/// <summary>
/// Set the dictionary for common options fields.
/// Maintains a cache of MamaFieldDescriptors for common options
/// related fields. The <code>properties</code> parameter allows users
/// of the API to map the common dictionary names to something else
/// if they are beig published under different names.
/// </summary>
/// <param name="dictionary">A reference to a valid MamaDictionary</param>
/// <param name="properties">A NameValueCollection object containing field mappings.
/// (See MamdaFields for more information)</param>
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
string wIssueSymbol = lookupFieldName(properties, "wIssueSymbol");
string wUnderlyingSymbol = lookupFieldName(properties, "wUnderlyingSymbol");
string wExpirationDate = lookupFieldName(properties, "wExpirationDate");
string wStrikePrice = lookupFieldName(properties, "wStrikePrice");
string wPutCall = lookupFieldName(properties, "wPutCall");
string wExerciseStyle = lookupFieldName(properties, "wExerciseStyle");
string wOpenInterest = lookupFieldName(properties, "wOpenInterest");
CONTRACT_SYMBOL = dictionary.getFieldByName(wIssueSymbol);
UNDERLYING_SYMBOL = dictionary.getFieldByName(wUnderlyingSymbol);
EXPIRATION_DATE = dictionary.getFieldByName(wExpirationDate);
STRIKE_PRICE = dictionary.getFieldByName(wStrikePrice);
PUT_CALL = dictionary.getFieldByName(wPutCall);
EXERCISE_STYLE = dictionary.getFieldByName(wExerciseStyle);
OPEN_INTEREST = dictionary.getFieldByName(wOpenInterest);
mInitialised = true;
}
public void SetUp()
{
try
{
//Intialise mama
myBridge = new MamaBridge("lbm");
Mama.open();
mDictionary = new MamaDictionary();
mDictionary.create("dictionary.txt");
MamdaCommonFields.setDictionary(mDictionary, null);
MamdaTradeFields.reset();
MamdaTradeFields.setDictionary(mDictionary, null);
mSubscription = new MamdaSubscription();
mTradeListener = new MamdaTradeListener();
mSubscription.addMsgListener(mTradeListener);
ticker = new tradetickerCB();
mTradeListener.addHandler(ticker);
}
catch (Exception e)
{
Console.Error.WriteLine(e.ToString());
Environment.Exit(1);
}
}
/// <summary>
/// Set the dictionary for common update fields.
/// Maintains a cache of MamaFieldDescriptors for common update
/// related fields.
/// The <code>properties</code> parameter allows users
/// of the API to map the common dictionary names to
/// something else if they are beig published under different
/// names.
/// </summary>
/// <param name="dictionary">A reference to a valid MamaDictionary</param>
/// <param name="properties">A NameValueCollection object containing field mappings. (See
/// MamdaFields for more information)</param>
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
String wSymbol = lookupFieldName(properties, "wSymbol");
String wIssueSymbol = lookupFieldName(properties, "wIssueSymbol");
String wIndexSymbol = lookupFieldName(properties, "wIndexSymbol");
String wPartId = lookupFieldName(properties, "wPartId");
String wSeqNum = lookupFieldName(properties, "wSeqNum");
String wSrcTime = lookupFieldName(properties, "wSrcTime");
String wLineTime = lookupFieldName(properties, "wLineTime");
String wActivityTime = lookupFieldName(properties, "wActivityTime");
String wPubId = lookupFieldName(properties, "wPubId");
String wMsgQual = lookupFieldName(properties, "wMsgQual");
SYMBOL = dictionary.getFieldByName(wSymbol);
ISSUE_SYMBOL = dictionary.getFieldByName(wIssueSymbol);
INDEX_SYMBOL = dictionary.getFieldByName(wIndexSymbol);
PART_ID = dictionary.getFieldByName(wPartId);
SEQ_NUM = dictionary.getFieldByName(wSeqNum);
SRC_TIME = dictionary.getFieldByName(wSrcTime);
LINE_TIME = dictionary.getFieldByName(wLineTime);
ACTIVITY_TIME = dictionary.getFieldByName(wActivityTime);
PUB_ID = dictionary.getFieldByName(wPubId);
MSG_QUAL = dictionary.getFieldByName(wMsgQual);
mInitialised = true;
}
public void SetUp()
{
try
{
MamaBridge mBridge = Mama.loadBridge("lbm");
Mama.open();
MamaDictionary mDictionary = new MamaDictionary();
mDictionary.create("dictionary.txt");
MamdaCommonFields.setDictionary(mDictionary, null);
MamdaQuoteFields.reset();
MamdaQuoteFields.setDictionary(mDictionary, null);
mSubscription = new MamdaSubscription();
mQuoteListener = new MamdaQuoteListener();
mSubscription.addMsgListener(mQuoteListener);
ticker = new QuoteTicker();
mQuoteListener.addHandler(ticker);
}
catch (Exception ex)
{
throw new MamdaDataException(ex.Message, ex);
}
}
/// <summary>
/// Set the dictionary for common fundamental fields.
/// Maintains a cache of MamaFieldDescriptors for common fundamental
/// related fields. The <code>properties</code> parameter allows users
/// of the API to map the common dictionary names to something else
/// if they are beig published under different names.
/// </summary>
/// <param name="dictionary">A reference to a valid MamaDictionary</param>
/// <param name="properties">A Properties object containing field mappings.
/// (See <see cref="MamdaFields">MamdaFields</see> for more information)</param>
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
string wSrcTime = lookupFieldName(properties, "wSrcTime");
string wActivityTime = lookupFieldName(properties, "wActivityTime");
string wCorpActType = lookupFieldName(properties, "wCorpActType");
string wDividend = lookupFieldName(properties, "wDividend");
string wDivFreq = lookupFieldName(properties, "wDivFreq");
string wDivExDate = lookupFieldName(properties, "wDivExDate");
string wDivPayDate = lookupFieldName(properties, "wDivPayDate");
string wDivRecordDate = lookupFieldName(properties, "wDivRecordDate");
string wDivCurrency = lookupFieldName(properties, "wDivCurrency");
string wSharesOut = lookupFieldName(properties, "wSharesOut");
string wSharesFloat = lookupFieldName(properties, "wSharesFloat");
string wSharesAuth = lookupFieldName(properties, "wSharesAuth");
string wEarnPerShare = lookupFieldName(properties, "wEarnPerShare");
string wVolatility = lookupFieldName(properties, "wVolatility");
string wPeRatio = lookupFieldName(properties, "wPeRatio");
string wYield = lookupFieldName(properties, "wYield");
string wMarketSegmentNative = lookupFieldName(properties, "wMarketSegmentNative");
string wMarketSectorNative = lookupFieldName(properties, "wMarketSectorNative");
string wMarketSegment = lookupFieldName(properties, "wMarketSegment");
string wMarketSector = lookupFieldName(properties, "wMarketSector");
string wRiskFreeRate = lookupFieldName(properties, "wRiskFreeRate");
string wHistVolatility = lookupFieldName(properties, "wHistVolatility");
SRC_TIME = dictionary.getFieldByName(wSrcTime);
ACTIVITY_TIME = dictionary.getFieldByName(wActivityTime);
CORP_ACT_TYPE = dictionary.getFieldByName(wCorpActType);
DIVIDEND_PRICE = dictionary.getFieldByName(wDividend);
DIVIDEND_FREQ = dictionary.getFieldByName(wDivFreq);
DIVIDEND_EX_DATE = dictionary.getFieldByName(wDivExDate);
DIVIDEND_PAY_DATE = dictionary.getFieldByName(wDivPayDate);
DIVIDEND_REC_DATE = dictionary.getFieldByName(wDivRecordDate);
DIVIDEND_CURRENCY = dictionary.getFieldByName(wDivCurrency);
SHARES_OUT = dictionary.getFieldByName(wSharesOut);
SHARES_FLOAT = dictionary.getFieldByName(wSharesFloat);
SHARES_AUTH = dictionary.getFieldByName(wSharesAuth);
EARN_PER_SHARE = dictionary.getFieldByName(wEarnPerShare);
VOLATILITY = dictionary.getFieldByName(wVolatility);
PRICE_EARN_RATIO = dictionary.getFieldByName(wPeRatio);
YIELD = dictionary.getFieldByName(wYield);
MRKT_SEGM_NATIVE = dictionary.getFieldByName(wMarketSegmentNative);
MRKT_SECT_NATIVE = dictionary.getFieldByName(wMarketSectorNative);
MRKT_SEGMENT = dictionary.getFieldByName(wMarketSegment);
MRKT_SECTOR = dictionary.getFieldByName(wMarketSector);
RISK_FREE_RATE = dictionary.getFieldByName(wRiskFreeRate);
HIST_VOLATILITY = dictionary.getFieldByName(wHistVolatility);
mInitialised = true;
}
/// <summary>
/// Set the dictionary for common quote fields.
/// Maintains a cache of MamaFieldDescriptors for common quote
/// related fields. The <code>properties</code> parameter allows users
/// of the API to map the common dictionary names to something else
/// if they are beig published under different names.
/// </summary>
/// <param name="dictionary">A reference to a valid MamaDictionary</param>
/// <param name="properties">A NameValueCollection object containing field mappings. (See
/// MamdaFields for more information)</param>
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (initialised)
{
return;
}
string wUncrossPrice = lookupFieldName (properties, "wUncrossPrice");
string wUncrossVolume = lookupFieldName (properties, "wUncrossVolume");
string wUncrossPriceInd = lookupFieldName (properties, "wUncrossPriceInd");
UNCROSS_PRICE = dictionary.getFieldByName (wUncrossPrice);
UNCROSS_VOLUME = dictionary.getFieldByName (wUncrossVolume);
UNCROSS_PRICE_IND = dictionary.getFieldByName (wUncrossPriceInd);
MAX_FID = dictionary.getMaxFid();
initialised = true;
}
public void SetUp()
{
try
{
MamaBridge mBridge = Mama.loadBridge("lbm");
Mama.open();
MamaDictionary mDictionary = new MamaDictionary();
mDictionary.create("dictionary.txt");
MamdaCommonFields.setDictionary(mDictionary, null);
MamdaSecurityStatusFields.reset();
MamdaSecurityStatusFields.setDictionary(mDictionary, null);
mSubscription = new MamdaSubscription();
}
catch (Exception ex)
{
throw new MamdaDataException(ex.Message, ex);
}
}
/// <summary>
/// Set the dictionary for common security status fields.
/// Maintains a cache of MamaFieldDescriptors for common security status
/// related fields. The <code>properties</code> parameter allows users
/// of the API to map the common dictionary names to something else
/// if they are being published under different names.
/// </summary>
/// <param name="dictionary">A reference to a valid MamaDictionary</param>
/// <param name="properties">A NameValueCollection object containing field mappings.
