Classes Files

Wombat::MamdaQuoteListener

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#include <MamdaQuoteListener.h>

Inherits from Wombat::MamdaMsgListener, Wombat::MamdaQuoteRecap, Wombat::MamdaQuoteUpdate, Wombat::MamdaQuoteGap, Wombat::MamdaQuoteClosing, Wombat::MamdaQuoteOutOfSequence, Wombat::MamdaQuotePossiblyDuplicate, Wombat::MamdaBasicRecap, Wombat::MamdaBasicEvent

Public Functions

  Name
  MamdaQuoteListener()
virtual ~MamdaQuoteListener()
void addHandler(MamdaQuoteHandler * handler)
void processPosDupAndOutOfSeqAsTransient(bool tf)
void resolvePossiblyDuplicate(bool tf)
void usePosDupAndOutOfSeqHandlers(bool tf)
virtual const char * getSymbol() const
virtual const char * getPartId() const
virtual const MamaDateTime & getSrcTime() const
virtual const MamaDateTime & getActivityTime() const
virtual const MamaDateTime & getLineTime() const
virtual const MamaDateTime & getSendTime() const
virtual const MamaMsgQual & getMsgQual() const
const char * getPubId() const
virtual const MamaPrice & getBidPrice() const
virtual mama_quantity_t getBidSize() const
virtual mama_quantity_t getBidDepth() const
virtual const char * getBidPartId() const
virtual const MamaPrice & getBidClosePrice() const
virtual const MamaDateTime & getBidCloseDate() const
virtual const MamaPrice & getBidPrevClosePrice() const
virtual const MamaDateTime & getBidPrevCloseDate() const
virtual const MamaPrice & getBidHigh() const
virtual const MamaPrice & getBidLow() const
virtual const MamaPrice & getAskPrice() const
virtual mama_quantity_t getAskSize() const
virtual mama_quantity_t getAskDepth() const
virtual const char * getAskPartId() const
virtual const MamaPrice & getAskClosePrice() const
virtual const MamaDateTime & getAskCloseDate() const
virtual const MamaPrice & getAskPrevClosePrice() const
virtual const MamaDateTime & getAskPrevCloseDate() const
virtual const MamaPrice & getAskHigh() const
virtual const MamaPrice & getAskLow() const
virtual const MamaPrice & getQuoteMidPrice() const
virtual mama_u32_t getQuoteCount() const
virtual const char * getQuoteQualStr() const
virtual const char * getQuoteQualNative() const
virtual mama_seqnum_t getEventSeqNum() const
virtual const MamaDateTime & getEventTime() const
virtual const MamaDateTime & getQuoteDate() const
virtual mama_seqnum_t getBeginGapSeqNum() const
virtual mama_seqnum_t getEndGapSeqNum() const
virtual char getShortSaleBidTick() const
virtual const MamaDateTime & getAskTime() const
virtual const MamaDateTime & getBidTime() const
virtual const char * getAskIndicator() const
virtual const char * getBidIndicator() const
virtual mama_u32_t getAskUpdateCount() const
virtual mama_u32_t getBidUpdateCount() const
virtual double getAskYield() const
virtual double getBidYield() const
virtual const char * getAskSizesList() const
virtual const char * getBidSizesList() const
virtual char getShortSaleCircuitBreaker() const
virtual MamdaFieldState getSymbolFieldState() const
virtual MamdaFieldState getBidPriceFieldState() const
virtual MamdaFieldState getBidSizeFieldState() const
virtual MamdaFieldState getPartIdFieldState() const
virtual MamdaFieldState getSrcTimeFieldState() const
virtual MamdaFieldState getActivityTimeFieldState() const
virtual MamdaFieldState getLineTimeFieldState() const
virtual MamdaFieldState getSendTimeFieldState() const
MamdaFieldState getPubIdFieldState() const
virtual MamdaFieldState getMsgQualFieldState() const
MamdaFieldState getPubIdModified() const
virtual MamdaFieldState getBidDepthFieldState() const
virtual MamdaFieldState getBidPartIdFieldState() const
virtual MamdaFieldState getBidClosePriceFieldState() const
MamdaFieldState getBidCloseDateFieldState() const
MamdaFieldState getBidPrevClosePriceFieldState() const
MamdaFieldState getBidPrevCloseDateFieldState() const
MamdaFieldState getBidHighFieldState() const
MamdaFieldState getBidLowFieldState() const
virtual MamdaFieldState getAskPriceFieldState() const
virtual MamdaFieldState getAskSizeFieldState() const
virtual MamdaFieldState getAskDepthFieldState() const
virtual MamdaFieldState getAskPartIdFieldState() const
virtual MamdaFieldState getAskClosePriceFieldState() const
MamdaFieldState getAskCloseDateFieldState() const
MamdaFieldState getAskPrevClosePriceFieldState() const
MamdaFieldState getAskPrevCloseDateFieldState() const
MamdaFieldState getAskHighFieldState() const
MamdaFieldState getAskLowFieldState() const
virtual MamdaFieldState getQuoteMidPriceFieldState() const
MamdaFieldState getQuoteCountFieldState() const
virtual MamdaFieldState getQuoteQualStrFieldState() const
virtual MamdaFieldState getQuoteQualNativeFieldState() const
virtual MamdaFieldState getEventSeqNumFieldState() const
virtual MamdaFieldState getEventTimeFieldState() const
virtual MamdaFieldState getQuoteDateFieldState() const
virtual MamdaFieldState getBeginGapSeqNumFieldState() const
virtual MamdaFieldState getEndGapSeqNumFieldState() const
virtual MamdaFieldState getShortSaleBidTickFieldState() const
virtual MamdaFieldState getAskTimeFieldState() const
virtual MamdaFieldState getBidTimeFieldState() const
virtual MamdaFieldState getAskIndicatorFieldState() const
virtual MamdaFieldState getBidIndicatorFieldState() const
virtual MamdaFieldState getAskUpdateCountFieldState() const
virtual MamdaFieldState getBidUpdateCountFieldState() const
virtual MamdaFieldState getAskYieldFieldState() const
virtual MamdaFieldState getBidYieldFieldState() const
virtual MamdaFieldState getAskSizesListFieldState() const
virtual MamdaFieldState getBidSizesListFieldState() const
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const
virtual void onMsg(MamdaSubscription * subscription, const MamaMsg & msg, short msgType)
void assertEqual(MamdaQuoteListener * listener)

