Classes Files

Wombat::MamdaQuoteUpdate

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#include <MamdaQuoteUpdate.h>

Inherits from Wombat::MamdaBasicEvent

Inherited by Wombat::MamdaQuoteListener

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 & 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 & getQuoteMidPrice() 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 ~MamdaQuoteUpdate()

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::MamdaQuoteUpdate;

MamdaQuoteUpdate 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 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 participant identifier.

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 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 getQuoteQualStr

virtual const char * getQuoteQualStr() const =0

See: MamdaQuoteRecap::getQuoteQualStr()

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 qualifier.

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

function getBidPriceFieldState

virtual MamdaFieldState getBidPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidPriceFieldState

Get the quote bid price fieldState

function getBidSizeFieldState

virtual MamdaFieldState getBidSizeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidSizeFieldState

Get the quote bid size fieldState

function getBidDepthFieldState

virtual MamdaFieldState getBidDepthFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidDepthFieldState

Get the quote bid depth fieldState

function getBidPartIdFieldState

virtual MamdaFieldState getBidPartIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidPartIdFieldState

Get the quote participant identifier fieldState

function getAskPriceFieldState

virtual MamdaFieldState getAskPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskPriceFieldState

Get the quote ask price fieldState

function getAskSizeFieldState

virtual MamdaFieldState getAskSizeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskSizeFieldState

Get the quote ask size fieldState

function getAskDepthFieldState

virtual MamdaFieldState getAskDepthFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskDepthFieldState

Get the quote ask depth fieldState

function getAskPartIdFieldState

virtual MamdaFieldState getAskPartIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskPartIdFieldState

Get the quote ask participant identifier fieldState

function getQuoteMidPriceFieldState

virtual MamdaFieldState getQuoteMidPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getQuoteMidPriceFieldState

Get the quote mid price fieldState

function getQuoteQualStrFieldState

virtual MamdaFieldState getQuoteQualStrFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getQuoteQualStrFieldState

Get the quote qualifier fieldState

function getQuoteQualNativeFieldState

virtual MamdaFieldState getQuoteQualNativeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getQuoteQualNativeFieldState

Get the native feed quote qualifier fieldState

function getShortSaleBidTickFieldState

virtual MamdaFieldState getShortSaleBidTickFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getShortSaleBidTickFieldState

Get the short sale bid tick fieldState

function getAskTimeFieldState

virtual MamdaFieldState getAskTimeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskTimeFieldState

Get the quote ask time fieldState

function getBidTimeFieldState

virtual MamdaFieldState getBidTimeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidTimeFieldState

Get the quote bid time fieldState

function getQuoteDateFieldState

virtual MamdaFieldState getQuoteDateFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getQuoteDateFieldState

Get the quote date fieldState

function getAskIndicatorFieldState

virtual MamdaFieldState getAskIndicatorFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskIndicatorFieldState

Get the quote ask indicator fieldState

function getBidIndicatorFieldState

virtual MamdaFieldState getBidIndicatorFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidIndicatorFieldState

Get the quote bid indicator fieldState

function getAskUpdateCountFieldState

virtual MamdaFieldState getAskUpdateCountFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskUpdateCountFieldState

Get the quote ask update count fieldState

function getBidUpdateCountFieldState

virtual MamdaFieldState getBidUpdateCountFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidUpdateCountFieldState

Get the quote bid update count fieldState

function getAskYieldFieldState

virtual MamdaFieldState getAskYieldFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskYieldFieldState

Get the quote ask yield fieldState

function getBidYieldFieldState

virtual MamdaFieldState getBidYieldFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidYieldFieldState

Get the quote bid yield fieldState

function getAskSizesListFieldState

virtual MamdaFieldState getAskSizesListFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getAskSizesListFieldState

Get the ask sizes list fieldState

function getBidSizesListFieldState

virtual MamdaFieldState getBidSizesListFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaQuoteListener::getBidSizesListFieldState

Get the bid sizes list fieldState

function getShortSaleCircuitBreakerFieldState

virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const =0

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

Reimplemented by: Wombat::MamdaQuoteListener::getShortSaleCircuitBreakerFieldState

function ~MamdaQuoteUpdate

inline virtual ~MamdaQuoteUpdate()

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