/// (See MamdaFields for more information)</param>
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
string wSrcTime = lookupFieldName(properties, "wSrcTime");
string wActivityTime = lookupFieldName(properties, "wActivityTime");
string wSecurityStatus = lookupFieldName(properties, "wSecurityStatus");
string wSecStatusQual = lookupFieldName(properties, "wSecStatusQual");
string wSecurityStatusTime = lookupFieldName(properties, "wSecurityStatusTime");
string wSecurityStatusOrig = lookupFieldName(properties, "wSecurityStatusOrig");
string wShortSaleCircuitBreaker = lookupFieldName(properties,"wShortSaleCircuitBreaker");
string wSeqNum = lookupFieldName(properties, "wSeqNum");
string wReason = lookupFieldName(properties, "wReason");
string wLuldIndicator = lookupFieldName(properties, "wLuldIndicator");
string wLuldTime = lookupFieldName(properties, "wLuldTime");
string wLuldHighLimit = lookupFieldName(properties, "wHighLimit");
string wLuldLowLimit = lookupFieldName(properties, "wLowLimit");
SRC_TIME = dictionary.getFieldByName(wSrcTime);
ACTIVITY_TIME = dictionary.getFieldByName(wActivityTime);
SECURITY_STATUS = dictionary.getFieldByName(wSecurityStatus);
SECURITY_STATUS_QUAL = dictionary.getFieldByName(wSecStatusQual);
SECURITY_STATUS_TIME = dictionary.getFieldByName(wSecurityStatusTime);
SECURITY_STATUS_ORIG = dictionary.getFieldByName(wSecurityStatusOrig);
SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName(wShortSaleCircuitBreaker);
SEQNUM = dictionary.getFieldByName(wSeqNum);
REASON = dictionary.getFieldByName(wReason);
LULDINDICATOR = dictionary.getFieldByName(wLuldIndicator);
LULDTIME = dictionary.getFieldByName(wLuldTime);
LULDHIGHLIMIT = dictionary.getFieldByName(wLuldHighLimit);
LULDLOWLIMIT = dictionary.getFieldByName(wLuldLowLimit);
MAX_FID = dictionary.getMaxFid();
mInitialised = true;
}
public void SetUp()
{
try
{
MamaBridge mBridge = Mama.loadBridge("lbm");
Mama.open();
MamaDictionary mDictionary = new MamaDictionary();
mDictionary.create("dictionary.txt");
MamdaCommonFields.setDictionary(mDictionary, null);
MamdaTradeFields.reset();
MamdaTradeFields.setDictionary(mDictionary, null);
mSubscription = new MamdaSubscription();
mTradeListener = new MamdaTradeListener();
mSubscription.addMsgListener(mTradeListener);
recap = new MamdaConcreteTradeRecap();
}
catch (Exception ex)
{
throw new MamdaDataException(ex.Message, ex);
}
}
public void onTimeout(MamaDictionary dictionary)
{
Console.Error.WriteLine("Timed out waiting for dictionary");
Environment.Exit(1);
}
/// <summary>
/// This function will create the dictionary.
/// </summary>
private void createDictionary()
{
if (m_downloadDictionary)
{
using (MamaSource dictionarySource = new MamaSource())
{
/* If a dictionary transport has been specified then a new one must be created otherwise
* the main transport will be re-used.
*/
MamaTransport dictionaryTransport = null;
try
{
if((m_dictionaryTransportName == null) || (m_dictionaryTransportName == string.Empty))
{
dictionarySource.transport = m_transport;
}
else
{
dictionaryTransport = new MamaTransport();
dictionaryTransport.create(m_dictionaryTransportName, m_bridge);
dictionarySource.transport = dictionaryTransport;
}
// The symbol namespace must also be set
dictionarySource.symbolNamespace = m_dictionarySourceName;
// Instantiate a callback class
ListenerDictionaryCallback dictionaryCallback = new ListenerDictionaryCallback(m_bridge);
// Create the actual dictionary object using the default queue
m_dictionary = new MamaDictionary();
m_dictionary.create(m_defaultQueue, dictionaryCallback, dictionarySource, 3, 10.0);
// Start the bridge, this will block until the dictionary is downloaded or something goes wrong
Mama.start(m_bridge);
// If something went wrong then throw an exception
if (!dictionaryCallback.DictionaryComplete)
{
throw new ApplicationException("Can't create dictionary.");
}
}
finally
{
if (dictionaryTransport != null)
{
dictionaryTransport.destroy();
}
}
}
}
}
/// <summary>
/// Set the dictionary for common trade fields.
/// Maintains a cache of MamaFieldDescriptors for common trade related
/// fields. The <code>properties</code> parameter allows users of the API
/// to map the common dictionary names to something else if they are being
/// published under different names.
/// </summary>
/// <param name="dictionary">A reference to a valid MamaDictionary</param>
/// <param name="properties">A NameValueCollection object containing field
/// mappings. (See MamdaFields for further details)</param>
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
string wSymbol = lookupFieldName(properties, "wSymbol");
string wIssueSymbol = lookupFieldName(properties, "wIssueSymbol");
string wPartId = lookupFieldName(properties, "wPartId");
string wSrcTime = lookupFieldName(properties, "wSrcTime");
string wActivityTime = lookupFieldName(properties, "wActivityTime");
string wLineTime = lookupFieldName(properties, "wLineTime");
string MamaSendTime = lookupFieldName(properties, MamaReservedFields.SendTime.getName());
string wPubId = lookupFieldName(properties, "wPubId");
string wTradePrice = lookupFieldName(properties, "wTradePrice");
string wTradeDate = lookupFieldName(properties, "wTradeDate");
string wTradeTime = lookupFieldName(properties, "wTradeTime");
string wTradeTick = lookupFieldName(properties, "wTradeTick");
string wLastPrice = lookupFieldName(properties, "wLastPrice");
string wLastVolume = lookupFieldName(properties, "wLastVolume");
string wLastPartId = lookupFieldName(properties, "wLastPartId");
string wLastTime = lookupFieldName(properties, "wLastTime");
string wNetChange = lookupFieldName(properties, "wNetChange");
string wPctChange = lookupFieldName(properties, "wPctChange");
string wTradeVolume = lookupFieldName(properties, "wTradeVolume");
string wTotalVolume = lookupFieldName(properties, "wTotalVolume");
string wOffExTotalVolume = lookupFieldName(properties, "wOffExchangeTotalVolume");
string wOnExTotalVolume = lookupFieldName(properties, "wOnExchangeTotalVolume");
string wTradeUnits = lookupFieldName(properties, "wTradeUnits");
string wHighPrice = lookupFieldName(properties, "wHighPrice");
string wLowPrice = lookupFieldName(properties, "wLowPrice");
string wOpenPrice = lookupFieldName(properties, "wOpenPrice");
string wClosePrice = lookupFieldName(properties, "wClosePrice");
string wCloseDate = lookupFieldName(properties, "wCloseDate");
string wPrevClosePrice = lookupFieldName(properties, "wPrevClosePrice");
string wPrevCloseDate = lookupFieldName(properties, "wPrevCloseDate");
string wAdjPrevClose = lookupFieldName(properties, "wAdjPrevClose");
string wPrevVolume = lookupFieldName(properties, "wPrevVolume");
string wTradeSeqNum = lookupFieldName(properties, "wTradeSeqNum");
string wTradeQualifier = lookupFieldName(properties, "wTradeQualifier");
string wTradePartId = lookupFieldName(properties, "wTradePartId");
string wAggressorSide = lookupFieldName(properties, "wAggressorSide");
string wTradeSide = lookupFieldName(properties, "wTradeSide");
string wTotalValue = lookupFieldName(properties, "wTotalValue");
string wOffExTotalValue = lookupFieldName(properties, "wOffExchangeTotalValue");
string wOnExTotalValue = lookupFieldName(properties, "wOnExchangeTotalValue");
string wVwap = lookupFieldName(properties, "wVwap");
string wOffExVwap = lookupFieldName(properties, "wOffExchangeVwap");
string wOnExVwap = lookupFieldName(properties, "wOnExchangeVwap");
string wStdDev = lookupFieldName(properties, "wStdDev");
string wStdDevSum = lookupFieldName(properties, "wStdDevSum");
string wStdDevSumSquares = lookupFieldName(properties, "wStdDevSumSquares");
string wOrderId = lookupFieldName(properties, "wOrderId");
string wSettlePrice = lookupFieldName(properties, "wSettlePrice");
string wSettleDate = lookupFieldName(properties, "wSettleDate");
string wSaleCondition = lookupFieldName(properties, "wSaleCondition");
string wSellersSaleDays = lookupFieldName(properties, "wSellersSaleDays");
string wStopStockInd = lookupFieldName(properties, "wStopStockIndicator");
string wTradeExecVenue = lookupFieldName(properties, "wTradeExecVenueEnum");
string wOffExTradePrice = lookupFieldName(properties, "wOffExchangeTradePrice");
string wOnExTradePrice = lookupFieldName(properties, "wOnExchangeTradePrice");
string wIsIrregular = lookupFieldName(properties, "wIsIrregular");
string wIrregPartId = lookupFieldName(properties, "wIrregPartId");
string wIrregPrice = lookupFieldName(properties, "wIrregPrice");
string wIrregSize = lookupFieldName(properties, "wIrregSize");
string wIrregTime = lookupFieldName(properties, "wIrregTime");
string wOrigPartId = lookupFieldName(properties, "wOrigPartId");
string wOrigPrice = lookupFieldName(properties, "wOrigPrice");
string wOrigSize = lookupFieldName(properties, "wOrigSize");
string wOrigSeqNum = lookupFieldName(properties, "wOrigSeqNum");
string wOrigQualifier = lookupFieldName(properties, "wOrigQualifier");
string wOrigCondition = lookupFieldName(properties, "wOrigCondition");
string wOrigSaleDays = lookupFieldName(properties, "wOrigSaleDays");
string wOrigStopStockInd = lookupFieldName(properties, "wOrigStopStockInd");
string wCorrPartId = lookupFieldName(properties, "wCorrPartId");
string wCorrPrice = lookupFieldName(properties, "wCorrPrice");
string wCorrSize = lookupFieldName(properties, "wCorrSize");
string wCorrQualifier = lookupFieldName(properties, "wCorrQualifier");
string wCorrCondition = lookupFieldName(properties, "wCorrCondition");
