregPriceFieldState = new MamdaFieldState();

MamdaFieldState mIrregVolumeFieldState = new MamdaFieldState();

MamdaFieldState mIrregPartIdFieldState = new MamdaFieldState();

MamdaFieldState mIrregTimeFieldState = new MamdaFieldState();

MamdaFieldState mAccVolumeFieldState = new MamdaFieldState();

MamdaFieldState mOffExAccVolumeFieldState = new MamdaFieldState();

MamdaFieldState mOnExAccVolumeFieldState = new MamdaFieldState();

MamdaFieldState mTradeDirectionFieldState = new MamdaFieldState();

MamdaFieldState mSideFieldState = new MamdaFieldState();

MamdaFieldState mNetChangeFieldState = new MamdaFieldState();

MamdaFieldState mPctChangeFieldState = new MamdaFieldState();

MamdaFieldState mOpenPriceFieldState = new MamdaFieldState();

MamdaFieldState mHighPriceFieldState = new MamdaFieldState();

MamdaFieldState mLowPriceFieldState = new MamdaFieldState();

MamdaFieldState mClosePriceFieldState = new MamdaFieldState();

MamdaFieldState mPrevClosePriceFieldState = new MamdaFieldState();

MamdaFieldState mPrevCloseDateFieldState = new MamdaFieldState();

MamdaFieldState mAdjPrevCloseFieldState = new MamdaFieldState();

MamdaFieldState mTradeCountFieldState = new MamdaFieldState();

MamdaFieldState mBlockVolumeFieldState = new MamdaFieldState();

MamdaFieldState mBlockCountFieldState = new MamdaFieldState();

MamdaFieldState mVwapFieldState = new MamdaFieldState();

MamdaFieldState mOffExVwapFieldState = new MamdaFieldState();

MamdaFieldState mOnExVwapFieldState = new MamdaFieldState();

MamdaFieldState mTotalValueFieldState = new MamdaFieldState();

MamdaFieldState mOffExTotalValueFieldState = new MamdaFieldState();

MamdaFieldState mOnExTotalValueFieldState = new MamdaFieldState();

MamdaFieldState mStdDevFieldState = new MamdaFieldState();

MamdaFieldState mStdDevSumFieldState = new MamdaFieldState();

MamdaFieldState mStdDevSumSquaresFieldState = new MamdaFieldState();

MamdaFieldState mOrderIdFieldState = new MamdaFieldState();

MamdaFieldState mSettlePriceFieldState = new MamdaFieldState();

MamdaFieldState mSettleDateFieldState = new MamdaFieldState();

MamdaFieldState mShortSaleCircuitBreakerFieldState = new MamdaFieldState();

MamdaFieldState mOrigShortSaleCircuitBreakerFieldState = new MamdaFieldState();

MamdaFieldState mCorrShortSaleCircuitBreakerFieldState = new MamdaFieldState();

MamdaFieldState mEventSeqNumFieldState = new MamdaFieldState();

MamdaFieldState mEventTimeFieldState = new MamdaFieldState();

MamdaFieldState mTradePriceFieldState = new MamdaFieldState();

MamdaFieldState mTradeVolumeFieldState = new MamdaFieldState();

MamdaFieldState mTradePartIdFieldState = new MamdaFieldState();

MamdaFieldState mTradeQualStrFieldState = new MamdaFieldState();

MamdaFieldState mTradeQualNativeStrFieldState = new MamdaFieldState();

MamdaFieldState mSellersSaleDaysFieldState = new MamdaFieldState();

MamdaFieldState mStopStockIndFieldState = new MamdaFieldState();

MamdaFieldState mTradeExecVenueFieldState = new MamdaFieldState();

MamdaFieldState mOffExTradePriceFieldState = new MamdaFieldState();

MamdaFieldState mOnExTradePriceFieldState = new MamdaFieldState();

MamdaFieldState mOrigSeqNumFieldState = new MamdaFieldState();

MamdaFieldState mOrigPriceFieldState = new MamdaFieldState();

MamdaFieldState mOrigVolumeFieldState = new MamdaFieldState();

MamdaFieldState mOrigPartIdFieldState = new MamdaFieldState();

MamdaFieldState mOrigQualStrFieldState = new MamdaFieldState();

MamdaFieldState mOrigQualNativeStrFieldState = new MamdaFieldState();

MamdaFieldState mOrigSellersSaleDaysFieldState = new MamdaFieldState();

MamdaFieldState mOrigStopStockIndFieldState = new MamdaFieldState();

MamdaFieldState mCorrPriceFieldState = new MamdaFieldState();

MamdaFieldState mCorrVolumeFieldState = new MamdaFieldState();

MamdaFieldState mCorrPartIdFieldState = new MamdaFieldState();

MamdaFieldState mCorrQualStrFieldState = new MamdaFieldState();

MamdaFieldState mCorrQualNativeStrFieldState = new MamdaFieldState();

MamdaFieldState mCorrSellersSaleDaysFieldState = new MamdaFieldState();

MamdaFieldState mCorrStopStockIndFieldState = new MamdaFieldState();

MamdaFieldState mCorrTimeFieldState = new MamdaFieldState();

MamdaFieldState mCancelTimeFieldState = new MamdaFieldState();

MamdaFieldState mTradeCondStrFieldState = new MamdaFieldState();

MamdaFieldState mOrigCondStrFieldState = new MamdaFieldState();

MamdaFieldState mCorrCondStrFieldState = new MamdaFieldState();

MamdaFieldState mTradeUnitsFieldState = new MamdaFieldState();

MamdaFieldState mLastSeqNumFieldState = new MamdaFieldState();

MamdaFieldState mHighSeqNumFieldState = new MamdaFieldState();

MamdaFieldState mLowSeqNumFieldState = new MamdaFieldState();

MamdaFieldState mTotalVolumeSeqNumFieldState = new MamdaFieldState();

MamdaFieldState mCurrencyCodeFieldState = new MamdaFieldState();

MamdaFieldState mConflateCountFieldState = new MamdaFieldState();