Classes Files

Wombat::MamdaSecStatusListener

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#include <MamdaSecStatusListener.h>

Inherits from Wombat::MamdaMsgListener, Wombat::MamdaSecStatus, Wombat::MamdaSecStatusRecap, Wombat::MamdaBasicEvent, Wombat::MamdaBasicRecap

Public Functions

  Name
  MamdaSecStatusListener()
virtual ~MamdaSecStatusListener()
void addHandler(MamdaSecStatusHandler * handler)
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
virtual const MamaDateTime & getEventTime() const
virtual mama_seqnum_t getEventSeqNum() const
virtual const MamaDateTime & getLuldTime() const
virtual const char getLuldIndicator() const
virtual const MamaPrice & getLuldHighLimit() const
virtual const MamaPrice & getLuldLowLimit() const
virtual MamdaFieldState getSymbolFieldState() const
virtual MamdaFieldState getPartIdFieldState() const
virtual MamdaFieldState getSrcTimeFieldState() const
virtual MamdaFieldState getActivityTimeFieldState() const
virtual MamdaFieldState getLineTimeFieldState() const
virtual MamdaFieldState getSendTimeFieldState() const
virtual MamdaFieldState getMsgQualFieldState() const
virtual MamdaFieldState getEventTimeFieldState() const
virtual MamdaFieldState getEventSeqNumFieldState() const
virtual MamdaFieldState getLuldIndicatorFieldState() const
virtual MamdaFieldState getLuldTimeFieldState() const
virtual MamdaFieldState getLuldHighLimitFieldState() const
virtual MamdaFieldState getLuldLowLimitFieldState() const
virtual const char * getIssueSymbol() const
virtual const char * getReason() const
virtual char getSecurityAction() const
virtual char getShortSaleCircuitBreaker() const
virtual const char * getSecurityType() const
virtual const char * getSecurityStatus() const
virtual const char * getSecurityStatusQual() const
virtual const char * getSecurityStatusNative() const
virtual const char * getSecurityStatusStr() const
virtual const char * getSecurityStatusQualStr() const
virtual MamdaSecurityStatus getSecurityStatusEnum() const
virtual MamdaSecurityStatusQual getSecurityStatusQualifierEnum() const
virtual const char * getFreeText() const
virtual MamdaFieldState getIssueSymbolFieldState() const
virtual MamdaFieldState getReasonFieldState() const
virtual MamdaFieldState getSecurityActionFieldState() const
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const
virtual MamdaFieldState getSecurityTypeFieldState() const
virtual MamdaFieldState getSecurityStatusFieldState() const
virtual MamdaFieldState getSecurityStatusQualFieldState() const
virtual MamdaFieldState getSecurityStatusNativeFieldState() const
virtual MamdaFieldState getSecurityStatusStrFieldState() const
virtual MamdaFieldState getSecurityStatusQualStrFieldState() const
virtual MamdaFieldState getSecurityStatusEnumFieldState() const
virtual MamdaFieldState getSecurityStatusQualifierEnumFieldState() const
virtual MamdaFieldState getFreeTextFieldState() const
virtual void onMsg(MamdaSubscription * subscription, const MamaMsg & msg, short msgType)

Additional inherited members

Public Functions inherited from Wombat::MamdaMsgListener

  Name
virtual ~MamdaMsgListener()

Public Functions inherited from Wombat::MamdaSecStatus

  Name
virtual ~MamdaSecStatus()

Public Functions inherited from Wombat::MamdaSecStatusRecap

  Name
virtual ~MamdaSecStatusRecap()

Public Functions inherited from Wombat::MamdaBasicEvent

  Name
virtual ~MamdaBasicEvent()

Public Functions inherited from Wombat::MamdaBasicRecap

  Name
virtual ~MamdaBasicRecap()

Detailed Description

class Wombat::MamdaSecStatusListener;

MamdaSecurityStatusListener is a class that specializes in handling security status updates. Developers provide their own implementation of the MamdaSecurityStatusHandler interface and will be delivered notifications for security status updates.

