OpenMAMA
MamdaOrderImbalanceFields.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaOrderImbalanceFieldsH
23 #define MamdaOrderImbalanceFieldsH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mama/mamacpp.h>
27 
28 namespace Wombat
29 {
30 
31  class MamaFieldDescriptor;
32  class MamaDictionary;
33 
42  class MAMDAExpDLL MamdaOrderImbalanceFields
43  {
44  public:
45  static const MamaFieldDescriptor* HIGH_INDICATION_PRICE;
46  static const MamaFieldDescriptor* LOW_INDICATION_PRICE;
47  static const MamaFieldDescriptor* INDICATION_PRICE;
48  static const MamaFieldDescriptor* BUY_VOLUME;
49  static const MamaFieldDescriptor* SELL_VOLUME;
50  static const MamaFieldDescriptor* MATCH_VOLUME;
51  static const MamaFieldDescriptor* SECURITY_STATUS_QUAL;
52  static const MamaFieldDescriptor* INSIDE_MATCH_PRICE;
53  static const MamaFieldDescriptor* FAR_CLEARING_PRICE;
54  static const MamaFieldDescriptor* NEAR_CLEARING_PRICE;
55  static const MamaFieldDescriptor* NO_CLEARING_PRICE;
56  static const MamaFieldDescriptor* PRICE_VAR_IND;
57  static const MamaFieldDescriptor* CROSS_TYPE;
58  static const MamaFieldDescriptor* SRC_TIME;
59  static const MamaFieldDescriptor* ACTIVITY_TIME;
60  static const MamaFieldDescriptor* MSG_TYPE;
61  static const MamaFieldDescriptor* ISSUE_SYMBOL;
62  static const MamaFieldDescriptor* PART_ID;
63  static const MamaFieldDescriptor* SEQ_NUM;
64  static const MamaFieldDescriptor* SECURITY_STATUS_ORIG;
65  static const MamaFieldDescriptor* SECURITY_STATUS_TIME;
66  static const MamaFieldDescriptor* AUCTION_TIME;
67  static const MamaFieldDescriptor* LINE_TIME;
68  static const MamaFieldDescriptor* SEND_TIME;
69 
70  // calling setDictionary will also set the Common Fields
71  static void setDictionary (const MamaDictionary& dictionary);
72 
76  static void reset ();
77  static uint16_t getMaxFid ();
78  static bool isSet ();
79  }; //MamdaOrderImbalanceFields
80 
81 }//namespace
82 
83 #endif


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