Additional inherited members

Public Functions inherited from Wombat::MamdaMsgListener

  Name
virtual ~MamdaMsgListener()

Public Functions inherited from Wombat::MamdaQuoteRecap

  Name
virtual ~MamdaQuoteRecap()

Public Functions inherited from Wombat::MamdaQuoteUpdate

  Name
virtual ~MamdaQuoteUpdate()

Public Functions inherited from Wombat::MamdaQuoteGap

  Name
virtual ~MamdaQuoteGap()

Public Functions inherited from Wombat::MamdaQuoteClosing

  Name
virtual ~MamdaQuoteClosing()

Public Functions inherited from Wombat::MamdaQuoteOutOfSequence

  Name
virtual ~MamdaQuoteOutOfSequence()

Public Functions inherited from Wombat::MamdaQuotePossiblyDuplicate

  Name
virtual ~MamdaQuotePossiblyDuplicate()

Public Functions inherited from Wombat::MamdaBasicRecap

  Name
virtual ~MamdaBasicRecap()

Public Functions inherited from Wombat::MamdaBasicEvent

  Name
virtual ~MamdaBasicEvent()

Detailed Description

class Wombat::MamdaQuoteListener;

MamdaQuoteListener is a class that specializes in handling quote updates. Developers provide their own implementation of the MamdaQuoteHandler interface and will be delivered notifications for quotes and quote closing prices. An obvious application for this MAMDA class is any kind of quote tick capture application.

