/usr/include/mamda/MamdaTradeFields.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 MamdaTradeFieldsH
#define MamdaTradeFieldsH
#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 trade related fields from
* update messages.
* This class should be initialized prior to using the
* <code>MamdaTradeListener</code> by calling setDictionary() with a
* valid dictionary object which contains trade related fields.
*/
class MAMDAExpDLL MamdaTradeFields
{
public:
static const MamaFieldDescriptor* TRADE_PRICE;
static const MamaFieldDescriptor* TRADE_DATE;
static const MamaFieldDescriptor* TRADE_SIDE;
static const MamaFieldDescriptor* AGGRESSOR_SIDE;
static const MamaFieldDescriptor* TRADE_TIME;
static const MamaFieldDescriptor* LAST_PRICE;
static const MamaFieldDescriptor* LAST_VOLUME;
static const MamaFieldDescriptor* LAST_DATE_TIME;
static const MamaFieldDescriptor* LAST_PART_ID;
static const MamaFieldDescriptor* LAST_DIRECTION;
static const MamaFieldDescriptor* NET_CHANGE;
static const MamaFieldDescriptor* PCT_CHANGE;
static const MamaFieldDescriptor* TRADE_SIZE;
static const MamaFieldDescriptor* TOTAL_VOLUME;
static const MamaFieldDescriptor* OFF_EXCHANGE_TOTAL_VOLUME;
static const MamaFieldDescriptor* ON_EXCHANGE_TOTAL_VOLUME;
static const MamaFieldDescriptor* TRADE_UNITS;
static const MamaFieldDescriptor* HIGH_PRICE;
static const MamaFieldDescriptor* LOW_PRICE;
static const MamaFieldDescriptor* OPEN_PRICE;
static const MamaFieldDescriptor* CLOSE_PRICE;
static const MamaFieldDescriptor* CLOSE_DATE;
static const MamaFieldDescriptor* PREV_CLOSE_PRICE;
static const MamaFieldDescriptor* PREV_CLOSE_DATE;
static const MamaFieldDescriptor* ADJ_PREV_CLOSE;
static const MamaFieldDescriptor* PREV_VOLUME;
static const MamaFieldDescriptor* TRADE_SEQNUM;
static const MamaFieldDescriptor* TRADE_QUALIFIER;
static const MamaFieldDescriptor* TRADE_PART_ID;
static const MamaFieldDescriptor* TOTAL_VALUE;
static const MamaFieldDescriptor* OFF_EXCHANGE_TOTAL_VALUE;
static const MamaFieldDescriptor* ON_EXCHANGE_TOTAL_VALUE;
static const MamaFieldDescriptor* VWAP;
static const MamaFieldDescriptor* OFF_EXCHANGE_VWAP;
static const MamaFieldDescriptor* ON_EXCHANGE_VWAP;
static const MamaFieldDescriptor* STD_DEV;
static const MamaFieldDescriptor* STD_DEV_SUM;
static const MamaFieldDescriptor* STD_DEV_SUM_SQUARES;
static const MamaFieldDescriptor* SALE_CONDITION;
static const MamaFieldDescriptor* SELLERS_SALE_DAYS;
static const MamaFieldDescriptor* IS_IRREGULAR;
static const MamaFieldDescriptor* IRREG_PART_ID;
static const MamaFieldDescriptor* IRREG_PRICE;
static const MamaFieldDescriptor* IRREG_SIZE;
static const MamaFieldDescriptor* IRREG_TIME;
static const MamaFieldDescriptor* ORIG_PART_ID;
static const MamaFieldDescriptor* ORIG_PRICE;
static const MamaFieldDescriptor* ORIG_SIZE;
static const MamaFieldDescriptor* ORIG_SEQNUM;
static const MamaFieldDescriptor* ORIG_TRADE_QUALIFIER;
static const MamaFieldDescriptor* ORIG_SALE_CONDITION;
static const MamaFieldDescriptor* ORIG_SELLERS_SALE_DAYS;
static const MamaFieldDescriptor* ORIG_STOP_STOCK_IND;
static const MamaFieldDescriptor* STOP_STOCK_IND;
static const MamaFieldDescriptor* CORR_PART_ID;
static const MamaFieldDescriptor* CORR_PRICE;
static const MamaFieldDescriptor* CORR_SIZE;
static const MamaFieldDescriptor* CORR_TRADE_QUALIFIER;
static const MamaFieldDescriptor* CORR_SALE_CONDITION;
static const MamaFieldDescriptor* CORR_TRADE_ID;
static const MamaFieldDescriptor* CORR_SELLERS_SALE_DAYS;
static const MamaFieldDescriptor* CORR_STOP_STOCK_IND;
static const MamaFieldDescriptor* CORR_TIME;
static const MamaFieldDescriptor* CANCEL_TIME;
static const MamaFieldDescriptor* TRADE_ID;
static const MamaFieldDescriptor* ORIG_TRADE_ID;
static const MamaFieldDescriptor* PRIMARY_EXCH;
static const MamaFieldDescriptor* TRADE_COUNT;
static const MamaFieldDescriptor* BLOCK_COUNT;
static const MamaFieldDescriptor* BLOCK_VOLUME;
static const MamaFieldDescriptor* ORDER_ID;
static const MamaFieldDescriptor* UPDATE_AS_TRADE;
static const MamaFieldDescriptor* CURRENCY_CODE;
static const MamaFieldDescriptor* SETTLE_PRICE;
static const MamaFieldDescriptor* SETTLE_DATE;
static const MamaFieldDescriptor* HIGH_SEQNUM;
static const MamaFieldDescriptor* LOW_SEQNUM;
static const MamaFieldDescriptor* LAST_SEQNUM;
static const MamaFieldDescriptor* TOTAL_VOLUME_SEQNUM;
static const MamaFieldDescriptor* UNIQUE_ID;
static const MamaFieldDescriptor* TRADE_ACTION;
static const MamaFieldDescriptor* TRADE_EXEC_VENUE;
static const MamaFieldDescriptor* OFF_EXCHANGE_TRADE_PRICE;
static const MamaFieldDescriptor* ON_EXCHANGE_TRADE_PRICE;
static const MamaFieldDescriptor* TRADE_CONTRIBUTORS;
static const MamaFieldDescriptor* GENERIC_FLAG;
static const MamaFieldDescriptor* TRADE_RECAPS;
static const MamaFieldDescriptor* SHORT_SALE_CIRCUIT_BREAKER;
static const MamaFieldDescriptor* ORIG_SHORT_SALE_CIRCUIT_BREAKER;
static const MamaFieldDescriptor* CORR_SHORT_SALE_CIRCUIT_BREAKER;
// calling setDictionary will also set the Common Fields
static void setDictionary (const MamaDictionary& dictionary);
/**
* Reset the dictionary for trade update fields
*/
static void reset ();
static uint16_t getMaxFid ();
static bool isSet ();
};
}
#endif // MamdaTradeFieldsH
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