string wCorrSaleDays = lookupFieldName(properties, "wCorrSaleDays");
string wCorrStopStockInd = lookupFieldName(properties, "wCorrStopStockInd");
string wCorrTime = lookupFieldName(properties, "wCorrTime");
string wCancelTime = lookupFieldName(properties, "wCancelTime");
string wTradeId = lookupFieldName(properties, "wTradeId");
string wOrigTradeId = lookupFieldName(properties, "wOrigTradeId");
string wCorrTradeId = lookupFieldName(properties, "wCorrTradeId");
string wPrimExch = lookupFieldName(properties, "wPrimExch");
string wTradeCount = lookupFieldName(properties, "wTradeCount");
string wBlockCount = lookupFieldName(properties, "wBlockCount");
string wBlockVolume = lookupFieldName(properties, "wBlockVolume");
string wUpdateAsTrade = lookupFieldName(properties, "wUpdateAsTrade");
string wLastTradeSeqNum = lookupFieldName(properties, "wLastTradeSeqNum");
string wHighSeqNum = lookupFieldName(properties, "wHighSeqNum");
string wLowSeqNum = lookupFieldName(properties, "wLowSeqNum");
string wTotalVolumeSeqNum = lookupFieldName(properties, "wTotalVolumeSeqNum");
string wCurrencyCode = lookupFieldName(properties, "wCurrencyCode");
string wConflateCount = lookupFieldName(properties, "wConflateTradeCount");
string wShortSaleCircuitBreaker = lookupFieldName(properties, "wShortSaleCircuitBreaker");
string wOrigShortSaleCircuitBreaker = lookupFieldName(properties, "wOrigShortSaleCircuitBreaker");
string wCorrShortSaleCircuitBreaker = lookupFieldName(properties, "wCorrShortSaleCircuitBreaker");
SYMBOL = dictionary.getFieldByName(wSymbol);
ISSUE_SYMBOL = dictionary.getFieldByName(wIssueSymbol);
PART_ID = dictionary.getFieldByName(wPartId);
SRC_TIME = dictionary.getFieldByName(wSrcTime);
ACTIVITY_TIME = dictionary.getFieldByName(wActivityTime);
LINE_TIME = dictionary.getFieldByName(wLineTime);
SEND_TIME = dictionary.getFieldByName(MamaSendTime);
PUB_ID = dictionary.getFieldByName(wPubId);
TRADE_PRICE = dictionary.getFieldByName(wTradePrice);
TRADE_DATE = dictionary.getFieldByName(wTradeDate);
TRADE_TIME = dictionary.getFieldByName(wTradeTime);
TRADE_DIRECTION = dictionary.getFieldByName(wTradeTick);
LAST_PRICE = dictionary.getFieldByName(wLastPrice);
LAST_VOLUME = dictionary.getFieldByName(wLastVolume);
LAST_PART_ID = dictionary.getFieldByName(wLastPartId);
LAST_TIME = dictionary.getFieldByName(wLastTime);
NET_CHANGE = dictionary.getFieldByName(wNetChange);
PCT_CHANGE = dictionary.getFieldByName(wPctChange);
TRADE_SIZE = dictionary.getFieldByName(wTradeVolume);
TOTAL_VOLUME = dictionary.getFieldByName(wTotalVolume);
OFF_EXCHANGE_TOTAL_VOLUME = dictionary.getFieldByName(wOffExTotalVolume);
ON_EXCHANGE_TOTAL_VOLUME = dictionary.getFieldByName(wOnExTotalVolume);
TRADE_UNITS = dictionary.getFieldByName(wTradeUnits);
HIGH_PRICE = dictionary.getFieldByName(wHighPrice);
LOW_PRICE = dictionary.getFieldByName(wLowPrice);
OPEN_PRICE = dictionary.getFieldByName(wOpenPrice);
CLOSE_PRICE = dictionary.getFieldByName(wClosePrice);
CLOSE_DATE = dictionary.getFieldByName(wCloseDate);
PREV_CLOSE_PRICE = dictionary.getFieldByName(wPrevClosePrice);
PREV_CLOSE_DATE = dictionary.getFieldByName(wPrevCloseDate);
ADJ_PREV_CLOSE = dictionary.getFieldByName(wAdjPrevClose);
PREV_VOLUME = dictionary.getFieldByName(wPrevVolume);
TRADE_SEQNUM = dictionary.getFieldByName(wTradeSeqNum);
TRADE_QUALIFIER = dictionary.getFieldByName(wTradeQualifier);
TRADE_PART_ID = dictionary.getFieldByName(wTradePartId);
AGGRESSOR_SIDE = dictionary.getFieldByName(wAggressorSide);
TRADE_SIDE = dictionary.getFieldByName(wTradeSide);
TOTAL_VALUE = dictionary.getFieldByName(wTotalValue);
OFF_EXCHANGE_TOTAL_VALUE = dictionary.getFieldByName(wTotalValue);
ON_EXCHANGE_TOTAL_VALUE = dictionary.getFieldByName(wTotalValue);
VWAP = dictionary.getFieldByName(wVwap);
OFF_EXCHANGE_VWAP = dictionary.getFieldByName(wVwap);
ON_EXCHANGE_VWAP = dictionary.getFieldByName(wVwap);
STD_DEV = dictionary.getFieldByName(wStdDev);
STD_DEV_SUM = dictionary.getFieldByName(wStdDevSum);
STD_DEV_SUM_SQUARES = dictionary.getFieldByName(wStdDevSumSquares);
ORDER_ID = dictionary.getFieldByName(wOrderId);
SETTLE_PRICE = dictionary.getFieldByName(wSettlePrice);
SETTLE_DATE = dictionary.getFieldByName(wSettleDate);
SALE_CONDITION = dictionary.getFieldByName(wSaleCondition);
SELLERS_SALE_DAYS = dictionary.getFieldByName(wSellersSaleDays);
STOP_STOCK_IND = dictionary.getFieldByName(wStopStockInd);
TRADE_EXEC_VENUE = dictionary.getFieldByName(wTradeExecVenue);
OFF_EXCHANGE_TRADE_PRICE = dictionary.getFieldByName(wOffExTradePrice);
ON_EXCHANGE_TRADE_PRICE = dictionary.getFieldByName(wOnExTradePrice);
IS_IRREGULAR = dictionary.getFieldByName(wIsIrregular);
IRREG_PART_ID = dictionary.getFieldByName(wIrregPartId);
IRREG_PRICE = dictionary.getFieldByName(wIrregPrice);
IRREG_SIZE = dictionary.getFieldByName(wIrregSize);
IRREG_TIME = dictionary.getFieldByName(wIrregTime);
ORIG_PART_ID = dictionary.getFieldByName(wOrigPartId);
ORIG_PRICE = dictionary.getFieldByName(wOrigPrice);
ORIG_SIZE = dictionary.getFieldByName(wOrigSize);
ORIG_SEQNUM = dictionary.getFieldByName(wOrigSeqNum);
ORIG_TRADE_QUALIFIER = dictionary.getFieldByName(wOrigQualifier);
ORIG_SALE_CONDITION = dictionary.getFieldByName(wOrigCondition);
ORIG_SELLERS_SALE_DAYS = dictionary.getFieldByName(wOrigSaleDays);
ORIG_STOP_STOCK_IND = dictionary.getFieldByName(wOrigStopStockInd);
CORR_PART_ID = dictionary.getFieldByName(wCorrPartId);
CORR_PRICE = dictionary.getFieldByName(wCorrPrice);
CORR_SIZE = dictionary.getFieldByName(wCorrSize);
CORR_TRADE_QUALIFIER = dictionary.getFieldByName(wCorrQualifier);
CORR_SALE_CONDITION = dictionary.getFieldByName(wCorrCondition);
CORR_SELLERS_SALE_DAYS = dictionary.getFieldByName(wCorrSaleDays);
CORR_STOP_STOCK_IND = dictionary.getFieldByName(wCorrStopStockInd);
CORR_TIME = dictionary.getFieldByName(wCorrTime);
CANCEL_TIME = dictionary.getFieldByName(wCancelTime);
TRADE_ID = dictionary.getFieldByName(wTradeId);
ORIG_TRADE_ID = dictionary.getFieldByName(wOrigTradeId);
CORR_TRADE_ID = dictionary.getFieldByName(wCorrTradeId);
PRIMARY_EXCH = dictionary.getFieldByName(wPrimExch);
TRADE_COUNT = dictionary.getFieldByName(wTradeCount);
BLOCK_COUNT = dictionary.getFieldByName(wBlockCount);
BLOCK_VOLUME = dictionary.getFieldByName(wBlockVolume);
UPDATE_AS_TRADE = dictionary.getFieldByName(wUpdateAsTrade);
LAST_SEQNUM = dictionary.getFieldByName(wLastTradeSeqNum);
HIGH_SEQNUM = dictionary.getFieldByName(wHighSeqNum);
LOW_SEQNUM = dictionary.getFieldByName(wLowSeqNum);
TOTAL_VOLUME_SEQNUM = dictionary.getFieldByName(wTotalVolumeSeqNum);
CURRENCY_CODE = dictionary.getFieldByName(wCurrencyCode);
CONFLATE_COUNT = dictionary.getFieldByName(wConflateCount);
SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName(wShortSaleCircuitBreaker);
ORIG_SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName(wOrigShortSaleCircuitBreaker);
CORR_SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName(wCorrShortSaleCircuitBreaker);
MAX_FID = dictionary.getMaxFid();
mInitialised = true;
}
public void onError(MamaDictionary dictionary, string message)
{
Console.Error.WriteLine("Error getting dictionary: {0}", message);
Environment.Exit(1);
}
public void onError(MamaDictionary dictionary, string message)
{
Console.WriteLine("Dictionary error:" + message);
Mama.stop(mamaBridge);
}
internal ListenerSubscriptionCallback(MamaDictionary dictionary, bool iterator, int quietness, int totalSubscriptions)
{
// Save arguments in member variables
m_dictionary = dictionary;
m_iterator = iterator;
m_quietness = quietness;
m_totalSubscriptions = totalSubscriptions;
// Create the message iterator
if (iterator)
{
m_messageIterator = new MamaMsgIterator(m_dictionary);
}
}
internal ListenerFieldCallback(MamaDictionary dictionary, bool iterator, int quietness)
{
// Save arguments in member variables
m_dictionary = dictionary;
m_iterator = iterator;
m_quietness = quietness;
}
private void initializeMama()
{
mamaBridge = Mama.loadBridge(mamaMiddlewareName);
Console.WriteLine(Mama.getVersion(mamaBridge));
Mama.open();
if (mamaHighWaterMark > 0 || mamaLowWaterMark > 0)
{
if (mamaHighWaterMark > 0)
{
Mama.setDefaultQueueHighWatermark(mamaHighWaterMark);
}
if (mamaLowWaterMark > 0)
{
try
{
Mama.setDefaultQueueLowWatermark(mamaLowWaterMark);
}
catch (Exception e)
{
Console.WriteLine("Could not set default queue low water mark MamaStatus: " + e);
}
}
}
// create the transport
mamaTransport = new MamaTransport();
mamaTransport.setTransportCallback(this);
// the default throttle rate is 500 msg/sec
if (mamaThrottle != -1)
{
mamaTransport.setOutboundThrottle(MamaTransport.MamaThrottleInstance.MAMA_THROTTLE_DEFAULT, mamaThrottle);
}
// the default recap throttle rate is 250 msg/sec
if (mamaRecapThrottle != -1)
{
mamaTransport.setOutboundThrottle(MamaTransport.MamaThrottleInstance.MAMA_THROTTLE_RECAP, mamaRecapThrottle);
}
mamaTransport.create(mamaTransportName, mamaBridge);
// create default queue and, if required, queue group
createQueues();
mamaDictionarySource = new MamaSource();
mamaDictionarySource.symbolNamespace = mamaDictionarySourceName;
mamaDictionarySource.transport = mamaTransport;
// download dictionary
mamaDictionary = new MamaDictionary();
mamaDictionary.create(
mamaDefaultQueue,
this,
mamaDictionarySource,
3,
10.0f);
loadSymbolMap();
Mama.start(mamaBridge);
if (!dictionaryComplete)
{
throw new Exception("Can't create dictionary.");
}
}
/// <summary>
/// Set the dictionary for common orderbook fields.
