OpenMAMA
MamdaQuoteFields.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaQuoteFieldsH
23 #define MamdaQuoteFieldsH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mama/mamacpp.h>
27 
28 namespace Wombat
29 {
30 
31  class MamaFieldDescriptor;
32  class MamaDictionary;
33 
42  class MAMDAExpDLL MamdaQuoteFields
43  {
44  public:
45  static const MamaFieldDescriptor* BID_PRICE;
46  static const MamaFieldDescriptor* BID_SIZE;
47  static const MamaFieldDescriptor* BID_DEPTH;
48  static const MamaFieldDescriptor* BID_PART_ID;
49  static const MamaFieldDescriptor* BID_CLOSE_PRICE;
50  static const MamaFieldDescriptor* BID_CLOSE_DATE;
51  static const MamaFieldDescriptor* BID_PREV_CLOSE_PRICE;
52  static const MamaFieldDescriptor* BID_PREV_CLOSE_DATE;
53  static const MamaFieldDescriptor* BID_HIGH;
54  static const MamaFieldDescriptor* BID_LOW;
55  static const MamaFieldDescriptor* ASK_PRICE;
56  static const MamaFieldDescriptor* ASK_SIZE;
57  static const MamaFieldDescriptor* ASK_DEPTH;
58  static const MamaFieldDescriptor* ASK_PART_ID;
59  static const MamaFieldDescriptor* ASK_CLOSE_PRICE;
60  static const MamaFieldDescriptor* ASK_CLOSE_DATE;
61  static const MamaFieldDescriptor* ASK_PREV_CLOSE_PRICE;
62  static const MamaFieldDescriptor* ASK_PREV_CLOSE_DATE;
63  static const MamaFieldDescriptor* ASK_HIGH;
64  static const MamaFieldDescriptor* ASK_LOW;
65  static const MamaFieldDescriptor* QUOTE_SEQ_NUM;
66  static const MamaFieldDescriptor* QUOTE_TIME;
67  static const MamaFieldDescriptor* QUOTE_DATE;
68  static const MamaFieldDescriptor* QUOTE_QUAL;
69  static const MamaFieldDescriptor* QUOTE_QUAL_NATIVE;
70  static const MamaFieldDescriptor* QUOTE_COUNT;
71  static const MamaFieldDescriptor* MID_PRICE;
72  static const MamaFieldDescriptor* SHORT_SALE_BID_TICK;
73  static const MamaFieldDescriptor* BID_TICK;
74 
75  static const MamaFieldDescriptor* ASK_TIME;
76  static const MamaFieldDescriptor* BID_TIME;
77  static const MamaFieldDescriptor* ASK_INDICATOR;
78  static const MamaFieldDescriptor* BID_INDICATOR;
79  static const MamaFieldDescriptor* ASK_UPDATE_COUNT;
80  static const MamaFieldDescriptor* BID_UPDATE_COUNT;
81  static const MamaFieldDescriptor* ASK_YIELD;
82  static const MamaFieldDescriptor* BID_YIELD;
83  static const MamaFieldDescriptor* BID_SIZES_LIST;
84  static const MamaFieldDescriptor* ASK_SIZES_LIST;
85  static const MamaFieldDescriptor* BOOK_CONTRIBUTORS;
86  static const MamaFieldDescriptor* SHORT_SALE_CIRCUIT_BREAKER;
87 
88  // calling setDictionary will also set the Common Fields
89  static void setDictionary (const MamaDictionary& dictionary);
90 
94  static void reset ();
95  static uint16_t getMaxFid ();
96  static bool isSet ();
97  };
98 
99 } // namespace Wombat
100 
101 #endif // MamdaQuoteFieldsH
static const MamaFieldDescriptor * QUOTE_COUNT
Definition: MamdaQuoteFields.h:70
static const MamaFieldDescriptor * BID_PREV_CLOSE_PRICE
Definition: MamdaQuoteFields.h:51
static const MamaFieldDescriptor * QUOTE_SEQ_NUM
Definition: MamdaQuoteFields.h:65
static const MamaFieldDescriptor * ASK_INDICATOR
Definition: MamdaQuoteFields.h:77
static const MamaFieldDescriptor * BID_CLOSE_PRICE
Definition: MamdaQuoteFields.h:49
