com::wombat::mamda::MamdaOrderImbalanceFields

Inherits from com.wombat.mamda.MamdaFields

Public Functions

	Name
void	setDictionary(MamaDictionary dictionary, Properties properties)
int	getMaxFid()
boolean	isSet()
void	reset()

Public Attributes

	Name
MamaFieldDescriptor	HIGH_INDICATION_PRICE
MamaFieldDescriptor	LOW_INDICATION_PRICE
MamaFieldDescriptor	INDICATION_PRICE
MamaFieldDescriptor	BUY_VOLUME
MamaFieldDescriptor	SELL_VOLUME
MamaFieldDescriptor	MATCH_VOLUME
MamaFieldDescriptor	SECURITY_STATUS_QUAL
MamaFieldDescriptor	INSIDE_MATCH_PRICE
MamaFieldDescriptor	FAR_CLEARING_PRICE
MamaFieldDescriptor	NEAR_CLEARING_PRICE
MamaFieldDescriptor	NO_CLEARING_PRICE
MamaFieldDescriptor	PRICE_VAR_IND
MamaFieldDescriptor	CROSS_TYPE
MamaFieldDescriptor	SRC_TIME
MamaFieldDescriptor	ACTIVITY_TIME
MamaFieldDescriptor	SEND_TIME
MamaFieldDescriptor	LINE_TIME
MamaFieldDescriptor	MSG_TYPE
MamaFieldDescriptor	ISSUE_SYMBOL
MamaFieldDescriptor	PART_ID
MamaFieldDescriptor	SYMBOL
MamaFieldDescriptor	SEQ_NUM
MamaFieldDescriptor	SECURITY_STATUS_ORIG
MamaFieldDescriptor	SECURITY_STATUS_TIME
MamaFieldDescriptor	AUCTION_TIME
int	MAX_FID

Additional inherited members

Protected Functions inherited from com.wombat.mamda.MamdaFields

	Name
String	lookupFieldName(Properties properties, String defaultFieldName)

Detailed Description

class com::wombat::mamda::MamdaOrderImbalanceFields;

Utility cache of MamaFieldDescriptors which are used internally by the API when accessing imbalance related fields from update messages. This class should be initialized prior to using the [MamdaOrderImbalanceListener](classcom_1_1wombat_1_1mamda_1_1MamdaOrderImbalanceListener.html) by calling setDictionary() with a valid dictionary object which contains imbalance related fields.

Public Functions Documentation

function setDictionary

static inline void setDictionary(
    MamaDictionary dictionary,
    Properties properties
)

function getMaxFid

static inline int getMaxFid()

function isSet

static inline boolean isSet()

function reset

static inline void reset()

Reset the dictionary for order imbalance update fields.

Public Attributes Documentation

variable HIGH_INDICATION_PRICE

static MamaFieldDescriptor HIGH_INDICATION_PRICE = null;

variable LOW_INDICATION_PRICE

static MamaFieldDescriptor LOW_INDICATION_PRICE = null;

variable INDICATION_PRICE

static MamaFieldDescriptor INDICATION_PRICE = null;

variable BUY_VOLUME

static MamaFieldDescriptor BUY_VOLUME = null;

variable SELL_VOLUME

static MamaFieldDescriptor SELL_VOLUME = null;

variable MATCH_VOLUME

static MamaFieldDescriptor MATCH_VOLUME = null;

variable SECURITY_STATUS_QUAL

static MamaFieldDescriptor SECURITY_STATUS_QUAL = null;

variable INSIDE_MATCH_PRICE

static MamaFieldDescriptor INSIDE_MATCH_PRICE = null;

variable FAR_CLEARING_PRICE

static MamaFieldDescriptor FAR_CLEARING_PRICE = null;

variable NEAR_CLEARING_PRICE

static MamaFieldDescriptor NEAR_CLEARING_PRICE = null;

variable NO_CLEARING_PRICE

static MamaFieldDescriptor NO_CLEARING_PRICE = null;

variable PRICE_VAR_IND

static MamaFieldDescriptor PRICE_VAR_IND = null;

variable CROSS_TYPE

static MamaFieldDescriptor CROSS_TYPE = null;

variable SRC_TIME

static MamaFieldDescriptor SRC_TIME = null;

variable ACTIVITY_TIME

static MamaFieldDescriptor ACTIVITY_TIME = null;

variable SEND_TIME

static MamaFieldDescriptor SEND_TIME = null;

variable LINE_TIME

static MamaFieldDescriptor LINE_TIME = null;

variable MSG_TYPE

static MamaFieldDescriptor MSG_TYPE = null;

variable ISSUE_SYMBOL

static MamaFieldDescriptor ISSUE_SYMBOL = null;

variable PART_ID

static MamaFieldDescriptor PART_ID = null;

variable SYMBOL

static MamaFieldDescriptor SYMBOL = null;

variable SEQ_NUM

static MamaFieldDescriptor SEQ_NUM = null;

variable SECURITY_STATUS_ORIG

static MamaFieldDescriptor SECURITY_STATUS_ORIG = null;

variable SECURITY_STATUS_TIME

static MamaFieldDescriptor SECURITY_STATUS_TIME = null;

variable AUCTION_TIME

static MamaFieldDescriptor AUCTION_TIME = null;

variable MAX_FID

static int MAX_FID = 0;

Updated on 2023-03-31 at 15:30:33 +0100