Note: The MamdaQuoteListener class caches quote-related field values. Among other reasons, caching of these fields makes it possible to provide complete quote-related callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.

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

Public Functions Documentation

function MamdaQuoteListener

MamdaQuoteListener()

function ~MamdaQuoteListener

virtual ~MamdaQuoteListener()

function addHandler

void addHandler(
    MamdaQuoteHandler * handler
)

function processPosDupAndOutOfSeqAsTransient

void processPosDupAndOutOfSeqAsTransient(
    bool tf
)

function resolvePossiblyDuplicate

void resolvePossiblyDuplicate(
    bool tf
)

function usePosDupAndOutOfSeqHandlers

void usePosDupAndOutOfSeqHandlers(
    bool tf
)

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::MamdaBasicEvent::getSymbol

Get the instruments string symbol.

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::MamdaBasicEvent::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::MamdaBasicEvent::getSrcTime

Get the source time.

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::MamdaBasicEvent::getActivityTime

Get the activity time.

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::MamdaBasicEvent::getLineTime

Get the line time.

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::MamdaBasicEvent::getSendTime

Get the send time.

function getMsgQual

virtual const MamaMsgQual & getMsgQual() const

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

Reimplements: Wombat::MamdaBasicEvent::getMsgQual

Get the message qualifier.

function getPubId

const char * getPubId() const

function getBidPrice

virtual const MamaPrice & getBidPrice() const

Return: Bid price. The highest price that the representative party/group is willing to pay to buy the security. For most feeds, this size is represented in round lots.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getBidPrice

Get the quote bid price.

function getBidSize

virtual mama_quantity_t getBidSize() const

Return: Total share size available for the current bid price. Note: many feeds provide this size in terms of round lots.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getBidSize

Get the quote bid size.

function getBidDepth

virtual mama_quantity_t getBidDepth() const

Return: The total size available at the current best bid price. Only supported by some exchanges. The total size may differ from the “best” size in that the total may be aggregated from multiple sources.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getBidDepth

Get the quote bid depth.

function getBidPartId

virtual const char * getBidPartId() const

Return: The identifier of the market participant (e.g. exchange or market maker) contributing the bid price field.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getBidPartId

Get the quote bid participant identifier.`

function getBidClosePrice

virtual const MamaPrice & getBidClosePrice() const

Return: Today’s closing bid price, after the market has closed and the stock has traded today.

Reimplements: Wombat::MamdaQuoteClosing::getBidClosePrice

Get the closing bid price.

function getBidCloseDate

virtual const MamaDateTime & getBidCloseDate() const

Return: Date of the BidClosePrice, if that value is non-zero. This is always the most recent day that the market was open, including today. This is different to BidPrevCloseDate.

Reimplements: Wombat::MamdaQuoteRecap::getBidCloseDate

Get the bid closing date.

function getBidPrevClosePrice

virtual const MamaPrice & getBidPrevClosePrice() const

Return: The previous closing price, prior to any trade today.

Reimplements: Wombat::MamdaQuoteRecap::getBidPrevClosePrice

Get the previous bid closing price.

function getBidPrevCloseDate

virtual const MamaDateTime & getBidPrevCloseDate() const

Return: Date of the previous closing price, prior to any trade today.

Reimplements: Wombat::MamdaQuoteRecap::getBidPrevCloseDate

Get the previous bid closing date.

function getBidHigh

virtual const MamaPrice & getBidHigh() const

Return: High bid price.

Reimplements: Wombat::MamdaQuoteRecap::getBidHigh

Get the high bid price for the day.

function getBidLow

virtual const MamaPrice & getBidLow() const

Return: Low bid price.

