Go to the source code of this file.
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enum | mamaMdDataType {
MAMA_MD_DATA_TYPE_STANDARD = 0,
MAMA_MD_DATA_TYPE_ORDER_BOOK = 1,
MAMA_MD_DATA_TYPE_NEWS_STORY = 2,
MAMA_MD_DATA_TYPE_WORLDVIEW = 3,
MAMA_MD_DATA_TYPE_PROPERTY = 4,
MAMA_MD_DATA_TYPE_USAGE_LOG = 5,
MAMA_MD_DATA_TYPE_NEWS_QUERY = 6,
MAMA_MD_DATA_TYPE_TEMPLATE = 7
} |
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enum | mamaMdMsgType {
MAMA_MD_MSG_TYPE_GENERAL = 0,
MAMA_MD_MSG_TYPE_CANCEL = 2,
MAMA_MD_MSG_TYPE_ERROR = 3,
MAMA_MD_MSG_TYPE_CORRECTION = 4,
MAMA_MD_MSG_TYPE_CLOSING = 5,
MAMA_MD_MSG_TYPE_SYMBOL_DELETE = 7,
MAMA_MD_MSG_TYPE_SYMBOL_ACTION = 8,
MAMA_MD_MSG_TYPE_PREOPENING = 12,
MAMA_MD_MSG_TYPE_QUOTE = 13,
MAMA_MD_MSG_TYPE_TRADE = 14,
MAMA_MD_MSG_TYPE_BOOK_UPDATE = 15,
MAMA_MD_MSG_TYPE_BOOK_INITIAL = 16,
MAMA_MD_MSG_TYPE_BOOK_CLEAR = 18,
MAMA_MD_MSG_TYPE_IMBALANCE = 22,
MAMA_MD_MSG_TYPE_SECURITY_STATUS = 23,
MAMA_MD_MSG_TYPE_NEWS_HEADLINE = 24,
MAMA_MD_MSG_TYPE_NEWS_STORY = 25,
MAMA_MD_MSG_TYPE_NEWS_QUERY = 26,
MAMA_MD_MSG_TYPE_MISC = 100
} |
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◆ mamaDataType
◆ mamaMdMsgType
◆ mamaMdDataType
Enumerator |
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MAMA_MD_DATA_TYPE_STANDARD | |
MAMA_MD_DATA_TYPE_ORDER_BOOK | |
MAMA_MD_DATA_TYPE_NEWS_STORY | |
MAMA_MD_DATA_TYPE_WORLDVIEW | |
MAMA_MD_DATA_TYPE_PROPERTY | |
MAMA_MD_DATA_TYPE_USAGE_LOG | |
MAMA_MD_DATA_TYPE_NEWS_QUERY | |
MAMA_MD_DATA_TYPE_TEMPLATE | |
◆ mamaMdMsgType
Enumerator |
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MAMA_MD_MSG_TYPE_GENERAL | General update (indices, funds)
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MAMA_MD_MSG_TYPE_CANCEL | Trade cancellation.
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MAMA_MD_MSG_TYPE_ERROR | Trade error.
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MAMA_MD_MSG_TYPE_CORRECTION | Trade correction.
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MAMA_MD_MSG_TYPE_CLOSING | Closing summary.
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MAMA_MD_MSG_TYPE_SYMBOL_DELETE | Symbol deleted.
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MAMA_MD_MSG_TYPE_SYMBOL_ACTION | Action related to this symbol, such as a name change or symbol deletion due to option/future expiration, etc.
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MAMA_MD_MSG_TYPE_PREOPENING | Pre-opening summary (e.g.
morning "roll")
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MAMA_MD_MSG_TYPE_QUOTE | Quote update.
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MAMA_MD_MSG_TYPE_TRADE | Trade update.
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MAMA_MD_MSG_TYPE_BOOK_UPDATE | Orderbook update.
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MAMA_MD_MSG_TYPE_BOOK_INITIAL | Order book initial value.
This message is sent rather than MAMA_MD_MSG_TYPE_INITIAL for order books.
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MAMA_MD_MSG_TYPE_BOOK_CLEAR | Orderbook clear.
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MAMA_MD_MSG_TYPE_IMBALANCE | Order imbalance or noimbalance update.
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MAMA_MD_MSG_TYPE_SECURITY_STATUS | Security status update.
