Wombat Namespace Reference

MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields. More...

Classes
struct	char_str_less_than
class	MamdaAndQuery
class	MamdaAuctionFields
class	MamdaAuctionHandler
	MamdaAuctionHandler is an interface for applications that want to have an easy way to access currency data. More...
class	MamdaAuctionListener
	MamdaAuctionListener is a class that specializes in handling currency data, Developers provide their own implementation of the MamdaAuctionHandler interface and will be delivered notifications for updates in the currency data. More...
class	MamdaAuctionRecap
	MamdaAuctionRecap is an interface that provides access to the currency related fields. More...
class	MamdaAuctionUpdate
	MamdaAuctionUpdate is an interface that provides access to the currency related fields. More...
class	MamdaBasicErrorListener
	MamdaBasicErrorListener defines an interface for handling error notifications for a MamdaBasicSubscription. More...
class	MamdaBasicEvent
	MamdaBasicEvent is a superclass interface that provides access to common event related fields. More...
class	MamdaBasicMsgListener
	MamdaBasicMsgListener defines an interface for handling MAMA messages for a MamdaBasicSubscription. More...
class	MamdaBasicQualityListener
	MamdaBasicQualityListener defines an interface for handling changes in quality notifications for a MamdaBasicSubscription. More...
class	MamdaBasicRecap
	MamdaBasicRecap is an interface that provides access to recap related fields. More...
class	MamdaBasicSubscription
	A MamdaBasicSubscription is used to register interest in a particular symbol. More...
class	MamdaBookAtomicBookHandler
	MamdaBookAtomicBookHandler is an interface for applications that need to know when a MamdaBookAtomicListener finishes processing a single book update. More...
class	MamdaBookAtomicGap
	MamdaBookAtomicGap is an interface that provides access to order book atomic update gap related fields. More...
class	MamdaBookAtomicLevel
	MamdaBookAtomicLevel is an interface that provides access to trade related fields. More...
class	MamdaBookAtomicLevelEntry
	MamdaBookAtomicLevel is an interface that provides access to Price Level and Price Level Entry fields. More...
class	MamdaBookAtomicLevelEntryHandler
	MamdaBookAtomicLevelEntryHandler is an interface for applications that want to have an easy way to handle order book Price Level & Entry updates. More...
class	MamdaBookAtomicLevelHandler
	MamdaBookAtomicLevelHandler is an interface for applications that want to have an easy way to handle order book Price Level updates. More...
class	MamdaBookAtomicListener
	MamdaBookAtomicListener is a class that specializes in handling order book updates. More...
class	MamdaCheckerHandler
	MamdaCheckerHandler is an interface for applications that want to handle the results of the MamdaQuoteChecker and MamdaTradeChecker. More...
class	MamdaCommonFields
	Utility cache of MamaFieldDescriptors which are used internally by the API when accessing common fields from update messages. More...
class	MamdaConcreteBasicEvent
	MamdaConcreteBasicEvent is intended to be used to help implement concrete versions of various classes derived from MamdaBasicEvent. More...
class	MamdaContainsAllQuery
class	MamdaContainsQuery
class	MamdaCurrencyFields
class	MamdaCurrencyHandler
	MamdaCurrencyHandler is an interface for applications that want to have an easy way to access currency data. More...
class	MamdaCurrencyListener
	MamdaCurrencyListener is a class that specializes in handling currency data, Developers provide their own implementation of the MamdaCurrencyHandler interface and will be delivered notifications for updates in the currency data. More...
class	MamdaCurrencyRecap
	MamdaCurrencyRecap is an interface that provides access to the currency related fields. More...
class	MamdaCurrencyUpdate
	MamdaCurrencyUpdate is an interface that provides access to the currency related fields. More...
class	MamdaDataException
	MAMDA data exceptions. More...
class	MamdaDateQuery
class	MamdaEqualsQuery
class	MamdaErrorListener
	MamdaErrorListener defines an interface for handling error notifications for a MamdaSubscription. More...
class	MamdaFields
class	MamdaFundamentalFields
class	MamdaFundamentalHandler
	MamdaFundamentalHandler is an interface for applications that want to have an easy way to access fundamental equity pricing/analysis attributes, indicators and ratios. More...
class	MamdaFundamentalListener
	MamdaFundamentalListener is a class that specializes in handling fundamental equity pricing/analysis attributes, indicators and ratios. More...
class	MamdaFundamentals
	MamdaFundamentals is an interface that provides access to the fundamental equity pricing/analysis attributes, indicators and ratios. More...
class	MamdaLock
class	MamdaMsgListener
	MamdaMsgListener defines an interface for handling MAMA messages for a MamdaSubscription. More...
class	MamdaMultiParticipantHandler
	The MamdaMultiParticipantHandler class is an interface that allows a developer to be notified dynamically when participants are added to the list. More...
class	MamdaMultiParticipantManager
	MamdaMultiParticipantManager is a class that manages updates on a consolidated basis for securities that may be traded on multiple exchanges and which may have a national best bid and offer. More...
class	MamdaMultiSecurityHandler
	The MamdaMultiSecurityHandler class is an interface that allows a developer to be notified dynamically when securities are added to the list. More...
class	MamdaMultiSecurityManager
	MamdaMultiSecurityManager is a class that manages updates on an arbitrary number of securities that may be traded on multiple exchanges. More...
class	MamdaNewsFields
class	MamdaNewsHeadline
	MamdaNewsHeadline represents a news headline and includes information about many types of meta-data attributes associated with the headline. More...
class	MamdaNewsHeadlineHandler
	MamdaNewsHandler is an interface for applications that want to have an easy way to handle news headlines. More...
class	MamdaNewsManager
	MamdaNewsManager provides a class for managing access to streaming news headlines, headline queries, individual story queries, etc. More...
class	MamdaNewsMetaData
	MamdaNewsMetaData represents information about many types of attributes associated with the news headline. More...
class	MamdaNewsQueryHandler
	MamdaNewsHandler is an interface for applications that want to have an easy way to handle news queries. More...
class	MamdaNewsStory
	MamdaNewsStory represents a complete text of a news story. More...
class	MamdaNewsStoryHandler
	MamdaNewsHandler is an interface for applications that want to have an easy way to handle news stories. More...
class	MamdaOptionChain
	MamdaOptionChain is a specialized class to represent market data option chains. More...
class	MamdaOptionChainHandler
	Subclasses of this interface can be registered with the MamdaOptionChainListener in order to receive callbacks whenever the state of the underlying option chain changes on receipt of options updates. More...
class	MamdaOptionChainListener
	MamdaOptionChainListener is a class that specializes in handling and managing option chain updates. More...
class	MamdaOptionChainView
	A class that represents a "view" of a subset of an option chain. More...
class	MamdaOptionChainViewRangeHandler
	Class to handle change in a MamdaOptionChainView range. More...
class	MamdaOptionContract
	A class that represents a single option contract. More...
class	MamdaOptionContractSet
	A class that represents a set of option contracts at a given strike price. More...
class	MamdaOptionExchangeUtils
	A class with static utility functions for dealing with exchanges. More...
class	MamdaOptionExpirationDateSet
	A class that represents a set of expiration dates, each of which contains a set of strike prices, each of which contains a set of option contracts, each of which contains exchange-specific contracts. More...
class	MamdaOptionExpirationStrikes
	A class that represents a set of strike prices at a particular expiration date. More...
class	MamdaOptionFields
	Utility cache of MamaFieldDescriptors which are used internally by the API when accessing options related fields from update messages. More...
class	MamdaOptionSeriesUpdate
	MamdaOptionSeriesUpdate is an interface that provides access to fields related to option series update events. More...
class	MamdaOptionStrikeSet
	A class that represents the call and put contract sets at a given strike price. More...
class	MamdaOrderBook
	MamdaOrderBook is a class that provides order book functionality, including iterators over price levels and entries within price levels. More...
class	MamdaOrderBookBasicDelta
	MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta. More...
class	MamdaOrderBookBasicDeltaList
	MamdaOrderBookBasicDeltaList is a class that saves information about an order book delta that involves multiple entries and/or price levels. More...
class	MamdaOrderBookChecker
