Classes Files

Wombat::MamdaTradeListener

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#include <MamdaTradeListener.h>

Inherits from Wombat::MamdaMsgListener, Wombat::MamdaTradeRecap, Wombat::MamdaTradeReport, Wombat::MamdaTradeGap, Wombat::MamdaTradeCancelOrError, Wombat::MamdaTradeCorrection, Wombat::MamdaTradeClosing, Wombat::MamdaTradeOutOfSequence, Wombat::MamdaTradePossiblyDuplicate, Wombat::MamdaBasicRecap, Wombat::MamdaBasicEvent

Public Functions

  Name
  MamdaTradeListener()
virtual ~MamdaTradeListener()
void addHandler(MamdaTradeHandler * handler)
void processPosDupAndOutOfSeqAsTransient(bool tf)
void resolvePossiblyDuplicate(bool tf)
void usePosDupAndOutOfSeqHandlers(bool tf)
void setCheckUpdatesForTrades(bool check)
virtual const char * getSide() const
virtual const char * getSymbol() const
virtual const char * getPartId() const
virtual const MamaDateTime & getSrcTime() const
virtual const MamaDateTime & getActivityTime() const
virtual const MamaDateTime & getLineTime() const
virtual const MamaDateTime & getSendTime() const
virtual const MamaMsgQual & getMsgQual() const
const char * getPubId() const
virtual mama_seqnum_t getEventSeqNum() const
virtual const MamaDateTime & getEventTime() const
virtual const MamaPrice & getLastPrice() const
virtual mama_quantity_t getLastVolume() const
virtual const char * getLastPartId() const
virtual const MamaDateTime & getLastTime() const
virtual const MamaPrice & getIrregPrice() const
virtual mama_quantity_t getIrregVolume() const
virtual const char * getIrregPartId() const
virtual const MamaDateTime & getIrregTime() const
virtual const MamaDateTime & getTradeDate() const
virtual mama_u32_t getTradeCount() const
virtual mama_quantity_t getAccVolume() const
virtual mama_quantity_t getOffExAccVolume() const
virtual mama_quantity_t getOnExAccVolume() const
virtual const MamaPrice & getNetChange() const
virtual double getPctChange() const
virtual MamdaTradeDirection getTradeDirection() const
virtual const MamaPrice & getOpenPrice() const
virtual const MamaPrice & getHighPrice() const
virtual const MamaPrice & getLowPrice() const
virtual const MamaPrice & getClosePrice() const
virtual const MamaPrice & getPrevClosePrice() const
virtual const MamaPrice & getAdjPrevClosePrice() const
virtual const MamaDateTime & getPrevCloseDate() const
virtual mama_u32_t getBlockCount() const
virtual mama_quantity_t getBlockVolume() const
virtual double getVwap() const
virtual double getOffExVwap() const
virtual double getOnExVwap() const
virtual double getTotalValue() const
virtual double getOffExTotalValue() const
virtual double getOnExTotalValue() const
virtual double getStdDev() const
virtual double getStdDevSum() const
virtual double getStdDevSumSquares() const
virtual const char * getTradeUnits() const
virtual mama_seqnum_t getLastSeqNum() const
virtual mama_seqnum_t getHighSeqNum() const
virtual mama_seqnum_t getLowSeqNum() const
virtual mama_seqnum_t getTotalVolumeSeqNum() const
virtual const char * getCurrencyCode() const
virtual const MamaPrice & getSettlePrice() const
virtual const MamaDateTime & getSettleDate() const
virtual MamdaTradeExecVenue getTradeExecVenue() const
virtual const MamaPrice & getOffExchangeTradePrice() const
virtual const MamaPrice & getOnExchangeTradePrice() const
virtual const MamaPrice & getTradePrice() const
virtual mama_quantity_t getTradeVolume() const
virtual const char * getTradePartId() const
virtual const char * getTradeQual() const
virtual const char * getTradeQualNative() const
virtual mama_u32_t getTradeSellersSaleDays() const
virtual char getTradeStopStock() const
virtual bool getIsIrregular() const
virtual mama_u64_t getOrderId() const
virtual const char * getUniqueId() const
virtual const char * getTradeId() const
virtual const char * getCorrTradeId() const
virtual const char * getTradeAction() const
virtual mama_seqnum_t getBeginGapSeqNum() const
virtual mama_seqnum_t getEndGapSeqNum() const
virtual bool getIsCancel() const
virtual mama_seqnum_t getOrigSeqNum() const
virtual const MamaPrice & getOrigPrice() const
virtual mama_quantity_t getOrigVolume() const
virtual const char * getOrigPartId() const
virtual const char * getOrigQual() const
virtual const char * getOrigQualNative() const
virtual mama_u32_t getOrigSellersSaleDays() const
virtual char getOrigStopStock() const
