Wombat::MamdaQuoteOutOfSequence

#include <MamdaQuoteOutOfSequence.h>

Public Functions

	Name
virtual const MamaPrice &	getBidPrice() const =0
virtual MamdaFieldState	getBidPriceFieldState() const =0
virtual mama_quantity_t	getBidSize() const =0
virtual MamdaFieldState	getBidSizeFieldState() const =0
virtual mama_quantity_t	getBidDepth() const =0
virtual MamdaFieldState	getBidDepthFieldState() const =0
virtual const char *	getBidPartId() const =0
virtual MamdaFieldState	getBidPartIdFieldState() const =0
virtual const MamaPrice &	getAskPrice() const =0
virtual MamdaFieldState	getAskPriceFieldState() const =0
virtual mama_quantity_t	getAskSize() const =0
virtual MamdaFieldState	getAskSizeFieldState() const =0
virtual mama_quantity_t	getAskDepth() const =0
virtual MamdaFieldState	getAskDepthFieldState() const =0
virtual const char *	getAskPartId() const =0
virtual MamdaFieldState	getAskPartIdFieldState() const =0
virtual const MamaPrice &	getQuoteMidPrice() const =0
virtual MamdaFieldState	getQuoteMidPriceFieldState() const =0
virtual const char *	getQuoteQualStr() const =0
virtual MamdaFieldState	getQuoteQualStrFieldState() const =0
virtual	~MamdaQuoteOutOfSequence()

Additional inherited members

Public Functions inherited from Wombat::MamdaBasicEvent

	Name
virtual const char *	getSymbol() const =0
virtual MamdaFieldState	getSymbolFieldState() const =0
virtual const char *	getPartId() const =0
virtual MamdaFieldState	getPartIdFieldState() const =0
virtual mama_seqnum_t	getEventSeqNum() const =0
virtual MamdaFieldState	getEventSeqNumFieldState() const =0
virtual const MamaDateTime &	getEventTime() const =0
virtual MamdaFieldState	getEventTimeFieldState() const =0
virtual const MamaDateTime &	getSrcTime() const =0
virtual MamdaFieldState	getSrcTimeFieldState() const =0
virtual const MamaDateTime &	getActivityTime() const =0
virtual MamdaFieldState	getActivityTimeFieldState() const =0
virtual const MamaDateTime &	getLineTime() const =0
virtual MamdaFieldState	getLineTimeFieldState() const =0
virtual const MamaDateTime &	getSendTime() const =0
virtual MamdaFieldState	getSendTimeFieldState() const =0
virtual const MamaMsgQual &	getMsgQual() const =0
virtual MamdaFieldState	getMsgQualFieldState() const =0
virtual	~MamdaBasicEvent()

Detailed Description

class Wombat::MamdaQuoteOutOfSequence;

MamdaQuoteOutOfSequence is an interface that provides access to fields related to quote updates.

Public Functions Documentation

function getBidPrice

virtual const MamaPrice & getBidPrice() const =0

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.

Reimplemented by: Wombat::MamdaQuoteListener::getBidPrice

Get the quote bid price.

function getBidPriceFieldState

virtual MamdaFieldState getBidPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidPriceFieldState

Get the quote bid yield fieldState

function getBidSize

virtual mama_quantity_t getBidSize() const =0

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

Reimplemented by: Wombat::MamdaQuoteListener::getBidSize

Get the quote bid size.

function getBidSizeFieldState

virtual MamdaFieldState getBidSizeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidSizeFieldState

Get the quote bid yield fieldState

function getBidDepth

virtual mama_quantity_t getBidDepth() const =0

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.

Reimplemented by: Wombat::MamdaQuoteListener::getBidDepth

Get the quote bid depth.

function getBidDepthFieldState

virtual MamdaFieldState getBidDepthFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidDepthFieldState

Get the quote bid yield fieldState

function getBidPartId

virtual const char * getBidPartId() const =0

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

Reimplemented by: Wombat::MamdaQuoteListener::getBidPartId

Get the quote bid participant identifier.`

function getBidPartIdFieldState

virtual MamdaFieldState getBidPartIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidPartIdFieldState

Get the quote bid yield fieldState

function getAskPrice

virtual const MamaPrice & getAskPrice() const =0

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.

Reimplemented by: Wombat::MamdaQuoteListener::getAskPrice

Get the quote ask price.

function getAskPriceFieldState

virtual MamdaFieldState getAskPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskPriceFieldState

Get the quote bid yield fieldState

function getAskSize

virtual mama_quantity_t getAskSize() const =0

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

Reimplemented by: Wombat::MamdaQuoteListener::getAskSize

Get the quote ask size.

function getAskSizeFieldState

virtual MamdaFieldState getAskSizeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskSizeFieldState

Get the quote bid yield fieldState

function getAskDepth

virtual mama_quantity_t getAskDepth() const =0

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.

Reimplemented by: Wombat::MamdaQuoteListener::getAskDepth

Get the quote ask depth.

function getAskDepthFieldState

virtual MamdaFieldState getAskDepthFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskDepthFieldState

Get the quote bid yield fieldState

function getAskPartId

virtual const char * getAskPartId() const =0

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

Reimplemented by: Wombat::MamdaQuoteListener::getAskPartId

Get the quote ask participant identifier.

function getAskPartIdFieldState

virtual MamdaFieldState getAskPartIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskPartIdFieldState

Get the quote bid yield fieldState

function getQuoteMidPrice

virtual const MamaPrice & getQuoteMidPrice() const =0

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).

Reimplemented by: Wombat::MamdaQuoteListener::getQuoteMidPrice

Get the quote mid price.

function getQuoteMidPriceFieldState

virtual MamdaFieldState getQuoteMidPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getQuoteMidPriceFieldState

Get the quote bid yield fieldState

function getQuoteQualStr

virtual const char * getQuoteQualStr() const =0

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.

Reimplemented by: Wombat::MamdaQuoteListener::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 getQuoteQualStrFieldState

virtual MamdaFieldState getQuoteQualStrFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getQuoteQualStrFieldState

Get the quote bid yield fieldState

function ~MamdaQuoteOutOfSequence

inline virtual ~MamdaQuoteOutOfSequence()

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