Wombat::MamdaBasicEvent

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#include <MamdaBasicEvent.h>

Inherited by Wombat::MamdaAuctionUpdate, Wombat::MamdaConcreteBasicEvent, Wombat::MamdaCurrencyUpdate, Wombat::MamdaOrderImbalanceUpdate, Wombat::MamdaQuoteClosing, Wombat::MamdaQuoteGap, Wombat::MamdaQuoteOutOfSequence, Wombat::MamdaQuotePossiblyDuplicate, Wombat::MamdaQuoteUpdate, Wombat::MamdaSecStatus, Wombat::MamdaTradeCancelOrError, Wombat::MamdaTradeClosing, Wombat::MamdaTradeCorrection, Wombat::MamdaTradeGap, Wombat::MamdaTradeOutOfSequence, Wombat::MamdaTradePossiblyDuplicate, Wombat::MamdaTradeReport

Public Functions

Detailed Description

class Wombat::MamdaBasicEvent;

MamdaBasicEvent is a superclass interface that provides access to common event related fields. Events types include trades, quotes, order book updates, closing summaries, etc. See the individual subclasses for specific information about each event type.

Note: Different types of time stamps are available representing the time that the event (trade ,quote,etc) actually occurred, the time the data source/exchange reported it, and the time the NYSE Technologies feed handler applied an action to the given data item (record, order book, etc.). Many feeds to not provide a distinction between the event time and the source time (they may be the same) and the granularity of time stamps also varies between data sources.

Public Functions Documentation

function getSymbol

virtual const char * getSymbol() const =0

Return: Symbol. This is the “well-known” symbol for the security, including any symbology mapping performed by the publisher.

Reimplemented by: Wombat::MamdaAuctionListener::getSymbol, Wombat::MamdaConcreteBasicEvent::getSymbol, Wombat::MamdaCurrencyListener::getSymbol, Wombat::MamdaOrderImbalanceListener::getSymbol, Wombat::MamdaQuoteListener::getSymbol, Wombat::MamdaSecStatusListener::getSymbol, Wombat::MamdaTradeListener::getSymbol

Get the instruments string symbol.

function getSymbolFieldState

virtual MamdaFieldState getSymbolFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaAuctionListener::getSymbolFieldState, Wombat::MamdaConcreteBasicEvent::getSymbolFieldState, Wombat::MamdaCurrencyListener::getSymbolFieldState, Wombat::MamdaOrderImbalanceListener::getSymbolFieldState, Wombat::MamdaQuoteListener::getSymbolFieldState, Wombat::MamdaSecStatusListener::getSymbolFieldState, Wombat::MamdaTradeListener::getSymbolFieldState

Get the string symbol field state

function getPartId

virtual const char * getPartId() const =0

Return: Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).

Reimplemented by: Wombat::MamdaAuctionListener::getPartId, Wombat::MamdaConcreteBasicEvent::getPartId, Wombat::MamdaCurrencyListener::getPartId, Wombat::MamdaOrderImbalanceListener::getPartId, Wombat::MamdaQuoteListener::getPartId, Wombat::MamdaSecStatusListener::getPartId, Wombat::MamdaTradeListener::getPartId, Wombat::MamdaOrderImbalanceUpdate::getPartId

Get the participant identifier.

function getPartIdFieldState

virtual MamdaFieldState getPartIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaAuctionListener::getPartIdFieldState, Wombat::MamdaConcreteBasicEvent::getPartIdFieldState, Wombat::MamdaCurrencyListener::getPartIdFieldState, Wombat::MamdaOrderImbalanceListener::getPartIdFieldState, Wombat::MamdaQuoteListener::getPartIdFieldState, Wombat::MamdaSecStatusListener::getPartIdFieldState, Wombat::MamdaTradeListener::getPartIdFieldState, Wombat::MamdaOrderImbalanceUpdate::getPartIdFieldState

Get the participant identifier field state.

function getEventSeqNum

virtual mama_seqnum_t getEventSeqNum() const =0

Return: Source sequence number. The exchange generated sequence number.