/// Maintains a cache of MamaFieldDescriptors for common orderbook
/// related fields. The <code>properties</code> parameter allows users
/// of the API to map the common dictionary names to something else
/// if they are beig published under different names.
/// </summary>
/// <param name="dictionary">A reference to a valid MamaDictionary</param>
/// <param name="properties">A Properties object containing field mappings. (See
/// MamdaFields for more information</param>
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
MamdaCommonFields.setDictionary(dictionary, null);
string wSrcTime = lookupFieldName(properties, "wSrcTime");
string wActivityTime = lookupFieldName(properties, "wActivityTime");
string wLineTime = lookupFieldName(properties, "wLineTime");
string wPartId = lookupFieldName(properties, "wPartId");
string wSeqNum = lookupFieldName(properties, "wSeqNum");
string wBookTime = lookupFieldName(properties, "wBookTime");
string wNumLevels = lookupFieldName(properties, "wNumLevels");
string wPriceLevels = lookupFieldName(properties, "wPriceLevels");
string wPlAction = lookupFieldName(properties, "wPlAction");
string wPlPrice = lookupFieldName(properties, "wPlPrice");
string wPlSide = lookupFieldName(properties, "wPlSide");
string wPlSize = lookupFieldName(properties, "wPlSize");
string wPlSizeChange = lookupFieldName(properties, "wPlSizeChange");
string wPlTime = lookupFieldName(properties, "wPlTime");
string wPlNumEntries = lookupFieldName(properties, "wPlNumEntries");
string wPlNumAttach = lookupFieldName(properties, "wPlNumAttach");
string wPlEntries = lookupFieldName(properties, "wPlEntries");
string wEntryId = lookupFieldName(properties, "wEntryId");
string wEntryAction = lookupFieldName(properties, "wEntryAction");
string wEntryReason = lookupFieldName(properties, "wEntryReason");
string wEntrySize = lookupFieldName(properties, "wEntrySize");
string wEntryTime = lookupFieldName(properties, "wEntryTime");
string wEntryStatus = lookupFieldName(properties, "wEntryStatus");
SRC_TIME = dictionary.getFieldByName(wSrcTime);
ACTIVITY_TIME = dictionary.getFieldByName(wActivityTime);
LINE_TIME = dictionary.getFieldByName(wLineTime);
PART_ID = dictionary.getFieldByName(wPartId);
SEQNUM = dictionary.getFieldByName(wSeqNum);
BOOK_TIME = dictionary.getFieldByName(wBookTime);
NUM_LEVELS = dictionary.getFieldByName(wNumLevels);
PRICE_LEVELS = dictionary.getFieldByName(wPriceLevels);
PL_ACTION = dictionary.getFieldByName(wPlAction);
PL_PRICE = dictionary.getFieldByName(wPlPrice);
PL_SIDE = dictionary.getFieldByName(wPlSide);
PL_SIZE = dictionary.getFieldByName(wPlSize);
PL_SIZE_CHANGE = dictionary.getFieldByName(wPlSizeChange);
PL_TIME = dictionary.getFieldByName(wPlTime);
PL_NUM_ENTRIES = dictionary.getFieldByName(wPlNumEntries);
PL_NUM_ATTACH = dictionary.getFieldByName(wPlNumAttach);
PL_ENTRIES = dictionary.getFieldByName(wPlEntries);
ENTRY_ID = dictionary.getFieldByName(wEntryId);
ENTRY_ACTION = dictionary.getFieldByName(wEntryAction);
ENTRY_REASON = dictionary.getFieldByName(wEntryReason);
ENTRY_SIZE = dictionary.getFieldByName(wEntrySize);
ENTRY_TIME = dictionary.getFieldByName(wEntryTime);
ENTRY_STATUS = dictionary.getFieldByName(wEntryStatus);
mNumLevelFields = 0;
while (true)
{
string wPriceLevel = lookupFieldName(
properties,
"wPriceLevel" + (mNumLevelFields + 1));
if (dictionary.getFieldByName(wPriceLevel) == null)
{
break;
}
mNumLevelFields++;
}
PRICE_LEVEL = new MamaFieldDescriptor[mNumLevelFields + 1];
for (int i = 1; i <= mNumLevelFields; i++)
{
string wPriceLevel = lookupFieldName(properties, "wPriceLevel" + i);
PRICE_LEVEL[i] = dictionary.getFieldByName(wPriceLevel);
}
mNumEntryFields = 0;
while (true)
{
string wPlEntry = lookupFieldName(
properties,
"wPlEntry" + (mNumEntryFields + 1));
if (dictionary.getFieldByName(wPlEntry) == null)
{
break;
}
mNumEntryFields++;
}
PL_ENTRY = new MamaFieldDescriptor[mNumEntryFields + 1];
for (int i = 1; i <= mNumEntryFields; i++)
{
string wPlEntry = lookupFieldName(properties, "wPlEntry" + i);
PL_ENTRY[i] = dictionary.getFieldByName(wPlEntry);
}
mInitialised = true;
}
/// <summary>
/// Set the dictionary for common quote fields.
/// Maintains a cache of MamaFieldDescriptors for common quote
/// related fields. The <code>properties</code> parameter allows users
/// of the API to map the common dictionary names to something else
/// if they are beig published under different names.
/// </summary>
/// <param name="dictionary">A reference to a valid MamaDictionary</param>
/// <param name="properties">A NameValueCollection object containing field mappings. (See
/// MamdaFields for more information)</param>
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
string wSymbol = lookupFieldName(properties, "wSymbol");
string wIssueSymbol = lookupFieldName(properties, "wIssueSymbol");
string wPartId = lookupFieldName(properties, "wPartId");
string wSrcTime = lookupFieldName(properties, "wSrcTime");
string wActivityTime = lookupFieldName(properties, "wActivityTime");
string wLineTime = lookupFieldName(properties, "wLineTime");
string wSendTime = lookupFieldName(properties, "wSendTime");
string wPubId = lookupFieldName(properties, "wPubId");
string wBidPrice = lookupFieldName(properties, "wBidPrice");
string wBidSize = lookupFieldName(properties, "wBidSize");
string wBidPartId = lookupFieldName(properties, "wBidPartId");
string wBidDepth = lookupFieldName(properties, "wBidDepth");
string wBidClose = lookupFieldName(properties, "wBidClose");
string wBidCloseDate = lookupFieldName(properties, "wBidCloseDate");
string wPrevBidClose = lookupFieldName(properties, "wPrevBidClose");
string wPrevBidCloseDate = lookupFieldName(properties, "wPrevBidCloseDate");
string wBidHigh = lookupFieldName(properties, "wBidHigh");
string wBidLow = lookupFieldName(properties, "wBidLow");
string wAskPrice = lookupFieldName(properties, "wAskPrice");
string wAskSize = lookupFieldName(properties, "wAskSize");
string wAskPartId = lookupFieldName(properties, "wAskPartId");
string wAskDepth = lookupFieldName(properties, "wAskDepth");
string wAskClose = lookupFieldName(properties, "wAskClose");
string wAskCloseDate = lookupFieldName(properties, "wAskCloseDate");
string wPrevAskClose = lookupFieldName(properties, "wPrevAskClose");
string wPrevAskCloseDate = lookupFieldName(properties, "wPrevAskCloseDate");
string wAskHigh = lookupFieldName(properties, "wAskHigh");
string wAskLow = lookupFieldName(properties, "wAskLow");
string wQuoteSeqNum = lookupFieldName(properties, "wQuoteSeqNum");
string wQuoteTime = lookupFieldName(properties, "wQuoteTime");
string wQuoteDate = lookupFieldName(properties, "wQuoteDate");
string wQuoteQualifier = lookupFieldName(properties, "wQuoteQualifier");
string wCondition = lookupFieldName(properties, "wCondition");
string wQuoteCount = lookupFieldName(properties, "wQuoteCount");
string wConflateCount = lookupFieldName(properties, "wConflateQuoteCount");
string wShortSaleBidTick = lookupFieldName(properties, "wShortSaleBidTick");
string wBidTick = lookupFieldName(properties, "wBidTick");
string wAskTime = lookupFieldName(properties, "wAskTime");
string wBidTime = lookupFieldName(properties, "wBidTime");
string wAskIndicator = lookupFieldName(properties, "wAskIndicator");
string wBidIndicator = lookupFieldName(properties, "wBidIndicator");
string wAskUpdateCount = lookupFieldName(properties, "wAskUpdateCount");
string wBidUpdateCount = lookupFieldName(properties, "wBidUpdateCount");
string wAskYield = lookupFieldName(properties, "wAskYield");
string wBidYield = lookupFieldName(properties, "wBidYield");
string wShortSaleCircuitBreaker = lookupFieldName(properties, "wShortSaleCircuitBreaker");
SYMBOL = dictionary.getFieldByName(wSymbol);
ISSUE_SYMBOL = dictionary.getFieldByName(wIssueSymbol);
PART_ID = dictionary.getFieldByName(wPartId);
SRC_TIME = dictionary.getFieldByName(wSrcTime);
ACTIVITY_TIME = dictionary.getFieldByName(wActivityTime);
LINE_TIME = dictionary.getFieldByName(wLineTime);
SEND_TIME = dictionary.getFieldByName(wSendTime);
PUB_ID = dictionary.getFieldByName(wPubId);
BID_PRICE = dictionary.getFieldByName(wBidPrice);
BID_SIZE = dictionary.getFieldByName(wBidSize);
BID_PART_ID = dictionary.getFieldByName(wBidPartId);
BID_DEPTH = dictionary.getFieldByName(wBidDepth);
BID_CLOSE_PRICE = dictionary.getFieldByName(wBidClose);
BID_CLOSE_DATE = dictionary.getFieldByName(wBidCloseDate);
BID_PREV_CLOSE_PRICE = dictionary.getFieldByName(wPrevBidClose);
BID_PREV_CLOSE_DATE = dictionary.getFieldByName(wPrevBidCloseDate);
BID_HIGH = dictionary.getFieldByName(wBidHigh);
BID_LOW = dictionary.getFieldByName(wBidLow);
ASK_PRICE = dictionary.getFieldByName(wAskPrice);
ASK_SIZE = dictionary.getFieldByName(wAskSize);
ASK_PART_ID = dictionary.getFieldByName(wAskPartId);
ASK_DEPTH = dictionary.getFieldByName(wAskDepth);
ASK_CLOSE_PRICE = dictionary.getFieldByName(wAskClose);
ASK_CLOSE_DATE = dictionary.getFieldByName(wAskCloseDate);
ASK_PREV_CLOSE_PRICE = dictionary.getFieldByName(wPrevAskClose);
ASK_PREV_CLOSE_DATE = dictionary.getFieldByName(wPrevAskCloseDate);
ASK_HIGH = dictionary.getFieldByName(wAskHigh);
ASK_LOW = dictionary.getFieldByName(wAskLow);
QUOTE_SEQ_NUM = dictionary.getFieldByName(wQuoteSeqNum);
QUOTE_TIME = dictionary.getFieldByName(wQuoteTime);
QUOTE_DATE = dictionary.getFieldByName(wQuoteDate);
QUOTE_QUAL = dictionary.getFieldByName(wQuoteQualifier);
QUOTE_QUAL_NATIVE = dictionary.getFieldByName(wCondition);
QUOTE_COUNT = dictionary.getFieldByName(wQuoteCount);
CONFLATE_COUNT = dictionary.getFieldByName(wConflateCount);
SHORT_SALE_BID_TICK = dictionary.getFieldByName(wShortSaleBidTick);
BID_TICK = dictionary.getFieldByName(wBidTick);
ASK_TIME = dictionary.getFieldByName(wAskTime);
BID_TIME = dictionary.getFieldByName(wBidTime);
ASK_INDICATOR = dictionary.getFieldByName(wAskIndicator);
BID_INDICATOR = dictionary.getFieldByName(wBidIndicator);
ASK_UPDATE_COUNT = dictionary.getFieldByName(wAskUpdateCount);
BID_UPDATE_COUNT = dictionary.getFieldByName(wBidUpdateCount);
ASK_YIELD = dictionary.getFieldByName(wAskYield);
BID_YIELD = dictionary.getFieldByName(wBidYield);
SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName(wShortSaleCircuitBreaker);
MAX_FID = dictionary.getMaxFid();
mInitialised = true;
}
/// <summary>
/// Set the dictionary for common orderbook fields.
