public static void reset() { if (MamdaCommonFields.isSet()) { MamdaCommonFields.reset(); } SRC_TIME = null; ACTIVITY_TIME = null; CORP_ACT_TYPE = null; DIVIDEND_PRICE = null; DIVIDEND_FREQ = null; DIVIDEND_EX_DATE = null; DIVIDEND_PAY_DATE = null; DIVIDEND_REC_DATE = null; DIVIDEND_CURRENCY = null; SHARES_OUT = null; SHARES_FLOAT = null; SHARES_AUTH = null; EARN_PER_SHARE = null; VOLATILITY = null; PRICE_EARN_RATIO = null; YIELD = null; MRKT_SEGM_NATIVE = null; MRKT_SECT_NATIVE = null; MRKT_SEGMENT = null; MRKT_SECTOR = null; RISK_FREE_RATE = null; HIST_VOLATILITY = null; mInitialised = false; }
public static void reset() { if (MamdaCommonFields.isSet()) { MamdaCommonFields.reset(); } mInitialised = false; mNumLevelFields = 0; mNumEntryFields = 0; SRC_TIME = null; ACTIVITY_TIME = null; LINE_TIME = null; PART_ID = null; SEQNUM = null; BOOK_TIME = null; NUM_LEVELS = null; PRICE_LEVELS = null; PL_ACTION = null; PL_PRICE = null; PL_SIDE = null; PL_SIZE = null; PL_SIZE_CHANGE = null; PL_TIME = null; PL_NUM_ENTRIES = null; PL_NUM_ATTACH = null; PL_ENTRIES = null; ENTRY_ID = null; ENTRY_ACTION = null; ENTRY_REASON = null; ENTRY_SIZE = null; ENTRY_TIME = null; ENTRY_STATUS = null; PRICE_LEVEL = null; PL_ENTRY = null; }
public static void reset() { if (MamdaCommonFields.isSet()) { MamdaCommonFields.reset(); } mInitialised = false; MAX_FID = 0; HIGH_INDICATION_PRICE = null; LOW_INDICATION_PRICE = null; INDICATION_PRICE = null; BUY_VOLUME = null; SELL_VOLUME = null; MATCH_VOLUME = null; SECURITY_STATUS_QUAL = null; INSIDE_MATCH_PRICE = null; FAR_CLEARING_PRICE = null; NEAR_CLEARING_PRICE = null; NO_CLEARING_PRICE = null; PRICE_VAR_IND = null; CROSS_TYPE = null; SRC_TIME = null; ACTIVITY_TIME = null; MSG_TYPE = null; ISSUE_SYMBOL = null; SYMBOL = null; PART_ID = null; SEQ_NUM = null; SECURITY_STATUS_ORIG = null; SECURITY_STATUS_TIME = null; AUCTION_TIME = null; LINE_TIME = null; SEND_TIME = null; }
public static void reset() { if (MamdaCommonFields.isSet()) { MamdaCommonFields.reset(); } mInitialised = false; MAX_FID = 0; SYMBOL = null; ISSUE_SYMBOL = null; PART_ID = null; SRC_TIME = null; ACTIVITY_TIME = null; LINE_TIME = null; SEND_TIME = null; PUB_ID = null; BID_PRICE = null; BID_SIZE = null; BID_PART_ID = null; BID_DEPTH = null; BID_CLOSE_PRICE = null; BID_CLOSE_DATE = null; BID_PREV_CLOSE_PRICE = null; BID_PREV_CLOSE_DATE = null; BID_HIGH = null; BID_LOW = null; ASK_PRICE = null; ASK_SIZE = null; ASK_PART_ID = null; ASK_DEPTH = null; ASK_CLOSE_PRICE = null; ASK_CLOSE_DATE = null; ASK_PREV_CLOSE_PRICE = null; ASK_PREV_CLOSE_DATE = null; ASK_HIGH = null; ASK_LOW = null; QUOTE_SEQ_NUM = null; QUOTE_TIME = null; QUOTE_DATE = null; QUOTE_QUAL = null; QUOTE_QUAL_NATIVE = null; QUOTE_COUNT = null; CONFLATE_COUNT = null; SHORT_SALE_BID_TICK = null; BID_TICK = null; ASK_TIME = null; BID_TIME = null; ASK_INDICATOR = null; BID_INDICATOR = null; ASK_UPDATE_COUNT = null; BID_UPDATE_COUNT = null; ASK_YIELD = null; BID_YIELD = null; SHORT_SALE_CIRCUIT_BREAKER = null; }