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

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

Public Functions Documentation

function MamdaSecStatusListener

MamdaSecStatusListener()

Create a specialized security status listener.

function ~MamdaSecStatusListener

virtual ~MamdaSecStatusListener()

function addHandler

void addHandler(
    MamdaSecStatusHandler * handler
)

Add a specialized security status handler.

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 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 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 getLuldTime

virtual const MamaDateTime & getLuldTime() const

Return: Limit Up Limit Down Time

Reimplements: Wombat::MamdaSecStatusRecap::getLuldTime

Limit Up Limit Down Time

function getLuldIndicator

virtual const char getLuldIndicator() const

Return: Limit Up Limit Down Indicator

Reimplements: Wombat::MamdaSecStatusRecap::getLuldIndicator

Limit Up Limit Down Indicator

function getLuldHighLimit

virtual const MamaPrice & getLuldHighLimit() const

Return: Limit Up Limit Down High Limit

Reimplements: Wombat::MamdaSecStatusRecap::getLuldHighLimit

Limit Up Limit Down High Limit

function getLuldLowLimit

virtual const MamaPrice & getLuldLowLimit() const

Return: Limit Up Limit Down Low Limit

Reimplements: Wombat::MamdaSecStatusRecap::getLuldLowLimit

Limit Up Limit Down Low Limit

function getSymbolFieldState

virtual MamdaFieldState getSymbolFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getSymbolFieldState

Get the string symbol field state

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 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 getEventTimeFieldState

virtual MamdaFieldState getEventTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getEventTimeFieldState

Get the event time field state.

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 getLuldIndicatorFieldState

virtual MamdaFieldState getLuldIndicatorFieldState() const

Return: LULD Indicator field state.

Reimplements: Wombat::MamdaSecStatusRecap::getLuldIndicatorFieldState

function getLuldTimeFieldState

virtual MamdaFieldState getLuldTimeFieldState() const

Return: LULD Time field state.

Reimplements: Wombat::MamdaSecStatusRecap::getLuldTimeFieldState

function getLuldHighLimitFieldState

virtual MamdaFieldState getLuldHighLimitFieldState() const

Return: LULD High Limit field state.

Reimplements: Wombat::MamdaSecStatusRecap::getLuldHighLimitFieldState

function getLuldLowLimitFieldState

virtual MamdaFieldState getLuldLowLimitFieldState() const

Return: LULD Low Limit field state.

Reimplements: Wombat::MamdaSecStatusRecap::getLuldLowLimitFieldState

function getIssueSymbol

virtual const char * getIssueSymbol() const

Return: The symbol name.

Reimplements: Wombat::MamdaSecStatus::getIssueSymbol

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

function getReason

virtual const char * getReason() const

See: getSecurityStatusQual()

Return: The reason for the current status.

Reimplements: Wombat::MamdaSecStatus::getReason

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

function getSecurityAction

virtual char getSecurityAction() const

Return: The security action.

Reimplements: Wombat::MamdaSecStatus::getSecurityAction

Action related to this security.

  • A : Add this new security.

function getShortSaleCircuitBreaker

virtual char getShortSaleCircuitBreaker() const

See: MamdaSecStatusRecap::getShortSaleCircuitBreaker()

Reimplements: Wombat::MamdaSecStatus::getShortSaleCircuitBreaker

function getSecurityType

virtual const char * getSecurityType() const

Return: The security type.

Reimplements: Wombat::MamdaSecStatus::getSecurityType

The security type.

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

function getSecurityStatus

virtual const char * getSecurityStatus() const

Return: The normalized security status.

Reimplements: Wombat::MamdaSecStatus::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 getSecurityStatusQual

virtual const char * getSecurityStatusQual() const

Return: The normalized security status qualifier.

Reimplements: Wombat::MamdaSecStatus::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 getSecurityStatusNative

virtual const char * getSecurityStatusNative() const

See: getSecurityStatus()

Return: The exchange provided security status.

Reimplements: Wombat::MamdaSecStatus::getSecurityStatusNative

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

function getSecurityStatusStr

virtual const char * getSecurityStatusStr() const

Return: The normalized security status.