/// Maintains a cache of MamaFieldDescriptors for common orderbook
/// related fields. The <code>properties</code> parameter allows users
/// of the API to map the common dictionary names to something else
/// if they are beig published under different names.
/// </summary>
/// <param name="dictionary">A reference to a valid MamaDictionary</param>
/// <param name="properties">A Properties object containing field mappings. (See
/// MamdaFields for more information</param>
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
MamdaCommonFields.setDictionary(dictionary, null);
string wSrcTime = lookupFieldName(properties, "wSrcTime");
string wActivityTime = lookupFieldName(properties, "wActivityTime");
string wLineTime = lookupFieldName(properties, "wLineTime");
string wPartId = lookupFieldName(properties, "wPartId");
string wSeqNum = lookupFieldName(properties, "wSeqNum");
string wBookTime = lookupFieldName(properties, "wBookTime");
string wNumLevels = lookupFieldName(properties, "wNumLevels");
string wPriceLevels = lookupFieldName(properties, "wPriceLevels");
string wPlAction = lookupFieldName(properties, "wPlAction");
string wPlPrice = lookupFieldName(properties, "wPlPrice");
string wPlSide = lookupFieldName(properties, "wPlSide");
string wPlSize = lookupFieldName(properties, "wPlSize");
string wPlSizeChange = lookupFieldName(properties, "wPlSizeChange");
string wPlTime = lookupFieldName(properties, "wPlTime");
string wPlNumEntries = lookupFieldName(properties, "wPlNumEntries");
string wPlNumAttach = lookupFieldName(properties, "wPlNumAttach");
string wPlEntries = lookupFieldName(properties, "wPlEntries");
string wEntryId = lookupFieldName(properties, "wEntryId");
string wEntryAction = lookupFieldName(properties, "wEntryAction");
string wEntryReason = lookupFieldName(properties, "wEntryReason");
string wEntrySize = lookupFieldName(properties, "wEntrySize");
string wEntryTime = lookupFieldName(properties, "wEntryTime");
string wEntryStatus = lookupFieldName(properties, "wEntryStatus");
SRC_TIME = dictionary.getFieldByName(wSrcTime);
ACTIVITY_TIME = dictionary.getFieldByName(wActivityTime);
LINE_TIME = dictionary.getFieldByName(wLineTime);
PART_ID = dictionary.getFieldByName(wPartId);
SEQNUM = dictionary.getFieldByName(wSeqNum);
BOOK_TIME = dictionary.getFieldByName(wBookTime);
NUM_LEVELS = dictionary.getFieldByName(wNumLevels);
PRICE_LEVELS = dictionary.getFieldByName(wPriceLevels);
PL_ACTION = dictionary.getFieldByName(wPlAction);
PL_PRICE = dictionary.getFieldByName(wPlPrice);
PL_SIDE = dictionary.getFieldByName(wPlSide);
PL_SIZE = dictionary.getFieldByName(wPlSize);
PL_SIZE_CHANGE = dictionary.getFieldByName(wPlSizeChange);
PL_TIME = dictionary.getFieldByName(wPlTime);
PL_NUM_ENTRIES = dictionary.getFieldByName(wPlNumEntries);
PL_NUM_ATTACH = dictionary.getFieldByName(wPlNumAttach);
PL_ENTRIES = dictionary.getFieldByName(wPlEntries);
ENTRY_ID = dictionary.getFieldByName(wEntryId);
ENTRY_ACTION = dictionary.getFieldByName(wEntryAction);
ENTRY_REASON = dictionary.getFieldByName(wEntryReason);
ENTRY_SIZE = dictionary.getFieldByName(wEntrySize);
ENTRY_TIME = dictionary.getFieldByName(wEntryTime);
ENTRY_STATUS = dictionary.getFieldByName(wEntryStatus);
mNumLevelFields = 0;
while (true)
{
string wPriceLevel = lookupFieldName(
properties,
"wPriceLevel" + (mNumLevelFields + 1));
if (dictionary.getFieldByName(wPriceLevel) == null)
break;
mNumLevelFields++;
}
PRICE_LEVEL = new MamaFieldDescriptor[mNumLevelFields + 1];
for (int i = 1; i <= mNumLevelFields; i++)
{
string wPriceLevel = lookupFieldName(properties, "wPriceLevel" + i);
PRICE_LEVEL[i] = dictionary.getFieldByName(wPriceLevel);
}
mNumEntryFields = 0;
while (true)
{
string wPlEntry = lookupFieldName(
properties,
"wPlEntry" + (mNumEntryFields + 1));
if (dictionary.getFieldByName(wPlEntry) == null)
break;
mNumEntryFields++;
}
PL_ENTRY = new MamaFieldDescriptor[mNumEntryFields + 1];
for (int i = 1; i <= mNumEntryFields; i++)
{
string wPlEntry = lookupFieldName(properties, "wPlEntry" + i);
PL_ENTRY[i] = dictionary.getFieldByName(wPlEntry);
}
mInitialised = true;
}
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
string wHighIndicationPrice = lookupFieldName(properties, "wHighIndicationPrice");
string wLowIndicationPrice = lookupFieldName(properties, "wLowIndicationPrice");
string wIndicationPrice = lookupFieldName(properties, "wIndicationPrice");
string wBuyVolume = lookupFieldName(properties, "wBuyVolume");
string wSellVolume = lookupFieldName(properties, "wSellVolume");
string wMatchVolume = lookupFieldName(properties, "wMatchVolume");
string wSecStatusQual = lookupFieldName(properties, "wSecStatusQual");
string wInsideMatchPrice = lookupFieldName(properties, "wInsideMatchPrice");
string wFarClearingPrice = lookupFieldName(properties, "wFarClearingPrice");
string wNearClearingPrice = lookupFieldName(properties, "wNearClearingPrice");
string wNoClearingPrice = lookupFieldName(properties, "wNoClearingPrice");
string wPriceVarInd = lookupFieldName(properties, "wPriceVarInd");
string wCrossType = lookupFieldName(properties, "wCrossType");
string wSrcTime = lookupFieldName(properties, "wSrcTime");
string wMsgType = lookupFieldName(properties, "wMsgType");
string wIssueSymbol = lookupFieldName(properties, "wIssueSymbol");
string wSymbol = lookupFieldName(properties, "wSymbol");
string wPartId = lookupFieldName(properties, "wPartId");
string wSeqNum = lookupFieldName(properties, "wSeqNum");
string wSecurityStatusOrig = lookupFieldName(properties, "wSecurityStatusOrig");
string wSecurityStatusTime = lookupFieldName(properties, "wSecurityStatusTime");
string wAuctionTime = lookupFieldName(properties, "wAuctionTime");
string wActivityTime = lookupFieldName(properties, "wActivityTime");
string wLineTime = lookupFieldName(properties, "wLineTime");
string wSendTime = lookupFieldName(properties, "wSendTime");
HIGH_INDICATION_PRICE = dictionary.getFieldByName(wHighIndicationPrice);
LOW_INDICATION_PRICE = dictionary.getFieldByName(wLowIndicationPrice);
INDICATION_PRICE = dictionary.getFieldByName(wIndicationPrice);
BUY_VOLUME = dictionary.getFieldByName(wBuyVolume);
SELL_VOLUME = dictionary.getFieldByName(wSellVolume);
MATCH_VOLUME = dictionary.getFieldByName(wMatchVolume);
SECURITY_STATUS_QUAL = dictionary.getFieldByName(wSecStatusQual);
INSIDE_MATCH_PRICE = dictionary.getFieldByName(wInsideMatchPrice);
FAR_CLEARING_PRICE = dictionary.getFieldByName(wFarClearingPrice);
NEAR_CLEARING_PRICE = dictionary.getFieldByName(wNearClearingPrice);
NO_CLEARING_PRICE = dictionary.getFieldByName(wNoClearingPrice);
PRICE_VAR_IND = dictionary.getFieldByName(wPriceVarInd);
CROSS_TYPE = dictionary.getFieldByName(wCrossType);
SRC_TIME = dictionary.getFieldByName(wSrcTime);
MSG_TYPE = dictionary.getFieldByName(wMsgType);
ISSUE_SYMBOL = dictionary.getFieldByName(wIssueSymbol);
PART_ID = dictionary.getFieldByName(wPartId);
SEQ_NUM = dictionary.getFieldByName(wSeqNum);
SECURITY_STATUS_ORIG = dictionary.getFieldByName(wSecurityStatusOrig);
SECURITY_STATUS_TIME = dictionary.getFieldByName(wSecurityStatusTime);
AUCTION_TIME = dictionary.getFieldByName(wAuctionTime);
ACTIVITY_TIME = dictionary.getFieldByName(wActivityTime);
SEND_TIME = dictionary.getFieldByName(wSendTime);
LINE_TIME = dictionary.getFieldByName(wLineTime);
SYMBOL = dictionary.getFieldByName(wSymbol);
MAX_FID = dictionary.getMaxFid();
mInitialised = true;
}
/// <summary>
/// Set the dictionary for common quote fields.