	MamdaOrderBookChecker is a class that provides order book sanity checking by periodically requesting snapshots of the order book from the publisher and comparing that with an order book being maintained in real time. More...
class	MamdaOrderBookCheckerHandler
	MamdaOrderBookCheckerHandler is an interface for applications that want to handle the results of the MamdaOrderBookChecker. More...
class	MamdaOrderBookClear
	MamdaOrderBookClear is an interface that provides access to order book related fields. More...
class	MamdaOrderBookComplexDelta
	MamdaOrderBookComplexDelta is a class that saves information about a complex order book delta. More...
class	MamdaOrderBookConcreteComplexDelta
	MamdaOrderBookConcreteComplexDelta is a class that saves information about a complex order book delta. More...
class	MamdaOrderBookConcreteSimpleDelta
	MamdaOrderBookConcreteSimpleDelta is a class that saves information about a simple order book delta. More...
class	MamdaOrderBookDelta
	MamdaOrderBookDelta is an interface that provides access to order book related fields. More...
class	MamdaOrderBookDuplicateEntry
	MamdaOrderBookDuplicateEntry is generated when an existing entry is unexpectedly encountered when updating a MamdaOrderBook or MamdaOrderBookEntryManager. More...
class	MamdaOrderBookEntry
	MamdaOrderBookEntry is a class that represents an entry within a price level of an order book. More...
class	MamdaOrderBookEntryFilter
class	MamdaOrderBookEntryManager
	MamdaOrderBookEntryManager is a class that provides a global order book lookup service, matching entry IDs that are unique across a set of order books. More...
class	MamdaOrderBookException
	MamdaOrderBookException is generated when an inconsistent state is detected in an order book. More...
class	MamdaOrderBookFields
	Utility cache of MamaFieldDescriptors which are used internally by the API when accessing orderbook related fields from update messages. More...
class	MamdaOrderBookGap
	MamdaOrderBookGap is an interface that provides access to order book gap related fields. More...
class	MamdaOrderBookHandler
	MamdaOrderBookHandler is an interface for applications that want to have an easy way to handle order book updates. More...
class	MamdaOrderBookInvalidEntry
	MamdaOrderBookInvalidEntry is generated when an entry is applied as an update to or deletion from an order book but the internal references to price level and/or order book do not exist. More...
class	MamdaOrderBookListener
	MamdaOrderBookListener is a class that specializes in handling order book updates. More...
class	MamdaOrderBookMissingEntry
	MamdaOrderBookMissingEntry is generated when an expected entry is not found when updating a MamdaOrderBook or MamdaOrderBookEntryManager. More...
class	MamdaOrderBookPriceLevel
	MamdaOrderBookPriceLevel is a class that provides a price level type for order books. More...
class	MamdaOrderBookRecap
	MamdaOrderBookRecap is an interface that provides access to order book related fields. More...
class	MamdaOrderBookSimpleDelta
	MamdaOrderBookSimpleDelta is a class that saves information about a simple order book delta. More...
class	MamdaOrderBookTypes
	MamdaOrderBookTypes is a class that provides order book related typed. More...
class	MamdaOrderImbalanceFields
	Utility cache of MamaFieldDescriptors which are used internally by the API when accessing imbalance related fields from update messages. More...
class	MamdaOrderImbalanceHandler
	MamdaOrderImbalanceHandler is an interface for applications that want to have an easy way to handle order imbalance updates. More...
class	MamdaOrderImbalanceListener
	A MamdaOrderImbalanceListener is class that specializes in handling an imbalance order updates. More...
class	MamdaOrderImbalanceRecap
class	MamdaOrderImbalanceSide
class	MamdaOrderImbalanceType
class	MamdaOrderImbalanceUpdate
class	MamdaOrQuery
class	MamdaPubStatus
	MamdaPubStatus is an interface that provides access to the Security Status fields such as symbol announce messages. More...
class	MamdaPubStatusFields
class	MamdaPubStatusHandler
	MamdaPubStatusHandler is an interface for applications that want to have an easy way to handle feed handler publisher status updates. More...
class	MamdaPubStatusListener
	MamdaPubStatusListener is a class that specializes in handling Publisher (Feed Handler) Status updates. More...
class	MamdaQualityListener
	MamdaQualityListener defines an interface for handling changes in quality notifications for a MamdaSubscription. More...
class	MamdaQuery
class	MamdaQuoteChecker
	MamdaQuoteChecker is a class that provides quotes sanity checking by periodically requesting snapshots of the quotes from the publisher and comparing that with an quotes being maintained in real time. More...
class	MamdaQuoteClosing
	MamdaQuoteClosing is an interface that provides access to quote closing related fields. More...
class	MamdaQuoteFields
	Utility cache of MamaFieldDescriptors which are used internally by the API when accessing quote related fields from update messages. More...
class	MamdaQuoteGap
	MamdaQuoteGap is an interface that provides access to quote gap related fields. More...
class	MamdaQuoteHandler
	MamdaQuoteHandler is an interface for applications that want to have an easy way to handle quote updates. More...
class	MamdaQuoteListener
	MamdaQuoteListener is a class that specializes in handling quote updates. More...
class	MamdaQuoteOutOfSequence
	MamdaQuoteOutOfSequence is an interface that provides access to fields related to quote updates. More...
class	MamdaQuotePossiblyDuplicate
	MamdaQuotePossiblyDuplicate is an interface that provides access to fields related to quote updates which are possible duplicates of previous quote updates. More...
class	MamdaQuoteRecap
	MamdaQuoteRecap is an interface that provides access to quote related fields. More...
class	MamdaQuoteUpdate
	MamdaQuoteUpdate is an interface that provides access to fields related to quote updates. More...
class	MamdaSecStatus
	MamdaSecStatus is an interface that provides access to the Security Status fields such as symbol announce messages. More...
class	MamdaSecStatusFields
	Utility cache of MamaFieldDescriptors which are used internally by the API when accessing security status related fields from update messages. More...
class	MamdaSecStatusHandler
	MamdaSecStatusHandler is an interface for applications that want to have an easy way to handle security status updates. More...
class	MamdaSecStatusListener
	MamdaSecurityStatusListener is a class that specializes in handling security status updates. More...
class	MamdaSecStatusRecap
	MamdaSecStatus is an interface that provides access to the Security Status fields such as symbol announce messages. More...
class	MamdaSecStatusSymbolSourceAdapter
	MamdaSecStatusSymbolSourceAdapter is a simple adapter class that can be added as a handler to the MamdaSecStatusListener turning it into a MamdaSymbolSource. More...
class	MamdaSubscription
	A MamdaSubscription is used to register interest in a particular symbol and source. More...
class	MamdaSymbolSourceEvent
	MamdaSymbolSourceEvent is an interface that provides access to a sourced symbol name. More...
class	MamdaSymbolSourceHandler
	MamdaSymbolSourceHandler is an interface for applications that want to have an easy way to handle newly sourced symbol events. More...
class	MamdaTradeCancelOrError
	MamdaTradeCancelOrError is an interface that provides access to trade cancellation related fields. More...
class	MamdaTradeChecker
	MamdaTradeChecker is a class that provides trades sanity checking by periodically requesting snapshots of the trades from the publisher and comparing that with an trades being maintained in real time. More...
class	MamdaTradeClosing
	MamdaTradeClosing is an interface that provides access to trade closing related fields. More...
class	MamdaTradeCorrection
	MamdaTradeCorrection is an interface that provides access to trade correction related fields. More...
class	MamdaTradeFields
	Utility cache of MamaFieldDescriptors which are used internally by the API when accessing trade related fields from update messages. More...
class	MamdaTradeGap
	MamdaTradeGap is an interface that provides access to trade gap related fields. More...
class	MamdaTradeHandler
	MamdaTradeHandler is an interface for applications that want to have an easy way to handle trade updates. More...
class	MamdaTradeListener
	MamdaTradeListener is a class that specializes in handling trade updates. More...
class	MamdaTradeOutOfSequence
	MamdaTradeOutOfSequence is an interface that provides access to fields related to trade updates which have been identified as being out of sequence with previous update (e.g. More...
class	MamdaTradePossiblyDuplicate
	MamdaTradePossiblyDuplicate is an interface that provides access to fields related to trade updates which have been identified as being possible duplicates of previous updates. More...
class	MamdaTradeRecap
	MamdaTradeRecap is an interface that provides access to trade related fields. More...
class	MamdaTradeReport
	MamdaTradeReport is an interface that provides access to fields related to a trade report. More...

