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marketdata.h File Reference
#include "mama/config.h"
#include "mama/types.h"
#include "mama/msgtype.h"

Go to the source code of this file.

Typedefs

typedef enum mamaMdDataType mamaDataType
 
typedef enum mamaMdMsgType mamaMdMsgType
 

Enumerations

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
}
 
enum  mamaMdMsgType {
  MAMA_MD_MSG_TYPE_GENERAL = 0, MAMA_MD_MSG_TYPE_CANCEL = 2, MAMA_MD_MSG_TYPE_ERROR = 3, MAMA_MD_MSG_TYPE_CORRECTION = 4,
  MAMA_MD_MSG_TYPE_CLOSING = 5, MAMA_MD_MSG_TYPE_SYMBOL_DELETE = 7, MAMA_MD_MSG_TYPE_SYMBOL_ACTION = 8, MAMA_MD_MSG_TYPE_PREOPENING = 12,
  MAMA_MD_MSG_TYPE_QUOTE = 13, MAMA_MD_MSG_TYPE_TRADE = 14, MAMA_MD_MSG_TYPE_BOOK_UPDATE = 15, MAMA_MD_MSG_TYPE_BOOK_INITIAL = 16,
  MAMA_MD_MSG_TYPE_BOOK_CLEAR = 18, MAMA_MD_MSG_TYPE_IMBALANCE = 22, MAMA_MD_MSG_TYPE_SECURITY_STATUS = 23, MAMA_MD_MSG_TYPE_NEWS_HEADLINE = 24,
  MAMA_MD_MSG_TYPE_NEWS_STORY = 25, MAMA_MD_MSG_TYPE_NEWS_QUERY = 26, MAMA_MD_MSG_TYPE_MISC = 100
}
 

Functions

MAMAExpDLL mamaMdMsgType mamaMdMsgType_typeForMsg (const mamaMsg msg)
 Extract the market data message type from the message. More...
 
MAMAExpDLL const char * mamaMdMsgType_stringForMsg (const mamaMsg msg)
 Extract the market data message type as a string from a message. More...
 
MAMAExpDLL const char * mamaMdMsgType_stringForType (mamaMdMsgType type)
 Convert a mamaMdMsgType to a string. More...
 
MAMAExpDLL mamaMsgType mamaMdMsgType_compatMsgType (mamaMdMsgType type)
 Convert a mamaMdMsgType to a reasonable backward-compatible mamaMsgType. More...
 

Typedef Documentation

Enumeration Type Documentation

Enumerator
MAMA_MD_DATA_TYPE_STANDARD 
MAMA_MD_DATA_TYPE_ORDER_BOOK 
MAMA_MD_DATA_TYPE_NEWS_STORY 
MAMA_MD_DATA_TYPE_WORLDVIEW 
MAMA_MD_DATA_TYPE_PROPERTY 
MAMA_MD_DATA_TYPE_USAGE_LOG 
MAMA_MD_DATA_TYPE_NEWS_QUERY 
MAMA_MD_DATA_TYPE_TEMPLATE 
Enumerator
MAMA_MD_MSG_TYPE_GENERAL 

General update (indices, funds)

MAMA_MD_MSG_TYPE_CANCEL 

Trade cancellation.

MAMA_MD_MSG_TYPE_ERROR 

Trade error.

MAMA_MD_MSG_TYPE_CORRECTION 

Trade correction.

MAMA_MD_MSG_TYPE_CLOSING 

Closing summary.

MAMA_MD_MSG_TYPE_SYMBOL_DELETE 

Symbol deleted.

MAMA_MD_MSG_TYPE_SYMBOL_ACTION 

Action related to this symbol, such as a name change or symbol deletion due to option/future expiration, etc.

MAMA_MD_MSG_TYPE_PREOPENING 

Pre-opening summary (e.g.

morning "roll")

MAMA_MD_MSG_TYPE_QUOTE 

Quote update.

MAMA_MD_MSG_TYPE_TRADE 

Trade update.

MAMA_MD_MSG_TYPE_BOOK_UPDATE 

Orderbook update.

MAMA_MD_MSG_TYPE_BOOK_INITIAL 

Order book initial value.

This message is sent rather than MAMA_MD_MSG_TYPE_INITIAL for order books.

MAMA_MD_MSG_TYPE_BOOK_CLEAR 

Orderbook clear.

MAMA_MD_MSG_TYPE_IMBALANCE 

Order imbalance or noimbalance update.

MAMA_MD_MSG_TYPE_SECURITY_STATUS 

Security status update.

MAMA_MD_MSG_TYPE_NEWS_HEADLINE 

News headline.

MAMA_MD_MSG_TYPE_NEWS_STORY 

News Story.

MAMA_MD_MSG_TYPE_NEWS_QUERY 

News query.

MAMA_MD_MSG_TYPE_MISC 

Miscellaneous.

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114 } mamaMdMsgType;

Function Documentation

MAMAExpDLL mamaMdMsgType mamaMdMsgType_typeForMsg ( const mamaMsg  msg)

Extract the market data message type from the message.

Parameters
msgThe message.
MAMAExpDLL const char* mamaMdMsgType_stringForMsg ( const mamaMsg  msg)

Extract the market data message type as a string from a message.

Parameters
msgThe message.
MAMAExpDLL const char* mamaMdMsgType_stringForType ( mamaMdMsgType  type)

Convert a mamaMdMsgType to a string.

Parameters
typeThe mamaMdMsgType.
MAMAExpDLL mamaMsgType mamaMdMsgType_compatMsgType ( mamaMdMsgType  type)

Convert a mamaMdMsgType to a reasonable backward-compatible mamaMsgType.

Parameters
typeThe mamaMdMsgType.


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