/// Maintains a cache of MamaFieldDescriptors for common quote
/// related fields. The <code>properties</code> parameter allows users
/// of the API to map the common dictionary names to something else
/// if they are beig published under different names.
/// </summary>
/// <param name="dictionary">A reference to a valid MamaDictionary</param>
/// <param name="properties">A NameValueCollection object containing field mappings. (See
/// MamdaFields for more information)</param>
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
string wSymbol = lookupFieldName (properties, "wSymbol");
string wIssueSymbol = lookupFieldName (properties, "wIssueSymbol");
string wPartId = lookupFieldName (properties, "wPartId");
string wSrcTime = lookupFieldName (properties, "wSrcTime");
string wActivityTime = lookupFieldName (properties, "wActivityTime");
string wLineTime = lookupFieldName (properties, "wLineTime");
string wSendTime = lookupFieldName (properties, "wSendTime");
string wPubId = lookupFieldName (properties, "wPubId");
string wBidPrice = lookupFieldName (properties, "wBidPrice");
string wBidSize = lookupFieldName (properties, "wBidSize");
string wBidPartId = lookupFieldName (properties, "wBidPartId");
string wBidDepth = lookupFieldName (properties, "wBidDepth");
string wBidClose = lookupFieldName (properties, "wBidClose");
string wBidCloseDate = lookupFieldName (properties, "wBidCloseDate");
string wPrevBidClose = lookupFieldName (properties, "wPrevBidClose");
string wPrevBidCloseDate = lookupFieldName (properties, "wPrevBidCloseDate");
string wBidHigh = lookupFieldName (properties, "wBidHigh");
string wBidLow = lookupFieldName (properties, "wBidLow");
string wAskPrice = lookupFieldName (properties, "wAskPrice");
string wAskSize = lookupFieldName (properties, "wAskSize");
string wAskPartId = lookupFieldName (properties, "wAskPartId");
string wAskDepth = lookupFieldName (properties, "wAskDepth");
string wAskClose = lookupFieldName (properties, "wAskClose");
string wAskCloseDate = lookupFieldName (properties, "wAskCloseDate");
string wPrevAskClose = lookupFieldName (properties, "wPrevAskClose");
string wPrevAskCloseDate = lookupFieldName (properties, "wPrevAskCloseDate");
string wAskHigh = lookupFieldName (properties, "wAskHigh");
string wAskLow = lookupFieldName (properties, "wAskLow");
string wQuoteSeqNum = lookupFieldName (properties, "wQuoteSeqNum");
string wQuoteTime = lookupFieldName (properties, "wQuoteTime");
string wQuoteDate = lookupFieldName (properties, "wQuoteDate");
string wQuoteQualifier = lookupFieldName (properties, "wQuoteQualifier");
string wCondition = lookupFieldName (properties, "wCondition");
string wQuoteCount = lookupFieldName (properties, "wQuoteCount");
string wConflateCount = lookupFieldName (properties, "wConflateQuoteCount");
string wShortSaleBidTick = lookupFieldName (properties, "wShortSaleBidTick");
string wBidTick = lookupFieldName (properties, "wBidTick");
string wAskTime = lookupFieldName (properties, "wAskTime");
string wBidTime = lookupFieldName (properties, "wBidTime");
string wAskIndicator = lookupFieldName (properties, "wAskIndicator");
string wBidIndicator = lookupFieldName (properties, "wBidIndicator");
string wAskUpdateCount = lookupFieldName (properties, "wAskUpdateCount");
string wBidUpdateCount = lookupFieldName (properties, "wBidUpdateCount");
string wAskYield = lookupFieldName (properties, "wAskYield");
string wBidYield = lookupFieldName (properties, "wBidYield");
string wShortSaleCircuitBreaker = lookupFieldName(properties, "wShortSaleCircuitBreaker");
SYMBOL = dictionary.getFieldByName (wSymbol);
ISSUE_SYMBOL = dictionary.getFieldByName (wIssueSymbol);
PART_ID = dictionary.getFieldByName (wPartId);
SRC_TIME = dictionary.getFieldByName (wSrcTime);
ACTIVITY_TIME = dictionary.getFieldByName (wActivityTime);
LINE_TIME = dictionary.getFieldByName (wLineTime);
SEND_TIME = dictionary.getFieldByName (wSendTime);
PUB_ID = dictionary.getFieldByName (wPubId);
BID_PRICE = dictionary.getFieldByName (wBidPrice);
BID_SIZE = dictionary.getFieldByName (wBidSize);
BID_PART_ID = dictionary.getFieldByName (wBidPartId);
BID_DEPTH = dictionary.getFieldByName (wBidDepth);
BID_CLOSE_PRICE = dictionary.getFieldByName (wBidClose);
BID_CLOSE_DATE = dictionary.getFieldByName (wBidCloseDate);
BID_PREV_CLOSE_PRICE = dictionary.getFieldByName (wPrevBidClose);
BID_PREV_CLOSE_DATE = dictionary.getFieldByName (wPrevBidCloseDate);
BID_HIGH = dictionary.getFieldByName (wBidHigh);
BID_LOW = dictionary.getFieldByName (wBidLow);
ASK_PRICE = dictionary.getFieldByName (wAskPrice);
ASK_SIZE = dictionary.getFieldByName (wAskSize);
ASK_PART_ID = dictionary.getFieldByName (wAskPartId);
ASK_DEPTH = dictionary.getFieldByName (wAskDepth);
ASK_CLOSE_PRICE = dictionary.getFieldByName (wAskClose);
ASK_CLOSE_DATE = dictionary.getFieldByName (wAskCloseDate);
ASK_PREV_CLOSE_PRICE = dictionary.getFieldByName (wPrevAskClose);
ASK_PREV_CLOSE_DATE = dictionary.getFieldByName (wPrevAskCloseDate);
ASK_HIGH = dictionary.getFieldByName (wAskHigh);
ASK_LOW = dictionary.getFieldByName (wAskLow);
QUOTE_SEQ_NUM = dictionary.getFieldByName (wQuoteSeqNum);
QUOTE_TIME = dictionary.getFieldByName (wQuoteTime);
QUOTE_DATE = dictionary.getFieldByName (wQuoteDate);
QUOTE_QUAL = dictionary.getFieldByName (wQuoteQualifier);
QUOTE_QUAL_NATIVE = dictionary.getFieldByName (wCondition);
QUOTE_COUNT = dictionary.getFieldByName (wQuoteCount);
CONFLATE_COUNT = dictionary.getFieldByName (wConflateCount);
SHORT_SALE_BID_TICK = dictionary.getFieldByName (wShortSaleBidTick);
BID_TICK = dictionary.getFieldByName (wBidTick);
ASK_TIME = dictionary.getFieldByName (wAskTime);
BID_TIME = dictionary.getFieldByName (wBidTime);
ASK_INDICATOR = dictionary.getFieldByName (wAskIndicator);
BID_INDICATOR = dictionary.getFieldByName (wBidIndicator);
ASK_UPDATE_COUNT = dictionary.getFieldByName (wAskUpdateCount);
BID_UPDATE_COUNT = dictionary.getFieldByName (wBidUpdateCount);
ASK_YIELD = dictionary.getFieldByName (wAskYield);
BID_YIELD = dictionary.getFieldByName (wBidYield);
SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName(wShortSaleCircuitBreaker);
MAX_FID = dictionary.getMaxFid();
mInitialised = true;
}
/// <summary>
/// Invoke the specified callback for each field in the message.
/// </summary>
/// <param name="iterator"></param>
/// <param name="dictionary"></param>
/// <param name="closure"></param>
public void iterateFields(
MamaMsgFieldIterator iterator,
MamaDictionary dictionary,
object closure)
{
#if MAMA_WRAPPERS_CHECK_ARGUMENTS
if (iterator == null)
{
throw new ArgumentNullException("iterator");
}
#endif // MAMA_WRAPPERS_CHECK_ARGUMENTS
EnsurePeerCreated();
IntPtr dictHandle = dictionary != null ? dictionary.NativeHandle : IntPtr.Zero;
if (forwarder == null)
{
forwarder = new CallbackForwarder(this, iterator, closure);
callback =
new CallbackForwarder.MamaMessageIteratorDelegate(forwarder.OnField);
GC.SuppressFinalize(forwarder);
GC.SuppressFinalize(callback);
}
else
{
forwarder.mCallback = iterator;
forwarder.mClosure = closure;
}
int code = NativeMethods.mamaMsg_iterateFields(nativeHandle, callback, dictHandle, nativeHandle);
CheckResultCode(code);
GC.KeepAlive(iterator);
GC.KeepAlive(dictionary);
}
/// <summary>
/// This function will clean up all the objects initialised before Mama.start is called.
