Wombat::MamdaOrderImbalanceFields Class Reference

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

#include <MamdaOrderImbalanceFields.h>

Static Public Member Functions
static void	setDictionary (const MamaDictionary &dictionary)
static void	reset ()
	Reset the dictionary for order imbalance update fields. More...
static uint16_t	getMaxFid ()
static bool	isSet ()

Static Public Attributes
static const MamaFieldDescriptor *	HIGH_INDICATION_PRICE
static const MamaFieldDescriptor *	LOW_INDICATION_PRICE
static const MamaFieldDescriptor *	INDICATION_PRICE
static const MamaFieldDescriptor *	BUY_VOLUME
static const MamaFieldDescriptor *	SELL_VOLUME
static const MamaFieldDescriptor *	MATCH_VOLUME
static const MamaFieldDescriptor *	SECURITY_STATUS_QUAL
static const MamaFieldDescriptor *	INSIDE_MATCH_PRICE
static const MamaFieldDescriptor *	FAR_CLEARING_PRICE
static const MamaFieldDescriptor *	NEAR_CLEARING_PRICE
static const MamaFieldDescriptor *	NO_CLEARING_PRICE
static const MamaFieldDescriptor *	PRICE_VAR_IND
static const MamaFieldDescriptor *	CROSS_TYPE
static const MamaFieldDescriptor *	SRC_TIME
static const MamaFieldDescriptor *	ACTIVITY_TIME
static const MamaFieldDescriptor *	MSG_TYPE
static const MamaFieldDescriptor *	ISSUE_SYMBOL
static const MamaFieldDescriptor *	PART_ID
static const MamaFieldDescriptor *	SEQ_NUM
static const MamaFieldDescriptor *	SECURITY_STATUS_ORIG
static const MamaFieldDescriptor *	SECURITY_STATUS_TIME
static const MamaFieldDescriptor *	AUCTION_TIME
static const MamaFieldDescriptor *	LINE_TIME
static const MamaFieldDescriptor *	SEND_TIME

Detailed Description

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

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

Member Function Documentation

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

static

static void Wombat::MamdaOrderImbalanceFields::reset ( )

static

Reset the dictionary for order imbalance update fields.

static uint16_t Wombat::MamdaOrderImbalanceFields::getMaxFid ( )

static

static bool Wombat::MamdaOrderImbalanceFields::isSet ( )

static

Member Data Documentation

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::HIGH_INDICATION_PRICE

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::LOW_INDICATION_PRICE

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::INDICATION_PRICE

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::BUY_VOLUME

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::SELL_VOLUME

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::MATCH_VOLUME

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::SECURITY_STATUS_QUAL

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::INSIDE_MATCH_PRICE

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::FAR_CLEARING_PRICE

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::NEAR_CLEARING_PRICE

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::NO_CLEARING_PRICE

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::PRICE_VAR_IND

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::CROSS_TYPE

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::SRC_TIME

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::ACTIVITY_TIME

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::MSG_TYPE

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::ISSUE_SYMBOL

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::PART_ID

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::SEQ_NUM

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::SECURITY_STATUS_ORIG

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::SECURITY_STATUS_TIME

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::AUCTION_TIME

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::LINE_TIME

static

const MamaFieldDescriptor* Wombat::MamdaOrderImbalanceFields::SEND_TIME

static

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

• MamdaOrderImbalanceFields.h