#include <MamdaTradeCancelOrError.h>
Inherits from Wombat::MamdaBasicEvent
Inherited by Wombat::MamdaTradeListener
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() |
class Wombat::MamdaTradeCancelOrError;
MamdaTradeCancelOrError is an interface that provides access to trade cancellation related fields.
virtual bool getIsCancel() const =0
Return: Whether this is a trade cancel.
Reimplemented by: Wombat::MamdaTradeListener::getIsCancel
Return whether this event is a trade cancel. If false, the event is a trade error.
virtual mama_seqnum_t getOrigSeqNum() const =0
Return: The original sequence number.
Reimplemented by: Wombat::MamdaTradeListener::getOrigSeqNum
Original feed-generated sequence for a correction/cancel/error.
virtual MamdaFieldState getOrigSeqNumFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getOrigSeqNumFieldState
Get the field state
virtual const MamaPrice & getOrigPrice() const =0
Return: The original trade price.
Reimplemented by: Wombat::MamdaTradeListener::getOrigPrice
Original trade price in a correction/cancel/error.
virtual MamdaFieldState getOrigPriceFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getOrigPriceFieldState
Get the field state
virtual mama_quantity_t getOrigVolume() const =0
Return: The original trade volume.
Reimplemented by: Wombat::MamdaTradeListener::getOrigVolume
Original trade size in a correction/cancel/error.
virtual MamdaFieldState getOrigVolumeFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getOrigVolumeFieldState
Get the field state
virtual const char * getOrigPartId() const =0
Return: The original trade participant identifier.
Reimplemented by: Wombat::MamdaTradeListener::getOrigPartId
Original trade participant identifier in a correction/cancel/error.
virtual MamdaFieldState getOrigPartIdFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getOrigPartIdFieldState
Get the field state
virtual const char * getOrigQual() const =0
Return: The original trade qualifier.
Reimplemented by: Wombat::MamdaTradeListener::getOrigQual
A normalized set of qualifiers for the original trade for the security in a correction/cancel/error.
virtual MamdaFieldState getOrigQualFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getOrigQualFieldState
Get the field state
virtual const char * getOrigQualNative() const =0
Return: The original trade condition.
Reimplemented by: Wombat::MamdaTradeListener::getOrigQualNative
Feed-specific trade qualifier code(s) for original trade. This field is provided primarily for completeness and/or troubleshooting.
virtual MamdaFieldState getOrigQualNativeFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getOrigQualNativeFieldState
Get the field state
virtual mama_u32_t getOrigSellersSaleDays() const =0
Return: The original seller’s sale days.
Reimplemented by: Wombat::MamdaTradeListener::getOrigSellersSaleDays
Seller’s sale days for original trade. Used when the trade qualifier is “Seller”. Specifies the number of days that may elapse before delivery of the security.
virtual MamdaFieldState getOrigSellersSaleDaysFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getOrigSellersSaleDaysFieldState
Get the field state
virtual char getOrigStopStock() const =0
Return: The original stopped stock indicator.
Reimplemented by: Wombat::MamdaTradeListener::getOrigStopStock
Stopped stock indicator for original trade. Condition related to certain NYSE trading rules. This is not related to a halted security status. (0 == N/A; 1 == Applicable)
virtual MamdaFieldState getOrigStopStockFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getOrigStopStockFieldState
Get the field state
virtual const char * getTradeQual() const =0
Return: Trade qualifier. A normalized set of qualifiers for the current trade for the security. This field may contain multiple string values, separated by the colon(:) character.