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MAMA_MD_MSG_TYPE_NEWS_HEADLINE | News headline.
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MAMA_MD_MSG_TYPE_NEWS_STORY | News Story.
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MAMA_MD_MSG_TYPE_NEWS_QUERY | News query.
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MAMA_MD_MSG_TYPE_MISC | Miscellaneous.
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◆ mamaMdMsgType_typeForMsg()
Extract the market data message type from the message.
- Parameters
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◆ mamaMdMsgType_stringForMsg()
const MAMAExpDLL char* mamaMdMsgType_stringForMsg |
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const mamaMsg |
msg | ) |
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Extract the market data message type as a string from a message.
- Parameters
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◆ mamaMdMsgType_stringForType()
const MAMAExpDLL char* mamaMdMsgType_stringForType |
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mamaMdMsgType |
type | ) |
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Convert a mamaMdMsgType to a string.
- Parameters
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◆ mamaMdMsgType_compatMsgType()
Convert a mamaMdMsgType to a reasonable backward-compatible mamaMsgType.
- Parameters
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@ MAMA_MD_MSG_TYPE_MISC
Miscellaneous.
Definition: marketdata.h:112
@ MAMA_MD_MSG_TYPE_NEWS_HEADLINE
News headline.
Definition: marketdata.h:103
@ MAMA_MD_MSG_TYPE_BOOK_INITIAL
Order book initial value.
Definition: marketdata.h:91
@ MAMA_MD_MSG_TYPE_NEWS_QUERY
News query.
Definition: marketdata.h:109
@ MAMA_MD_DATA_TYPE_NEWS_QUERY
Definition: marketdata.h:47
@ MAMA_MD_MSG_TYPE_SECURITY_STATUS
Security status update.
Definition: marketdata.h:100
@ MAMA_MD_MSG_TYPE_CANCEL
Trade cancellation.
Definition: marketdata.h:58
@ MAMA_MD_DATA_TYPE_TEMPLATE
Definition: marketdata.h:48
@ MAMA_MD_MSG_TYPE_BOOK_CLEAR
Orderbook clear.
Definition: marketdata.h:94
@ MAMA_MD_MSG_TYPE_BOOK_UPDATE
Orderbook update.
Definition: marketdata.h:86
@ MAMA_MD_DATA_TYPE_STANDARD
Definition: marketdata.h:41
@ MAMA_MD_DATA_TYPE_NEWS_STORY
Definition: marketdata.h:43
@ MAMA_MD_MSG_TYPE_CORRECTION
Trade correction.
Definition: marketdata.h:64
@ MAMA_MD_MSG_TYPE_TRADE
Trade update.
Definition: marketdata.h:83
@ MAMA_MD_MSG_TYPE_ERROR
Trade error.
Definition: marketdata.h:61
@ MAMA_MD_MSG_TYPE_CLOSING
Closing summary.
Definition: marketdata.h:67
@ MAMA_MD_DATA_TYPE_USAGE_LOG
Definition: marketdata.h:46
@ MAMA_MD_MSG_TYPE_IMBALANCE
Order imbalance or noimbalance update.
Definition: marketdata.h:97
@ MAMA_MD_MSG_TYPE_GENERAL
General update (indices, funds)
Definition: marketdata.h:55
@ MAMA_MD_MSG_TYPE_SYMBOL_ACTION
Action related to this symbol, such as a name change or symbol deletion due to option/future expirati...
Definition: marketdata.h:74
@ MAMA_MD_DATA_TYPE_WORLDVIEW
Definition: marketdata.h:44
@ MAMA_MD_MSG_TYPE_PREOPENING
Pre-opening summary (e.g.
Definition: marketdata.h:77
@ MAMA_MD_MSG_TYPE_QUOTE
Quote update.
Definition: marketdata.h:80
enum mamaMdDataType mamaDataType
@ MAMA_MD_DATA_TYPE_PROPERTY
Definition: marketdata.h:45
mamaMdMsgType
Definition: marketdata.h:52
@ MAMA_MD_DATA_TYPE_ORDER_BOOK
Definition: marketdata.h:42
@ MAMA_MD_MSG_TYPE_SYMBOL_DELETE
Symbol deleted.
Definition: marketdata.h:70
@ MAMA_MD_MSG_TYPE_NEWS_STORY
News Story.
Definition: marketdata.h:106