Typedefs
typedef set< double >	StrikeSet

Enumerations
enum	MamdaCheckerType { MAMDA_CHECK_TYPE_NONE, MAMDA_CHECK_TYPE_SNAPSHOT, MAMDA_CHECK_TYPE_APPLY_DELTA }
enum	MamdaErrorSeverity { MAMDA_SEVERITY_OK, MAMDA_SEVERITY_LOW, MAMDA_SEVERITY_HIGH }
	MAMDA error severities are intended to provide a hint to the application as to the severity of an error. More...
enum	MamdaErrorCode {   MAMDA_ERROR_NO_ERROR, MAMDA_ERROR_BAD_SYMBOL, MAMDA_ERROR_EXPIRED, MAMDA_ERROR_TIME_OUT,   MAMDA_ERROR_ENTITLEMENT, MAMDA_ERROR_NOT_FOUND, MAMDA_ERROR_DELETE }
	MAMDA error codes are currently a subset of the MAMA MsgStatus codes. More...
enum	MamdaFieldState { MODIFIED = 2, NOT_MODIFIED = 1, NOT_INITIALISED = 0 }
	An enumeration representing field state. More...
enum	MamdaSecurityStatus {   SECURITY_STATUS_NONE, SECURITY_STATUS_NORMAL, SECURITY_STATUS_CLOSED, SECURITY_STATUS_HALTED,   SECURITY_STATUS_NOT_EXIST, SECURITY_STATUS_DELETED, SECURITY_STATUS_AUCTION, SECURITY_STATUS_CROSSING,   SECURITY_STATUS_SUSPENDED, SECURITY_STATUS_AT_LAST, SECURITY_STATUS_UNKNOWN = 99 }
	An enumeration representing the status of a security such as whether or not it is halted or closed for trading. More...
enum	MamdaSecurityStatusQual {   SECURITY_STATUS_QUAL_NONE = 0, SECURITY_STATUS_QUAL_OPENING = 1, SECURITY_STATUS_QUAL_EXCUSED = 7, SECURITY_STATUS_QUAL_WITHDRAWN = 8,   SECURITY_STATUS_QUAL_SUSPENDED = 9, SECURITY_STATUS_QUAL_RESUME = 11, SECURITY_STATUS_QUAL_QUOTE_RESUME = 12, SECURITY_STATUS_QUAL_TRADE_RESUME = 13,   SECURITY_STATUS_QUAL_RESUME_TIME = 14, SECURITY_STATUS_QUAL_MKT_IMB_BUY = 16, SECURITY_STATUS_QUAL_MKT_IMB_SELL = 17, SECURITY_STATUS_QUAL_NO_MKT_IMB = 18,   SECURITY_STATUS_QUAL_MOC_IMB_BUY = 19, SECURITY_STATUS_QUAL_MOC_IMB_SELL = 20, SECURITY_STATUS_QUAL_NO_MOC_IMB = 21, SECURITY_STATUS_QUAL_ORDER_IMB = 22,   SECURITY_STATUS_QUAL_ORDER_INF = 23, SECURITY_STATUS_QUAL_ORDER_IMB_BUY = 24, SECURITY_STATUS_QUAL_ORDER_IMB_SELL = 25, SECURITY_STATUS_QUAL_ORDER_IMB_NONE = 26,   SECURITY_STATUS_QUAL_LOA_IMBALANCE_BUY = 27, SECURITY_STATUS_QUAL_LOA_IMBALANCE_SELL = 28, SECURITY_STATUS_QUAL_NO_LOA_IMBALANCE = 29, SECURITY_STATUS_QUAL_ORDERS_ELIMINATED = 30,   SECURITY_STATUS_QUAL_RANGE_ID = 31, SECURITY_STATUS_QUAL_ITS_PREOPEN = 32, SECURITY_STATUS_QUAL_RESERVED = 33, SECURITY_STATUS_QUAL_FROZEN = 34,   SECURITY_STATUS_QUAL_PREOPEN = 35, SECURITY_STATUS_QUAL_THO_IMBALANCE_BUY = 36, SECURITY_STATUS_QUAL_THO_IMBALANCE_SELL = 37, SECURITY_STATUS_QUAL_NO_THO_IMBALANCE = 38,   SECURITY_STATUS_QUAL_ADD_INFO = 41, SECURITY_STATUS_QUAL_IPO_IMBALANCE_BUY = 42, SECURITY_STATUS_QUAL_IPO_IMBALANCE_SELL = 43, SECURITY_STATUS_QUAL_NO_IPO_IMBALANCE = 44,   SECURITY_STATUS_QUAL_EMC_IMB_BUY = 46, SECURITY_STATUS_QUAL_EMC_IMB_SELL = 47, SECURITY_STATUS_QUAL_EMC_IMB_NONE = 48, SECURITY_STATUS_QUAL_OPEN_DELAY = 51,   SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME = 52, SECURITY_STATUS_QUAL_PRICE_IND = 53, SECURITY_STATUS_QUAL_EQUIPMENT = 54, SECURITY_STATUS_QUAL_FILINGS = 55,   SECURITY_STATUS_QUAL_NEWS = 56, SECURITY_STATUS_QUAL_NEWS_DISSEM = 57, SECURITY_STATUS_QUAL_LISTING = 58, SECURITY_STATUS_QUAL_OPERATION = 59,   SECURITY_STATUS_QUAL_INFO = 60, SECURITY_STATUS_QUAL_SEC = 61, SECURITY_STATUS_QUAL_TIMES = 62, SECURITY_STATUS_QUAL_OTHER = 63,   SECURITY_STATUS_QUAL_RELATED = 64, SECURITY_STATUS_QUAL_IPO = 65, SECURITY_STATUS_QUAL_PRE_CROSS = 66, SECURITY_STATUS_QUAL_CROSS = 67,   SECURITY_STATUS_QUAL_RELEASED_FOR_QUOTATION = 68, SECURITY_STATUS_QUAL_IPO_WINDOW_EXT = 69, SECURITY_STATUS_QUAL_PRECLOSING = 70, SECURITY_STATUS_QUAL_AUCTION_EXTENSION = 71,   SECURITY_STATUS_QUAL_VOLATILITY_AUCTION = 72, SECURITY_STATUS_QUAL_SECURITY_AUTHORISED = 73, SECURITY_STATUS_QUAL_SECURITY_FORBIDDEN = 74, SECURITY_STATUS_QUAL_FAST_MARKET = 75,   SECURITY_STATUS_QUAL_SLOW_MARKET = 76, SECURITY_STATUS_QUAL_SUB_PENNY_TRADING = 77, SECURITY_STATUS_QUAL_ORDER_INPUT = 78, SECURITY_STATUS_QUAL_PRE_ORDER_MATCHING = 79,   SECURITY_STATUS_QUAL_ORDER_MATCHING = 80, SECURITY_STATUS_QUAL_BLOCKING = 81, SECURITY_STATUS_QUAL_ORDER_CANCEL = 82, SECURITY_STATUS_QUAL_FIXED_PRICE = 83,   SECURITY_STATUS_QUAL_SALES_INPUT = 84, SECURITY_STATUS_QUAL_EXCHANGE_INTERVENTION = 85, SECURITY_STATUS_QUAL_PRE_AUCTION = 86, SECURITY_STATUS_QUAL_ADJUST = 87,   SECURITY_STATUS_QUAL_ADJUST_ON = 88, SECURITY_STATUS_QUAL_LATE_TRADING = 89, SECURITY_STATUS_QUAL_ENQUIRE = 90, SECURITY_STATUS_QUAL_PRE_NIGHT_TRADING = 91,   SECURITY_STATUS_QUAL_OPEN_NIGHT_TRADING = 92, SECURITY_STATUS_QUAL_SUB_HOLIDAY = 93, SECURITY_STATUS_QUAL_BID_ONLY = 94, SECURITY_STATUS_QUAL_ASK_ONLY = 95,   SECURITY_STATUS_QUAL_UNKNOWN = 99, SECURITY_STATUS_QUAL_OPENING_DELAY_COMMON = 101, SECURITY_STATUS_QUAL_RESUME_COMMON = 102, SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME_COMMON = 103,   SECURITY_STATUS_QUAL_NEWS_DISSEMINATION_RELATED = 104, SECURITY_STATUS_QUAL_ORDER_INFLUX_RELATED = 105, SECURITY_STATUS_QUAL_ORDER_IMBALANCE_RELATED = 106, SECURITY_STATUS_QUAL_INFORMATION_REQUESTED_RELATED = 107,   SECURITY_STATUS_QUAL_NEWS_PENDING_RELATED = 108, SECURITY_STATUS_QUAL_EQUIPMENT_CHANGEOVER_RELATED = 109, SECURITY_STATUS_QUAL_SUB_PENNY_TRADING_RELATED = 110, SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_BUY = 112,   SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_SELL = 113, SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_BUY = 114, SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_SELL = 115, SECURITY_STATUS_QUAL_VOLATILITY_PAUSE = 116,   SECURITY_STATUS_QUAL_VOLATILITY_PAUSE_QUOTE_RESUME = 117, SECURITY_STATUS_QUAL_VOLATILITY_GUARD = 118, SECURITY_STATUS_QUAL_VOLATILITY_GUARD_QUOTE_RESUME = 119, SECURITY_STATUS_QUAL_LIMIT_STATE_BID = 120,   SECURITY_STATUS_QUAL_LIMIT_STATE_ASK = 121, SECURITY_STATUS_QUAL_LIMITSTATEBID_LIMITSTATEASK = 122, SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_1 = 123, SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_2 = 124,   SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_3 = 125 }
	An enumeration representing the status of a security such as whether or not it is halted or closed for trading. More...
enum	MamdaTradeDirection {   TRADE_DIR_ZERO, TRADE_DIR_PLUS, TRADE_DIR_MINUS, TRADE_DIR_ZERO_PLUS,   TRADE_DIR_ZERO_MINUS, TRADE_DIR_NA, TRADE_DIR_UNKNOWN = 99 }
	An enumeration representing trade tick direction, relative to the previous "last" trade. More...
enum	MamdaTradeExecVenue {   TRADE_EXEC_VENUE_UNKNOWN, TRADE_EXEC_VENUE_ON_EXCHANGE, TRADE_EXEC_VENUE_ON_EXCHANGE_OFF_BOOK, TRADE_EXEC_VENUE_OFF_EXCHANGE,   TRADE_EXEC_VENUE_SYSTEM_INTERNALISER, TRADE_EXEC_VENUE_ON_EXCHANGE_DARK_BOOK, TRADE_EXEC_VENUE_ON_EXCHANGE_ON_BOOK }
	An enumeration representing trade execution venue. More...
enum	MamdaTradeSide { TRADE_SIDE_UNKNOWN = 0, TRADE_SIDE_BUY = 1, TRADE_SIDE_SELL = 2 }
	An enumeration representing trade side. More...
enum	MamdaUncrossPriceInd { UNCROSS_NONE, UNCROSS_INDICATIVE, UNCROSS_FIRM, UNCROSS_INSUFFICIENT_VOL }
	An enumeration representing the uncross price Ind. More...
enum	MamdaOrderBookCheckType { MAMDA_BOOK_CHECK_TYPE_NONE = 0, MAMDA_BOOK_CHECK_TYPE_SNAPSHOT = 1, MAMDA_BOOK_CHECK_TYPE_APPLY_DELTA = 2 }
enum	MamdaOptionAtTheMoneyCompareType { MAMDA_AT_THE_MONEY_COMPARE_MID_QUOTE = 0, MAMDA_AT_THE_MONEY_COMPARE_BID = 1, MAMDA_AT_THE_MONEY_COMPARE_ASK = 2, MAMDA_AT_THE_MONEY_COMPARE_LAST_TRADE = 3 }
enum	MamdaOptionPutCall { MAMDA_PUT_CALL_CALL = 'C', MAMDA_PUT_CALL_PUT = 'P', MAMDA_PUT_CALL_UNKNOWN = 'Z' }
	Enumeration for indicating whether an option contract is a put or a call. More...
enum	MamdaOptionExerciseStyle { MAMDA_EXERCISE_STYLE_AMERICAN = 'A', MAMDA_EXERCISE_STYLE_EUROPEAN = 'E', MAMDA_EXERCISE_STYLE_CAPPED = 'C', MAMDA_EXERCISE_STYLE_UNKNOWN = 'Z' }
	Enumeration for indicating the style of an individual option contract. More...
enum	MamdaNewsQueryType { QUERY_TYPE_UNKNOWN = 0, QUERY_TYPE_HISTORICAL = 1, QUERY_TYPE_SUBSCRIPTION = 2, QUERY_TYPE_HISTORICAl_SUBSCRIPTION = 3 }
enum	MamdaNewsPriority { MAMDA_NEWS_PRIORITY_NONE = 0, MAMDA_NEWS_PRIORITY_NORMAL = 5, MAMDA_NEWS_PRIORITY_HOT = 9 }

