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MamdaOrderImbalanceFields.h
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/* $Id$
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*
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* OpenMAMA: The open middleware agnostic messaging API
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* Copyright (C) 2011 NYSE Technologies, Inc.
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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* 02110-1301 USA
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*/
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#ifndef MamdaOrderImbalanceFieldsH
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#define MamdaOrderImbalanceFieldsH
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#include <
mamda/MamdaConfig.h
>
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#include <mama/mamacpp.h>
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namespace
Wombat
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{
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class
MamaFieldDescriptor;
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class
MamaDictionary;
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class
MAMDAExpDLL
MamdaOrderImbalanceFields
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{
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public
:
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static
const
MamaFieldDescriptor*
HIGH_INDICATION_PRICE
;
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static
const
MamaFieldDescriptor*
LOW_INDICATION_PRICE
;
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static
const
MamaFieldDescriptor*
INDICATION_PRICE
;
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static
const
MamaFieldDescriptor*
BUY_VOLUME
;
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static
const
MamaFieldDescriptor*
SELL_VOLUME
;
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static
const
MamaFieldDescriptor*
MATCH_VOLUME
;
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static
const
MamaFieldDescriptor*
SECURITY_STATUS_QUAL
;
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static
const
MamaFieldDescriptor*
INSIDE_MATCH_PRICE
;
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static
const
MamaFieldDescriptor*
FAR_CLEARING_PRICE
;
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static
const
MamaFieldDescriptor*
NEAR_CLEARING_PRICE
;
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static
const
MamaFieldDescriptor*
NO_CLEARING_PRICE
;
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static
const
MamaFieldDescriptor*
PRICE_VAR_IND
;
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static
const
MamaFieldDescriptor*
CROSS_TYPE
;
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static
const
MamaFieldDescriptor*
SRC_TIME
;
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static
const
MamaFieldDescriptor*
ACTIVITY_TIME
;
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static
const
MamaFieldDescriptor*
MSG_TYPE
;
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static
const
MamaFieldDescriptor*
ISSUE_SYMBOL
;
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static
const
MamaFieldDescriptor*
PART_ID
;
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static
const
MamaFieldDescriptor*
SEQ_NUM
;
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static
const
MamaFieldDescriptor*
SECURITY_STATUS_ORIG
;
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static
const
MamaFieldDescriptor*
SECURITY_STATUS_TIME
;
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static
const
MamaFieldDescriptor*
AUCTION_TIME
;
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static
const
MamaFieldDescriptor*
LINE_TIME
;
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static
const
MamaFieldDescriptor*
SEND_TIME
;
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// calling setDictionary will also set the Common Fields
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static
void
setDictionary (
const
MamaDictionary& dictionary);
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static
void
reset ();
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static
uint16_t getMaxFid ();
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static
bool
isSet ();
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};
//MamdaOrderImbalanceFields
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}
//namespace
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#endif
© 2012 Linux Foundation