OpenMAMA
Wombat::MamdaTradeFields Class Reference

Utility cache of MamaFieldDescriptors which are used internally by the API when accessing trade related fields from update messages. More...

#include <MamdaTradeFields.h>

Static Public Member Functions

static void setDictionary (const MamaDictionary &dictionary)
 
static void reset ()
 Reset the dictionary for trade update fields. More...
 
static uint16_t getMaxFid ()
 
static bool isSet ()
 

Static Public Attributes

static const MamaFieldDescriptor * TRADE_PRICE
 
static const MamaFieldDescriptor * TRADE_DATE
 
static const MamaFieldDescriptor * TRADE_SIDE
 
static const MamaFieldDescriptor * AGGRESSOR_SIDE
 
static const MamaFieldDescriptor * TRADE_TIME
 
static const MamaFieldDescriptor * LAST_PRICE
 
static const MamaFieldDescriptor * LAST_VOLUME
 
static const MamaFieldDescriptor * LAST_DATE_TIME
 
static const MamaFieldDescriptor * LAST_PART_ID
 
static const MamaFieldDescriptor * LAST_DIRECTION
 
static const MamaFieldDescriptor * NET_CHANGE
 
static const MamaFieldDescriptor * PCT_CHANGE
 
static const MamaFieldDescriptor * TRADE_SIZE
 
static const MamaFieldDescriptor * TOTAL_VOLUME
 
static const MamaFieldDescriptor * OFF_EXCHANGE_TOTAL_VOLUME
 
static const MamaFieldDescriptor * ON_EXCHANGE_TOTAL_VOLUME
 
static const MamaFieldDescriptor * TRADE_UNITS
 
static const MamaFieldDescriptor * HIGH_PRICE
 
static const MamaFieldDescriptor * LOW_PRICE
 
static const MamaFieldDescriptor * OPEN_PRICE
 
static const MamaFieldDescriptor * CLOSE_PRICE
 
static const MamaFieldDescriptor * CLOSE_DATE
 
static const MamaFieldDescriptor * PREV_CLOSE_PRICE
 
static const MamaFieldDescriptor * PREV_CLOSE_DATE
 
static const MamaFieldDescriptor * ADJ_PREV_CLOSE
 
static const MamaFieldDescriptor * PREV_VOLUME
 
static const MamaFieldDescriptor * TRADE_SEQNUM
 
static const MamaFieldDescriptor * TRADE_QUALIFIER
 
static const MamaFieldDescriptor * TRADE_PART_ID
 
static const MamaFieldDescriptor * TOTAL_VALUE
 
static const MamaFieldDescriptor * OFF_EXCHANGE_TOTAL_VALUE
 
static const MamaFieldDescriptor * ON_EXCHANGE_TOTAL_VALUE
 
static const MamaFieldDescriptor * VWAP
 
static const MamaFieldDescriptor * OFF_EXCHANGE_VWAP
 
static const MamaFieldDescriptor * ON_EXCHANGE_VWAP
 
static const MamaFieldDescriptor * STD_DEV
 
static const MamaFieldDescriptor * STD_DEV_SUM
 
static const MamaFieldDescriptor * STD_DEV_SUM_SQUARES
 
static const MamaFieldDescriptor * SALE_CONDITION
 
static const MamaFieldDescriptor * SELLERS_SALE_DAYS
 
static const MamaFieldDescriptor * IS_IRREGULAR
 
static const MamaFieldDescriptor * IRREG_PART_ID
 
static const MamaFieldDescriptor * IRREG_PRICE
 
static const MamaFieldDescriptor * IRREG_SIZE
 
static const MamaFieldDescriptor * IRREG_TIME
 
static const MamaFieldDescriptor * ORIG_PART_ID
 
static const MamaFieldDescriptor * ORIG_PRICE
 
