Classes Files

Wombat::MamdaSecStatus

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#include <MamdaSecStatus.h>

Inherits from Wombat::MamdaBasicEvent

Inherited by Wombat::MamdaSecStatusListener

Public Functions

  Name
virtual const char * getIssueSymbol() const =0
virtual MamdaFieldState getIssueSymbolFieldState() const =0
virtual const char * getReason() const =0
virtual MamdaFieldState getReasonFieldState() const =0
virtual char getShortSaleCircuitBreaker() const =0
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const =0
virtual char getSecurityAction() const =0
virtual MamdaFieldState getSecurityActionFieldState() const =0
virtual const char * getSecurityType() const =0
virtual MamdaFieldState getSecurityTypeFieldState() const =0
virtual const char * getSecurityStatus() const =0
virtual MamdaFieldState getSecurityStatusFieldState() const =0
virtual const char * getSecurityStatusQual() const =0
virtual MamdaFieldState getSecurityStatusQualFieldState() const =0
virtual const char * getSecurityStatusNative() const =0
virtual MamdaFieldState getSecurityStatusNativeFieldState() const =0
virtual const char * getFreeText() const =0
virtual MamdaFieldState getFreeTextFieldState() const =0
virtual ~MamdaSecStatus()

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::MamdaSecStatus;

MamdaSecStatus is an interface that provides access to the Security Status fields such as symbol announce messages.

Public Functions Documentation

function getIssueSymbol

virtual const char * getIssueSymbol() const =0

Return: The symbol name.

Reimplemented by: Wombat::MamdaSecStatusListener::getIssueSymbol

The “name” of the instrument (e.g. IBM, CSCO, MSFT.INCA, etc.).

function getIssueSymbolFieldState

virtual MamdaFieldState getIssueSymbolFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getIssueSymbolFieldState

Get the issue symbol field state

function getReason

virtual const char * getReason() const =0

See: getSecurityStatusQual()

Return: The reason for the current status.

Reimplemented by: Wombat::MamdaSecStatusListener::getReason

Unnormalized (feed-specific) reason associated with the current status of the security (e.g. halted, delayed, etc.). For normalized field, see getSecurityStatusQual.

function getReasonFieldState

virtual MamdaFieldState getReasonFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getReasonFieldState

Get the reason field state

function getShortSaleCircuitBreaker

virtual char getShortSaleCircuitBreaker() const =0

See: MamdaSecStatusRecap::getShortSaleCircuitBreaker()

Reimplemented by: Wombat::MamdaSecStatusListener::getShortSaleCircuitBreaker

function getShortSaleCircuitBreakerFieldState

virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const =0

See: MamdaSecStatusRecap::getShortSaleCircuitBreakerFieldState()

Reimplemented by: Wombat::MamdaSecStatusListener::getShortSaleCircuitBreakerFieldState

function getSecurityAction

virtual char getSecurityAction() const =0

Return: The security action.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityAction

Action related to this security.

  • A : Add this new security.

function getSecurityActionFieldState

virtual MamdaFieldState getSecurityActionFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityActionFieldState

Get the security action field state

function getSecurityType

virtual const char * getSecurityType() const =0

Return: The security type.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityType

The security type.

  • Equity Option
  • NEO Option : NEO (Index) Option
  • ICS Option : ICS (Foreign Currency) Option

function getSecurityTypeFieldState

virtual MamdaFieldState getSecurityTypeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityTypeFieldState

Get the security type field state

function getSecurityStatus

virtual const char * getSecurityStatus() const =0

Return: The normalized security status.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatus

NYSE Technologies normalised security status. See getSecurityStatusOrig for the original exchange value.

  • None : No security status is known/available for this security.
  • Normal : Security is open for normal quoting and trading
  • Closed : Security is closed (usually before or after market open)
  • Halted : Security has been halted by exchange.
  • NotExist : Security does not currently exist in cache (but it might in the future).
  • Deleted : Security has been deleted (e.g., merger, expiration, etc.)

function getSecurityStatusFieldState

virtual MamdaFieldState getSecurityStatusFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatusFieldState

Get the security status field state

function getSecurityStatusQual

virtual const char * getSecurityStatusQual() const =0

Return: The normalized security status qualifier.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatusQual

Security status qualifier.

