Classes Files

Wombat::MamdaTradeCorrection

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#include <MamdaTradeCorrection.h>

Inherits from Wombat::MamdaBasicEvent

Inherited by Wombat::MamdaTradeListener

Public Functions

  Name
virtual mama_seqnum_t getOrigSeqNum() const =0
virtual MamdaFieldState getOrigSeqNumFieldState() const =0
virtual const MamaPrice & getOrigPrice() const =0
virtual MamdaFieldState getOrigPriceFieldState() const =0
virtual mama_quantity_t getOrigVolume() const =0
virtual MamdaFieldState getOrigVolumeFieldState() const =0
virtual const char * getOrigPartId() const =0
virtual MamdaFieldState getOrigPartIdFieldState() const =0
virtual const char * getOrigQual() const =0
virtual MamdaFieldState getOrigQualFieldState() const =0
virtual const char * getOrigQualNative() const =0
virtual MamdaFieldState getOrigQualNativeFieldState() const =0
virtual mama_u32_t getOrigSellersSaleDays() const =0
virtual MamdaFieldState getOrigSellersSaleDaysFieldState() const =0
virtual char getOrigStopStock() const =0
virtual MamdaFieldState getOrigStopStockFieldState() const =0
virtual const char * getCorrTradeId() const =0
virtual MamdaFieldState getCorrTradeIdFieldState() const =0
virtual const MamaPrice & getCorrPrice() const =0
virtual MamdaFieldState getCorrPriceFieldState() const =0
virtual mama_quantity_t getCorrVolume() const =0
virtual MamdaFieldState getCorrVolumeFieldState() const =0
virtual const char * getCorrPartId() const =0
virtual MamdaFieldState getCorrPartIdFieldState() const =0
virtual const char * getCorrQual() const =0
virtual MamdaFieldState getCorrQualFieldState() const =0
virtual const char * getCorrQualNative() const =0
virtual MamdaFieldState getCorrQualNativeFieldState() const =0
virtual mama_u32_t getCorrSellersSaleDays() const =0
virtual MamdaFieldState getCorrSellersSaleDaysFieldState() const =0
virtual char getCorrStopStock() const =0
virtual MamdaFieldState getCorrStopStockFieldState() const =0
virtual const char * getTradeQual() const =0
virtual MamdaFieldState getTradeQualFieldState() const =0
virtual bool getIsIrregular() const =0
virtual MamdaFieldState getIsIrregularFieldState() const =0
virtual bool getGenericFlag() const =0
virtual MamdaFieldState getGenericFlagFieldState() const =0
virtual const char * getOrigTradeId() const =0
virtual MamdaFieldState getOrigTradeIdFieldState() const =0
virtual char getCorrShortSaleCircuitBreaker() const =0
virtual MamdaFieldState getCorrShortSaleCircuitBreakerFieldState() const =0
virtual ~MamdaTradeCorrection()

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::MamdaTradeCorrection;

MamdaTradeCorrection is an interface that provides access to trade correction related fields.

Public Functions Documentation

function getOrigSeqNum

virtual mama_seqnum_t getOrigSeqNum() const =0

See: MamdaBasicEvent::getEventSeqNum()

Reimplemented by: Wombat::MamdaTradeListener::getOrigSeqNum

Get the original trade sequence number.

function getOrigSeqNumFieldState

virtual MamdaFieldState getOrigSeqNumFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOrigSeqNumFieldState

Get the original trade sequence number field state

function getOrigPrice

virtual const MamaPrice & getOrigPrice() const =0

See: MamdaTradeReport::getTradePrice()

Reimplemented by: Wombat::MamdaTradeListener::getOrigPrice

Get the original trade price.

function getOrigPriceFieldState

virtual MamdaFieldState getOrigPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOrigPriceFieldState

Get the original trade price field state

function getOrigVolume

virtual mama_quantity_t getOrigVolume() const =0

See: MamdaTradeReport::getTradeVolume()

Reimplemented by: Wombat::MamdaTradeListener::getOrigVolume

Get the original trade volume.

function getOrigVolumeFieldState

virtual MamdaFieldState getOrigVolumeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOrigVolumeFieldState

Get the original trade volume field state

function getOrigPartId

virtual const char * getOrigPartId() const =0

See: MamdaTradeReport::getTradePartId()

Reimplemented by: Wombat::MamdaTradeListener::getOrigPartId

Get the original trade participant identifier.

function getOrigPartIdFieldState

virtual MamdaFieldState getOrigPartIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOrigPartIdFieldState

Get the field state

function getOrigQual

virtual const char * getOrigQual() const =0

See: MamdaTradeReport::getTradeQual()

Reimplemented by: Wombat::MamdaTradeListener::getOrigQual

Get original trade qualifier.

function getOrigQualFieldState

virtual MamdaFieldState getOrigQualFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOrigQualFieldState

Get the field state

function getOrigQualNative

virtual const char * getOrigQualNative() const =0

See: MamdaTradeReport::getTradeCondition()

Reimplemented by: Wombat::MamdaTradeListener::getOrigQualNative

Get original trade condition.

function getOrigQualNativeFieldState

virtual MamdaFieldState getOrigQualNativeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOrigQualNativeFieldState

Get the field state

function getOrigSellersSaleDays

virtual mama_u32_t getOrigSellersSaleDays() const =0

See: MamdaTradeReport::getTradeSellersSaleDays()

