OpenMAMA
marketdata.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamaMartketDataH__
23 #define MamaMartketDataH__
24 
25 /*
26  * This file provides type definitions and function declarations for
27  * MAMA types related to market data applications.
28  */
29 
30 #include "mama/config.h"
31 #include "mama/types.h"
32 #include "mama/msgtype.h"
33 
34 #if defined(__cplusplus)
35 extern "C" {
36 #endif
37 
38 
39 typedef enum mamaMdDataType
40 {
49 } mamaDataType;
50 
51 
52 typedef enum mamaMdMsgType
53 {
56 
59 
62 
65 
68 
71 
75 
78 
81 
84 
87 
92 
95 
98 
101 
104 
107 
110 
113 
114 } mamaMdMsgType;
115 
116 
122 MAMAExpDLL
123 extern mamaMdMsgType
125 
131 MAMAExpDLL
132 extern const char*
134 
140 MAMAExpDLL
141 extern const char*
143 
149 MAMAExpDLL
150 extern mamaMsgType
152 
153 #if defined(__cplusplus)
154 }
155 #endif
156 
157 #endif /* MamaMartketDataH__ */
MAMA_MD_MSG_TYPE_MISC
@ MAMA_MD_MSG_TYPE_MISC
Miscellaneous.
Definition: marketdata.h:112
MAMA_MD_MSG_TYPE_NEWS_HEADLINE
@ MAMA_MD_MSG_TYPE_NEWS_HEADLINE
News headline.
Definition: marketdata.h:103
mamaMdMsgType_typeForMsg
MAMAExpDLL mamaMdMsgType mamaMdMsgType_typeForMsg(const mamaMsg msg)
Extract the market data message type from the message.
mamaMsgType
mamaMsgType
Definition: msgtype.h:35
mamaMdMsgType_stringForType
const MAMAExpDLL char * mamaMdMsgType_stringForType(mamaMdMsgType type)
Convert a mamaMdMsgType to a string.
MAMA_MD_MSG_TYPE_BOOK_INITIAL
@ MAMA_MD_MSG_TYPE_BOOK_INITIAL
Order book initial value.
Definition: marketdata.h:91
types.h
MAMA_MD_MSG_TYPE_NEWS_QUERY
@ MAMA_MD_MSG_TYPE_NEWS_QUERY
News query.
Definition: marketdata.h:109
MAMA_MD_DATA_TYPE_NEWS_QUERY
@ MAMA_MD_DATA_TYPE_NEWS_QUERY
Definition: marketdata.h:47
MAMA_MD_MSG_TYPE_SECURITY_STATUS
@ MAMA_MD_MSG_TYPE_SECURITY_STATUS
Security status update.
Definition: marketdata.h:100
mamaMdDataType
mamaMdDataType
Definition: marketdata.h:39
mamaMdMsgType_stringForMsg
const MAMAExpDLL char * mamaMdMsgType_stringForMsg(const mamaMsg msg)
Extract the market data message type as a string from a message.
MAMA_MD_MSG_TYPE_CANCEL
@ MAMA_MD_MSG_TYPE_CANCEL
Trade cancellation.
Definition: marketdata.h:58
MAMA_MD_DATA_TYPE_TEMPLATE
@ MAMA_MD_DATA_TYPE_TEMPLATE
Definition: marketdata.h:48
MAMA_MD_MSG_TYPE_BOOK_CLEAR
@ MAMA_MD_MSG_TYPE_BOOK_CLEAR
Orderbook clear.
Definition: marketdata.h:94
MAMA_MD_MSG_TYPE_BOOK_UPDATE
@ MAMA_MD_MSG_TYPE_BOOK_UPDATE
Orderbook update.
Definition: marketdata.h:86
MAMA_MD_DATA_TYPE_STANDARD
@ MAMA_MD_DATA_TYPE_STANDARD
Definition: marketdata.h:41
MAMA_MD_DATA_TYPE_NEWS_STORY
@ MAMA_MD_DATA_TYPE_NEWS_STORY
Definition: marketdata.h:43
MAMA_MD_MSG_TYPE_CORRECTION
@ MAMA_MD_MSG_TYPE_CORRECTION
Trade correction.
Definition: marketdata.h:64
MAMA_MD_MSG_TYPE_TRADE
@ MAMA_MD_MSG_TYPE_TRADE
Trade update.
Definition: marketdata.h:83
MAMA_MD_MSG_TYPE_ERROR
@ MAMA_MD_MSG_TYPE_ERROR
Trade error.
Definition: marketdata.h:61
MAMA_MD_MSG_TYPE_CLOSING
@ MAMA_MD_MSG_TYPE_CLOSING
Closing summary.
Definition: marketdata.h:67
MAMA_MD_DATA_TYPE_USAGE_LOG
@ MAMA_MD_DATA_TYPE_USAGE_LOG
Definition: marketdata.h:46
MAMA_MD_MSG_TYPE_IMBALANCE
@ MAMA_MD_MSG_TYPE_IMBALANCE
Order imbalance or noimbalance update.
Definition: marketdata.h:97
MAMA_MD_MSG_TYPE_GENERAL
@ MAMA_MD_MSG_TYPE_GENERAL
General update (indices, funds)
Definition: marketdata.h:55
MAMA_MD_MSG_TYPE_SYMBOL_ACTION
@ MAMA_MD_MSG_TYPE_SYMBOL_ACTION
Action related to this symbol, such as a name change or symbol deletion due to option/future expirati...
Definition: marketdata.h:74
MAMA_MD_DATA_TYPE_WORLDVIEW
@ MAMA_MD_DATA_TYPE_WORLDVIEW
Definition: marketdata.h:44
MAMA_MD_MSG_TYPE_PREOPENING
@ MAMA_MD_MSG_TYPE_PREOPENING
Pre-opening summary (e.g.
Definition: marketdata.h:77
MAMA_MD_MSG_TYPE_QUOTE
@ MAMA_MD_MSG_TYPE_QUOTE
Quote update.
Definition: marketdata.h:80
mamaDataType
enum mamaMdDataType mamaDataType
MAMA_MD_DATA_TYPE_PROPERTY
@ MAMA_MD_DATA_TYPE_PROPERTY
Definition: marketdata.h:45
mamaMdMsgType
mamaMdMsgType
Definition: marketdata.h:52
mamaMsg
struct mamaMsgImpl_ * mamaMsg
Opaque definitions for all major MAMA data types.
Definition: types.h:95
MAMA_MD_DATA_TYPE_ORDER_BOOK
@ MAMA_MD_DATA_TYPE_ORDER_BOOK
Definition: marketdata.h:42
msgtype.h
config.h
MAMA_MD_MSG_TYPE_SYMBOL_DELETE
@ MAMA_MD_MSG_TYPE_SYMBOL_DELETE
Symbol deleted.
Definition: marketdata.h:70
mamaMdMsgType_compatMsgType
MAMAExpDLL mamaMsgType mamaMdMsgType_compatMsgType(mamaMdMsgType type)
Convert a mamaMdMsgType to a reasonable backward-compatible mamaMsgType.
MAMA_MD_MSG_TYPE_NEWS_STORY
@ MAMA_MD_MSG_TYPE_NEWS_STORY
News Story.
Definition: marketdata.h:106


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