22 #ifndef MamdaTradeFieldsH 23 #define MamdaTradeFieldsH 26 #include <mama/mamacpp.h> 31 class MamaFieldDescriptor;
77 static const MamaFieldDescriptor*
VWAP;
80 static const MamaFieldDescriptor*
STD_DEV;
137 static void setDictionary (
const MamaDictionary& dictionary);
142 static void reset ();
143 static uint16_t getMaxFid ();
144 static bool isSet ();
149 #endif // MamdaTradeFieldsH static const MamaFieldDescriptor * CORR_SELLERS_SALE_DAYS
Definition: MamdaTradeFields.h:105
static const MamaFieldDescriptor * TOTAL_VOLUME
Definition: MamdaTradeFields.h:58
static const MamaFieldDescriptor * ON_EXCHANGE_VWAP
Definition: MamdaTradeFields.h:79
static const MamaFieldDescriptor * IRREG_PRICE
Definition: MamdaTradeFields.h:87
static const MamaFieldDescriptor * ON_EXCHANGE_TOTAL_VOLUME
Definition: MamdaTradeFields.h:60
static const MamaFieldDescriptor * LAST_SEQNUM
Definition: MamdaTradeFields.h:122
static const MamaFieldDescriptor * LAST_DIRECTION
Definition: MamdaTradeFields.h:54
static const MamaFieldDescriptor * LOW_PRICE
Definition: MamdaTradeFields.h:63
static const MamaFieldDescriptor * TRADE_CONTRIBUTORS
Definition: MamdaTradeFields.h:129
static const MamaFieldDescriptor * PREV_CLOSE_DATE
Definition: MamdaTradeFields.h:68
static const MamaFieldDescriptor * TRADE_EXEC_VENUE
Definition: MamdaTradeFields.h:126
static const MamaFieldDescriptor * CORR_SIZE
Definition: MamdaTradeFields.h:101
static const MamaFieldDescriptor * IRREG_SIZE
Definition: MamdaTradeFields.h:88
static const MamaFieldDescriptor * IRREG_TIME
Definition: MamdaTradeFields.h:89
static const MamaFieldDescriptor * LAST_DATE_TIME
Definition: MamdaTradeFields.h:52
static const MamaFieldDescriptor * OFF_EXCHANGE_TOTAL_VALUE
Definition: MamdaTradeFields.h:75
static const MamaFieldDescriptor * UPDATE_AS_TRADE
Definition: MamdaTradeFields.h:116
static const MamaFieldDescriptor * IRREG_PART_ID
Definition: MamdaTradeFields.h:86
static const MamaFieldDescriptor * SETTLE_PRICE
Definition: MamdaTradeFields.h:118
static const MamaFieldDescriptor * TRADE_SEQNUM
Definition: MamdaTradeFields.h:71
static const MamaFieldDescriptor * ORIG_TRADE_ID
Definition: MamdaTradeFields.h:110
static const MamaFieldDescriptor * ON_EXCHANGE_TRADE_PRICE
Definition: MamdaTradeFields.h:128
static const MamaFieldDescriptor * TRADE_DATE
Definition: MamdaTradeFields.h:46
static const MamaFieldDescriptor * UNIQUE_ID
Definition: MamdaTradeFields.h:124
static const MamaFieldDescriptor * TRADE_RECAPS
Definition: MamdaTradeFields.h:131
static const MamaFieldDescriptor * GENERIC_FLAG
Definition: MamdaTradeFields.h:130
static const MamaFieldDescriptor * LAST_PART_ID
Definition: MamdaTradeFields.h:53
static const MamaFieldDescriptor * ORIG_TRADE_QUALIFIER
Definition: MamdaTradeFields.h:94
static const MamaFieldDescriptor * ORIG_PRICE
Definition: MamdaTradeFields.h:91
static const MamaFieldDescriptor * OFF_EXCHANGE_TOTAL_VOLUME
Definition: MamdaTradeFields.h:59
static const MamaFieldDescriptor * ADJ_PREV_CLOSE
Definition: MamdaTradeFields.h:69
static const MamaFieldDescriptor * LAST_PRICE
Definition: MamdaTradeFields.h:50
static const MamaFieldDescriptor * LAST_VOLUME
Definition: MamdaTradeFields.h:51
static const MamaFieldDescriptor * PRIMARY_EXCH
Definition: MamdaTradeFields.h:111
static const MamaFieldDescriptor * OFF_EXCHANGE_VWAP
Definition: MamdaTradeFields.h:78
static const MamaFieldDescriptor * PCT_CHANGE
Definition: MamdaTradeFields.h:56
static const MamaFieldDescriptor * CORR_SHORT_SALE_CIRCUIT_BREAKER
Definition: MamdaTradeFields.h:134
static const MamaFieldDescriptor * ON_EXCHANGE_TOTAL_VALUE
Definition: MamdaTradeFields.h:76
static const MamaFieldDescriptor * AGGRESSOR_SIDE
Definition: MamdaTradeFields.h:48
static const MamaFieldDescriptor * CLOSE_DATE
Definition: MamdaTradeFields.h:66
static const MamaFieldDescriptor * BLOCK_COUNT
Definition: MamdaTradeFields.h:113
static const MamaFieldDescriptor * TOTAL_VALUE
Definition: MamdaTradeFields.h:74
static const MamaFieldDescriptor * NET_CHANGE
Definition: MamdaTradeFields.h:55
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
static const MamaFieldDescriptor * CORR_SALE_CONDITION
Definition: MamdaTradeFields.h:103
static const MamaFieldDescriptor * CORR_TRADE_QUALIFIER
Definition: MamdaTradeFields.h:102
static const MamaFieldDescriptor * ORIG_PART_ID
Definition: MamdaTradeFields.h:90
static const MamaFieldDescriptor * ORIG_SIZE
Definition: MamdaTradeFields.h:92
static const MamaFieldDescriptor * CORR_PRICE
Definition: MamdaTradeFields.h:100
static const MamaFieldDescriptor * TRADE_SIDE
Definition: MamdaTradeFields.h:47
Utility cache of MamaFieldDescriptors which are used internally by the API when accessing trade relat...