Reimplements: Wombat::MamdaSecStatusRecap::getSecurityStatusStr

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.)
  • Auction : Security has done into auction.
  • Crossing : Security crossing
  • Unknown : Security status is currently unknown.

function getSecurityStatusQualStr

virtual const char * getSecurityStatusQualStr() const

Return: The normalized security status qualifier.

Reimplements: Wombat::MamdaSecStatusRecap::getSecurityStatusQualStr

Security status qualifier.

  • None : No security status qualifier is known/available for this security.
  • Excused : An Excused withdrawl from the market.
  • Withdrawn : Non-excused withdrawl 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 getSecurityStatusEnum

virtual MamdaSecurityStatus getSecurityStatusEnum() const

Return: The normalized security status as an enumerated value.

Reimplements: Wombat::MamdaSecStatusRecap::getSecurityStatusEnum

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

  • SECURITY_STATUS_NONE : No security status is known/available for this security.
  • SECURITY_STATUS_NORMAL : Security is open for normal quoting and trading
  • SECURITY_STATUS_CLOSED : Security is closed (usually before or after market open)
  • SECURITY_STATUS_HALTED : Security has been halted by exchange.
  • SECURITY_STATUS_NOT_EXIST : Security does not currently exist in cache (but it might in the future).
  • SECURITY_STATUS_DELETED : Security has been deleted (e.g., merger, expiration, etc.)
  • SECURITY_STATUS_AUCTION : Security has gone into auction.
  • SECURITY_STATUS_CROSSING : Security crossing
  • SECURITY_STATUS_UNKNOWN : Security status is currently unknown.

function getSecurityStatusQualifierEnum

virtual MamdaSecurityStatusQual getSecurityStatusQualifierEnum() const

Return: The normalized security status qualifier.

Reimplements: Wombat::MamdaSecStatusRecap::getSecurityStatusQualifierEnum

Security status qualifier.

  • SECURITY_STATUS_QUAL_NONE : No security status qualifier is known/available for this security.
  • SECURITY_STATUS_QUAL_EXCUSED : An Excused withdrawl from the market.
  • SECURITY_STATUS_QUAL_WITHDRAWN : Non-excused withdrawl by the market maker.
  • SECURITY_STATUS_QUAL_SUSPENDED : Suspended Trading
  • SECURITY_STATUS_QUAL_RESUME : Resume trading/quoting after halt.
  • SECURITY_STATUS_QUAL_QUOTE_RESUME : Resume quoting after halt. Nasdaq distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • SECURITY_STATUS_QUAL_TRADE_RESUME : Resume trading after halt. Nasdaq distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • SECURITY_STATUS_QUAL_RESUME_TIME : When the security is expected to resume trading.
  • SECURITY_STATUS_QUAL_MKT_IMB_BUY : 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).
  • SECURITY_STATUS_QUAL_MKT_IMB_SELL : 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).
  • SECURITY_STATUS_QUAL_NO_MKT_IMB : 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.
  • SECURITY_STATUS_QUAL_MOC_IMB_BUY : 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).
  • SECURITY_STATUS_QUAL_MOC_IMB_SELL : 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).
  • SECURITY_STATUS_QUAL_NO_MOC_IMB : 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.
  • SECURITY_STATUS_QUAL_ORDER_IMB : Non-regulatory condition: a significant imbalance of buy orders exists for this security.
  • SECURITY_STATUS_QUAL_ORDER_IMB_SELL : Non-regulatory condition: a significant imbalance of sell orders exists for this security.
  • SECURITY_STATUS_QUAL_ORDER_OMB_NONE : 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.
  • SECURITY_STATUS_QUAL_RANGE_IND : 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).
  • SECURITY_STATUS_QUAL_ITS_PRE_OPEN : ITS pre-opening indication.
  • SECURITY_STATUS_QUAL_RESERVED : Reserved (e.g., CME).
  • SECURITY_STATUS_QUAL_FROZEN : Frozen (e.g., CME).
  • SECURITY_STATUS_QUAL_PRE_OPEN : Preopening state (e.g., CME).
  • SECURITY_STATUS_QUAL_ADD_INFO : 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.”
  • SECURITY_STATUS_QUAL_OPEN_DELAY : Security’s opening has been delayed by exchange. This value is usually followed by another value specifying the reason for the opening delay.
  • SECURITY_STATUS_QUAL_NO_OPEN_RESUME : Indicates that trading halt or opening delay will be in effect for the remainder of the trading day.
  • SECURITY_STATUS_QUAL_PRICE_IND : 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.
  • SECURITY_STATUS_QUAL_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.
  • SECURITY_STATUS_QUAL_FILINGS : Not current in regulatory filings.
  • SECURITY_STATUS_QUAL_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.
  • SECURITY_STATUS_QUAL_NEWS_DISSEM : 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. v
  • SECURITY_STATUS_QUAL_LISTING : Listing Noncompliance.
  • SECURITY_STATUS_QUAL_OPERATION : Operational Halt
  • SECURITY_STATUS_QUAL_INFO : Information Requested. Regulatory condition: more disclosure of information is requested by the exchange for this security.
  • SECURITY_STATUS_QUAL_SEC : SEC Suspension.
  • SECURITY_STATUS_QUAL_TIMES : News Resumption Times.
  • SECURITY_STATUS_QUAL_OTHER : Other Regulatory Halt.
  • SECURITY_STATUS_QUAL_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.
  • SECURITY_STATUS_QUAL_IPO : Upcoming IPO issue not yet trading.

