/usr/include/mamda/MamdaOrderImbalanceFields.h is in libmamda-dev 2.2.2.1-10.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
#ifndef MamdaOrderImbalanceFieldsH
#define MamdaOrderImbalanceFieldsH
#include <mamda/MamdaConfig.h>
#include <mama/mamacpp.h>
namespace Wombat
{
class MamaFieldDescriptor;
class MamaDictionary;
/**
* Utility cache of <code>MamaFieldDescriptor</code>s which are used
* internally by the API when accessing imbalance related fields from update
* messages.
* This class should be initialized prior to using the
* <code>MamdaOrderImbalanceListener</code> by calling setDictionary() with a
* valid dictionary object which contains imbalance related fields.
*/
class MAMDAExpDLL MamdaOrderImbalanceFields
{
public:
static const MamaFieldDescriptor* HIGH_INDICATION_PRICE;
static const MamaFieldDescriptor* LOW_INDICATION_PRICE;
static const MamaFieldDescriptor* INDICATION_PRICE;
static const MamaFieldDescriptor* BUY_VOLUME;
static const MamaFieldDescriptor* SELL_VOLUME;
static const MamaFieldDescriptor* MATCH_VOLUME;
static const MamaFieldDescriptor* SECURITY_STATUS_QUAL;
static const MamaFieldDescriptor* INSIDE_MATCH_PRICE;
static const MamaFieldDescriptor* FAR_CLEARING_PRICE;
static const MamaFieldDescriptor* NEAR_CLEARING_PRICE;
static const MamaFieldDescriptor* NO_CLEARING_PRICE;
static const MamaFieldDescriptor* PRICE_VAR_IND;
static const MamaFieldDescriptor* CROSS_TYPE;
static const MamaFieldDescriptor* SRC_TIME;
static const MamaFieldDescriptor* ACTIVITY_TIME;
static const MamaFieldDescriptor* MSG_TYPE;
static const MamaFieldDescriptor* ISSUE_SYMBOL;
static const MamaFieldDescriptor* PART_ID;
static const MamaFieldDescriptor* SEQ_NUM;
static const MamaFieldDescriptor* SECURITY_STATUS_ORIG;
static const MamaFieldDescriptor* SECURITY_STATUS_TIME;
static const MamaFieldDescriptor* AUCTION_TIME;
static const MamaFieldDescriptor* LINE_TIME;
static const MamaFieldDescriptor* SEND_TIME;
// calling setDictionary will also set the Common Fields
static void setDictionary (const MamaDictionary& dictionary);
/**
* Reset the dictionary for order imbalance update fields
*/
static void reset ();
static uint16_t getMaxFid ();
static bool isSet ();
}; //MamdaOrderImbalanceFields
}//namespace
#endif
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