/// </summary>
private void uninitializeMama()
{
if (m_source != null)
{
m_source.destroy();
m_source = null;
}
if (m_dictionary != null)
{
m_dictionary.Dispose();
m_dictionary = null;
}
if (m_queueGroup != null)
{
m_queueGroup.destroyWait();
m_queueGroup = null;
}
if (m_transport != null)
{
m_transport.destroy();
m_transport = null;
}
Mama.close();
}
/// <summary>
/// Creates and iterator
/// </summary>
/// <param name="dictionary">Dictionary to use when iterating through the
/// fields. Pass <code>null</code> is no dictionary is available</param>
public MamaMsgIterator(MamaDictionary dictionary)
{
IntPtr dictHandle = dictionary != null ? dictionary.NativeHandle : IntPtr.Zero;
int code = NativeMethods.mamaMsgIterator_create(ref nativeHandle, dictHandle);
CheckResultCode(code);
}
public CallbackForwarder(
MamaDictionary sender,
MamaDictionaryCallback callback)
{
this.mSender = sender;
this.mCallback = callback;
}
/// <summary>
/// Dictionary callbacks
/// </summary>
/////////////////////////////////////////////////////////////////////////////////////////////////
public void onTimeout(MamaDictionary dictionary)
{
Console.WriteLine("Dictionary timeout.");
Mama.stop(mamaBridge);
}
private static MamaDictionary buildDataDictionary(
MamaTransport transport,
MamaQueue defaultQueue,
MamaSource dictionarySource)
{
bool[] gotDict = new bool[] { false };
MamaDictionaryCallback dictionaryCallback = new DictionaryCallback(gotDict);
lock (dictionaryCallback)
{
MamaSubscription subscription = new MamaSubscription ();
MamaDictionary dictionary = new MamaDictionary();
dictionary.create(
defaultQueue,
dictionaryCallback,
dictionarySource,
3,
10);
Mama.start(myBridge);
if (!gotDict[0])
{
if (!Monitor.TryEnter(dictionaryCallback, 30000))
{
Console.Error.WriteLine("Timed out waiting for dictionary.");
Environment.Exit(0);
}
Monitor.Exit(dictionaryCallback);
}
return dictionary;
}
}
public void onComplete(MamaDictionary dictionary)
{
Console.WriteLine("Dictionary complete.");
dictionaryComplete = true;
Mama.stop(mamaBridge);
}
public void onComplete(MamaDictionary dictionary)
{
lock (this)
{
gotDict_[0] = true;
Mama.stop(myBridge);
Monitor.PulseAll(this);
}
}
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
string wHighIndicationPrice = lookupFieldName(properties, "wHighIndicationPrice");
string wLowIndicationPrice = lookupFieldName(properties, "wLowIndicationPrice");
string wIndicationPrice = lookupFieldName(properties, "wIndicationPrice");
string wBuyVolume = lookupFieldName(properties, "wBuyVolume");
string wSellVolume = lookupFieldName(properties, "wSellVolume");
string wMatchVolume = lookupFieldName(properties, "wMatchVolume");
string wSecStatusQual = lookupFieldName(properties, "wSecStatusQual");
string wInsideMatchPrice = lookupFieldName(properties, "wInsideMatchPrice");
string wFarClearingPrice = lookupFieldName(properties, "wFarClearingPrice");
string wNearClearingPrice = lookupFieldName(properties, "wNearClearingPrice");
string wNoClearingPrice = lookupFieldName(properties, "wNoClearingPrice");
string wPriceVarInd = lookupFieldName(properties, "wPriceVarInd");
string wCrossType = lookupFieldName(properties, "wCrossType");
string wSrcTime = lookupFieldName(properties, "wSrcTime");
string wMsgType = lookupFieldName(properties, "wMsgType");
string wIssueSymbol = lookupFieldName(properties, "wIssueSymbol");
string wSymbol = lookupFieldName(properties, "wSymbol");
string wPartId = lookupFieldName(properties, "wPartId");
string wSeqNum = lookupFieldName(properties, "wSeqNum");
string wSecurityStatusOrig = lookupFieldName(properties, "wSecurityStatusOrig");
string wSecurityStatusTime = lookupFieldName(properties, "wSecurityStatusTime");
string wAuctionTime = lookupFieldName(properties, "wAuctionTime");
string wActivityTime = lookupFieldName(properties, "wActivityTime");
string wLineTime = lookupFieldName(properties, "wLineTime");
string wSendTime = lookupFieldName(properties, "wSendTime");
HIGH_INDICATION_PRICE = dictionary.getFieldByName(wHighIndicationPrice);
LOW_INDICATION_PRICE = dictionary.getFieldByName(wLowIndicationPrice);
INDICATION_PRICE = dictionary.getFieldByName(wIndicationPrice);
BUY_VOLUME = dictionary.getFieldByName(wBuyVolume);
SELL_VOLUME = dictionary.getFieldByName(wSellVolume);
MATCH_VOLUME = dictionary.getFieldByName(wMatchVolume);
SECURITY_STATUS_QUAL = dictionary.getFieldByName(wSecStatusQual);
INSIDE_MATCH_PRICE = dictionary.getFieldByName(wInsideMatchPrice);
FAR_CLEARING_PRICE = dictionary.getFieldByName(wFarClearingPrice);
NEAR_CLEARING_PRICE = dictionary.getFieldByName(wNearClearingPrice);
NO_CLEARING_PRICE = dictionary.getFieldByName(wNoClearingPrice);
PRICE_VAR_IND = dictionary.getFieldByName(wPriceVarInd);
CROSS_TYPE = dictionary.getFieldByName(wCrossType);
SRC_TIME = dictionary.getFieldByName(wSrcTime);
MSG_TYPE = dictionary.getFieldByName(wMsgType);
ISSUE_SYMBOL = dictionary.getFieldByName(wIssueSymbol);
PART_ID = dictionary.getFieldByName(wPartId);
SEQ_NUM = dictionary.getFieldByName(wSeqNum);
SECURITY_STATUS_ORIG = dictionary.getFieldByName(wSecurityStatusOrig);
SECURITY_STATUS_TIME = dictionary.getFieldByName(wSecurityStatusTime);
AUCTION_TIME = dictionary.getFieldByName(wAuctionTime);
ACTIVITY_TIME = dictionary.getFieldByName(wActivityTime);
SEND_TIME = dictionary.getFieldByName(wSendTime);
LINE_TIME = dictionary.getFieldByName(wLineTime);
SYMBOL = dictionary.getFieldByName(wSymbol);
MAX_FID = dictionary.getMaxFid();
mInitialised = true;
}
/// <summary>
/// Set the dictionary for common trade fields.
/// Maintains a cache of MamaFieldDescriptors for common trade related
/// fields. The <code>properties</code> parameter allows users of the API
/// to map the common dictionary names to something else if they are being
/// published under different names.
/// </summary>
/// <param name="dictionary">A reference to a valid MamaDictionary</param>
/// <param name="properties">A NameValueCollection object containing field
/// mappings. (See MamdaFields for further details)</param>
public static void setDictionary(
MamaDictionary dictionary,
NameValueCollection properties)
{
if (mInitialised)
{
return;
}
string wSymbol = lookupFieldName(properties, "wSymbol");
string wIssueSymbol = lookupFieldName(properties, "wIssueSymbol");
string wPartId = lookupFieldName(properties, "wPartId");
string wSrcTime = lookupFieldName(properties, "wSrcTime");
string wActivityTime = lookupFieldName(properties, "wActivityTime");
string wLineTime = lookupFieldName(properties, "wLineTime");
string MamaSendTime = lookupFieldName(properties, MamaReservedFields.SendTime.getName());
string wPubId = lookupFieldName(properties, "wPubId");
string wTradePrice = lookupFieldName(properties, "wTradePrice");
string wTradeDate = lookupFieldName(properties, "wTradeDate");
string wTradeTime = lookupFieldName(properties, "wTradeTime");
string wTradeTick = lookupFieldName(properties, "wTradeTick");
string wLastPrice = lookupFieldName(properties, "wLastPrice");
string wLastVolume = lookupFieldName(properties, "wLastVolume");
string wLastPartId = lookupFieldName(properties, "wLastPartId");
string wLastTime = lookupFieldName(properties, "wLastTime");
string wNetChange = lookupFieldName(properties, "wNetChange");
string wPctChange = lookupFieldName(properties, "wPctChange");
string wTradeVolume = lookupFieldName(properties, "wTradeVolume");
string wTotalVolume = lookupFieldName(properties, "wTotalVolume");
string wOffExTotalVolume = lookupFieldName(properties, "wOffExchangeTotalVolume");
string wOnExTotalVolume = lookupFieldName(properties, "wOnExchangeTotalVolume");
string wTradeUnits = lookupFieldName(properties, "wTradeUnits");
string wHighPrice = lookupFieldName(properties, "wHighPrice");
string wLowPrice = lookupFieldName(properties, "wLowPrice");
string wOpenPrice = lookupFieldName(properties, "wOpenPrice");
string wClosePrice = lookupFieldName(properties, "wClosePrice");
string wCloseDate = lookupFieldName(properties, "wCloseDate");
string wPrevClosePrice = lookupFieldName(properties, "wPrevClosePrice");
string wPrevCloseDate = lookupFieldName(properties, "wPrevCloseDate");
string wAdjPrevClose = lookupFieldName(properties, "wAdjPrevClose");
string wPrevVolume = lookupFieldName(properties, "wPrevVolume");
string wTradeSeqNum = lookupFieldName(properties, "wTradeSeqNum");
string wTradeQualifier = lookupFieldName(properties, "wTradeQualifier");
string wTradePartId = lookupFieldName(properties, "wTradePartId");
string wAggressorSide = lookupFieldName(properties, "wAggressorSide");
string wTradeSide = lookupFieldName(properties, "wTradeSide");
string wTotalValue = lookupFieldName(properties, "wTotalValue");
string wOffExTotalValue = lookupFieldName(properties, "wOffExchangeTotalValue");
string wOnExTotalValue = lookupFieldName(properties, "wOnExchangeTotalValue");
string wVwap = lookupFieldName(properties, "wVwap");
string wOffExVwap = lookupFieldName(properties, "wOffExchangeVwap");
string wOnExVwap = lookupFieldName(properties, "wOnExchangeVwap");