Reimplemented by: Wombat::MamdaAuctionListener::getEventSeqNum, Wombat::MamdaConcreteBasicEvent::getEventSeqNum, Wombat::MamdaCurrencyListener::getEventSeqNum, Wombat::MamdaOrderImbalanceListener::getEventSeqNum, Wombat::MamdaQuoteListener::getEventSeqNum, Wombat::MamdaSecStatusListener::getEventSeqNum, Wombat::MamdaTradeListener::getEventSeqNum, Wombat::MamdaOrderImbalanceUpdate::getEventSeqNum

Get the event sequence number.

function getEventSeqNumFieldState

virtual MamdaFieldState getEventSeqNumFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaAuctionListener::getEventSeqNumFieldState, Wombat::MamdaConcreteBasicEvent::getEventSeqNumFieldState, Wombat::MamdaCurrencyListener::getEventSeqNumFieldState, Wombat::MamdaOrderImbalanceListener::getEventSeqNumFieldState, Wombat::MamdaQuoteListener::getEventSeqNumFieldState, Wombat::MamdaSecStatusListener::getEventSeqNumFieldState, Wombat::MamdaTradeListener::getEventSeqNumFieldState, Wombat::MamdaOrderImbalanceUpdate::getEventSeqNumFieldState

Get the event sequence number field state.

function getEventTime

virtual const MamaDateTime & getEventTime() const =0

Return: Event time. Typically, when the event actually occurred. This is often the same as the “source time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Reimplemented by: Wombat::MamdaAuctionListener::getEventTime, Wombat::MamdaConcreteBasicEvent::getEventTime, Wombat::MamdaCurrencyListener::getEventTime, Wombat::MamdaOrderImbalanceListener::getEventTime, Wombat::MamdaQuoteListener::getEventTime, Wombat::MamdaSecStatusListener::getEventTime, Wombat::MamdaTradeListener::getEventTime, Wombat::MamdaOrderImbalanceUpdate::getEventTime

Get the event time.

function getEventTimeFieldState

virtual MamdaFieldState getEventTimeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaAuctionListener::getEventTimeFieldState, Wombat::MamdaConcreteBasicEvent::getEventTimeFieldState, Wombat::MamdaCurrencyListener::getEventTimeFieldState, Wombat::MamdaOrderImbalanceListener::getEventTimeFieldState, Wombat::MamdaQuoteListener::getEventTimeFieldState, Wombat::MamdaSecStatusListener::getEventTimeFieldState, Wombat::MamdaTradeListener::getEventTimeFieldState, Wombat::MamdaOrderImbalanceUpdate::getEventTimeFieldState

Get the event time field state.

function getSrcTime

virtual const MamaDateTime & getSrcTime() const =0

Return: Source time. Typically, the exchange generated feed time stamp. This is often the same as the “event time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Reimplemented by: Wombat::MamdaAuctionListener::getSrcTime, Wombat::MamdaConcreteBasicEvent::getSrcTime, Wombat::MamdaCurrencyListener::getSrcTime, Wombat::MamdaOrderImbalanceListener::getSrcTime, Wombat::MamdaQuoteListener::getSrcTime, Wombat::MamdaSecStatusListener::getSrcTime, Wombat::MamdaTradeListener::getSrcTime

Get the source time.

function getSrcTimeFieldState

virtual MamdaFieldState getSrcTimeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaAuctionListener::getSrcTimeFieldState, Wombat::MamdaConcreteBasicEvent::getSrcTimeFieldState, Wombat::MamdaCurrencyListener::getSrcTimeFieldState, Wombat::MamdaOrderImbalanceListener::getSrcTimeFieldState, Wombat::MamdaQuoteListener::getSrcTimeFieldState, Wombat::MamdaSecStatusListener::getSrcTimeFieldState, Wombat::MamdaTradeListener::getSrcTimeFieldState

Get the source time field state

function getActivityTime

virtual const MamaDateTime & getActivityTime() const =0

Return: Activity time. A feed handler generated time stamp representing when the data item was last updated.

Reimplemented by: Wombat::MamdaAuctionListener::getActivityTime, Wombat::MamdaConcreteBasicEvent::getActivityTime, Wombat::MamdaCurrencyListener::getActivityTime, Wombat::MamdaOrderImbalanceListener::getActivityTime, Wombat::MamdaQuoteListener::getActivityTime, Wombat::MamdaSecStatusListener::getActivityTime, Wombat::MamdaTradeListener::getActivityTime

Get the activity time.

function getActivityTimeFieldState

virtual MamdaFieldState getActivityTimeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaAuctionListener::getActivityTimeFieldState, Wombat::MamdaConcreteBasicEvent::getActivityTimeFieldState, Wombat::MamdaCurrencyListener::getActivityTimeFieldState, Wombat::MamdaOrderImbalanceListener::getActivityTimeFieldState, Wombat::MamdaQuoteListener::getActivityTimeFieldState, Wombat::MamdaSecStatusListener::getActivityTimeFieldState, Wombat::MamdaTradeListener::getActivityTimeFieldState

Get the activity time field state

function getLineTime

virtual const MamaDateTime & getLineTime() const =0

Return: Line time. A feed handler (or similar publisher) time stamp representing the time that such publisher received the update message pertaining to the event. If clocks are properly synchronized and the source time (see above) is accurate enough, then the difference between the source time and line time is the latency between the data source and the feed handler.

