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;
 }
Esempio n. 2
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 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;
        }
Esempio n. 5
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        public static void reset()
        {
            if (MamdaCommonFields.isSet())
            {
                MamdaCommonFields.reset();
            }
            initialised = false;
            MAX_FID     = 0;

            UNCROSS_PRICE     = null;
            UNCROSS_VOLUME    = null;
            UNCROSS_PRICE_IND = null;
        }
Esempio n. 6
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 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;
 }
Esempio n. 7
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 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;
 }
Esempio n. 8
0
        /// <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;
        }
Esempio n. 9
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 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;
 }