Wombat::MamdaSecStatusRecap

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#include <MamdaSecStatusRecap.h>

Inherits from Wombat::MamdaBasicRecap

Inherited by Wombat::MamdaSecStatusListener

Public Functions

Additional inherited members

Public Functions inherited from Wombat::MamdaBasicRecap

Detailed Description

class Wombat::MamdaSecStatusRecap;

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: The symbol Field State.

Reimplemented by: Wombat::MamdaSecStatusListener::getIssueSymbolFieldState

The 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: The reason field state

Reimplemented by: Wombat::MamdaSecStatusListener::getReasonFieldState

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::MamdaSecStatusListener::getShortSaleCircuitBreaker

get the ShortSaleCircuitBreaker

function getShortSaleCircuitBreakerFieldState

virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const =0

Return: The ShortSaleCircuitBreaker Field State.

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: The security action field state

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityActionFieldState

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: The security type field state

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityTypeFieldState

The security type field state

function getSecurityStatus

virtual const char * getSecurityStatus() const =0

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatus

Deprecated.

Use getSecurityStatusEnum() to return the security status as an enumerated value, or getSecurityStatusStr() to retrun it is a const char*.

function getSecurityStatusEnum

virtual MamdaSecurityStatus getSecurityStatusEnum() const =0

Return: The normalized security status as an enumerated value.

Reimplemented by: Wombat::MamdaSecStatusListener::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 getSecurityStatusEnumFieldState

virtual MamdaFieldState getSecurityStatusEnumFieldState() const =0

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

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatusEnumFieldState

function getSecurityStatusStr

virtual const char * getSecurityStatusStr() const =0

Return: The normalized security status.

Reimplemented by: Wombat::MamdaSecStatusListener::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 getSecurityStatusStrFieldState

virtual MamdaFieldState getSecurityStatusStrFieldState() const =0

Return: The normalized security status field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatusStrFieldState

function getSecurityStatusQual

virtual const char * getSecurityStatusQual() const =0

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatusQual

Deprecated.

Use getSecurityStatusQualifierEnum() to return the security status qualifier as an enumerated value, or getSecurityStatusQualifierStr() to retrun it is a const char*.

function getSecurityStatusQualifierEnum

virtual MamdaSecurityStatusQual getSecurityStatusQualifierEnum() const =0

Return: The normalized security status qualifier.

Reimplemented by: Wombat::MamdaSecStatusListener::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 getSecurityStatusQualifierEnumFieldState

virtual MamdaFieldState getSecurityStatusQualifierEnumFieldState() const =0

Return: The normalized security status qualifier field state

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatusQualifierEnumFieldState

function getSecurityStatusQualStr

virtual const char * getSecurityStatusQualStr() const =0

Return: The normalized security status qualifier.

Reimplemented by: Wombat::MamdaSecStatusListener::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 getSecurityStatusQualStrFieldState

virtual MamdaFieldState getSecurityStatusQualStrFieldState() const =0

Return: The normalized security status qualifier field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatusQualStrFieldState

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 also sends normalized security status.

function getSecurityStatusNativeFieldState

virtual MamdaFieldState getSecurityStatusNativeFieldState() const =0

Return: The exchange provided security status field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getSecurityStatusNativeFieldState

function getFreeText

virtual const char * getFreeText() const =0

Return: Free text associated with the security status change.

Reimplemented by: Wombat::MamdaSecStatusListener::getFreeText

Arbitaray free text associated with the security status change.

function getFreeTextFieldState

virtual MamdaFieldState getFreeTextFieldState() const =0

Return: Free text associated with the security status change field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getFreeTextFieldState

function getLuldIndicator

virtual const char getLuldIndicator() const =0

Return: Limit Up Limit Down Indicator

Reimplemented by: Wombat::MamdaSecStatusListener::getLuldIndicator

Limit Up Limit Down Indicator

function getLuldIndicatorFieldState

virtual MamdaFieldState getLuldIndicatorFieldState() const =0

Return: LULD Indicator field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getLuldIndicatorFieldState

function getLuldTime

virtual const MamaDateTime & getLuldTime() const =0

Return: Limit Up Limit Down Time

Reimplemented by: Wombat::MamdaSecStatusListener::getLuldTime

Limit Up Limit Down Time

function getLuldTimeFieldState

virtual MamdaFieldState getLuldTimeFieldState() const =0

Return: LULD Time field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getLuldTimeFieldState

function getLuldHighLimit

virtual const MamaPrice & getLuldHighLimit() const =0

Return: Limit Up Limit Down High Limit

Reimplemented by: Wombat::MamdaSecStatusListener::getLuldHighLimit

Limit Up Limit Down High Limit

function getLuldHighLimitFieldState

virtual MamdaFieldState getLuldHighLimitFieldState() const =0

Return: LULD High Limit field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getLuldHighLimitFieldState

function getLuldLowLimit

virtual const MamaPrice & getLuldLowLimit() const =0

Return: Limit Up Limit Down Low Limit

Reimplemented by: Wombat::MamdaSecStatusListener::getLuldLowLimit

Limit Up Limit Down Low Limit

function getLuldLowLimitFieldState

virtual MamdaFieldState getLuldLowLimitFieldState() const =0

Return: LULD Low Limit field state.

Reimplemented by: Wombat::MamdaSecStatusListener::getLuldLowLimitFieldState

function ~MamdaSecStatusRecap

inline virtual ~MamdaSecStatusRecap()

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