Reimplemented by: Wombat::MamdaTradeListener::getTradeQual
Get the wombat normalized trade qualifier. | Value | Meaning | | ——– | ——– | | Normal | Regular trade. A trade made without stated conditions is deemed regular way for settlement on the third * business day following the transaction * date. | | Acquisition | A transaction made on the Exchange as a result of an Exchange acquisition. | | Bunched | A trade representing an aggregate of two or more regular trades in a security occurring at the same price either simultaneously or within the same 60 second period, with no individual trade exceeding 10,000 shares. | | Cash | A transaction which calls for the delivery of securities and payment on the same day the trade takes place. | | Distribution | Sale of a large block of stock in such a manner that the price is not adversely affected. | | BunchedSold | A bunched trade which is reported late | | Rule155 | To qualify as a 155 print, a specialist arranges for the sale of the block at one “clean-up” price or at the different price limits on his book. If the block is sold at a “clean-up” price, the specialist should execute at the same price all the executable buy orders on his book. The sale qualifier is only applicable for AMEX trades. | | SoldLast | Sold Last is used when a trade prints in sequence but is reported late or printed in conformance to the One or Two Point Rule. | | NextDay | A transaction which calls for delivery of securities on the first business day after the trade date. | | Opened | Indicates an opening transaction that is printed out of sequence or reported late or printed in conformance to the One or Two Point Rule. | | PriorRef | An executed trade that relates to an obligation to trade at an earlier point in the trading day or that refer to a prior reference price. This may be the result of an order that was lost or misplaced or a SelectNet order that was not executed on a timely basis. | | Seller | A Seller’s option transaction is a special transaction which gives the seller the right to deliver the stock at any time within a specific period, ranging from not less than four calendar days to no more than 60 calendar days. | | SplitTrade | An execution in two markets when the specialist or Market Maker in the market first receiving the order agrees to execute a portion of it at whatever price is realized in another market to which the balance of the order is forwarded for execution. | | FormT | See PrePostMkt. Currently, all feed handlers that post Form-T trades - except CTA - send this qualifier for Form-T trades. In the next major release, all fields will use PrePostMkt and FormT will be obsolete. | | PrePostMkt | A trade reported before or after the normal trade reporting day. This is also known as a Form-T trade. The volume of Form-T trades will be included in the calculation of total volume. The price information in Form-T trades will not be used to update high, low and last sale data for individual securities or Indices since they occur outside of normal trade reporting hours. Currently, all feed handlers that post Form-T trades - except CTA - send the “FormT” qualifier for Fot-T trades. In the next major release, all feed handlers will use PrePostMkt and FormT will be obsolete. | | AvPrice | A trade where the price reported is based upon an average of the prices for transactions in a security during all or any portion of the trading day. | | Sold | Sold is used when a trade is printed (reported) out of sequence and at a time different from the actual transaction time. | | Adjusted | | | Auto | A sale condition code that identifies a NYSE trade that has been automatically executed without the potential benefit of price improvement. | | Basket | | | CashOnly | | | NextDayOnly | | | SpecTerms | | | Stopped | | | CATS | | | VCT | | | Rule127 | | | BurstBasket | A burst basket execution signifies a trade wherein the equity Specialists, acting in the aggregate as a market maker, purchase or sell the component stocks required for execution of a specific basket trade. | | OpenDetail | Opening trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published. | | Detail | Trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published. | | Reserved | | | BasketCross | | | BasketIndexOnClose | A basket index on close transaction signifies a trade involving paired basket orders,the execution of which is based on the closing value of the index. These trades are reported after the close when the index closing value is determined. | | IntermarketSweep | Indicates to CTS data recipients that the execution price reflects the order instruction not to send the order to another market that may have a superior price. | | YellowFlag | Regular trades reported during specific events as out of the ordinary. | | MarketCenterOpen | | | MarketCenterClose | | | Unknown | |
virtual MamdaFieldState getTradeQualFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getTradeQualFieldState
The trade qual Field State.
virtual bool getIsIrregular() const =0
Return: Whether or not the trade qualifies as an irregular trade. In general, only “regular” trades qualify to update the official last price and high/low prices.
Reimplemented by: Wombat::MamdaTradeListener::getIsIrregular
Get whether the trade is irregular.
virtual MamdaFieldState getIsIrregularFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getIsIrregularFieldState
The isIrregular Field State.
virtual bool getGenericFlag() const =0
Reimplemented by: Wombat::MamdaTradeListener::getGenericFlag
virtual MamdaFieldState getGenericFlagFieldState() const =0
Reimplemented by: Wombat::MamdaTradeListener::getGenericFlagFieldState
virtual const char * getOrigTradeId() const =0
Return: the original trade id
Reimplemented by: Wombat::MamdaTradeListener::getOrigTradeId
Get the original trade id
virtual MamdaFieldState getOrigTradeIdFieldState() const =0
Reimplemented by: Wombat::MamdaTradeListener::getOrigTradeIdFieldState
virtual char getOrigShortSaleCircuitBreaker() const =0
Return: OrigShortSaleCircuitBreaker
Reimplemented by: Wombat::MamdaTradeListener::getOrigShortSaleCircuitBreaker
get the OrigShortSaleCircuitBreaker
virtual MamdaFieldState getOrigShortSaleCircuitBreakerFieldState() const =0
Return: The OrigShortSaleCircuitBreaker Field State.
Reimplemented by: Wombat::MamdaTradeListener::getOrigShortSaleCircuitBreakerFieldState
inline virtual ~MamdaTradeCancelOrError()
Updated on 2023-03-31 at 15:29:58 +0100