Functions
const MAMAExpDLL char *	mamdaCheckTypeToString (MamdaCheckerType type)
const MAMDAExpDLL char *	toString (MamdaFieldState fieldState)
	Convert a MamdaFieldState to an appropriate, displayable string. More...
const MAMDAExpDLL char *	toString (MamdaSecurityStatus securityStatus)
	Convert a MamdaSecurityStatus to an appropriate, displayable string. More...
MAMDAExpDLL MamdaSecurityStatus	mamdaSecurityStatusFromString (const char *securityStatusStr)
	Convert a string representation of a security status to the enumeration. More...
const MAMDAExpDLL char *	toString (MamdaSecurityStatusQual securityStatusQual)
	Convert a MamdaSecurityStatusQual to an appropriate, displayable string. More...
MAMDAExpDLL MamdaSecurityStatusQual	mamdaSecurityStatusQualFromString (const char *securityStatusQualStr)
	Convert a string representation of a security status to the enumeration. More...
const MAMDAExpDLL char *	toString (MamdaTradeDirection tradeDir)
	Convert a MamdaTradeDirection to an appropriate, displayable string. More...
MAMDAExpDLL MamdaTradeDirection	mamdaTradeDirectionFromString (const char *tradeDirStr)
	Convert a string representation of a trade direction to the enumeration. More...
const MAMDAExpDLL char *	toString (MamdaTradeExecVenue tradeExecVenue)
	Convert a MamdaTradeExecVenue to an appropriate, displayable string. More...
MAMDAExpDLL MamdaTradeExecVenue	mamdaTradeExecVenueFromString (const char *tradeExecVenueStr)
	Convert a string representation of a trade execution venue to the enumeration. More...
const MAMDAExpDLL char *	toString (MamdaTradeSide tradeSide)
	Convert a MamdaTradeSide to an appropriate, displayable string. More...
MAMDAExpDLL MamdaTradeSide	mamdaTradeSideFromString (const char *tradeSideStr)
	Convert a string representation of a trade side to the enumeration. More...
const MAMDAExpDLL char *	toString (MamdaUncrossPriceInd securityStatus)
	Convert a MamdaUncrossPriceInd to an appropriate, displayable string. More...
MAMDAExpDLL MamdaUncrossPriceInd	mamdaUncrossPriceIndFromString (const char *uncrossPriceInd)
	Convert a string representation of a uncross price Ind to the enumeration. More...
const MAMDAExpDLL char *	getMamdaVersion (void)
	Get the version of Mamda. More...
const MAMAExpDLL char *	mamdaOrderBookCheckTypeToString (MamdaOrderBookCheckType type)

Variables
const typedef char *	MamdaNewsStoryId
const typedef char *	MamdaNewsHeadlineId

Detailed Description

MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields.

Typedef Documentation

StrikeSet

typedef set<double> Wombat::StrikeSet

Enumeration Type Documentation

MamdaCheckerType

enum Wombat::MamdaCheckerType

Enumerator
MAMDA_CHECK_TYPE_NONE
MAMDA_CHECK_TYPE_SNAPSHOT
MAMDA_CHECK_TYPE_APPLY_DELTA

    {
        MAMDA_CHECK_TYPE_NONE,
        MAMDA_CHECK_TYPE_SNAPSHOT,
        MAMDA_CHECK_TYPE_APPLY_DELTA
    };

MamdaErrorSeverity

enum Wombat::MamdaErrorSeverity

MAMDA error severities are intended to provide a hint to the application as to the severity of an error.

In relation to a MamdaSubscription, a MAMDA_SEVERITY_HIGH means that the subscription has been deactivated and a MAMDA_SEVERITY_LOW means that the condition may be temporary.

Enumerator
MAMDA_SEVERITY_OK
MAMDA_SEVERITY_LOW
MAMDA_SEVERITY_HIGH

    {
        MAMDA_SEVERITY_OK,
        MAMDA_SEVERITY_LOW,
        MAMDA_SEVERITY_HIGH
    };

MamdaErrorCode

enum Wombat::MamdaErrorCode

MAMDA error codes are currently a subset of the MAMA MsgStatus codes.