static const MamaFieldDescriptor * ASK_CLOSE_PRICE
Definition: MamdaQuoteFields.h:59
static const MamaFieldDescriptor * BID_HIGH
Definition: MamdaQuoteFields.h:53
static const MamaFieldDescriptor * ASK_UPDATE_COUNT
Definition: MamdaQuoteFields.h:79
static const MamaFieldDescriptor * BID_TIME
Definition: MamdaQuoteFields.h:76
static const MamaFieldDescriptor * ASK_PREV_CLOSE_PRICE
Definition: MamdaQuoteFields.h:61
static const MamaFieldDescriptor * BOOK_CONTRIBUTORS
Definition: MamdaQuoteFields.h:85
static const MamaFieldDescriptor * BID_DEPTH
Definition: MamdaQuoteFields.h:47
static const MamaFieldDescriptor * BID_PRICE
Definition: MamdaQuoteFields.h:45
static const MamaFieldDescriptor * QUOTE_QUAL
Definition: MamdaQuoteFields.h:68
static const MamaFieldDescriptor * ASK_PRICE
Definition: MamdaQuoteFields.h:55
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
static const MamaFieldDescriptor * BID_PREV_CLOSE_DATE
Definition: MamdaQuoteFields.h:52
static const MamaFieldDescriptor * BID_CLOSE_DATE
Definition: MamdaQuoteFields.h:50
static const MamaFieldDescriptor * BID_SIZES_LIST
Definition: MamdaQuoteFields.h:83
static const MamaFieldDescriptor * ASK_PREV_CLOSE_DATE
Definition: MamdaQuoteFields.h:62
static const MamaFieldDescriptor * ASK_CLOSE_DATE
Definition: MamdaQuoteFields.h:60
static const MamaFieldDescriptor * QUOTE_TIME
Definition: MamdaQuoteFields.h:66
static const MamaFieldDescriptor * SHORT_SALE_CIRCUIT_BREAKER
Definition: MamdaQuoteFields.h:86
static const MamaFieldDescriptor * BID_YIELD
Definition: MamdaQuoteFields.h:82
static const MamaFieldDescriptor * QUOTE_QUAL_NATIVE
Definition: MamdaQuoteFields.h:69
static const MamaFieldDescriptor * BID_UPDATE_COUNT
Definition: MamdaQuoteFields.h:80
static const MamaFieldDescriptor * ASK_PART_ID
Definition: MamdaQuoteFields.h:58
static const MamaFieldDescriptor * ASK_LOW
Definition: MamdaQuoteFields.h:64
static const MamaFieldDescriptor * ASK_SIZE
Definition: MamdaQuoteFields.h:56
static const MamaFieldDescriptor * ASK_TIME
Definition: MamdaQuoteFields.h:75
static const MamaFieldDescriptor * QUOTE_DATE
Definition: MamdaQuoteFields.h:67
static const MamaFieldDescriptor * BID_SIZE
Definition: MamdaQuoteFields.h:46
static const MamaFieldDescriptor * ASK_YIELD
Definition: MamdaQuoteFields.h:81
static const MamaFieldDescriptor * ASK_HIGH
Definition: MamdaQuoteFields.h:63
static const MamaFieldDescriptor * SHORT_SALE_BID_TICK
Definition: MamdaQuoteFields.h:72
static const MamaFieldDescriptor * ASK_SIZES_LIST
Definition: MamdaQuoteFields.h:84
static const MamaFieldDescriptor * MID_PRICE
Definition: MamdaQuoteFields.h:71
static const MamaFieldDescriptor * BID_INDICATOR
Definition: MamdaQuoteFields.h:78
static const MamaFieldDescriptor * BID_PART_ID
Definition: MamdaQuoteFields.h:48
static const MamaFieldDescriptor * ASK_DEPTH
Definition: MamdaQuoteFields.h:57
Utility cache of MamaFieldDescriptors which are used internally by the API when accessing quote relat...
Definition: MamdaQuoteFields.h:42
static const MamaFieldDescriptor * BID_TICK
Definition: MamdaQuoteFields.h:73
static const MamaFieldDescriptor * BID_LOW
Definition: MamdaQuoteFields.h:54


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