function getFreeText

virtual const char * getFreeText() const

Return: Free text associated with the security status change.

Reimplements: Wombat::MamdaSecStatus::getFreeText

Arbitrary free text associated with the security status change.

function getIssueSymbolFieldState

virtual MamdaFieldState getIssueSymbolFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaSecStatus::getIssueSymbolFieldState

Get the issue symbol field state

function getReasonFieldState

virtual MamdaFieldState getReasonFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaSecStatus::getReasonFieldState

Get the reason field state

function getSecurityActionFieldState

virtual MamdaFieldState getSecurityActionFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaSecStatus::getSecurityActionFieldState

Get the security action field state

function getShortSaleCircuitBreakerFieldState

virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const

See: MamdaSecStatusRecap::getShortSaleCircuitBreakerFieldState()

Reimplements: Wombat::MamdaSecStatus::getShortSaleCircuitBreakerFieldState

function getSecurityTypeFieldState

virtual MamdaFieldState getSecurityTypeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaSecStatus::getSecurityTypeFieldState

Get the security type field state

function getSecurityStatusFieldState

virtual MamdaFieldState getSecurityStatusFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaSecStatus::getSecurityStatusFieldState

Get the security status field state

function getSecurityStatusQualFieldState

virtual MamdaFieldState getSecurityStatusQualFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaSecStatus::getSecurityStatusQualFieldState

Get the security status qualifier field state

function getSecurityStatusNativeFieldState

virtual MamdaFieldState getSecurityStatusNativeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaSecStatus::getSecurityStatusNativeFieldState

Get the native security status field state

function getSecurityStatusStrFieldState

virtual MamdaFieldState getSecurityStatusStrFieldState() const

Return: The normalized security status field state.

Reimplements: Wombat::MamdaSecStatusRecap::getSecurityStatusStrFieldState

function getSecurityStatusQualStrFieldState

virtual MamdaFieldState getSecurityStatusQualStrFieldState() const

Return: The normalized security status qualifier field state.

Reimplements: Wombat::MamdaSecStatusRecap::getSecurityStatusQualStrFieldState

function getSecurityStatusEnumFieldState

virtual MamdaFieldState getSecurityStatusEnumFieldState() const

Return: The normalized security status (enumerated value) field State

Reimplements: Wombat::MamdaSecStatusRecap::getSecurityStatusEnumFieldState

function getSecurityStatusQualifierEnumFieldState

virtual MamdaFieldState getSecurityStatusQualifierEnumFieldState() const

Return: The normalized security status qualifier field state

Reimplements: Wombat::MamdaSecStatusRecap::getSecurityStatusQualifierEnumFieldState

function getFreeTextFieldState

virtual MamdaFieldState getFreeTextFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaSecStatus::getFreeTextFieldState

Get the free text field field state

function onMsg

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

Reimplements: Wombat::MamdaMsgListener::onMsg

Implementation of MamdaListener interface.


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