Enumerator
MAMDA_ERROR_NO_ERROR
MAMDA_ERROR_BAD_SYMBOL
MAMDA_ERROR_EXPIRED
MAMDA_ERROR_TIME_OUT
MAMDA_ERROR_ENTITLEMENT
MAMDA_ERROR_NOT_FOUND
MAMDA_ERROR_DELETE

    {
        MAMDA_ERROR_NO_ERROR,
        MAMDA_ERROR_BAD_SYMBOL,
        MAMDA_ERROR_EXPIRED,
        MAMDA_ERROR_TIME_OUT,
        MAMDA_ERROR_ENTITLEMENT,
        MAMDA_ERROR_NOT_FOUND,
        MAMDA_ERROR_DELETE
    };

MamdaFieldState

enum Wombat::MamdaFieldState

An enumeration representing field state.

MODIFIED value indicates the field was updated in last tick, NOT_MODIFIED value indicates that there was no change in the last tick, NOT_INITIALISED value indicates that the field has never been updated.

Enumerator
MODIFIED
NOT_MODIFIED
NOT_INITIALISED

    {
        MODIFIED        = 2,
        NOT_MODIFIED    = 1,
        NOT_INITIALISED = 0
    };

MamdaSecurityStatus

enum Wombat::MamdaSecurityStatus

An enumeration representing the status of a security such as whether or not it is halted or closed for trading.

Enumerator
SECURITY_STATUS_NONE
SECURITY_STATUS_NORMAL
SECURITY_STATUS_CLOSED
SECURITY_STATUS_HALTED
SECURITY_STATUS_NOT_EXIST
SECURITY_STATUS_DELETED
SECURITY_STATUS_AUCTION
SECURITY_STATUS_CROSSING
SECURITY_STATUS_SUSPENDED
SECURITY_STATUS_AT_LAST
SECURITY_STATUS_UNKNOWN

    {
        SECURITY_STATUS_NONE,        /* toString() returns "None"   */
        SECURITY_STATUS_NORMAL,      /* toString() returns "Normal"  */
        SECURITY_STATUS_CLOSED,      /* toString() returns "Closed"  */
        SECURITY_STATUS_HALTED,      /* toString() returns "Halted" */
        SECURITY_STATUS_NOT_EXIST,   /* toString() returns "NotExist" */
        SECURITY_STATUS_DELETED,     /* toString() returns "Deleted" */
        SECURITY_STATUS_AUCTION,     /* toString() returns "Auction" */
        SECURITY_STATUS_CROSSING,    /* toString() returns "Crossing" */
        SECURITY_STATUS_SUSPENDED,   /* toString() returns "Suspended" */
        SECURITY_STATUS_AT_LAST,     /* toString() returns "AtLast" */
        SECURITY_STATUS_UNKNOWN = 99 /* toString() returns "Unknown" */
    };

MamdaSecurityStatusQual

enum Wombat::MamdaSecurityStatusQual

An enumeration representing the status of a security such as whether or not it is halted or closed for trading.

Enumerator
SECURITY_STATUS_QUAL_NONE
SECURITY_STATUS_QUAL_OPENING
SECURITY_STATUS_QUAL_EXCUSED
SECURITY_STATUS_QUAL_WITHDRAWN
SECURITY_STATUS_QUAL_SUSPENDED
SECURITY_STATUS_QUAL_RESUME
SECURITY_STATUS_QUAL_QUOTE_RESUME
SECURITY_STATUS_QUAL_TRADE_RESUME
SECURITY_STATUS_QUAL_RESUME_TIME
SECURITY_STATUS_QUAL_MKT_IMB_BUY
SECURITY_STATUS_QUAL_MKT_IMB_SELL
SECURITY_STATUS_QUAL_NO_MKT_IMB
SECURITY_STATUS_QUAL_MOC_IMB_BUY
SECURITY_STATUS_QUAL_MOC_IMB_SELL
SECURITY_STATUS_QUAL_NO_MOC_IMB
SECURITY_STATUS_QUAL_ORDER_IMB
SECURITY_STATUS_QUAL_ORDER_INF
SECURITY_STATUS_QUAL_ORDER_IMB_BUY
SECURITY_STATUS_QUAL_ORDER_IMB_SELL
SECURITY_STATUS_QUAL_ORDER_IMB_NONE
SECURITY_STATUS_QUAL_LOA_IMBALANCE_BUY
SECURITY_STATUS_QUAL_LOA_IMBALANCE_SELL
SECURITY_STATUS_QUAL_NO_LOA_IMBALANCE
SECURITY_STATUS_QUAL_ORDERS_ELIMINATED
SECURITY_STATUS_QUAL_RANGE_ID
SECURITY_STATUS_QUAL_ITS_PREOPEN
SECURITY_STATUS_QUAL_RESERVED
SECURITY_STATUS_QUAL_FROZEN
SECURITY_STATUS_QUAL_PREOPEN
SECURITY_STATUS_QUAL_THO_IMBALANCE_BUY
SECURITY_STATUS_QUAL_THO_IMBALANCE_SELL
SECURITY_STATUS_QUAL_NO_THO_IMBALANCE
SECURITY_STATUS_QUAL_ADD_INFO
SECURITY_STATUS_QUAL_IPO_IMBALANCE_BUY
SECURITY_STATUS_QUAL_IPO_IMBALANCE_SELL
SECURITY_STATUS_QUAL_NO_IPO_IMBALANCE
SECURITY_STATUS_QUAL_EMC_IMB_BUY
SECURITY_STATUS_QUAL_EMC_IMB_SELL
SECURITY_STATUS_QUAL_EMC_IMB_NONE
SECURITY_STATUS_QUAL_OPEN_DELAY
SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME
SECURITY_STATUS_QUAL_PRICE_IND
SECURITY_STATUS_QUAL_EQUIPMENT
SECURITY_STATUS_QUAL_FILINGS
SECURITY_STATUS_QUAL_NEWS
SECURITY_STATUS_QUAL_NEWS_DISSEM
SECURITY_STATUS_QUAL_LISTING
SECURITY_STATUS_QUAL_OPERATION
SECURITY_STATUS_QUAL_INFO
SECURITY_STATUS_QUAL_SEC
SECURITY_STATUS_QUAL_TIMES
SECURITY_STATUS_QUAL_OTHER
SECURITY_STATUS_QUAL_RELATED
SECURITY_STATUS_QUAL_IPO
SECURITY_STATUS_QUAL_PRE_CROSS
SECURITY_STATUS_QUAL_CROSS
SECURITY_STATUS_QUAL_RELEASED_FOR_QUOTATION
SECURITY_STATUS_QUAL_IPO_WINDOW_EXT
SECURITY_STATUS_QUAL_PRECLOSING
SECURITY_STATUS_QUAL_AUCTION_EXTENSION
SECURITY_STATUS_QUAL_VOLATILITY_AUCTION
SECURITY_STATUS_QUAL_SECURITY_AUTHORISED
SECURITY_STATUS_QUAL_SECURITY_FORBIDDEN
SECURITY_STATUS_QUAL_FAST_MARKET
SECURITY_STATUS_QUAL_SLOW_MARKET
SECURITY_STATUS_QUAL_SUB_PENNY_TRADING
SECURITY_STATUS_QUAL_ORDER_INPUT
SECURITY_STATUS_QUAL_PRE_ORDER_MATCHING
SECURITY_STATUS_QUAL_ORDER_MATCHING
SECURITY_STATUS_QUAL_BLOCKING
SECURITY_STATUS_QUAL_ORDER_CANCEL
SECURITY_STATUS_QUAL_FIXED_PRICE
SECURITY_STATUS_QUAL_SALES_INPUT
SECURITY_STATUS_QUAL_EXCHANGE_INTERVENTION
SECURITY_STATUS_QUAL_PRE_AUCTION
SECURITY_STATUS_QUAL_ADJUST
SECURITY_STATUS_QUAL_ADJUST_ON
SECURITY_STATUS_QUAL_LATE_TRADING
SECURITY_STATUS_QUAL_ENQUIRE
SECURITY_STATUS_QUAL_PRE_NIGHT_TRADING
SECURITY_STATUS_QUAL_OPEN_NIGHT_TRADING
SECURITY_STATUS_QUAL_SUB_HOLIDAY
SECURITY_STATUS_QUAL_BID_ONLY
SECURITY_STATUS_QUAL_ASK_ONLY
SECURITY_STATUS_QUAL_UNKNOWN
SECURITY_STATUS_QUAL_OPENING_DELAY_COMMON
SECURITY_STATUS_QUAL_RESUME_COMMON
SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME_COMMON
SECURITY_STATUS_QUAL_NEWS_DISSEMINATION_RELATED
SECURITY_STATUS_QUAL_ORDER_INFLUX_RELATED
SECURITY_STATUS_QUAL_ORDER_IMBALANCE_RELATED
SECURITY_STATUS_QUAL_INFORMATION_REQUESTED_RELATED
SECURITY_STATUS_QUAL_NEWS_PENDING_RELATED
SECURITY_STATUS_QUAL_EQUIPMENT_CHANGEOVER_RELATED
SECURITY_STATUS_QUAL_SUB_PENNY_TRADING_RELATED
SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_BUY
SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_SELL
SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_BUY
SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_SELL
SECURITY_STATUS_QUAL_VOLATILITY_PAUSE
SECURITY_STATUS_QUAL_VOLATILITY_PAUSE_QUOTE_RESUME
SECURITY_STATUS_QUAL_VOLATILITY_GUARD
SECURITY_STATUS_QUAL_VOLATILITY_GUARD_QUOTE_RESUME
SECURITY_STATUS_QUAL_LIMIT_STATE_BID
SECURITY_STATUS_QUAL_LIMIT_STATE_ASK
SECURITY_STATUS_QUAL_LIMITSTATEBID_LIMITSTATEASK
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_1
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_2
SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_3

