Wombat::MamdaFundamentalListener

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#include <MamdaFundamentalListener.h>

Inherits from Wombat::MamdaMsgListener, Wombat::MamdaFundamentals, Wombat::MamdaBasicRecap

Public Functions

Additional inherited members

Public Functions inherited from Wombat::MamdaMsgListener

Public Functions inherited from Wombat::MamdaFundamentals

Public Functions inherited from Wombat::MamdaBasicRecap

Detailed Description

class Wombat::MamdaFundamentalListener;

MamdaFundamentalListener is a class that specializes in handling fundamental equity pricing/analysis attributes, indicators and ratios. Developers provide their own implementation of the MamdaFundamentalHandler interface and will be delivered notifications for updates in the fundamental data. An obvious application for this MAMDA class is any kind of pricing analysis application.

Note: The MamdaFundamentalListener class caches equity pricing/analysis attributes, indicators and ratios. Among other reasons, caching of these fields makes it possible to provide complete fundamental callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.

MamdaFundamentalListener should initialize the MamdaFundamentalFields class prior to receiving the first message by calling MamdaFundamentalFields::setDictionary() with a valid dictionary object which contains Fundamental related fields.

Public Functions Documentation

function MamdaFundamentalListener

MamdaFundamentalListener()

function ~MamdaFundamentalListener

virtual ~MamdaFundamentalListener()

function addHandler

void addHandler(
    MamdaFundamentalHandler * handler
)

function getSymbol

virtual const char * getSymbol() const

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

Reimplements: Wombat::MamdaBasicRecap::getSymbol

Get the string symbol for the instrument.

function getPartId

virtual const char * getPartId() const

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).

Reimplements: Wombat::MamdaBasicRecap::getPartId

Get the participant identifier.

function getSrcTime

virtual const MamaDateTime & getSrcTime() const

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.

Reimplements: Wombat::MamdaBasicRecap::getSrcTime

Get the source time of the update.

function getActivityTime

virtual const MamaDateTime & getActivityTime() const

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

Reimplements: Wombat::MamdaBasicRecap::getActivityTime

Get the activity time of the update.

function getLineTime

virtual const MamaDateTime & getLineTime() const

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.

Reimplements: Wombat::MamdaBasicRecap::getLineTime

Get the line time of the update.

function getSendTime

virtual const MamaDateTime & getSendTime() const

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()).

Reimplements: Wombat::MamdaBasicRecap::getSendTime

Get the send time of the update.

function getSymbolFieldState

virtual MamdaFieldState getSymbolFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicRecap::getSymbolFieldState

Get the string symbol field state for the instrument.

function getPartIdFieldState

virtual MamdaFieldState getPartIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicRecap::getPartIdFieldState

Get the participant identifier field state.

function getSrcTimeFieldState

virtual MamdaFieldState getSrcTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicRecap::getSrcTimeFieldState

Get the source time field state

function getActivityTimeFieldState

virtual MamdaFieldState getActivityTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicRecap::getActivityTimeFieldState

Get the activity time field state

function getLineTimeFieldState

virtual MamdaFieldState getLineTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicRecap::getLineTimeFieldState

Get the line time field state

function getSendTimeFieldState

virtual MamdaFieldState getSendTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicRecap::getSendTimeFieldState

Get the send time field state

function getCorporateActionType

virtual const char * getCorporateActionType() const

Reimplements: Wombat::MamdaFundamentals::getCorporateActionType

function getDividendPrice

virtual double getDividendPrice() const

Reimplements: Wombat::MamdaFundamentals::getDividendPrice

function getDividendFrequency

virtual const char * getDividendFrequency() const

Reimplements: Wombat::MamdaFundamentals::getDividendFrequency

function getDividendExDate

virtual const char * getDividendExDate() const

Reimplements: Wombat::MamdaFundamentals::getDividendExDate

function getDividendPayDate

virtual const char * getDividendPayDate() const

Reimplements: Wombat::MamdaFundamentals::getDividendPayDate

function getDividendRecordDate

virtual const char * getDividendRecordDate() const

Reimplements: Wombat::MamdaFundamentals::getDividendRecordDate

function getDividendCurrency

virtual const char * getDividendCurrency() const

Reimplements: Wombat::MamdaFundamentals::getDividendCurrency

function getSharesOut

virtual long getSharesOut() const

getSharesOut return the number of shares.

Parameters:

• None.

Deprecated:

This function is deprecated, use getSharesOutEx instead.

Return: long

Reimplements: Wombat::MamdaFundamentals::getSharesOut

function getSharesFloat

virtual long getSharesFloat() const

getSharesFloat return the number of floating shares.

Parameters:

• None.

Deprecated:

This function is deprecated, use getSharesFloatEx instead.

Return: long

Reimplements: Wombat::MamdaFundamentals::getSharesFloat

function getSharesAuthorized

virtual long getSharesAuthorized() const

getSharesAuthorized return the number of authorized shares.

Parameters:

• None.

Deprecated:

This function is deprecated, use getSharesAuthorizedEx instead.