Reimplements: Wombat::MamdaQuoteRecap::getBidLow

Get the low bid price for the day.

function getAskPrice

virtual const MamaPrice & getAskPrice() const

Return: Ask price. The lowest price that the representative party/group is willing to take to sell the security. For most feeds, this size is represented in round lots.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getAskPrice

Get the quote ask price.

function getAskSize

virtual mama_quantity_t getAskSize() const

Return: Total share size available for the current ask price. Note: many feeds provide this size in terms of round lots.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getAskSize

Get the quote ask size.

function getAskDepth

virtual mama_quantity_t getAskDepth() const

Return: The total size available at the current best ask price. Only supported by some exchanges. The total size may differ from the “best” size in that the total may be aggregated from multiple sources.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getAskDepth

Get the quote ask depth.

function getAskPartId

virtual const char * getAskPartId() const

Return: The identifier of the market participant (e.g. exchange or market maker) contributing the ask price field.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getAskPartId

Get the quote ask participant identifier.

function getAskClosePrice

virtual const MamaPrice & getAskClosePrice() const

Return: Today’s closing ask price, after the market has closed and the stock has traded today.

Reimplements: Wombat::MamdaQuoteClosing::getAskClosePrice

Get the closing ask price.

function getAskCloseDate

virtual const MamaDateTime & getAskCloseDate() const

Return: Date of the AskClosePrice, if that value is non-zero. This is always the most recent day that the market was open, including today. This is different to AskPrevCloseDate.

Reimplements: Wombat::MamdaQuoteRecap::getAskCloseDate

Get the ask quote closing date.

function getAskPrevClosePrice

virtual const MamaPrice & getAskPrevClosePrice() const

Return: The previous closing price, prior to any trade today.

Reimplements: Wombat::MamdaQuoteRecap::getAskPrevClosePrice

Get the previous ask closing price.

function getAskPrevCloseDate

virtual const MamaDateTime & getAskPrevCloseDate() const

Return: Date of previous closing price, prior to any trade today.

Reimplements: Wombat::MamdaQuoteRecap::getAskPrevCloseDate

Get the previous ask closing date.

function getAskHigh

virtual const MamaPrice & getAskHigh() const

Return: High ask price.

Reimplements: Wombat::MamdaQuoteRecap::getAskHigh

Get the high ask price for the day.

function getAskLow

virtual const MamaPrice & getAskLow() const

Return: Low ask price.

Reimplements: Wombat::MamdaQuoteRecap::getAskLow

Get the low ask price for the day.

function getQuoteMidPrice

virtual const MamaPrice & getQuoteMidPrice() const

Return: The mid price of the current quote. Usually, this is the average of the bid and ask prices, but some exchanges provide this field explicitly (e.g. LSE).

Reimplements: Wombat::MamdaQuoteOutOfSequence::getQuoteMidPrice

Get the quote mid price.

function getQuoteCount

virtual mama_u32_t getQuoteCount() const

Return: The number of quotes generated for this security during the current trading session.

Reimplements: Wombat::MamdaQuoteRecap::getQuoteCount

Get the quote count.

function getQuoteQualStr

virtual const char * getQuoteQualStr() const

Return: A normalized set of qualifiers for the last quote for the security. This field may contain multiple string values, separated by the colon(:) character.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getQuoteQualStr

Get the quote qualifiers.

Value Meaning
Normal Regular quote; no special condition
DepthAsk Depth on ask side
DepthBid Depth on bid side
Fast Fast trading
NonFirm Non-firm quote
Rotation ?
Auto Automatic trade
Inactive ?
SpecBid Specialist bid
SpecAsk Specialist ask
Locked Locked market - Bid is equal to Ask for OTCBB issues (Recaps only)
Crossed Crossed market - Bid is greater than Ask for OTCBB (Recaps only)
Synd Syndicate bid
PreSynd Pre-syndicate bid
Penalty Penalty bid
UnsolBid Unsolicited bid
UnsolAsk Unsolicited ask
UnsolQuote Unsolicited quote
Firm ?
RangeInd ?
XpressBid NYSE LiquidityQuote Xpress bid indicator
XpressAsk NYSE LiquidityQuote Xpress ask indicator

function getQuoteQualNative

virtual const char * getQuoteQualNative() const

See: getQuoteQual.