Reimplemented by: Wombat::MamdaAuctionListener::getLineTime, Wombat::MamdaConcreteBasicEvent::getLineTime, Wombat::MamdaCurrencyListener::getLineTime, Wombat::MamdaOrderImbalanceListener::getLineTime, Wombat::MamdaQuoteListener::getLineTime, Wombat::MamdaSecStatusListener::getLineTime, Wombat::MamdaTradeListener::getLineTime

Get the line time.

function getLineTimeFieldState

virtual MamdaFieldState getLineTimeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaAuctionListener::getLineTimeFieldState, Wombat::MamdaConcreteBasicEvent::getLineTimeFieldState, Wombat::MamdaCurrencyListener::getLineTimeFieldState, Wombat::MamdaOrderImbalanceListener::getLineTimeFieldState, Wombat::MamdaQuoteListener::getLineTimeFieldState, Wombat::MamdaSecStatusListener::getLineTimeFieldState, Wombat::MamdaTradeListener::getLineTimeFieldState

Get the line time of the update.

function getSendTime

virtual const MamaDateTime & getSendTime() const =0

Return: Send time. A feed handler (or similar publisher) time stamp representing the time that such publisher sent the current message. The difference between the line time and send time is the latency within the feed handler itself. Also, if clocks are properly synchronized then the difference between the send time and current time is the latency within the market data distribution framework (i.e. MAMA and the underlying middleware). See MAMA API: MamaDateTime::currentTime()).

Reimplemented by: Wombat::MamdaAuctionListener::getSendTime, Wombat::MamdaConcreteBasicEvent::getSendTime, Wombat::MamdaCurrencyListener::getSendTime, Wombat::MamdaOrderImbalanceListener::getSendTime, Wombat::MamdaQuoteListener::getSendTime, Wombat::MamdaSecStatusListener::getSendTime, Wombat::MamdaTradeListener::getSendTime

Get the send time.

function getSendTimeFieldState

virtual MamdaFieldState getSendTimeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaAuctionListener::getSendTimeFieldState, Wombat::MamdaConcreteBasicEvent::getSendTimeFieldState, Wombat::MamdaCurrencyListener::getSendTimeFieldState, Wombat::MamdaOrderImbalanceListener::getSendTimeFieldState, Wombat::MamdaQuoteListener::getSendTimeFieldState, Wombat::MamdaSecStatusListener::getSendTimeFieldState, Wombat::MamdaTradeListener::getSendTimeFieldState

Get the send time field state

function getMsgQual

virtual const MamaMsgQual & getMsgQual() const =0

Return: Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Reimplemented by: Wombat::MamdaAuctionListener::getMsgQual, Wombat::MamdaConcreteBasicEvent::getMsgQual, Wombat::MamdaCurrencyListener::getMsgQual, Wombat::MamdaOrderImbalanceListener::getMsgQual, Wombat::MamdaQuoteListener::getMsgQual, Wombat::MamdaSecStatusListener::getMsgQual, Wombat::MamdaTradeListener::getMsgQual

Get the message qualifier.

function getMsgQualFieldState

virtual MamdaFieldState getMsgQualFieldState() const =0

Return: Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Reimplemented by: Wombat::MamdaAuctionListener::getMsgQualFieldState, Wombat::MamdaConcreteBasicEvent::getMsgQualFieldState, Wombat::MamdaCurrencyListener::getMsgQualFieldState, Wombat::MamdaOrderImbalanceListener::getMsgQualFieldState, Wombat::MamdaQuoteListener::getMsgQualFieldState, Wombat::MamdaSecStatusListener::getMsgQualFieldState, Wombat::MamdaTradeListener::getMsgQualFieldState

Get the message qualifier field state.

function ~MamdaBasicEvent

inline virtual ~MamdaBasicEvent()

Destructor.

Updated on 2023-03-31 at 15:29:57 +0100