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22 #ifndef MamaMartketDataH__
23 #define MamaMartketDataH__
34 #if defined(__cplusplus)
153 #if defined(__cplusplus)
@ MAMA_MD_MSG_TYPE_MISC
Miscellaneous.
Definition: marketdata.h:112
@ MAMA_MD_MSG_TYPE_NEWS_HEADLINE
News headline.
Definition: marketdata.h:103
MAMAExpDLL mamaMdMsgType mamaMdMsgType_typeForMsg(const mamaMsg msg)
Extract the market data message type from the message.
mamaMsgType
Definition: msgtype.h:35
const MAMAExpDLL char * mamaMdMsgType_stringForType(mamaMdMsgType type)
Convert a mamaMdMsgType to a string.
@ MAMA_MD_MSG_TYPE_BOOK_INITIAL
Order book initial value.
Definition: marketdata.h:91
@ MAMA_MD_MSG_TYPE_NEWS_QUERY
News query.
Definition: marketdata.h:109
@ MAMA_MD_DATA_TYPE_NEWS_QUERY
Definition: marketdata.h:47
@ MAMA_MD_MSG_TYPE_SECURITY_STATUS
Security status update.
Definition: marketdata.h:100
mamaMdDataType
Definition: marketdata.h:39
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
Trade cancellation.
Definition: marketdata.h:58
@ MAMA_MD_DATA_TYPE_TEMPLATE
Definition: marketdata.h:48
@ MAMA_MD_MSG_TYPE_BOOK_CLEAR
Orderbook clear.
Definition: marketdata.h:94
@ MAMA_MD_MSG_TYPE_BOOK_UPDATE
Orderbook update.
Definition: marketdata.h:86
@ MAMA_MD_DATA_TYPE_STANDARD
Definition: marketdata.h:41
@ MAMA_MD_DATA_TYPE_NEWS_STORY
Definition: marketdata.h:43
@ MAMA_MD_MSG_TYPE_CORRECTION
Trade correction.
Definition: marketdata.h:64
@ MAMA_MD_MSG_TYPE_TRADE
Trade update.
Definition: marketdata.h:83
@ MAMA_MD_MSG_TYPE_ERROR
Trade error.
Definition: marketdata.h:61
@ MAMA_MD_MSG_TYPE_CLOSING
Closing summary.
Definition: marketdata.h:67
@ MAMA_MD_DATA_TYPE_USAGE_LOG
Definition: marketdata.h:46
@ MAMA_MD_MSG_TYPE_IMBALANCE
Order imbalance or noimbalance update.
Definition: marketdata.h:97
@ MAMA_MD_MSG_TYPE_GENERAL
General update (indices, funds)
Definition: marketdata.h:55
@ 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
Definition: marketdata.h:44
@ MAMA_MD_MSG_TYPE_PREOPENING
Pre-opening summary (e.g.
Definition: marketdata.h:77
@ MAMA_MD_MSG_TYPE_QUOTE
Quote update.
Definition: marketdata.h:80
enum mamaMdDataType mamaDataType
@ MAMA_MD_DATA_TYPE_PROPERTY
Definition: marketdata.h:45
mamaMdMsgType
Definition: marketdata.h:52
struct mamaMsgImpl_ * mamaMsg
Opaque definitions for all major MAMA data types.
Definition: types.h:95
@ MAMA_MD_DATA_TYPE_ORDER_BOOK
Definition: marketdata.h:42
@ MAMA_MD_MSG_TYPE_SYMBOL_DELETE
Symbol deleted.
Definition: marketdata.h:70
MAMAExpDLL mamaMsgType mamaMdMsgType_compatMsgType(mamaMdMsgType type)
Convert a mamaMdMsgType to a reasonable backward-compatible mamaMsgType.
@ MAMA_MD_MSG_TYPE_NEWS_STORY
News Story.
Definition: marketdata.h:106