Return: Native quote qualifier (a.k.a. “quote condition”). Feed-specific quote qualifier code(s). This field is provided primarily for completeness and/or troubleshooting.

Reimplements: Wombat::MamdaQuoteRecap::getQuoteQualNative

Get the native feed quote qualifier.

function getEventSeqNum

virtual mama_seqnum_t getEventSeqNum() const

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

Reimplements: Wombat::MamdaBasicEvent::getEventSeqNum

Get the event sequence number.

function getEventTime

virtual const MamaDateTime & getEventTime() const

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.

Reimplements: Wombat::MamdaBasicEvent::getEventTime

Get the event time.

function getQuoteDate

virtual const MamaDateTime & getQuoteDate() const

Return: The quote date.

Reimplements: Wombat::MamdaQuoteRecap::getQuoteDate

Get the quote date.

function getBeginGapSeqNum

virtual mama_seqnum_t getBeginGapSeqNum() const

Return: The start gap sequence number.

Reimplements: Wombat::MamdaQuoteGap::getBeginGapSeqNum

The starting sequence number of detected missing quotes based on the quote count.

function getEndGapSeqNum

virtual mama_seqnum_t getEndGapSeqNum() const

Return: The end gap sequence number.

Reimplements: Wombat::MamdaQuoteGap::getEndGapSeqNum

The end sequence number of detected missing quotes based on the quote count.

function getShortSaleBidTick

virtual char getShortSaleBidTick() const

Return: The tick bid indicator.

Reimplements: Wombat::MamdaQuoteRecap::getShortSaleBidTick

NASDAQ Bid Tick Indicator for Short Sale Rule Compliance. National Bid Tick Indicator based on changes to the bid price of the National Best Bid or Offer (National BBO).

Value Meaning
U Up Tick. The current Best Bid Price price is higher than the previous Best Bid Price for the given NNM security.
D Down Tick. The current Best Bid Price price is lower than the previous Best Bid Price for the given NNM security.
N No Tick. The NASD Short Sale Rule does not apply to issue (i.e. NASDAQ SmallCap listed security).
Z Unset - default value within the API

function getAskTime

virtual const MamaDateTime & getAskTime() const

Return: The quote ask time.

Reimplements: Wombat::MamdaQuoteRecap::getAskTime

Get the quote ask time.

function getBidTime

virtual const MamaDateTime & getBidTime() const

Return: The quote bid time.

Reimplements: Wombat::MamdaQuoteRecap::getBidTime

Get the quote bid time.

function getAskIndicator

virtual const char * getAskIndicator() const

Return: The quote ask indicator.

Reimplements: Wombat::MamdaQuoteRecap::getAskIndicator

Get the quote ask indicator.

function getBidIndicator

virtual const char * getBidIndicator() const

Return: The quote bid indicator.

Reimplements: Wombat::MamdaQuoteRecap::getBidIndicator

Get the quote bid indicator.

function getAskUpdateCount

virtual mama_u32_t getAskUpdateCount() const

Return: The quote ask update count.

Reimplements: Wombat::MamdaQuoteRecap::getAskUpdateCount

Get the quote ask update count.

function getBidUpdateCount

virtual mama_u32_t getBidUpdateCount() const

Return: The quote bid update count.

Reimplements: Wombat::MamdaQuoteRecap::getBidUpdateCount

Get the quote bid update count.

function getAskYield

virtual double getAskYield() const

Return: The quote ask yield.

Reimplements: Wombat::MamdaQuoteRecap::getAskYield

Get the quote ask yield.

function getBidYield

virtual double getBidYield() const

Return: The quote bid yield.

Reimplements: Wombat::MamdaQuoteRecap::getBidYield

Get the quote bid yield.

function getAskSizesList

virtual const char * getAskSizesList() const

Return: The ask sizes list.