Return: long

Reimplements: Wombat::MamdaFundamentals::getSharesAuthorized

function getEarningsPerShare

virtual double getEarningsPerShare() const

Reimplements: Wombat::MamdaFundamentals::getEarningsPerShare

function getVolatility

virtual double getVolatility() const

Reimplements: Wombat::MamdaFundamentals::getVolatility

function getPriceEarningsRatio

virtual double getPriceEarningsRatio() const

Reimplements: Wombat::MamdaFundamentals::getPriceEarningsRatio

function getYield

virtual double getYield() const

Reimplements: Wombat::MamdaFundamentals::getYield

function getMarketSegmentNative

virtual const char * getMarketSegmentNative() const

Reimplements: Wombat::MamdaFundamentals::getMarketSegmentNative

function getMarketSectorNative

virtual const char * getMarketSectorNative() const

Reimplements: Wombat::MamdaFundamentals::getMarketSectorNative

function getMarketSegment

virtual const char * getMarketSegment() const

Reimplements: Wombat::MamdaFundamentals::getMarketSegment

function getMarketSector

virtual const char * getMarketSector() const

Reimplements: Wombat::MamdaFundamentals::getMarketSector

function getHistoricalVolatility

virtual double getHistoricalVolatility() const

Reimplements: Wombat::MamdaFundamentals::getHistoricalVolatility

function getRiskFreeRate

virtual double getRiskFreeRate() const

Reimplements: Wombat::MamdaFundamentals::getRiskFreeRate

function getSharesOutEx

virtual mama_u64_t getSharesOutEx() const

getSharesOutEx return the number of shares.

Parameters:

• None.

Return: mama_u64_t

Reimplements: Wombat::MamdaFundamentals::getSharesOutEx

function getSharesFloatEx

virtual mama_u64_t getSharesFloatEx() const

getSharesFloatEx return the number of floating shares.

Parameters:

• None.

Return: mama_u64_t

Reimplements: Wombat::MamdaFundamentals::getSharesFloatEx

function getSharesAuthorizedEx

virtual mama_u64_t getSharesAuthorizedEx() const

getSharesAuthorizedEx return the number of authorized shares.

Parameters:

• None.

Return: mama_u64_t

Reimplements: Wombat::MamdaFundamentals::getSharesAuthorizedEx

function getCorporateActionTypeFieldState

virtual MamdaFieldState getCorporateActionTypeFieldState() const

Reimplements: Wombat::MamdaFundamentals::getCorporateActionTypeFieldState

function getDividendPriceFieldState

virtual MamdaFieldState getDividendPriceFieldState() const

Reimplements: Wombat::MamdaFundamentals::getDividendPriceFieldState

function getDividendFrequencyFieldState

virtual MamdaFieldState getDividendFrequencyFieldState() const

Reimplements: Wombat::MamdaFundamentals::getDividendFrequencyFieldState

function getDividendExDateFieldState

virtual MamdaFieldState getDividendExDateFieldState() const

Reimplements: Wombat::MamdaFundamentals::getDividendExDateFieldState

function getDividendPayDateFieldState

virtual MamdaFieldState getDividendPayDateFieldState() const

Reimplements: Wombat::MamdaFundamentals::getDividendPayDateFieldState

function getDividendRecordDateFieldState

virtual MamdaFieldState getDividendRecordDateFieldState() const

Reimplements: Wombat::MamdaFundamentals::getDividendRecordDateFieldState

function getDividendCurrencyFieldState

virtual MamdaFieldState getDividendCurrencyFieldState() const

Reimplements: Wombat::MamdaFundamentals::getDividendCurrencyFieldState

function getSharesOutFieldState

virtual MamdaFieldState getSharesOutFieldState() const

Reimplements: Wombat::MamdaFundamentals::getSharesOutFieldState

function getSharesFloatFieldState

virtual MamdaFieldState getSharesFloatFieldState() const

Reimplements: Wombat::MamdaFundamentals::getSharesFloatFieldState

function getSharesAuthorizedFieldState

virtual MamdaFieldState getSharesAuthorizedFieldState() const

Reimplements: Wombat::MamdaFundamentals::getSharesAuthorizedFieldState

function getEarningsPerShareFieldState

virtual MamdaFieldState getEarningsPerShareFieldState() const

Reimplements: Wombat::MamdaFundamentals::getEarningsPerShareFieldState

function getVolatilityFieldState

virtual MamdaFieldState getVolatilityFieldState() const

Reimplements: Wombat::MamdaFundamentals::getVolatilityFieldState

function getPriceEarningsRatioFieldState

virtual MamdaFieldState getPriceEarningsRatioFieldState() const

Reimplements: Wombat::MamdaFundamentals::getPriceEarningsRatioFieldState

function getYieldFieldState

virtual MamdaFieldState getYieldFieldState() const

Reimplements: Wombat::MamdaFundamentals::getYieldFieldState

function getMarketSegmentNativeFieldState

virtual MamdaFieldState getMarketSegmentNativeFieldState() const

Reimplements: Wombat::MamdaFundamentals::getMarketSegmentNativeFieldState

function getMarketSectorNativeFieldState

virtual MamdaFieldState getMarketSectorNativeFieldState() const

Reimplements: Wombat::MamdaFundamentals::getMarketSectorNativeFieldState

function getMarketSegmentFieldState

virtual MamdaFieldState getMarketSegmentFieldState() const

Reimplements: Wombat::MamdaFundamentals::getMarketSegmentFieldState

function getMarketSectorFieldState

virtual MamdaFieldState getMarketSectorFieldState() const

Reimplements: Wombat::MamdaFundamentals::getMarketSectorFieldState

function getHistoricalVolatilityFieldState

virtual MamdaFieldState getHistoricalVolatilityFieldState() const

Reimplements: Wombat::MamdaFundamentals::getHistoricalVolatilityFieldState

function getRiskFreeRateFieldState

virtual MamdaFieldState getRiskFreeRateFieldState() const

Reimplements: Wombat::MamdaFundamentals::getRiskFreeRateFieldState

function onMsg

virtual void onMsg(
    MamdaSubscription * subscription,
    const MamaMsg & msg,
    short msgType
)

Exceptions:

• **** {NYSE Technologies default implementation.}

Reimplements: Wombat::MamdaMsgListener::onMsg

Implementation of MamdaListener interface.

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