string wStdDev = lookupFieldName(properties, "wStdDev");
string wStdDevSum = lookupFieldName(properties, "wStdDevSum");
string wStdDevSumSquares = lookupFieldName(properties, "wStdDevSumSquares");
string wOrderId = lookupFieldName(properties, "wOrderId");
string wSettlePrice = lookupFieldName(properties, "wSettlePrice");
string wSettleDate = lookupFieldName(properties, "wSettleDate");
string wSaleCondition = lookupFieldName(properties, "wSaleCondition");
string wSellersSaleDays = lookupFieldName(properties, "wSellersSaleDays");
string wStopStockInd = lookupFieldName(properties, "wStopStockIndicator");
string wTradeExecVenue = lookupFieldName(properties, "wTradeExecVenueEnum");
string wOffExTradePrice = lookupFieldName(properties, "wOffExchangeTradePrice");
string wOnExTradePrice = lookupFieldName(properties, "wOnExchangeTradePrice");
string wIsIrregular = lookupFieldName(properties, "wIsIrregular");
string wIrregPartId = lookupFieldName(properties, "wIrregPartId");
string wIrregPrice = lookupFieldName(properties, "wIrregPrice");
string wIrregSize = lookupFieldName(properties, "wIrregSize");
string wIrregTime = lookupFieldName(properties, "wIrregTime");
string wOrigPartId = lookupFieldName(properties, "wOrigPartId");
string wOrigPrice = lookupFieldName(properties, "wOrigPrice");
string wOrigSize = lookupFieldName(properties, "wOrigSize");
string wOrigSeqNum = lookupFieldName(properties, "wOrigSeqNum");
string wOrigQualifier = lookupFieldName(properties, "wOrigQualifier");
string wOrigCondition = lookupFieldName(properties, "wOrigCondition");
string wOrigSaleDays = lookupFieldName(properties, "wOrigSaleDays");
string wOrigStopStockInd = lookupFieldName(properties, "wOrigStopStockInd");
string wCorrPartId = lookupFieldName(properties, "wCorrPartId");
string wCorrPrice = lookupFieldName(properties, "wCorrPrice");
string wCorrSize = lookupFieldName(properties, "wCorrSize");
string wCorrQualifier = lookupFieldName(properties, "wCorrQualifier");
string wCorrCondition = lookupFieldName(properties, "wCorrCondition");
string wCorrSaleDays = lookupFieldName(properties, "wCorrSaleDays");
string wCorrStopStockInd = lookupFieldName(properties, "wCorrStopStockInd");
string wCorrTime = lookupFieldName(properties, "wCorrTime");
string wCancelTime = lookupFieldName(properties, "wCancelTime");
string wTradeId = lookupFieldName(properties, "wTradeId");
string wOrigTradeId = lookupFieldName(properties, "wOrigTradeId");
string wCorrTradeId = lookupFieldName(properties, "wCorrTradeId");
string wPrimExch = lookupFieldName(properties, "wPrimExch");
string wTradeCount = lookupFieldName(properties, "wTradeCount");
string wBlockCount = lookupFieldName(properties, "wBlockCount");
string wBlockVolume = lookupFieldName(properties, "wBlockVolume");
string wUpdateAsTrade = lookupFieldName(properties, "wUpdateAsTrade");
string wLastTradeSeqNum = lookupFieldName(properties, "wLastTradeSeqNum");
string wHighSeqNum = lookupFieldName(properties, "wHighSeqNum");
string wLowSeqNum = lookupFieldName(properties, "wLowSeqNum");
string wTotalVolumeSeqNum= lookupFieldName(properties, "wTotalVolumeSeqNum");
string wCurrencyCode = lookupFieldName(properties, "wCurrencyCode");
string wConflateCount = lookupFieldName (properties, "wConflateTradeCount");
string wShortSaleCircuitBreaker = lookupFieldName (properties, "wShortSaleCircuitBreaker");
string wOrigShortSaleCircuitBreaker = lookupFieldName (properties, "wOrigShortSaleCircuitBreaker");
string wCorrShortSaleCircuitBreaker = lookupFieldName (properties, "wCorrShortSaleCircuitBreaker");
SYMBOL = dictionary.getFieldByName(wSymbol);
ISSUE_SYMBOL = dictionary.getFieldByName(wIssueSymbol);
PART_ID = dictionary.getFieldByName(wPartId);
SRC_TIME = dictionary.getFieldByName(wSrcTime);
ACTIVITY_TIME = dictionary.getFieldByName(wActivityTime);
LINE_TIME = dictionary.getFieldByName(wLineTime);
SEND_TIME = dictionary.getFieldByName(MamaSendTime);
PUB_ID = dictionary.getFieldByName(wPubId);
TRADE_PRICE = dictionary.getFieldByName(wTradePrice);
TRADE_DATE = dictionary.getFieldByName(wTradeDate);
TRADE_TIME = dictionary.getFieldByName(wTradeTime);
TRADE_DIRECTION = dictionary.getFieldByName(wTradeTick);
LAST_PRICE = dictionary.getFieldByName(wLastPrice);
LAST_VOLUME = dictionary.getFieldByName(wLastVolume);
LAST_PART_ID = dictionary.getFieldByName(wLastPartId);
LAST_TIME = dictionary.getFieldByName(wLastTime);
NET_CHANGE = dictionary.getFieldByName(wNetChange);
PCT_CHANGE = dictionary.getFieldByName(wPctChange);
TRADE_SIZE = dictionary.getFieldByName(wTradeVolume);
TOTAL_VOLUME = dictionary.getFieldByName(wTotalVolume);
OFF_EXCHANGE_TOTAL_VOLUME = dictionary.getFieldByName(wOffExTotalVolume);
ON_EXCHANGE_TOTAL_VOLUME = dictionary.getFieldByName(wOnExTotalVolume);
TRADE_UNITS = dictionary.getFieldByName(wTradeUnits);
HIGH_PRICE = dictionary.getFieldByName(wHighPrice);
LOW_PRICE = dictionary.getFieldByName(wLowPrice);
OPEN_PRICE = dictionary.getFieldByName(wOpenPrice);
CLOSE_PRICE = dictionary.getFieldByName(wClosePrice);
CLOSE_DATE = dictionary.getFieldByName(wCloseDate);
PREV_CLOSE_PRICE = dictionary.getFieldByName(wPrevClosePrice);
PREV_CLOSE_DATE = dictionary.getFieldByName(wPrevCloseDate);
ADJ_PREV_CLOSE = dictionary.getFieldByName(wAdjPrevClose);
PREV_VOLUME = dictionary.getFieldByName(wPrevVolume);
TRADE_SEQNUM = dictionary.getFieldByName(wTradeSeqNum);
TRADE_QUALIFIER = dictionary.getFieldByName(wTradeQualifier);
TRADE_PART_ID = dictionary.getFieldByName(wTradePartId);
AGGRESSOR_SIDE = dictionary.getFieldByName(wAggressorSide);
TRADE_SIDE = dictionary.getFieldByName(wTradeSide);
TOTAL_VALUE = dictionary.getFieldByName(wTotalValue);
OFF_EXCHANGE_TOTAL_VALUE = dictionary.getFieldByName(wTotalValue);
ON_EXCHANGE_TOTAL_VALUE = dictionary.getFieldByName(wTotalValue);
VWAP = dictionary.getFieldByName(wVwap);
OFF_EXCHANGE_VWAP = dictionary.getFieldByName(wVwap);
ON_EXCHANGE_VWAP = dictionary.getFieldByName(wVwap);
STD_DEV = dictionary.getFieldByName(wStdDev);
STD_DEV_SUM = dictionary.getFieldByName(wStdDevSum);
STD_DEV_SUM_SQUARES = dictionary.getFieldByName(wStdDevSumSquares);
ORDER_ID = dictionary.getFieldByName(wOrderId);
SETTLE_PRICE = dictionary.getFieldByName(wSettlePrice);
SETTLE_DATE = dictionary.getFieldByName(wSettleDate);
SALE_CONDITION = dictionary.getFieldByName(wSaleCondition);
SELLERS_SALE_DAYS = dictionary.getFieldByName(wSellersSaleDays);
STOP_STOCK_IND = dictionary.getFieldByName(wStopStockInd);
TRADE_EXEC_VENUE = dictionary.getFieldByName(wTradeExecVenue);
OFF_EXCHANGE_TRADE_PRICE = dictionary.getFieldByName(wOffExTradePrice);
ON_EXCHANGE_TRADE_PRICE = dictionary.getFieldByName(wOnExTradePrice);
IS_IRREGULAR = dictionary.getFieldByName(wIsIrregular);
IRREG_PART_ID = dictionary.getFieldByName(wIrregPartId);
IRREG_PRICE = dictionary.getFieldByName(wIrregPrice);
IRREG_SIZE = dictionary.getFieldByName(wIrregSize);
IRREG_TIME = dictionary.getFieldByName(wIrregTime);
ORIG_PART_ID = dictionary.getFieldByName(wOrigPartId);
ORIG_PRICE = dictionary.getFieldByName(wOrigPrice);
ORIG_SIZE = dictionary.getFieldByName(wOrigSize);
ORIG_SEQNUM = dictionary.getFieldByName(wOrigSeqNum);
ORIG_TRADE_QUALIFIER = dictionary.getFieldByName(wOrigQualifier);
ORIG_SALE_CONDITION = dictionary.getFieldByName(wOrigCondition);
ORIG_SELLERS_SALE_DAYS = dictionary.getFieldByName(wOrigSaleDays);
ORIG_STOP_STOCK_IND = dictionary.getFieldByName(wOrigStopStockInd);
CORR_PART_ID = dictionary.getFieldByName(wCorrPartId);
CORR_PRICE = dictionary.getFieldByName(wCorrPrice);
CORR_SIZE = dictionary.getFieldByName(wCorrSize);
CORR_TRADE_QUALIFIER = dictionary.getFieldByName(wCorrQualifier);
CORR_SALE_CONDITION = dictionary.getFieldByName(wCorrCondition);
CORR_SELLERS_SALE_DAYS = dictionary.getFieldByName(wCorrSaleDays);
CORR_STOP_STOCK_IND = dictionary.getFieldByName(wCorrStopStockInd);
CORR_TIME = dictionary.getFieldByName(wCorrTime);
CANCEL_TIME = dictionary.getFieldByName(wCancelTime);
TRADE_ID = dictionary.getFieldByName(wTradeId);
ORIG_TRADE_ID = dictionary.getFieldByName(wOrigTradeId);
CORR_TRADE_ID = dictionary.getFieldByName(wCorrTradeId);
PRIMARY_EXCH = dictionary.getFieldByName(wPrimExch);
TRADE_COUNT = dictionary.getFieldByName(wTradeCount);
BLOCK_COUNT = dictionary.getFieldByName(wBlockCount);
BLOCK_VOLUME = dictionary.getFieldByName(wBlockVolume);
UPDATE_AS_TRADE = dictionary.getFieldByName(wUpdateAsTrade);
LAST_SEQNUM = dictionary.getFieldByName(wLastTradeSeqNum);
HIGH_SEQNUM = dictionary.getFieldByName(wHighSeqNum);
LOW_SEQNUM = dictionary.getFieldByName(wLowSeqNum);
TOTAL_VOLUME_SEQNUM = dictionary.getFieldByName(wTotalVolumeSeqNum);
CURRENCY_CODE = dictionary.getFieldByName(wCurrencyCode);
CONFLATE_COUNT = dictionary.getFieldByName(wConflateCount);
SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName (wShortSaleCircuitBreaker);
ORIG_SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName (wOrigShortSaleCircuitBreaker);
CORR_SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName (wCorrShortSaleCircuitBreaker);
MAX_FID = dictionary.getMaxFid();
mInitialised = true;
}