    {
        SECURITY_STATUS_QUAL_NONE                   = 0,   // toString() - None
        SECURITY_STATUS_QUAL_OPENING                = 1,   // toString() - Opening
        SECURITY_STATUS_QUAL_EXCUSED                = 7,   // toString() - Excused 
        SECURITY_STATUS_QUAL_WITHDRAWN              = 8,   // toString() - Withdrawn 
        SECURITY_STATUS_QUAL_SUSPENDED              = 9,   // toString() - Suspended
        SECURITY_STATUS_QUAL_RESUME                 = 11,  // toString() - Resume
        SECURITY_STATUS_QUAL_QUOTE_RESUME           = 12,  // toString() - QuoteResume
        SECURITY_STATUS_QUAL_TRADE_RESUME           = 13,  // toString() - TradeResume
        SECURITY_STATUS_QUAL_RESUME_TIME            = 14,  // toString() - ResumeTime  
        SECURITY_STATUS_QUAL_MKT_IMB_BUY            = 16,  // toString() - MktImbBuy 
        SECURITY_STATUS_QUAL_MKT_IMB_SELL           = 17,  // toString() - MktImbSell 
        SECURITY_STATUS_QUAL_NO_MKT_IMB             = 18,  // toString() - NoMktImb
        SECURITY_STATUS_QUAL_MOC_IMB_BUY            = 19,  // toString() - MocImbBuy
        SECURITY_STATUS_QUAL_MOC_IMB_SELL           = 20,  // toString() - MocImbSell
        SECURITY_STATUS_QUAL_NO_MOC_IMB             = 21,  // toString() - NoMocImb
        SECURITY_STATUS_QUAL_ORDER_IMB              = 22,  // toString() - OrderImb  
        SECURITY_STATUS_QUAL_ORDER_INF              = 23,  // toString() - OrderInf 
        SECURITY_STATUS_QUAL_ORDER_IMB_BUY          = 24,  // toString() - OrderImbBuy 
        SECURITY_STATUS_QUAL_ORDER_IMB_SELL         = 25,  // toString() - OrderImbSell
        SECURITY_STATUS_QUAL_ORDER_IMB_NONE         = 26,  // toString() - OrderImbNone
        SECURITY_STATUS_QUAL_LOA_IMBALANCE_BUY      = 27,  // toString() - LoaImbBuy
        SECURITY_STATUS_QUAL_LOA_IMBALANCE_SELL     = 28,  // toString() - LoaImbSell
        SECURITY_STATUS_QUAL_NO_LOA_IMBALANCE       = 29,  // toString() - LoaNoImb
        SECURITY_STATUS_QUAL_ORDERS_ELIMINATED      = 30,  // toString() - OrdersEliminated
        SECURITY_STATUS_QUAL_RANGE_ID               = 31,  // toString() - RangeInd
        SECURITY_STATUS_QUAL_ITS_PREOPEN            = 32,  // toString() - ItsPreOpen
        SECURITY_STATUS_QUAL_RESERVED               = 33,  // toString() - Reserved  
        SECURITY_STATUS_QUAL_FROZEN                 = 34,  // toString() - Frozen 
        SECURITY_STATUS_QUAL_PREOPEN                = 35,  // toString() - PreOpen 
        SECURITY_STATUS_QUAL_THO_IMBALANCE_BUY      = 36,  // toString() - ThoImbBuy
        SECURITY_STATUS_QUAL_THO_IMBALANCE_SELL     = 37,  // toString() - ThoImbSell
        SECURITY_STATUS_QUAL_NO_THO_IMBALANCE       = 38,  // toString() - ThoNoImb
        SECURITY_STATUS_QUAL_ADD_INFO               = 41,  // toString() - AddInfo
        SECURITY_STATUS_QUAL_IPO_IMBALANCE_BUY      = 42,  // toString() - IpoImbBuy
        SECURITY_STATUS_QUAL_IPO_IMBALANCE_SELL     = 43,  // toString() - IpoImbBuy
        SECURITY_STATUS_QUAL_NO_IPO_IMBALANCE       = 44,  // toString() - IpoNoImb
        SECURITY_STATUS_QUAL_EMC_IMB_BUY            = 46,  // toString() - EmcImbBuy
        SECURITY_STATUS_QUAL_EMC_IMB_SELL           = 47,  // toString() - EmcImbSell
        SECURITY_STATUS_QUAL_EMC_IMB_NONE           = 48,  // toString() - EmcImbNone
        SECURITY_STATUS_QUAL_OPEN_DELAY             = 51,  // toString() - OpenDelay
        SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME      = 52,  // toString() - NoOpenNoResume
        SECURITY_STATUS_QUAL_PRICE_IND              = 53,  // toString() - PriceInd
        SECURITY_STATUS_QUAL_EQUIPMENT              = 54,  // toString() - Equipment  
        SECURITY_STATUS_QUAL_FILINGS                = 55,  // toString() - Filings 
        SECURITY_STATUS_QUAL_NEWS                   = 56,  // toString() - News 
        SECURITY_STATUS_QUAL_NEWS_DISSEM            = 57,  // toString() - NewsDissem
        SECURITY_STATUS_QUAL_LISTING                = 58,  // toString() - Listing
        SECURITY_STATUS_QUAL_OPERATION              = 59,  // toString() - Operation
        SECURITY_STATUS_QUAL_INFO                   = 60,  // toString() - Info
        SECURITY_STATUS_QUAL_SEC                    = 61,  // toString() - SEC  
        SECURITY_STATUS_QUAL_TIMES                  = 62,  // toString() - Times 
        SECURITY_STATUS_QUAL_OTHER                  = 63,  // toString() - Other 
        SECURITY_STATUS_QUAL_RELATED                = 64,  // toString() - Related
        SECURITY_STATUS_QUAL_IPO                    = 65,  // toString() - IPO
        SECURITY_STATUS_QUAL_PRE_CROSS              = 66,  // toString() - Pre-Cross
        SECURITY_STATUS_QUAL_CROSS                  = 67,  // toString() - Cross
        SECURITY_STATUS_QUAL_RELEASED_FOR_QUOTATION = 68,  // toString() - Released For Quotation (IPO)
        SECURITY_STATUS_QUAL_IPO_WINDOW_EXT         = 69,  // toString() - IPO Window Extension
        SECURITY_STATUS_QUAL_PRECLOSING             = 70,  // toString() - PreClosing
        SECURITY_STATUS_QUAL_AUCTION_EXTENSION      = 71,  // toString() - Auction Extension
        SECURITY_STATUS_QUAL_VOLATILITY_AUCTION     = 72,  // toString() - Volatility Auction
        SECURITY_STATUS_QUAL_SECURITY_AUTHORISED    = 73,  // toString() - SecurityAuthorized
        SECURITY_STATUS_QUAL_SECURITY_FORBIDDEN     = 74,  // toString() - SecurityForbidden
        SECURITY_STATUS_QUAL_FAST_MARKET            = 75,  // toString() - FastMarket
        SECURITY_STATUS_QUAL_SLOW_MARKET            = 76,  // toString() - SlowMarket
        SECURITY_STATUS_QUAL_SUB_PENNY_TRADING      = 77,  // toString() - SubPennyTrading
        SECURITY_STATUS_QUAL_ORDER_INPUT            = 78,  // toString() - OrderInput
        SECURITY_STATUS_QUAL_PRE_ORDER_MATCHING     = 79,  // toString() - PreOrderMatching
        SECURITY_STATUS_QUAL_ORDER_MATCHING         = 80,  // toString() - OrderMatching
        SECURITY_STATUS_QUAL_BLOCKING               = 81,  // toString() - Blocking
        SECURITY_STATUS_QUAL_ORDER_CANCEL           = 82,  // toString() - OrderCancel
        SECURITY_STATUS_QUAL_FIXED_PRICE            = 83,  // toString() - FixedPrice
        SECURITY_STATUS_QUAL_SALES_INPUT            = 84,  // toString() - SalesInput
        SECURITY_STATUS_QUAL_EXCHANGE_INTERVENTION  = 85,  // toString() - ExchangeIntervention
        SECURITY_STATUS_QUAL_PRE_AUCTION            = 86,  // toString() - PreAuction
        SECURITY_STATUS_QUAL_ADJUST                 = 87,  // toString() - Adjust
        SECURITY_STATUS_QUAL_ADJUST_ON              = 88,  // toString() - AdjustOn
        SECURITY_STATUS_QUAL_LATE_TRADING           = 89,  // toString() - LateTrading
        SECURITY_STATUS_QUAL_ENQUIRE                = 90,  // toString() - Enquire
        SECURITY_STATUS_QUAL_PRE_NIGHT_TRADING      = 91,  // toString() - PreNightTrading
        SECURITY_STATUS_QUAL_OPEN_NIGHT_TRADING     = 92,  // toString() - OpenNightTrading
        SECURITY_STATUS_QUAL_SUB_HOLIDAY            = 93,  // toString() - SubHoliday
        SECURITY_STATUS_QUAL_BID_ONLY               = 94,  // toString() - BidOnly
        SECURITY_STATUS_QUAL_ASK_ONLY               = 95,  // toString() - AskOnly 
 
