Wombat::MamdaQuoteRecap

#include <MamdaQuoteRecap.h>

Public Functions

	Name
virtual const MamaPrice &	getBidPrice() const =0
virtual mama_quantity_t	getBidSize() const =0
virtual mama_quantity_t	getBidDepth() const =0
virtual const char *	getBidPartId() const =0
virtual const MamaPrice &	getBidClosePrice() const =0
virtual const MamaDateTime &	getBidCloseDate() const =0
virtual const MamaPrice &	getBidPrevClosePrice() const =0
virtual const MamaDateTime &	getBidPrevCloseDate() const =0
virtual const MamaPrice &	getBidHigh() const =0
virtual const MamaPrice &	getBidLow() const =0
virtual const MamaPrice &	getAskPrice() const =0
virtual mama_quantity_t	getAskSize() const =0
virtual mama_quantity_t	getAskDepth() const =0
virtual const char *	getAskPartId() const =0
virtual const MamaPrice &	getAskClosePrice() const =0
virtual const MamaDateTime &	getAskCloseDate() const =0
virtual const MamaPrice &	getAskPrevClosePrice() const =0
virtual const MamaDateTime &	getAskPrevCloseDate() const =0
virtual const MamaPrice &	getAskHigh() const =0
virtual const MamaPrice &	getAskLow() const =0
virtual const MamaPrice &	getQuoteMidPrice() const =0
virtual mama_u32_t	getQuoteCount() const =0
virtual const char *	getQuoteQualStr() const =0
virtual const char *	getQuoteQualNative() const =0
virtual char	getShortSaleBidTick() const =0
virtual const MamaDateTime &	getAskTime() const =0
virtual const MamaDateTime &	getBidTime() const =0
virtual const MamaDateTime &	getQuoteDate() const =0
virtual const char *	getAskIndicator() const =0
virtual const char *	getBidIndicator() const =0
virtual mama_u32_t	getAskUpdateCount() const =0
virtual mama_u32_t	getBidUpdateCount() const =0
virtual double	getAskYield() const =0
virtual double	getBidYield() const =0
virtual const char *	getAskSizesList() const =0
virtual const char *	getBidSizesList() const =0
virtual char	getShortSaleCircuitBreaker() const =0
virtual MamdaFieldState	getBidPriceFieldState() const =0
virtual MamdaFieldState	getBidSizeFieldState() const =0
virtual MamdaFieldState	getBidDepthFieldState() const =0
virtual MamdaFieldState	getBidPartIdFieldState() const =0
virtual MamdaFieldState	getAskPriceFieldState() const =0
virtual MamdaFieldState	getAskSizeFieldState() const =0
virtual MamdaFieldState	getAskDepthFieldState() const =0
virtual MamdaFieldState	getAskPartIdFieldState() const =0
virtual MamdaFieldState	getQuoteMidPriceFieldState() const =0
virtual MamdaFieldState	getQuoteQualStrFieldState() const =0
virtual MamdaFieldState	getQuoteQualNativeFieldState() const =0
virtual MamdaFieldState	getShortSaleBidTickFieldState() const =0
virtual MamdaFieldState	getAskTimeFieldState() const =0
virtual MamdaFieldState	getBidTimeFieldState() const =0
virtual MamdaFieldState	getQuoteDateFieldState() const =0
virtual MamdaFieldState	getAskIndicatorFieldState() const =0
virtual MamdaFieldState	getBidIndicatorFieldState() const =0
virtual MamdaFieldState	getAskUpdateCountFieldState() const =0
virtual MamdaFieldState	getBidUpdateCountFieldState() const =0
virtual MamdaFieldState	getAskYieldFieldState() const =0
virtual MamdaFieldState	getBidYieldFieldState() const =0
virtual MamdaFieldState	getAskSizesListFieldState() const =0
virtual MamdaFieldState	getBidSizesListFieldState() const =0
virtual MamdaFieldState	getShortSaleCircuitBreakerFieldState() const =0
virtual	~MamdaQuoteRecap()

Additional inherited members

Public Functions inherited from Wombat::MamdaBasicRecap

	Name
virtual const char *	getSymbol() const =0
virtual MamdaFieldState	getSymbolFieldState() const =0
virtual const char *	getPartId() const =0
virtual MamdaFieldState	getPartIdFieldState() 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	~MamdaBasicRecap()

Detailed Description

class Wombat::MamdaQuoteRecap;

MamdaQuoteRecap is an interface that provides access to quote related fields.