static const MamaFieldDescriptor * ORIG_SIZE
 
static const MamaFieldDescriptor * ORIG_SEQNUM
 
static const MamaFieldDescriptor * ORIG_TRADE_QUALIFIER
 
static const MamaFieldDescriptor * ORIG_SALE_CONDITION
 
static const MamaFieldDescriptor * ORIG_SELLERS_SALE_DAYS
 
static const MamaFieldDescriptor * ORIG_STOP_STOCK_IND
 
static const MamaFieldDescriptor * STOP_STOCK_IND
 
static const MamaFieldDescriptor * CORR_PART_ID
 
static const MamaFieldDescriptor * CORR_PRICE
 
static const MamaFieldDescriptor * CORR_SIZE
 
static const MamaFieldDescriptor * CORR_TRADE_QUALIFIER
 
static const MamaFieldDescriptor * CORR_SALE_CONDITION
 
static const MamaFieldDescriptor * CORR_TRADE_ID
 
static const MamaFieldDescriptor * CORR_SELLERS_SALE_DAYS
 
static const MamaFieldDescriptor * CORR_STOP_STOCK_IND
 
static const MamaFieldDescriptor * CORR_TIME
 
static const MamaFieldDescriptor * CANCEL_TIME
 
static const MamaFieldDescriptor * TRADE_ID
 
static const MamaFieldDescriptor * ORIG_TRADE_ID
 
static const MamaFieldDescriptor * PRIMARY_EXCH
 
static const MamaFieldDescriptor * TRADE_COUNT
 
static const MamaFieldDescriptor * BLOCK_COUNT
 
static const MamaFieldDescriptor * BLOCK_VOLUME
 
static const MamaFieldDescriptor * ORDER_ID
 
static const MamaFieldDescriptor * UPDATE_AS_TRADE
 
static const MamaFieldDescriptor * CURRENCY_CODE
 
static const MamaFieldDescriptor * SETTLE_PRICE
 
static const MamaFieldDescriptor * SETTLE_DATE
 
static const MamaFieldDescriptor * HIGH_SEQNUM
 
static const MamaFieldDescriptor * LOW_SEQNUM
 
static const MamaFieldDescriptor * LAST_SEQNUM
 
static const MamaFieldDescriptor * TOTAL_VOLUME_SEQNUM
 
static const MamaFieldDescriptor * UNIQUE_ID
 
static const MamaFieldDescriptor * TRADE_ACTION
 
static const MamaFieldDescriptor * TRADE_EXEC_VENUE
 
static const MamaFieldDescriptor * OFF_EXCHANGE_TRADE_PRICE
 
static const MamaFieldDescriptor * ON_EXCHANGE_TRADE_PRICE
 
static const MamaFieldDescriptor * TRADE_CONTRIBUTORS
 
static const MamaFieldDescriptor * GENERIC_FLAG
 
static const MamaFieldDescriptor * TRADE_RECAPS
 
static const MamaFieldDescriptor * SHORT_SALE_CIRCUIT_BREAKER
 
static const MamaFieldDescriptor * ORIG_SHORT_SALE_CIRCUIT_BREAKER
 
static const MamaFieldDescriptor * CORR_SHORT_SALE_CIRCUIT_BREAKER
 

Detailed Description

Utility cache of MamaFieldDescriptors which are used internally by the API when accessing trade related fields from update messages.

This class should be initialized prior to using the MamdaTradeListener by calling setDictionary() with a valid dictionary object which contains trade related fields.

Member Function Documentation

◆ setDictionary()

static void Wombat::MamdaTradeFields::setDictionary ( const MamaDictionary &  dictionary)
static

◆ reset()

static void Wombat::MamdaTradeFields::reset ( )
static

Reset the dictionary for trade update fields.