        SECURITY_STATUS_QUAL_UNKNOWN                = 99,   // toString() - Unknown
        
        SECURITY_STATUS_QUAL_OPENING_DELAY_COMMON           = 101, // toString() - OpenDelayCommon
        SECURITY_STATUS_QUAL_RESUME_COMMON                  = 102, // toString() - ResumeCommon
        SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME_COMMON       = 103, // toString() - NoOpenNoResumeCommon
        SECURITY_STATUS_QUAL_NEWS_DISSEMINATION_RELATED     = 104, // toString() - NewsDissemRelated
        SECURITY_STATUS_QUAL_ORDER_INFLUX_RELATED           = 105, // toString() - OrdInfluxRelated
        SECURITY_STATUS_QUAL_ORDER_IMBALANCE_RELATED        = 106, // toString() - OrdImbRelated
        SECURITY_STATUS_QUAL_INFORMATION_REQUESTED_RELATED  = 107, // toString() - InfoRequestRelated
        SECURITY_STATUS_QUAL_NEWS_PENDING_RELATED           = 108, // toString() - NewsPendingRelated
        SECURITY_STATUS_QUAL_EQUIPMENT_CHANGEOVER_RELATED   = 109, // toString() - EquipChangeOverRelated
        SECURITY_STATUS_QUAL_SUB_PENNY_TRADING_RELATED      = 110, // toString() - SubPennyTradingRelated
        
        SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_BUY          = 112, // toString() - ImbPreOpenBuy
        SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_SELL         = 113, // toString() - ImbPreOpenSell
        SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_BUY         = 114, // toString() - ImbPreCloseBuy
        SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_SELL        = 115, // toString() - ImbPreCloseSell    
        
        SECURITY_STATUS_QUAL_VOLATILITY_PAUSE               = 116, // toString() - VolatilityPause
        SECURITY_STATUS_QUAL_VOLATILITY_PAUSE_QUOTE_RESUME  = 117, // toString() - VolatilityPauseQuoteResume
        SECURITY_STATUS_QUAL_VOLATILITY_GUARD               = 118, // toString() - VolatilityGuard
        SECURITY_STATUS_QUAL_VOLATILITY_GUARD_QUOTE_RESUME  = 119, // toString() - VolatilityGuardQuoteResume
        SECURITY_STATUS_QUAL_LIMIT_STATE_BID                = 120, //toString() - LimitStateBid
        SECURITY_STATUS_QUAL_LIMIT_STATE_ASK                = 121, //toString() - LimitStateAsk
        SECURITY_STATUS_QUAL_LIMITSTATEBID_LIMITSTATEASK    = 122, //toString() - LimitStateBid:LimitStateAsk
        SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_1        = 123, //toString() - CircuitBreakerLevel1
        SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_2        = 124, //toString() - CircuitBreakerLevel2
        SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_3        = 125 //toString() - CircuitBreakerLevel3
    };

MamdaTradeDirection

enum Wombat::MamdaTradeDirection

An enumeration representing trade tick direction, relative to the previous "last" trade.

The TRADE_DIR_ZERO_PLUS and TRADE_DIR_ZERO_MINUS values indicate that there was no change in tick direction, but the previous non-zero change (some number of ticks ago) was up or down, respectively.

Enumerator
TRADE_DIR_ZERO
TRADE_DIR_PLUS
TRADE_DIR_MINUS
TRADE_DIR_ZERO_PLUS
TRADE_DIR_ZERO_MINUS
TRADE_DIR_NA
TRADE_DIR_UNKNOWN

    {
        TRADE_DIR_ZERO,           /* toString() returns ""   */
        TRADE_DIR_PLUS,           /* toString() returns "+"  */
        TRADE_DIR_MINUS,          /* toString() returns "-"  */
        TRADE_DIR_ZERO_PLUS,      /* toString() returns "0+" */
        TRADE_DIR_ZERO_MINUS,     /* toString() returns "0-" */
        TRADE_DIR_NA,             /* toString() returns "NA" */
        TRADE_DIR_UNKNOWN = 99    /* toString() returns "ZZ" */
    };

MamdaTradeExecVenue

enum Wombat::MamdaTradeExecVenue

An enumeration representing trade execution venue.

The TRADE_DIR_ZERO_PLUS and TRADE_DIR_ZERO_MINUS values indicate that there was no change in tick direction, but the previous non-zero change (some number of ticks ago) was up or down, respectively.

Enumerator
TRADE_EXEC_VENUE_UNKNOWN
TRADE_EXEC_VENUE_ON_EXCHANGE
TRADE_EXEC_VENUE_ON_EXCHANGE_OFF_BOOK
TRADE_EXEC_VENUE_OFF_EXCHANGE
TRADE_EXEC_VENUE_SYSTEM_INTERNALISER
TRADE_EXEC_VENUE_ON_EXCHANGE_DARK_BOOK
TRADE_EXEC_VENUE_ON_EXCHANGE_ON_BOOK

    {
        TRADE_EXEC_VENUE_UNKNOWN,               /* toString() returns ""   */
        TRADE_EXEC_VENUE_ON_EXCHANGE,           /* toString() returns "+"  */
        TRADE_EXEC_VENUE_ON_EXCHANGE_OFF_BOOK,  /* toString() returns "-"  */
        TRADE_EXEC_VENUE_OFF_EXCHANGE,          /* toString() returns "0+" */
        TRADE_EXEC_VENUE_SYSTEM_INTERNALISER,
        TRADE_EXEC_VENUE_ON_EXCHANGE_DARK_BOOK,
        TRADE_EXEC_VENUE_ON_EXCHANGE_ON_BOOK
    };

MamdaTradeSide

enum Wombat::MamdaTradeSide

An enumeration representing trade side.

The value 0 maps to Unknown. The value 1 maps to Buy. The value 2 maps to Sell.

Enumerator
TRADE_SIDE_UNKNOWN
TRADE_SIDE_BUY
TRADE_SIDE_SELL

    {
        TRADE_SIDE_UNKNOWN = 0,
        TRADE_SIDE_BUY     = 1,  
        TRADE_SIDE_SELL    = 2
    };

MamdaUncrossPriceInd

enum Wombat::MamdaUncrossPriceInd

An enumeration representing the uncross price Ind.