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 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 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 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 getBidClosePrice

virtual const MamaPrice & getBidClosePrice() const =0

Return: Today’s closing bid price, after the market has closed and the stock has traded today. If the market is not not closed or the stock did not trade today, zero is returned and the previous close price is available using getBidPrevClosePrice(). This value is always zero at the start of a trading day.

Reimplemented by: Wombat::MamdaQuoteListener::getBidClosePrice

Get the bid closing price.

function getBidCloseDate

virtual const MamaDateTime & getBidCloseDate() const =0

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.

Reimplemented by: Wombat::MamdaQuoteListener::getBidCloseDate

Get the bid closing date.

function getBidPrevClosePrice

virtual const MamaPrice & getBidPrevClosePrice() const =0

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

Reimplemented by: Wombat::MamdaQuoteListener::getBidPrevClosePrice

Get the previous bid closing price.

function getBidPrevCloseDate

virtual const MamaDateTime & getBidPrevCloseDate() const =0

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

Reimplemented by: Wombat::MamdaQuoteListener::getBidPrevCloseDate

Get the previous bid closing date.

function getBidHigh

virtual const MamaPrice & getBidHigh() const =0

Return: High bid price.

Reimplemented by: Wombat::MamdaQuoteListener::getBidHigh

Get the high bid price for the day.

function getBidLow

virtual const MamaPrice & getBidLow() const =0

Return: Low bid price.

Reimplemented by: Wombat::MamdaQuoteListener::getBidLow

Get the low bid price for the day.

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 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 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 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 getAskClosePrice

virtual const MamaPrice & getAskClosePrice() const =0

Return: Today’s closing ask price, after the market has closed and the stock has traded today. If the market is not not closed or the stock did not trade today, zero is returned and the previous close price is available using [getAskPrevClosePrice()](classWombat_1_1MamdaQuoteRecap.html#function-getaskprevcloseprice). This value is always zero at the start of a trading day.

Reimplemented by: Wombat::MamdaQuoteListener::getAskClosePrice

Get the ask quote closing price.

function getAskCloseDate

virtual const MamaDateTime & getAskCloseDate() const =0

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.

Reimplemented by: Wombat::MamdaQuoteListener::getAskCloseDate

Get the ask quote closing date.

function getAskPrevClosePrice

virtual const MamaPrice & getAskPrevClosePrice() const =0

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

Reimplemented by: Wombat::MamdaQuoteListener::getAskPrevClosePrice

Get the previous ask closing price.

function getAskPrevCloseDate

virtual const MamaDateTime & getAskPrevCloseDate() const =0

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

Reimplemented by: Wombat::MamdaQuoteListener::getAskPrevCloseDate

Get the previous ask closing date.

function getAskHigh

virtual const MamaPrice & getAskHigh() const =0

Return: High ask price.

Reimplemented by: Wombat::MamdaQuoteListener::getAskHigh

Get the high ask price for the day.

function getAskLow

virtual const MamaPrice & getAskLow() const =0

Return: Low ask price.

Reimplemented by: Wombat::MamdaQuoteListener::getAskLow

Get the low ask price for the day.

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 getQuoteCount

virtual mama_u32_t getQuoteCount() const =0

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

Reimplemented by: Wombat::MamdaQuoteListener::getQuoteCount

Get the quote count.

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 quote qualifier as a string.