Reimplemented by: Wombat::MamdaTradeListener::getOrigSellersSaleDays

Get the original trade sellers days.

function getOrigSellersSaleDaysFieldState

virtual MamdaFieldState getOrigSellersSaleDaysFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOrigSellersSaleDaysFieldState

Get the field state

function getOrigStopStock

virtual char getOrigStopStock() const =0

See: MamdaTradeReport::getTradeStopStock()

Reimplemented by: Wombat::MamdaTradeListener::getOrigStopStock

Get the original stock stop indicator.

function getOrigStopStockFieldState

virtual MamdaFieldState getOrigStopStockFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOrigStopStockFieldState

Get the field state

function getCorrTradeId

virtual const char * getCorrTradeId() const =0

Reimplemented by: Wombat::MamdaTradeListener::getCorrTradeId

Get the corrected trade Id.

function getCorrTradeIdFieldState

virtual MamdaFieldState getCorrTradeIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getCorrTradeIdFieldState

Get the field state

function getCorrPrice

virtual const MamaPrice & getCorrPrice() const =0

See: MamdaTradeReport::getTradePrice()

Reimplemented by: Wombat::MamdaTradeListener::getCorrPrice

Get the corrected trade price.

function getCorrPriceFieldState

virtual MamdaFieldState getCorrPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getCorrPriceFieldState

Get the field state

function getCorrVolume

virtual mama_quantity_t getCorrVolume() const =0

See: MamdaTradeReport::getTradeVolume()

Reimplemented by: Wombat::MamdaTradeListener::getCorrVolume

Get the corrected trade volume.

function getCorrVolumeFieldState

virtual MamdaFieldState getCorrVolumeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getCorrVolumeFieldState

Get the field state

function getCorrPartId

virtual const char * getCorrPartId() const =0

See: MamdaTradeReport::getTradePartId()

Reimplemented by: Wombat::MamdaTradeListener::getCorrPartId

Get the corrected trade participant identifier.

function getCorrPartIdFieldState

virtual MamdaFieldState getCorrPartIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getCorrPartIdFieldState

Get the field state

function getCorrQual

virtual const char * getCorrQual() const =0

See: MamdaTradeReport::getTradeQual()

Reimplemented by: Wombat::MamdaTradeListener::getCorrQual

Get corrected trade qualifier.

function getCorrQualFieldState

virtual MamdaFieldState getCorrQualFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getCorrQualFieldState

Get the field state

function getCorrQualNative

virtual const char * getCorrQualNative() const =0

See: MamdaTradeReport::getTradeCondition()

Reimplemented by: Wombat::MamdaTradeListener::getCorrQualNative

Get corrected trade condition.

function getCorrQualNativeFieldState

virtual MamdaFieldState getCorrQualNativeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getCorrQualNativeFieldState

Get the field state

function getCorrSellersSaleDays

virtual mama_u32_t getCorrSellersSaleDays() const =0

See: MamdaTradeReport::getTradeSellersSaleDays()

Reimplemented by: Wombat::MamdaTradeListener::getCorrSellersSaleDays

Get the corrected trade sellers days.

function getCorrSellersSaleDaysFieldState

virtual MamdaFieldState getCorrSellersSaleDaysFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getCorrSellersSaleDaysFieldState

Get the field state

function getCorrStopStock

virtual char getCorrStopStock() const =0

See: MamdaTradeReport::getTradeStopStock()

Reimplemented by: Wombat::MamdaTradeListener::getCorrStopStock

Get the original stock stop indicator.

function getCorrStopStockFieldState

virtual MamdaFieldState getCorrStopStockFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getCorrStopStockFieldState

Get the field state

function getTradeQual

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 NYSE Technologies 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 |   |

function getTradeQualFieldState

virtual MamdaFieldState getTradeQualFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeQualFieldState

The trade qual Field State.

function getIsIrregular

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.

function getIsIrregularFieldState

virtual MamdaFieldState getIsIrregularFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getIsIrregularFieldState

The isIrregular Field State.

function getGenericFlag

virtual bool getGenericFlag() const =0

Reimplemented by: Wombat::MamdaTradeListener::getGenericFlag

function getGenericFlagFieldState

virtual MamdaFieldState getGenericFlagFieldState() const =0

Reimplemented by: Wombat::MamdaTradeListener::getGenericFlagFieldState

function getOrigTradeId

virtual const char * getOrigTradeId() const =0

Return: the original trade id

Reimplemented by: Wombat::MamdaTradeListener::getOrigTradeId

Get the original trade id

function getOrigTradeIdFieldState

virtual MamdaFieldState getOrigTradeIdFieldState() const =0

Reimplemented by: Wombat::MamdaTradeListener::getOrigTradeIdFieldState

function getCorrShortSaleCircuitBreaker

virtual char getCorrShortSaleCircuitBreaker() const =0

Return: CorrShortSaleCircuitBreaker

  • 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::MamdaTradeListener::getCorrShortSaleCircuitBreaker

get the CorrShortSaleCircuitBreaker

function getCorrShortSaleCircuitBreakerFieldState

virtual MamdaFieldState getCorrShortSaleCircuitBreakerFieldState() const =0

Return: The OrigShortSaleCircuitBreaker Field State.

Reimplemented by: Wombat::MamdaTradeListener::getCorrShortSaleCircuitBreakerFieldState

function ~MamdaTradeCorrection

inline virtual ~MamdaTradeCorrection()

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