public static void reset() { if (MamdaCommonFields.isSet()) { MamdaCommonFields.reset(); } initialised = false; MAX_FID = 0; UNCROSS_PRICE = null; UNCROSS_VOLUME = null; UNCROSS_PRICE_IND = null; }
public static void reset() { if (MamdaCommonFields.isSet()) { MamdaCommonFields.reset(); } mInitialised = false; CONTRACT_SYMBOL = null; UNDERLYING_SYMBOL = null; EXPIRATION_DATE = null; STRIKE_PRICE = null; PUT_CALL = null; EXERCISE_STYLE = null; OPEN_INTEREST = null; }
public static void reset() { if (MamdaCommonFields.isSet()) { MamdaCommonFields.reset(); } mInitialised = false; MAX_FID = 0; SRC_TIME = null; ACTIVITY_TIME = null; SECURITY_STATUS = null; SECURITY_STATUS_QUAL = null; SECURITY_STATUS_TIME = null; SECURITY_STATUS_ORIG = null; SHORT_SALE_CIRCUIT_BREAKER = null; SEQNUM = null; REASON = null; LULDINDICATOR = null; LULDTIME = null; }
/// <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 reset() { if (MamdaCommonFields.isSet()) { MamdaCommonFields.reset(); } mInitialised = false; MAX_FID = 0; SYMBOL = null; ISSUE_SYMBOL = null; PART_ID = null; SRC_TIME = null; ACTIVITY_TIME = null; LINE_TIME = null; SEND_TIME = null; PUB_ID = null; TRADE_PRICE = null; TRADE_DATE = null; TRADE_TIME = null; TRADE_DIRECTION = null; LAST_PRICE = null; LAST_VOLUME = null; LAST_PART_ID = null; LAST_TIME = null; NET_CHANGE = null; PCT_CHANGE = null; TRADE_SIZE = null; TOTAL_VOLUME = null; OFF_EXCHANGE_TOTAL_VOLUME = null; ON_EXCHANGE_TOTAL_VOLUME = null; TRADE_UNITS = null; HIGH_PRICE = null; LOW_PRICE = null; OPEN_PRICE = null; CLOSE_PRICE = null; CLOSE_DATE = null; PREV_CLOSE_PRICE = null; PREV_CLOSE_DATE = null; ADJ_PREV_CLOSE = null; PREV_VOLUME = null; TRADE_SEQNUM = null; TRADE_QUALIFIER = null; TRADE_PART_ID = null; AGGRESSOR_SIDE = null; TRADE_SIDE = null; TOTAL_VALUE = null; OFF_EXCHANGE_TOTAL_VALUE = null; ON_EXCHANGE_TOTAL_VALUE = null; VWAP = null; OFF_EXCHANGE_VWAP = null; ON_EXCHANGE_VWAP = null; STD_DEV = null; STD_DEV_SUM = null; STD_DEV_SUM_SQUARES = null; ORDER_ID = null; SETTLE_PRICE = null; SETTLE_DATE = null; SALE_CONDITION = null; SELLERS_SALE_DAYS = null; STOP_STOCK_IND = null; TRADE_EXEC_VENUE = null; OFF_EXCHANGE_TRADE_PRICE = null; ON_EXCHANGE_TRADE_PRICE = null; IS_IRREGULAR = null; IRREG_PART_ID = null; IRREG_PRICE = null; IRREG_SIZE = null; IRREG_TIME = null; ORIG_PART_ID = null; ORIG_PRICE = null; ORIG_SIZE = null; ORIG_SEQNUM = null; ORIG_TRADE_QUALIFIER = null; ORIG_SALE_CONDITION = null; ORIG_SELLERS_SALE_DAYS = null; ORIG_STOP_STOCK_IND = null; CORR_PART_ID = null; CORR_PRICE = null; CORR_SIZE = null; CORR_TRADE_QUALIFIER = null; CORR_SALE_CONDITION = null; CORR_SELLERS_SALE_DAYS = null; CORR_STOP_STOCK_IND = null; CORR_TIME = null; CANCEL_TIME = null; TRADE_ID = null; ORIG_TRADE_ID = null; CORR_TRADE_ID = null; PRIMARY_EXCH = null; TRADE_COUNT = null; BLOCK_COUNT = null; BLOCK_VOLUME = null; UPDATE_AS_TRADE = null; LAST_SEQNUM = null; HIGH_SEQNUM = null; LOW_SEQNUM = null; TOTAL_VOLUME_SEQNUM = null; CURRENCY_CODE = null; CONFLATE_COUNT = null; SHORT_SALE_CIRCUIT_BREAKER = null; ORIG_SHORT_SALE_CIRCUIT_BREAKER = null; CORR_SHORT_SALE_CIRCUIT_BREAKER = null; }