Value	Meaning
Normal	Regular quote; no special condition
DepthAsk	Depth on ask side
DepthBid	Depth on bid side
SlowQuoteOnAskSide	This indicates that a market participants Ask is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements.
SlowQuoteOnBidSide	This indicates that a market participants Bid is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements.
Fast	Fast trading
NonFirm	Non-firm quote
Rotation	OPRA only. Quote relates to a trading rotation (Where a participant rotates through various clients that they are trading for)
Auto	Automatic trade
Inactive
SpecBid	Specialist bid
SpecAsk	Specialist ask
OneSided	One sided. No orders, or only market orders, exist on one side of the book.
PassiveMarketMaker	Market Maker is both underwriter and buyer of security.
LockedMarket	Locked market - Bid is equal to Ask for OTCBB issues
Crossed	Crossed market - Bid is greater than Ask for OTCBB
Synd	Syndicate bid
PreSynd	Pre-syndicate bid
Penalty	Penalty bid
UnsolBid	Unsolicited bid
UnsolAsk	Unsolicited ask
UnsolQuote	Unsolicited quote
Empty	Empty quote (no quote)
XpressBid	NYSE LiquidityQuote Xpress bid indicator
XpressAsk	NYSE LiquidityQuote Xpress ask indicator
BestOrder
WillSell
WillBuy
AnyOrder
MktOnly	Market orders only.
ManualAsk	This indicates that a market participants Ask is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements.
ManualBid	This indicates that a market participants Bid is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements.
AutomaticAsk	This indicates that the market participant’s Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid)
AutomaticBid	This indicates that the market participant’s Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid)
Closing	Closing quote.
Unknown	Quote condition unknown.

function getQuoteQualNative

virtual const char * getQuoteQualNative() const =0

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.

Reimplemented by: Wombat::MamdaQuoteListener::getQuoteQualNative

Get the native feed quote qualifier.

function getShortSaleBidTick

virtual char getShortSaleBidTick() const =0

Return: The tick bid indicator.

Reimplemented by: Wombat::MamdaQuoteListener::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 =0

Return: The quote ask time.

Reimplemented by: Wombat::MamdaQuoteListener::getAskTime

Get the quote ask time.

function getBidTime

virtual const MamaDateTime & getBidTime() const =0

Return: The quote bid time.

Reimplemented by: Wombat::MamdaQuoteListener::getBidTime

Get the quote bid time.

function getQuoteDate

virtual const MamaDateTime & getQuoteDate() const =0

Return: The quote date.

Reimplemented by: Wombat::MamdaQuoteListener::getQuoteDate

Get the quote date.

function getAskIndicator

virtual const char * getAskIndicator() const =0

Return: The quote ask indicator.

Reimplemented by: Wombat::MamdaQuoteListener::getAskIndicator

Get the quote ask indicator.

function getBidIndicator

virtual const char * getBidIndicator() const =0

Return: The quote bid indicator.

Reimplemented by: Wombat::MamdaQuoteListener::getBidIndicator

Get the quote bid indicator.

function getAskUpdateCount

virtual mama_u32_t getAskUpdateCount() const =0

Return: The quote ask update count.

Reimplemented by: Wombat::MamdaQuoteListener::getAskUpdateCount

Get the quote ask update count.

function getBidUpdateCount

virtual mama_u32_t getBidUpdateCount() const =0

Return: The quote bid update count.

Reimplemented by: Wombat::MamdaQuoteListener::getBidUpdateCount

Get the quote bid update count.

function getAskYield

virtual double getAskYield() const =0

Return: The quote ask yield.

Reimplemented by: Wombat::MamdaQuoteListener::getAskYield

Get the quote ask yield.

function getBidYield

virtual double getBidYield() const =0

Return: The quote bid yield.

Reimplemented by: Wombat::MamdaQuoteListener::getBidYield

Get the quote bid yield.

function getAskSizesList

virtual const char * getAskSizesList() const =0

Return: The ask sizes list.

Reimplemented by: Wombat::MamdaQuoteListener::getAskSizesList

Get the ask sizes list.

function getBidSizesList

virtual const char * getBidSizesList() const =0

Return: The bid sizes list.

Reimplemented by: Wombat::MamdaQuoteListener::getBidSizesList

Get the bid sizes list.

function getShortSaleCircuitBreaker

virtual char getShortSaleCircuitBreaker() const =0

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.

Reimplemented by: Wombat::MamdaQuoteListener::getShortSaleCircuitBreaker

get the ShortSaleCircuitBreaker