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:

MamdaTradeFields.h

Static Public Member Functions

Static Public Attributes

Detailed Description

Member Function Documentation

◆ setDictionary()

◆ reset()

◆ getMaxFid()

◆ isSet()

Member Data Documentation

◆ TRADE_PRICE

◆ TRADE_DATE

◆ TRADE_SIDE

◆ AGGRESSOR_SIDE

◆ TRADE_TIME

◆ LAST_PRICE

◆ LAST_VOLUME

◆ LAST_DATE_TIME

◆ LAST_PART_ID

◆ LAST_DIRECTION

◆ NET_CHANGE

◆ PCT_CHANGE

◆ TRADE_SIZE

◆ TOTAL_VOLUME

◆ OFF_EXCHANGE_TOTAL_VOLUME

◆ ON_EXCHANGE_TOTAL_VOLUME

◆ TRADE_UNITS

◆ HIGH_PRICE

◆ LOW_PRICE

◆ OPEN_PRICE

◆ CLOSE_PRICE

◆ CLOSE_DATE

◆ PREV_CLOSE_PRICE

◆ PREV_CLOSE_DATE

◆ ADJ_PREV_CLOSE

◆ PREV_VOLUME

◆ TRADE_SEQNUM

◆ TRADE_QUALIFIER

◆ TRADE_PART_ID

◆ TOTAL_VALUE

◆ OFF_EXCHANGE_TOTAL_VALUE

◆ ON_EXCHANGE_TOTAL_VALUE

◆ VWAP

◆ OFF_EXCHANGE_VWAP

◆ ON_EXCHANGE_VWAP

◆ STD_DEV

◆ STD_DEV_SUM

◆ STD_DEV_SUM_SQUARES

◆ SALE_CONDITION

◆ SELLERS_SALE_DAYS

◆ IS_IRREGULAR

◆ IRREG_PART_ID

◆ IRREG_PRICE

◆ IRREG_SIZE

◆ IRREG_TIME

◆ ORIG_PART_ID

◆ ORIG_PRICE

◆ ORIG_SIZE

◆ ORIG_SEQNUM

◆ ORIG_TRADE_QUALIFIER

◆ ORIG_SALE_CONDITION

◆ ORIG_SELLERS_SALE_DAYS

◆ ORIG_STOP_STOCK_IND

◆ STOP_STOCK_IND

◆ CORR_PART_ID

◆ CORR_PRICE

◆ CORR_SIZE

◆ CORR_TRADE_QUALIFIER

◆ CORR_SALE_CONDITION

◆ CORR_TRADE_ID

◆ CORR_SELLERS_SALE_DAYS

◆ CORR_STOP_STOCK_IND

◆ CORR_TIME

◆ CANCEL_TIME

◆ TRADE_ID

◆ ORIG_TRADE_ID

◆ PRIMARY_EXCH

◆ TRADE_COUNT

◆ BLOCK_COUNT

◆ BLOCK_VOLUME

◆ ORDER_ID