#include <MamdaTradeCorrection.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::MamdaTradeCorrection;
MamdaTradeCorrection is an interface that provides access to trade correction related fields.
virtual mama_seqnum_t getOrigSeqNum() const =0
See: MamdaBasicEvent::getEventSeqNum()
Reimplemented by: Wombat::MamdaTradeListener::getOrigSeqNum
Get the original trade sequence number.
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
virtual const MamaPrice & getOrigPrice() const =0
See: MamdaTradeReport::getTradePrice()
Reimplemented by: Wombat::MamdaTradeListener::getOrigPrice
Get the original trade price.
virtual MamdaFieldState getOrigPriceFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getOrigPriceFieldState
Get the original trade price field state
virtual mama_quantity_t getOrigVolume() const =0
See: MamdaTradeReport::getTradeVolume()
Reimplemented by: Wombat::MamdaTradeListener::getOrigVolume
Get the original trade volume.
virtual MamdaFieldState getOrigVolumeFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getOrigVolumeFieldState
Get the original trade volume field state
virtual const char * getOrigPartId() const =0
See: MamdaTradeReport::getTradePartId()
Reimplemented by: Wombat::MamdaTradeListener::getOrigPartId
Get the original trade participant identifier.
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
See: MamdaTradeReport::getTradeQual()
Reimplemented by: Wombat::MamdaTradeListener::getOrigQual
Get original trade qualifier.
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
See: MamdaTradeReport::getTradeCondition()
Reimplemented by: Wombat::MamdaTradeListener::getOrigQualNative
Get original trade condition.
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
See: MamdaTradeReport::getTradeSellersSaleDays()
Reimplemented by: Wombat::MamdaTradeListener::getOrigSellersSaleDays
Get the original trade sellers days.
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
See: MamdaTradeReport::getTradeStopStock()
Reimplemented by: Wombat::MamdaTradeListener::getOrigStopStock
Get the original stock stop indicator.
virtual MamdaFieldState getOrigStopStockFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getOrigStopStockFieldState
Get the field state
virtual const char * getCorrTradeId() const =0
Reimplemented by: Wombat::MamdaTradeListener::getCorrTradeId
Get the corrected trade Id.
virtual MamdaFieldState getCorrTradeIdFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getCorrTradeIdFieldState
Get the field state
virtual const MamaPrice & getCorrPrice() const =0
See: MamdaTradeReport::getTradePrice()
Reimplemented by: Wombat::MamdaTradeListener::getCorrPrice
Get the corrected trade price.
virtual MamdaFieldState getCorrPriceFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getCorrPriceFieldState
Get the field state
virtual mama_quantity_t getCorrVolume() const =0
See: MamdaTradeReport::getTradeVolume()
Reimplemented by: Wombat::MamdaTradeListener::getCorrVolume
Get the corrected trade volume.
virtual MamdaFieldState getCorrVolumeFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getCorrVolumeFieldState
Get the field state
virtual const char * getCorrPartId() const =0
See: MamdaTradeReport::getTradePartId()
Reimplemented by: Wombat::MamdaTradeListener::getCorrPartId
Get the corrected trade participant identifier.
virtual MamdaFieldState getCorrPartIdFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getCorrPartIdFieldState
Get the field state
virtual const char * getCorrQual() const =0
See: MamdaTradeReport::getTradeQual()
Reimplemented by: Wombat::MamdaTradeListener::getCorrQual
Get corrected trade qualifier.
virtual MamdaFieldState getCorrQualFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getCorrQualFieldState
Get the field state
virtual const char * getCorrQualNative() const =0
See: MamdaTradeReport::getTradeCondition()
Reimplemented by: Wombat::MamdaTradeListener::getCorrQualNative
Get corrected trade condition.
virtual MamdaFieldState getCorrQualNativeFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getCorrQualNativeFieldState
Get the field state
virtual mama_u32_t getCorrSellersSaleDays() const =0
See: MamdaTradeReport::getTradeSellersSaleDays()
Reimplemented by: Wombat::MamdaTradeListener::getCorrSellersSaleDays
Get the corrected trade sellers days.
virtual MamdaFieldState getCorrSellersSaleDaysFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getCorrSellersSaleDaysFieldState
Get the field state
virtual char getCorrStopStock() const =0
See: MamdaTradeReport::getTradeStopStock()
Reimplemented by: Wombat::MamdaTradeListener::getCorrStopStock
Get the original stock stop indicator.
virtual MamdaFieldState getCorrStopStockFieldState() const =0
Return: MamdaFieldState. An enumeration representing field state.
Reimplemented by: Wombat::MamdaTradeListener::getCorrStopStockFieldState
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 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 | |
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 getCorrShortSaleCircuitBreaker() const =0
Return: CorrShortSaleCircuitBreaker
Reimplemented by: Wombat::MamdaTradeListener::getCorrShortSaleCircuitBreaker
get the CorrShortSaleCircuitBreaker
virtual MamdaFieldState getCorrShortSaleCircuitBreakerFieldState() const =0
Return: The OrigShortSaleCircuitBreaker Field State.
Reimplemented by: Wombat::MamdaTradeListener::getCorrShortSaleCircuitBreakerFieldState
inline virtual ~MamdaTradeCorrection()
Updated on 2023-03-31 at 15:29:58 +0100