Utility cache of MamaFieldDescriptor
s 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 |
Utility cache of MamaFieldDescriptor
s 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.
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Reset the dictionary for trade update fields.
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