/usr/include/mama/marketdata.h is in libmama-dev 2.2.2.1-11.1ubuntu1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 | /* $Id$
*
* 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 MamaMartketDataH__
#define MamaMartketDataH__
/*
* This file provides type definitions and function declarations for
* MAMA types related to market data applications.
*/
#include "mama/config.h"
#include "mama/types.h"
#include "mama/msgtype.h"
#if defined(__cplusplus)
extern "C" {
#endif
typedef enum mamaMdDataType
{
MAMA_MD_DATA_TYPE_STANDARD = 0,
MAMA_MD_DATA_TYPE_ORDER_BOOK = 1,
MAMA_MD_DATA_TYPE_NEWS_STORY = 2,
MAMA_MD_DATA_TYPE_WORLDVIEW = 3,
MAMA_MD_DATA_TYPE_PROPERTY = 4,
MAMA_MD_DATA_TYPE_USAGE_LOG = 5,
MAMA_MD_DATA_TYPE_NEWS_QUERY = 6,
MAMA_MD_DATA_TYPE_TEMPLATE = 7
} mamaDataType;
typedef enum mamaMdMsgType
{
/** General update (indices, funds)*/
MAMA_MD_MSG_TYPE_GENERAL = 0,
/** Trade cancellation. */
MAMA_MD_MSG_TYPE_CANCEL = 2,
/** Trade error */
MAMA_MD_MSG_TYPE_ERROR = 3,
/** Trade correction. */
MAMA_MD_MSG_TYPE_CORRECTION = 4,
/** Closing summary */
MAMA_MD_MSG_TYPE_CLOSING = 5,
/** Symbol deleted*/
MAMA_MD_MSG_TYPE_SYMBOL_DELETE = 7,
/** Action related to this symbol, such as a name change or symbol
* deletion due to option/future expiration, etc. */
MAMA_MD_MSG_TYPE_SYMBOL_ACTION = 8,
/** Pre-opening summary (e.g. morning "roll") */
MAMA_MD_MSG_TYPE_PREOPENING = 12,
/** Quote update. */
MAMA_MD_MSG_TYPE_QUOTE = 13,
/** Trade update. */
MAMA_MD_MSG_TYPE_TRADE = 14,
/** Orderbook update*/
MAMA_MD_MSG_TYPE_BOOK_UPDATE = 15,
/** Order book initial value. This message is sent rather than
* MAMA_MD_MSG_TYPE_INITIAL for order books.
*/
MAMA_MD_MSG_TYPE_BOOK_INITIAL = 16,
/** Orderbook clear*/
MAMA_MD_MSG_TYPE_BOOK_CLEAR = 18,
/** Order imbalance or noimbalance update */
MAMA_MD_MSG_TYPE_IMBALANCE = 22,
/** Security status update*/
MAMA_MD_MSG_TYPE_SECURITY_STATUS = 23,
/** News headline */
MAMA_MD_MSG_TYPE_NEWS_HEADLINE = 24,
/** News Story*/
MAMA_MD_MSG_TYPE_NEWS_STORY = 25,
/** News query*/
MAMA_MD_MSG_TYPE_NEWS_QUERY = 26,
/** Miscellaneous. */
MAMA_MD_MSG_TYPE_MISC = 100
} mamaMdMsgType;
/**
* Extract the market data message type from the message.
*
* @param msg The message.
*/
MAMAExpDLL
extern mamaMdMsgType
mamaMdMsgType_typeForMsg (const mamaMsg msg);
/**
* Extract the market data message type as a string from a message.
*
* @param msg The message.
*/
MAMAExpDLL
extern const char*
mamaMdMsgType_stringForMsg (const mamaMsg msg);
/**
* Convert a mamaMdMsgType to a string.
*
* @param type The mamaMdMsgType.
*/
MAMAExpDLL
extern const char*
mamaMdMsgType_stringForType (mamaMdMsgType type);
/**
* Convert a mamaMdMsgType to a reasonable backward-compatible mamaMsgType.
*
* @param type The mamaMdMsgType.
*/
MAMAExpDLL
extern mamaMsgType
mamaMdMsgType_compatMsgType (mamaMdMsgType type);
#if defined(__cplusplus)
}
#endif
#endif /* MamaMartketDataH__ */
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