Definition: MamdaTradeFields.h:42
static const MamaFieldDescriptor * ORIG_SHORT_SALE_CIRCUIT_BREAKER
Definition: MamdaTradeFields.h:133
static const MamaFieldDescriptor * PREV_VOLUME
Definition: MamdaTradeFields.h:70
static const MamaFieldDescriptor * SHORT_SALE_CIRCUIT_BREAKER
Definition: MamdaTradeFields.h:132
static const MamaFieldDescriptor * TRADE_PRICE
Definition: MamdaTradeFields.h:45
static const MamaFieldDescriptor * TRADE_PART_ID
Definition: MamdaTradeFields.h:73
static const MamaFieldDescriptor * CORR_STOP_STOCK_IND
Definition: MamdaTradeFields.h:106
static const MamaFieldDescriptor * CANCEL_TIME
Definition: MamdaTradeFields.h:108
static const MamaFieldDescriptor * IS_IRREGULAR
Definition: MamdaTradeFields.h:85
static const MamaFieldDescriptor * CLOSE_PRICE
Definition: MamdaTradeFields.h:65
static const MamaFieldDescriptor * STD_DEV
Definition: MamdaTradeFields.h:80
static const MamaFieldDescriptor * OPEN_PRICE
Definition: MamdaTradeFields.h:64
static const MamaFieldDescriptor * PREV_CLOSE_PRICE
Definition: MamdaTradeFields.h:67
static const MamaFieldDescriptor * VWAP
Definition: MamdaTradeFields.h:77
static const MamaFieldDescriptor * CORR_PART_ID
Definition: MamdaTradeFields.h:99
static const MamaFieldDescriptor * TRADE_TIME
Definition: MamdaTradeFields.h:49
static const MamaFieldDescriptor * HIGH_SEQNUM
Definition: MamdaTradeFields.h:120
static const MamaFieldDescriptor * TRADE_UNITS
Definition: MamdaTradeFields.h:61
static const MamaFieldDescriptor * ORIG_SELLERS_SALE_DAYS
Definition: MamdaTradeFields.h:96
static const MamaFieldDescriptor * HIGH_PRICE
Definition: MamdaTradeFields.h:62
static const MamaFieldDescriptor * STD_DEV_SUM_SQUARES
Definition: MamdaTradeFields.h:82
static const MamaFieldDescriptor * OFF_EXCHANGE_TRADE_PRICE
Definition: MamdaTradeFields.h:127
static const MamaFieldDescriptor * ORIG_SALE_CONDITION
Definition: MamdaTradeFields.h:95
static const MamaFieldDescriptor * ORIG_STOP_STOCK_IND
Definition: MamdaTradeFields.h:97
static const MamaFieldDescriptor * SALE_CONDITION
Definition: MamdaTradeFields.h:83
static const MamaFieldDescriptor * ORDER_ID
Definition: MamdaTradeFields.h:115
static const MamaFieldDescriptor * TOTAL_VOLUME_SEQNUM
Definition: MamdaTradeFields.h:123
static const MamaFieldDescriptor * CORR_TIME
Definition: MamdaTradeFields.h:107
static const MamaFieldDescriptor * BLOCK_VOLUME
Definition: MamdaTradeFields.h:114
static const MamaFieldDescriptor * TRADE_ACTION
Definition: MamdaTradeFields.h:125
static const MamaFieldDescriptor * STD_DEV_SUM
Definition: MamdaTradeFields.h:81
static const MamaFieldDescriptor * SELLERS_SALE_DAYS
Definition: MamdaTradeFields.h:84
static const MamaFieldDescriptor * CORR_TRADE_ID
Definition: MamdaTradeFields.h:104
static const MamaFieldDescriptor * TRADE_SIZE
Definition: MamdaTradeFields.h:57
static const MamaFieldDescriptor * LOW_SEQNUM
Definition: MamdaTradeFields.h:121
static const MamaFieldDescriptor * ORIG_SEQNUM
Definition: MamdaTradeFields.h:93
static const MamaFieldDescriptor * SETTLE_DATE
Definition: MamdaTradeFields.h:119
static const MamaFieldDescriptor * CURRENCY_CODE
Definition: MamdaTradeFields.h:117
static const MamaFieldDescriptor * TRADE_QUALIFIER
Definition: MamdaTradeFields.h:72
static const MamaFieldDescriptor * TRADE_ID
Definition: MamdaTradeFields.h:109
static const MamaFieldDescriptor * TRADE_COUNT
Definition: MamdaTradeFields.h:112
static const MamaFieldDescriptor * STOP_STOCK_IND
Definition: MamdaTradeFields.h:98