22 #ifndef MamdaOrderImbalanceFieldsH 23 #define MamdaOrderImbalanceFieldsH 26 #include <mama/mamacpp.h> 31 class MamaFieldDescriptor;
62 static const MamaFieldDescriptor*
PART_ID;
63 static const MamaFieldDescriptor*
SEQ_NUM;
71 static void setDictionary (
const MamaDictionary& dictionary);
77 static uint16_t getMaxFid ();
static const MamaFieldDescriptor * AUCTION_TIME
Definition: MamdaOrderImbalanceFields.h:66
static const MamaFieldDescriptor * CROSS_TYPE
Definition: MamdaOrderImbalanceFields.h:57
static const MamaFieldDescriptor * NO_CLEARING_PRICE
Definition: MamdaOrderImbalanceFields.h:55
static const MamaFieldDescriptor * SECURITY_STATUS_TIME
Definition: MamdaOrderImbalanceFields.h:65
static const MamaFieldDescriptor * NEAR_CLEARING_PRICE
Definition: MamdaOrderImbalanceFields.h:54
static const MamaFieldDescriptor * BUY_VOLUME
Definition: MamdaOrderImbalanceFields.h:48
Utility cache of MamaFieldDescriptors which are used internally by the API when accessing imbalance r...
Definition: MamdaOrderImbalanceFields.h:42
static const MamaFieldDescriptor * INDICATION_PRICE
Definition: MamdaOrderImbalanceFields.h:47
static const MamaFieldDescriptor * LINE_TIME
Definition: MamdaOrderImbalanceFields.h:67
static const MamaFieldDescriptor * PART_ID
Definition: MamdaOrderImbalanceFields.h:62
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
static const MamaFieldDescriptor * SECURITY_STATUS_QUAL
Definition: MamdaOrderImbalanceFields.h:51
static const MamaFieldDescriptor * HIGH_INDICATION_PRICE
Definition: MamdaOrderImbalanceFields.h:45
static const MamaFieldDescriptor * SRC_TIME
Definition: MamdaOrderImbalanceFields.h:58
static const MamaFieldDescriptor * PRICE_VAR_IND
Definition: MamdaOrderImbalanceFields.h:56
static const MamaFieldDescriptor * INSIDE_MATCH_PRICE
Definition: MamdaOrderImbalanceFields.h:52
static const MamaFieldDescriptor * ACTIVITY_TIME
Definition: MamdaOrderImbalanceFields.h:59
static const MamaFieldDescriptor * MATCH_VOLUME
Definition: MamdaOrderImbalanceFields.h:50
static const MamaFieldDescriptor * SEND_TIME
Definition: MamdaOrderImbalanceFields.h:68
static const MamaFieldDescriptor * SECURITY_STATUS_ORIG
Definition: MamdaOrderImbalanceFields.h:64
static const MamaFieldDescriptor * LOW_INDICATION_PRICE
Definition: MamdaOrderImbalanceFields.h:46
static const MamaFieldDescriptor * SEQ_NUM
Definition: MamdaOrderImbalanceFields.h:63
static const MamaFieldDescriptor * FAR_CLEARING_PRICE
Definition: MamdaOrderImbalanceFields.h:53
static const MamaFieldDescriptor * SELL_VOLUME
Definition: MamdaOrderImbalanceFields.h:49
static const MamaFieldDescriptor * MSG_TYPE
Definition: MamdaOrderImbalanceFields.h:60
static const MamaFieldDescriptor * ISSUE_SYMBOL
Definition: MamdaOrderImbalanceFields.h:61