  • None : No security status qualifier is known/available for this security.
  • Excused : An Excused withdrawal from the market.
  • Withdrawn : Non-excused withdrawal by the market maker.
  • Suspended : Suspended Trading
  • Resume : Resume trading/quoting after halt.
  • QuoteResume : Resume quoting after halt. NASDAQ distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • TradeResume : Resume trading after halt. NASDAQ distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • ResumeTime : When the security is expected to resume trading.
  • MktImbBuy : Market Imbalance - Buy. A 50,000 share or more excess of market orders to buy over market orders to sell as of 9:00am on expiration days. A MktImbBuy implies an ordinary order imbalance (OrdImbBuy).
  • MktImbSell : Market Imbalance - Sell. A 50,000 share or more excess of market orders to sell over market orders to buy as of 9:00am on expiration days. A MktImbSell implies an ordinary order imbalance (OrdImbSell).
  • NoMktImb : No Market Imbalance. Indicates that the imbalance of market orders for a security is less than 50,000 shares as of 9:00am on expiration days.
  • MocImbBuy : Market On Close Imbalance - Buy. An excess of 50,000 share or more of MOC orders to buy over MOC orders to sell (including MOC sell plus and MOC sell short orders). A MocImbBuy implies an ordinary order imbalance (OrdImbBuy).
  • MocImbSell : Market On Close Imbalance - Sell. An excess of 50,000 share or more of MOC orders to sell (not including MOC sell short and MOC sell plus orders) over orders to buy (including MOC orders to buy minus). A MocImbSell implies an ordinary order imbalance (OrdImbSell).
  • NoMocImb : No Market On Close (MOC) Imbalance. The difference between the number of shares to buy MOC and the number of shares to sell MOC is less than 50,000.
  • OrderImb : Non-regulatory condition: a significant imbalance of buy or sell orders exists for this security.
  • OrderInf : Non-regulatory condition where there is a significant influx of orders.
  • OrderImbBuy : Non-regulatory condition: a significant imbalance of buy orders exists for this security.
  • OrderImbSell : Non-regulatory condition: a significant imbalance of sell orders exists for this security.
  • OrderImbNone : The earlier imbalance of buy or sell orders no longer exists for this security. It also might mean that there is no imbalance to begin with.
  • RangeInd : Trading Range Indication. Not an Opening Delay or Trading Halted condition: this condition is used prior to the opening of a security to denote a probable trading range (bid and offer prices, no sizes).
  • ItsPreOpen : ITS pre-opening indication.
  • Reserved : Reserved (e.g., CME).
  • Frozen : Frozen (e.g., CME).
  • PreOpen : Preopening state (e.g., CME).
  • AddInfo : Additional Information. For a security that is Opening Delayed or Trading Halted, if inadequate information is disclosed during a “news dissemination or news pending” Opening Delay or Trading Halt, the Opening Delay or Trading Halt reason could be subsequently reported as “Additional Information.”
  • OpenDelay : Security’s opening has been delayed by exchange. This value is usually followed by another value specifying the reason for the opening delay.
  • NoOpenNoResume : Indicates that trading halt or opening delay will be in effect for the remainder of the trading day.
  • PriceInd : An approximation of what a security’s opening or re-opening price range (bid and offer prices, no sizes) will be when trading resumes after a delayed opening or after a trading halt.
  • Equipment : Non-regulatory condition: the ability to trade this security by a participant is temporarily inhibited due to a systems, equipment or communications facility problem, or for other technical reasons.
  • Filings : Not current in regulatory filings.
  • News : News pending. Denotes a regulatory trading halt due to an expected news announcement which influence the security. An Opening Delay or Trading Halt may be continued once the news has been disseminated.
  • NewsDissem : News Dissemination. Denotes a regulatory trading halt when relevant news influencing the security is being disseminated. Trading is suspended until the primary market determines that an adequate publication or disclosure of information has occurred.
  • Listing : Listing Noncompliance.
  • Operation : Operational Halt
  • Info : Information Requested. Regulatory condition: more disclosure of information is requested by the exchange for this security.
  • SEC : SEC Suspension.
  • Times : News Resumption Times.
  • Other : Other Regulatory Halt.
  • Related : Related Security; In View Of Common. Non-regulatory condition: the halt or opening delay in this security is due to its relationship with another security. This condition also applies to non-common associated securities (e.g. warrants, rights, preferreds, classes, etc.) in view of the common stock.
  • IPO : Upcoming IPO issue not yet trading.

function getSecurityStatusQualFieldState

virtual MamdaFieldState getSecurityStatusQualFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatusQualFieldState

Get the security status qualifier field state

function getSecurityStatusNative

virtual const char * getSecurityStatusNative() const =0

See: getSecurityStatus()

Return: The exchange provided security status.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatusNative

Original “security status” field sent by the feed. NYSE Technologies feed handlers also send normalized security status.

function getSecurityStatusNativeFieldState

virtual MamdaFieldState getSecurityStatusNativeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatusNativeFieldState

Get the native security status field state

function getFreeText

virtual const char * getFreeText() const =0

Return: Free text associated with the security status change.

Reimplemented by: Wombat::MamdaSecStatusListener::getFreeText

Arbitrary free text associated with the security status change.

function getFreeTextFieldState

virtual MamdaFieldState getFreeTextFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getFreeTextFieldState

Get the free text field field state

function ~MamdaSecStatus

inline virtual ~MamdaSecStatus()

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