Classes Files

Wombat::MamdaTradeGap

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#include <MamdaTradeGap.h>

Inherits from Wombat::MamdaBasicEvent

Inherited by Wombat::MamdaTradeListener

Public Functions

  Name
virtual mama_seqnum_t getBeginGapSeqNum() const =0
virtual MamdaFieldState getBeginGapSeqNumFieldState() const =0
virtual mama_seqnum_t getEndGapSeqNum() const =0
virtual MamdaFieldState getEndGapSeqNumFieldState() const =0
virtual ~MamdaTradeGap()

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::MamdaTradeGap;

MamdaTradeGap is an interface that provides access to trade gap related fields.

Public Functions Documentation

function getBeginGapSeqNum

virtual mama_seqnum_t getBeginGapSeqNum() const =0

Return: The start of the sequence number gap.

Reimplemented by: Wombat::MamdaTradeListener::getBeginGapSeqNum

The starting sequence number of detected missing trades based on the trade count.

function getBeginGapSeqNumFieldState

virtual MamdaFieldState getBeginGapSeqNumFieldState() const =0

Return: The Field State of the start of the sequence number gap.

Reimplemented by: Wombat::MamdaTradeListener::getBeginGapSeqNumFieldState

function getEndGapSeqNum

virtual mama_seqnum_t getEndGapSeqNum() const =0

Return: The end of the sequence number gap.

Reimplemented by: Wombat::MamdaTradeListener::getEndGapSeqNum

The end sequence number of detected missing trades based on the trade count.

function getEndGapSeqNumFieldState

virtual MamdaFieldState getEndGapSeqNumFieldState() const =0

Return: The field state of the end of the sequence number gap.

Reimplemented by: Wombat::MamdaTradeListener::getEndGapSeqNumFieldState

function ~MamdaTradeGap

inline virtual ~MamdaTradeGap()

Updated on 2023-03-31 at 15:29:59 +0100