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


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