Enumerator
UNCROSS_NONE
UNCROSS_INDICATIVE
UNCROSS_FIRM
UNCROSS_INSUFFICIENT_VOL

    {
        UNCROSS_NONE,
        UNCROSS_INDICATIVE,      
        UNCROSS_FIRM,      
        UNCROSS_INSUFFICIENT_VOL
    };

MamdaOrderBookCheckType

enum Wombat::MamdaOrderBookCheckType

Enumerator
MAMDA_BOOK_CHECK_TYPE_NONE
MAMDA_BOOK_CHECK_TYPE_SNAPSHOT
MAMDA_BOOK_CHECK_TYPE_APPLY_DELTA

    {
        MAMDA_BOOK_CHECK_TYPE_NONE        = 0,
        MAMDA_BOOK_CHECK_TYPE_SNAPSHOT    = 1,
        MAMDA_BOOK_CHECK_TYPE_APPLY_DELTA = 2
    };

MamdaOptionAtTheMoneyCompareType

enum Wombat::MamdaOptionAtTheMoneyCompareType

Enumerator
MAMDA_AT_THE_MONEY_COMPARE_MID_QUOTE
MAMDA_AT_THE_MONEY_COMPARE_BID
MAMDA_AT_THE_MONEY_COMPARE_ASK
MAMDA_AT_THE_MONEY_COMPARE_LAST_TRADE

    {
        MAMDA_AT_THE_MONEY_COMPARE_MID_QUOTE  = 0,
        MAMDA_AT_THE_MONEY_COMPARE_BID        = 1,
        MAMDA_AT_THE_MONEY_COMPARE_ASK        = 2,
        MAMDA_AT_THE_MONEY_COMPARE_LAST_TRADE = 3
    };

MamdaOptionPutCall

enum Wombat::MamdaOptionPutCall

Enumeration for indicating whether an option contract is a put or a call.

Enumerator
MAMDA_PUT_CALL_CALL
MAMDA_PUT_CALL_PUT
MAMDA_PUT_CALL_UNKNOWN

    {
        MAMDA_PUT_CALL_CALL    = 'C',
        MAMDA_PUT_CALL_PUT     = 'P',
        MAMDA_PUT_CALL_UNKNOWN = 'Z'
    };

MamdaOptionExerciseStyle

enum Wombat::MamdaOptionExerciseStyle

Enumeration for indicating the style of an individual option contract.

Enumerator
MAMDA_EXERCISE_STYLE_AMERICAN
MAMDA_EXERCISE_STYLE_EUROPEAN
MAMDA_EXERCISE_STYLE_CAPPED
MAMDA_EXERCISE_STYLE_UNKNOWN

    {
        MAMDA_EXERCISE_STYLE_AMERICAN = 'A',
        MAMDA_EXERCISE_STYLE_EUROPEAN = 'E',
        MAMDA_EXERCISE_STYLE_CAPPED   = 'C',
        MAMDA_EXERCISE_STYLE_UNKNOWN  = 'Z'
    };

MamdaNewsQueryType

enum Wombat::MamdaNewsQueryType

Enumerator
QUERY_TYPE_UNKNOWN
QUERY_TYPE_HISTORICAL
QUERY_TYPE_SUBSCRIPTION
QUERY_TYPE_HISTORICAl_SUBSCRIPTION

    {
        QUERY_TYPE_UNKNOWN                  = 0,
        QUERY_TYPE_HISTORICAL               = 1,
        QUERY_TYPE_SUBSCRIPTION             = 2,
        QUERY_TYPE_HISTORICAl_SUBSCRIPTION  = 3
    };

MamdaNewsPriority

enum Wombat::MamdaNewsPriority

Enumerator
MAMDA_NEWS_PRIORITY_NONE
MAMDA_NEWS_PRIORITY_NORMAL
MAMDA_NEWS_PRIORITY_HOT

    {
        MAMDA_NEWS_PRIORITY_NONE   = 0,
        MAMDA_NEWS_PRIORITY_NORMAL = 5,
        MAMDA_NEWS_PRIORITY_HOT    = 9
    };

Function Documentation

mamdaCheckTypeToString()

const MAMAExpDLL char* Wombat::mamdaCheckTypeToString

(

MamdaCheckerType

type

)

toString() [1/7]

const MAMDAExpDLL char* Wombat::toString

(

MamdaFieldState

fieldState

)

Convert a MamdaFieldState to an appropriate, displayable string.

Parameters

mamdaFieldState

The MamdaFieldState to stringify

Returns

The stringified version of the MamdaFieldState

toString() [2/7]

const MAMDAExpDLL char* Wombat::toString

(

MamdaSecurityStatus

securityStatus

)

Convert a MamdaSecurityStatus to an appropriate, displayable string.

Parameters

securityStatus

The security status as an enumerated type.

mamdaSecurityStatusFromString()

MAMDAExpDLL MamdaSecurityStatus Wombat::mamdaSecurityStatusFromString

(

const char *

securityStatusStr

)

Convert a string representation of a security status to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters

securityStatusStr

The security status as a string.

Returns

The security status as an enumerated type.

toString() [3/7]

const MAMDAExpDLL char* Wombat::toString

(

MamdaSecurityStatusQual

securityStatusQual

)

Convert a MamdaSecurityStatusQual to an appropriate, displayable string.

Parameters

securityStatusQual

The security status qualifier as an enumeration.

Returns

The security status qualifier as a string.

mamdaSecurityStatusQualFromString()

MAMDAExpDLL MamdaSecurityStatusQual Wombat::mamdaSecurityStatusQualFromString

(

const char *

securityStatusQualStr

)

Convert a string representation of a security status to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters

securityStatusQualStr

The security status qualifier as a string.

Returns

The security status qualifier as an enumeration.

toString() [4/7]

const MAMDAExpDLL char* Wombat::toString

(

MamdaTradeDirection

tradeDir

)

Convert a MamdaTradeDirection to an appropriate, displayable string.

Parameters

tradeDir

The MamdaTradeDirection to stringify

Returns

The stringified version of the MamdaTradeDirection

mamdaTradeDirectionFromString()

MAMDAExpDLL MamdaTradeDirection Wombat::mamdaTradeDirectionFromString

(

const char *

tradeDirStr

)

Convert a string representation of a trade direction to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters

tradeDirStr

The trade direction as a string.

Returns

The trade direction as an enumerated value.

toString() [5/7]

const MAMDAExpDLL char* Wombat::toString

(

MamdaTradeExecVenue

tradeExecVenue

)

Convert a MamdaTradeExecVenue to an appropriate, displayable string.

Parameters

tradeExecVenue

The MamdaTradeExecVenue to stringify

Returns

The stringified version of the MamdaTradeExecVenue

mamdaTradeExecVenueFromString()

MAMDAExpDLL MamdaTradeExecVenue Wombat::mamdaTradeExecVenueFromString

(

const char *

tradeExecVenueStr

)

Convert a string representation of a trade execution venue to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters

tradeExecVenueStr

The trade execution venue as a string.

Returns

The trade execution venue as an enumerated value.

toString() [6/7]

const MAMDAExpDLL char* Wombat::toString

(

MamdaTradeSide

tradeSide

)

Convert a MamdaTradeSide to an appropriate, displayable string.

Parameters

tradeSide

The MamdaTradeSide to stringify

Returns

The stringified version of the MamdaTradeSide

mamdaTradeSideFromString()

MAMDAExpDLL MamdaTradeSide Wombat::mamdaTradeSideFromString

(

const char *

tradeSideStr

)

Convert a string representation of a trade side to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters

tradeSideStr

The trade side as a string.

Returns

The trade side as an enumerated value.

toString() [7/7]

const MAMDAExpDLL char* Wombat::toString

(

MamdaUncrossPriceInd

securityStatus

)

Convert a MamdaUncrossPriceInd to an appropriate, displayable string.

Parameters

securityStatus

The uncross price Ind as an enumerated type.

mamdaUncrossPriceIndFromString()

MAMDAExpDLL MamdaUncrossPriceInd Wombat::mamdaUncrossPriceIndFromString

(

const char *

uncrossPriceInd

)

Convert a string representation of a uncross price Ind to the enumeration.

This function is used internally for compatibility with older feed handler configurations, which may send the field as a string.

Parameters

uncrossPriceInd

The uncross price Ind as a string.

Returns

The uncross price Ind as an enumerated type.

getMamdaVersion()

const MAMDAExpDLL char* Wombat::getMamdaVersion

(

void

)

Get the version of Mamda.

Returns

Version string as const char*

mamdaOrderBookCheckTypeToString()

const MAMAExpDLL char* Wombat::mamdaOrderBookCheckTypeToString

(

MamdaOrderBookCheckType

type

)

Variable Documentation

MamdaNewsStoryId

const typedef char* Wombat::MamdaNewsStoryId

MamdaNewsHeadlineId

const typedef char* Wombat::MamdaNewsHeadlineId