◆ getMaxFid()

static uint16_t Wombat::MamdaTradeFields::getMaxFid ( )
static

◆ isSet()

static bool Wombat::MamdaTradeFields::isSet ( )
static

Member Data Documentation

◆ TRADE_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_PRICE
static

◆ TRADE_DATE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_DATE
static

◆ TRADE_SIDE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_SIDE
static

◆ AGGRESSOR_SIDE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::AGGRESSOR_SIDE
static

◆ TRADE_TIME

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_TIME
static

◆ LAST_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_PRICE
static

◆ LAST_VOLUME

const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_VOLUME
static

◆ LAST_DATE_TIME

const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_DATE_TIME
static

◆ LAST_PART_ID

const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_PART_ID
static

◆ LAST_DIRECTION

const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_DIRECTION
static

◆ NET_CHANGE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::NET_CHANGE
static

◆ PCT_CHANGE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::PCT_CHANGE
static

◆ TRADE_SIZE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_SIZE
static

◆ TOTAL_VOLUME

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TOTAL_VOLUME
static

◆ OFF_EXCHANGE_TOTAL_VOLUME

const MamaFieldDescriptor* Wombat::MamdaTradeFields::OFF_EXCHANGE_TOTAL_VOLUME
static

◆ ON_EXCHANGE_TOTAL_VOLUME

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ON_EXCHANGE_TOTAL_VOLUME
static

◆ TRADE_UNITS

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_UNITS
static

◆ HIGH_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::HIGH_PRICE
static

◆ LOW_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::LOW_PRICE
static

◆ OPEN_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::OPEN_PRICE
static

◆ CLOSE_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CLOSE_PRICE
static

◆ CLOSE_DATE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CLOSE_DATE
static

◆ PREV_CLOSE_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::PREV_CLOSE_PRICE
static

◆ PREV_CLOSE_DATE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::PREV_CLOSE_DATE
static

◆ ADJ_PREV_CLOSE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ADJ_PREV_CLOSE
static

◆ PREV_VOLUME

const MamaFieldDescriptor* Wombat::MamdaTradeFields::PREV_VOLUME
static

◆ TRADE_SEQNUM

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_SEQNUM
static

◆ TRADE_QUALIFIER

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_QUALIFIER
static

◆ TRADE_PART_ID

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_PART_ID
static

◆ TOTAL_VALUE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TOTAL_VALUE
static

◆ OFF_EXCHANGE_TOTAL_VALUE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::OFF_EXCHANGE_TOTAL_VALUE
static

◆ ON_EXCHANGE_TOTAL_VALUE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ON_EXCHANGE_TOTAL_VALUE
static

◆ VWAP

const MamaFieldDescriptor* Wombat::MamdaTradeFields::VWAP
static

◆ OFF_EXCHANGE_VWAP

const MamaFieldDescriptor* Wombat::MamdaTradeFields::OFF_EXCHANGE_VWAP
static

◆ ON_EXCHANGE_VWAP

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ON_EXCHANGE_VWAP
static

◆ STD_DEV

const MamaFieldDescriptor* Wombat::MamdaTradeFields::STD_DEV
static

◆ STD_DEV_SUM

const MamaFieldDescriptor* Wombat::MamdaTradeFields::STD_DEV_SUM
static

◆ STD_DEV_SUM_SQUARES

const MamaFieldDescriptor* Wombat::MamdaTradeFields::STD_DEV_SUM_SQUARES
static

◆ SALE_CONDITION

const MamaFieldDescriptor* Wombat::MamdaTradeFields::SALE_CONDITION
static

◆ SELLERS_SALE_DAYS

const MamaFieldDescriptor* Wombat::MamdaTradeFields::SELLERS_SALE_DAYS
static

◆ IS_IRREGULAR

const MamaFieldDescriptor* Wombat::MamdaTradeFields::IS_IRREGULAR
static

◆ IRREG_PART_ID

const MamaFieldDescriptor* Wombat::MamdaTradeFields::IRREG_PART_ID
static

◆ IRREG_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::IRREG_PRICE
static

◆ IRREG_SIZE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::IRREG_SIZE
static