Reimplements: Wombat::MamdaQuoteRecap::getAskSizesList

Get the ask sizes list.

function getBidSizesList

virtual const char * getBidSizesList() const

Return: The bid sizes list.

Reimplements: Wombat::MamdaQuoteRecap::getBidSizesList

Get the bid sizes list.

function getShortSaleCircuitBreaker

virtual char getShortSaleCircuitBreaker() const

Return: ShortSaleCircuitBreaker

  • return values:
  • Blank: Short Sale Restriction Not in Effect.
  • A: Short Sale Restriction Activiated.
  • C: Short Sale Restriction Continued.
  • D: Sale Restriction Deactivated.
  • E: Sale Restriction in Effect.

Reimplements: Wombat::MamdaQuoteRecap::getShortSaleCircuitBreaker

get the ShortSaleCircuitBreaker

function getSymbolFieldState

virtual MamdaFieldState getSymbolFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getSymbolFieldState

Get the string symbol field state

function getBidPriceFieldState

virtual MamdaFieldState getBidPriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getBidPriceFieldState

Get the quote bid yield fieldState

function getBidSizeFieldState

virtual MamdaFieldState getBidSizeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getBidSizeFieldState

Get the quote bid yield fieldState

function getPartIdFieldState

virtual MamdaFieldState getPartIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getPartIdFieldState

Get the participant identifier field state.

function getSrcTimeFieldState

virtual MamdaFieldState getSrcTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getSrcTimeFieldState

Get the source time field state

function getActivityTimeFieldState

virtual MamdaFieldState getActivityTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getActivityTimeFieldState

Get the activity time field state

function getLineTimeFieldState

virtual MamdaFieldState getLineTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getLineTimeFieldState

Get the line time of the update.

function getSendTimeFieldState

virtual MamdaFieldState getSendTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getSendTimeFieldState

Get the send time field state

function getPubIdFieldState

MamdaFieldState getPubIdFieldState() const

function getMsgQualFieldState

virtual MamdaFieldState getMsgQualFieldState() const

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

Reimplements: Wombat::MamdaBasicEvent::getMsgQualFieldState

Get the message qualifier field state.

function getPubIdModified

MamdaFieldState getPubIdModified() const

function getBidDepthFieldState

virtual MamdaFieldState getBidDepthFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getBidDepthFieldState

Get the quote bid yield fieldState

function getBidPartIdFieldState

virtual MamdaFieldState getBidPartIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getBidPartIdFieldState

Get the quote bid yield fieldState

function getBidClosePriceFieldState

virtual MamdaFieldState getBidClosePriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteClosing::getBidClosePriceFieldState

Get the closing bid price field state

function getBidCloseDateFieldState

MamdaFieldState getBidCloseDateFieldState() const

function getBidPrevClosePriceFieldState

MamdaFieldState getBidPrevClosePriceFieldState() const

function getBidPrevCloseDateFieldState

MamdaFieldState getBidPrevCloseDateFieldState() const

function getBidHighFieldState

MamdaFieldState getBidHighFieldState() const

function getBidLowFieldState

MamdaFieldState getBidLowFieldState() const

function getAskPriceFieldState

virtual MamdaFieldState getAskPriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getAskPriceFieldState

Get the quote bid yield fieldState

function getAskSizeFieldState

virtual MamdaFieldState getAskSizeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getAskSizeFieldState

Get the quote bid yield fieldState

function getAskDepthFieldState

virtual MamdaFieldState getAskDepthFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getAskDepthFieldState

Get the quote bid yield fieldState

function getAskPartIdFieldState

virtual MamdaFieldState getAskPartIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getAskPartIdFieldState

Get the quote bid yield fieldState

function getAskClosePriceFieldState

virtual MamdaFieldState getAskClosePriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteClosing::getAskClosePriceFieldState

