Enumerator |
---|
MAMA_MD_MSG_TYPE_GENERAL | General update (indices, funds)
|
MAMA_MD_MSG_TYPE_CANCEL | Trade cancellation.
|
MAMA_MD_MSG_TYPE_ERROR | Trade error.
|
MAMA_MD_MSG_TYPE_CORRECTION | Trade correction.
|
MAMA_MD_MSG_TYPE_CLOSING | Closing summary.
|
MAMA_MD_MSG_TYPE_SYMBOL_DELETE | Symbol deleted.
|
MAMA_MD_MSG_TYPE_SYMBOL_ACTION | Action related to this symbol, such as a name change or symbol deletion due to option/future expiration, etc.
|
MAMA_MD_MSG_TYPE_PREOPENING | Pre-opening summary (e.g.
morning "roll")
|
MAMA_MD_MSG_TYPE_QUOTE | Quote update.
|
MAMA_MD_MSG_TYPE_TRADE | Trade update.
|
MAMA_MD_MSG_TYPE_BOOK_UPDATE | Orderbook update.
|
MAMA_MD_MSG_TYPE_BOOK_INITIAL | Order book initial value.
This message is sent rather than MAMA_MD_MSG_TYPE_INITIAL for order books.
|
MAMA_MD_MSG_TYPE_BOOK_CLEAR | Orderbook clear.
|
MAMA_MD_MSG_TYPE_IMBALANCE | Order imbalance or noimbalance update.
|
MAMA_MD_MSG_TYPE_SECURITY_STATUS | Security status update.
|
MAMA_MD_MSG_TYPE_NEWS_HEADLINE | News headline.
|
MAMA_MD_MSG_TYPE_NEWS_STORY | News Story.
|
MAMA_MD_MSG_TYPE_NEWS_QUERY | News query.
|
MAMA_MD_MSG_TYPE_MISC | Miscellaneous.
|
News Story.
Definition: marketdata.h:106
Order book initial value.
Definition: marketdata.h:91
News headline.
Definition: marketdata.h:103
News query.
Definition: marketdata.h:109
Security status update.
Definition: marketdata.h:100
Trade cancellation.
Definition: marketdata.h:58
Orderbook clear.
Definition: marketdata.h:94
Closing summary.
Definition: marketdata.h:67
mamaMdMsgType
Definition: marketdata.h:52
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
Pre-opening summary (e.g.
Definition: marketdata.h:77
General update (indices, funds)
Definition: marketdata.h:55
Quote update.
Definition: marketdata.h:80
Symbol deleted.
Definition: marketdata.h:70
Miscellaneous.
Definition: marketdata.h:112