◆ IRREG_TIME

const MamaFieldDescriptor* Wombat::MamdaTradeFields::IRREG_TIME
static

◆ ORIG_PART_ID

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_PART_ID
static

◆ ORIG_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_PRICE
static

◆ ORIG_SIZE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_SIZE
static

◆ ORIG_SEQNUM

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_SEQNUM
static

◆ ORIG_TRADE_QUALIFIER

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_TRADE_QUALIFIER
static

◆ ORIG_SALE_CONDITION

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_SALE_CONDITION
static

◆ ORIG_SELLERS_SALE_DAYS

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_SELLERS_SALE_DAYS
static

◆ ORIG_STOP_STOCK_IND

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_STOP_STOCK_IND
static

◆ STOP_STOCK_IND

const MamaFieldDescriptor* Wombat::MamdaTradeFields::STOP_STOCK_IND
static

◆ CORR_PART_ID

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_PART_ID
static

◆ CORR_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_PRICE
static

◆ CORR_SIZE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_SIZE
static

◆ CORR_TRADE_QUALIFIER

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_TRADE_QUALIFIER
static

◆ CORR_SALE_CONDITION

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_SALE_CONDITION
static

◆ CORR_TRADE_ID

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_TRADE_ID
static

◆ CORR_SELLERS_SALE_DAYS

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_SELLERS_SALE_DAYS
static

◆ CORR_STOP_STOCK_IND

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_STOP_STOCK_IND
static

◆ CORR_TIME

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_TIME
static

◆ CANCEL_TIME

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CANCEL_TIME
static

◆ TRADE_ID

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_ID
static

◆ ORIG_TRADE_ID

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_TRADE_ID
static

◆ PRIMARY_EXCH

const MamaFieldDescriptor* Wombat::MamdaTradeFields::PRIMARY_EXCH
static

◆ TRADE_COUNT

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_COUNT
static

◆ BLOCK_COUNT

const MamaFieldDescriptor* Wombat::MamdaTradeFields::BLOCK_COUNT
static

◆ BLOCK_VOLUME

const MamaFieldDescriptor* Wombat::MamdaTradeFields::BLOCK_VOLUME
static

◆ ORDER_ID

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORDER_ID
static

◆ UPDATE_AS_TRADE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::UPDATE_AS_TRADE
static

◆ CURRENCY_CODE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CURRENCY_CODE
static

◆ SETTLE_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::SETTLE_PRICE
static

◆ SETTLE_DATE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::SETTLE_DATE
static

◆ HIGH_SEQNUM

const MamaFieldDescriptor* Wombat::MamdaTradeFields::HIGH_SEQNUM
static

◆ LOW_SEQNUM

const MamaFieldDescriptor* Wombat::MamdaTradeFields::LOW_SEQNUM
static

◆ LAST_SEQNUM

const MamaFieldDescriptor* Wombat::MamdaTradeFields::LAST_SEQNUM
static

◆ TOTAL_VOLUME_SEQNUM

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TOTAL_VOLUME_SEQNUM
static

◆ UNIQUE_ID

const MamaFieldDescriptor* Wombat::MamdaTradeFields::UNIQUE_ID
static

◆ TRADE_ACTION

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_ACTION
static

◆ TRADE_EXEC_VENUE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_EXEC_VENUE
static

◆ OFF_EXCHANGE_TRADE_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::OFF_EXCHANGE_TRADE_PRICE
static

◆ ON_EXCHANGE_TRADE_PRICE

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ON_EXCHANGE_TRADE_PRICE
static

◆ TRADE_CONTRIBUTORS

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_CONTRIBUTORS
static

◆ GENERIC_FLAG

const MamaFieldDescriptor* Wombat::MamdaTradeFields::GENERIC_FLAG
static

◆ TRADE_RECAPS

const MamaFieldDescriptor* Wombat::MamdaTradeFields::TRADE_RECAPS
static

◆ SHORT_SALE_CIRCUIT_BREAKER

const MamaFieldDescriptor* Wombat::MamdaTradeFields::SHORT_SALE_CIRCUIT_BREAKER
static

◆ ORIG_SHORT_SALE_CIRCUIT_BREAKER

const MamaFieldDescriptor* Wombat::MamdaTradeFields::ORIG_SHORT_SALE_CIRCUIT_BREAKER
static

◆ CORR_SHORT_SALE_CIRCUIT_BREAKER

const MamaFieldDescriptor* Wombat::MamdaTradeFields::CORR_SHORT_SALE_CIRCUIT_BREAKER
static

The documentation for this class was generated from the following file:


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