Get the closing bid price field state

function getAskCloseDateFieldState

MamdaFieldState getAskCloseDateFieldState() const

function getAskPrevClosePriceFieldState

MamdaFieldState getAskPrevClosePriceFieldState() const

function getAskPrevCloseDateFieldState

MamdaFieldState getAskPrevCloseDateFieldState() const

function getAskHighFieldState

MamdaFieldState getAskHighFieldState() const

function getAskLowFieldState

MamdaFieldState getAskLowFieldState() const

function getQuoteMidPriceFieldState

virtual MamdaFieldState getQuoteMidPriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getQuoteMidPriceFieldState

Get the quote bid yield fieldState

function getQuoteCountFieldState

MamdaFieldState getQuoteCountFieldState() const

function getQuoteQualStrFieldState

virtual MamdaFieldState getQuoteQualStrFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteOutOfSequence::getQuoteQualStrFieldState

Get the quote bid yield fieldState

function getQuoteQualNativeFieldState

virtual MamdaFieldState getQuoteQualNativeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getQuoteQualNativeFieldState

Get the native feed quote qualifier fieldState

function getEventSeqNumFieldState

virtual MamdaFieldState getEventSeqNumFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getEventSeqNumFieldState

Get the event sequence number field state.

function getEventTimeFieldState

virtual MamdaFieldState getEventTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getEventTimeFieldState

Get the event time field state.

function getQuoteDateFieldState

virtual MamdaFieldState getQuoteDateFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getQuoteDateFieldState

Get the quote date fieldState

function getBeginGapSeqNumFieldState

virtual MamdaFieldState getBeginGapSeqNumFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteGap::getBeginGapSeqNumFieldState

Get the quote bid yield fieldState

function getEndGapSeqNumFieldState

virtual MamdaFieldState getEndGapSeqNumFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteGap::getEndGapSeqNumFieldState

Get the quote bid yield fieldState

function getShortSaleBidTickFieldState

virtual MamdaFieldState getShortSaleBidTickFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getShortSaleBidTickFieldState

Get the short sale bid tick fieldState

function getAskTimeFieldState

virtual MamdaFieldState getAskTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getAskTimeFieldState

Get the quote ask time fieldState

function getBidTimeFieldState

virtual MamdaFieldState getBidTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getBidTimeFieldState

Get the quote bid time fieldState

function getAskIndicatorFieldState

virtual MamdaFieldState getAskIndicatorFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getAskIndicatorFieldState

Get the quote ask indicator fieldState

function getBidIndicatorFieldState

virtual MamdaFieldState getBidIndicatorFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getBidIndicatorFieldState

Get the quote bid indicator fieldState

function getAskUpdateCountFieldState

virtual MamdaFieldState getAskUpdateCountFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getAskUpdateCountFieldState

Get the quote ask update count fieldState

function getBidUpdateCountFieldState

virtual MamdaFieldState getBidUpdateCountFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getBidUpdateCountFieldState

Get the quote bid update count fieldState

function getAskYieldFieldState

virtual MamdaFieldState getAskYieldFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getAskYieldFieldState

Get the quote ask yield fieldState

function getBidYieldFieldState

virtual MamdaFieldState getBidYieldFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getBidYieldFieldState

Get the quote bid yield fieldState

function getAskSizesListFieldState

virtual MamdaFieldState getAskSizesListFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getAskSizesListFieldState

Get the ask sizes list fieldState

function getBidSizesListFieldState

virtual MamdaFieldState getBidSizesListFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getBidSizesListFieldState

Get the bid sizes list fieldState

function getShortSaleCircuitBreakerFieldState

virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const

Return: The ShortSaleCircuitBreaker Field State. An enumeration representing field state.

Reimplements: Wombat::MamdaQuoteRecap::getShortSaleCircuitBreakerFieldState

function onMsg

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

Reimplements: Wombat::MamdaMsgListener::onMsg

Implementation of MamdaListener interface.

function assertEqual

void assertEqual(
    MamdaQuoteListener * listener
)

Updated on 2023-03-31 at 15:29:58 +0100