virtual const char * getOrigTradeId() const
virtual bool getGenericFlag() const
virtual char getShortSaleCircuitBreaker() const
virtual char getOrigShortSaleCircuitBreaker() const
virtual char getCorrShortSaleCircuitBreaker() const
virtual const MamaPrice & getCorrPrice() const
virtual mama_quantity_t getCorrVolume() const
virtual const char * getCorrPartId() const
virtual const char * getCorrQual() const
virtual const char * getCorrQualNative() const
virtual mama_u32_t getCorrSellersSaleDays() const
virtual char getCorrStopStock() const
virtual bool getIsIndicative() const
virtual MamdaFieldState getSymbolFieldState() const
virtual MamdaFieldState getPartIdFieldState() const
virtual MamdaFieldState getSrcTimeFieldState() const
virtual MamdaFieldState getActivityTimeFieldState() const
virtual MamdaFieldState getLineTimeFieldState() const
virtual MamdaFieldState getSendTimeFieldState() const
virtual MamdaFieldState getMsgQualFieldState() const
MamdaFieldState getPubIdFieldState() const
virtual MamdaFieldState getEventSeqNumFieldState() const
virtual MamdaFieldState getEventTimeFieldState() const
virtual MamdaFieldState getLastPriceFieldState() const
virtual MamdaFieldState getLastVolumeFieldState() const
virtual MamdaFieldState getLastPartIdFieldState() const
virtual MamdaFieldState getLastTimeFieldState() const
virtual MamdaFieldState getIrregPriceFieldState() const
virtual MamdaFieldState getIrregVolumeFieldState() const
virtual MamdaFieldState getIrregPartIdFieldState() const
virtual MamdaFieldState getIrregTimeFieldState() const
virtual MamdaFieldState getTradeDateFieldState() const
virtual MamdaFieldState getSideFieldState() const
MamdaFieldState getTradeCounFieldState() const
virtual MamdaFieldState getAccVolumeFieldState() const
virtual MamdaFieldState getOffExAccVolumeFieldState() const
virtual MamdaFieldState getOnExAccVolumeFieldState() const
virtual MamdaFieldState getNetChangeFieldState() const
virtual MamdaFieldState getPctChangeFieldState() const
virtual MamdaFieldState getTradeDirectionFieldState() const
virtual MamdaFieldState getOpenPriceFieldState() const
virtual MamdaFieldState getHighPriceFieldState() const
virtual MamdaFieldState getLowPriceFieldState() const
virtual MamdaFieldState getClosePriceFieldState() const
virtual MamdaFieldState getPrevClosePriceFieldState() const
virtual MamdaFieldState getAdjPrevClosePriceFieldState() const
virtual MamdaFieldState getPrevCloseDateFieldState() const
virtual MamdaFieldState getBlockCountFieldState() const
virtual MamdaFieldState getBlockVolumeFieldState() const
virtual MamdaFieldState getVwapFieldState() const
virtual MamdaFieldState getOffExVwapFieldState() const
virtual MamdaFieldState getOnExVwapFieldState() const
virtual MamdaFieldState getTotalValueFieldState() const
virtual MamdaFieldState getOffExTotalValueFieldState() const
virtual MamdaFieldState getOnExTotalValueFieldState() const
virtual MamdaFieldState getStdDevFieldState() const
virtual MamdaFieldState getStdDevSumFieldState() const
virtual MamdaFieldState getStdDevSumSquaresFieldState() const
virtual MamdaFieldState getTradeUnitsFieldState() const
virtual MamdaFieldState getLastSeqNumFieldState() const
virtual MamdaFieldState getHighSeqNumFieldState() const
virtual MamdaFieldState getLowSeqNumFieldState() const
virtual MamdaFieldState getTotalVolumeSeqNumFieldState() const
virtual MamdaFieldState getCurrencyCodeFieldState() const
virtual MamdaFieldState getSettlePriceFieldState() const
virtual MamdaFieldState getSettleDateFieldState() const
MamdaFieldState getTradeExecVenuFieldState() const
virtual MamdaFieldState getOffExchangeTradePriceFieldState() const
virtual MamdaFieldState getOnExchangeTradePriceFieldState() const
virtual MamdaFieldState getTradePriceFieldState() const
virtual MamdaFieldState getTradeVolumeFieldState() const
virtual MamdaFieldState getTradePartIdFieldState() const
virtual MamdaFieldState getTradeQualFieldState() const
virtual MamdaFieldState getTradeQualNativeFieldState() const
virtual MamdaFieldState getTradeSellersSaleDaysFieldState() const
virtual MamdaFieldState getTradeStopStockFieldState() const
virtual MamdaFieldState getIsIrregularFieldState() const
virtual MamdaFieldState getOrderIdFieldState() const
virtual MamdaFieldState getUniqueIdFieldState() const
virtual MamdaFieldState getTradeIdFieldState() const
virtual MamdaFieldState getCorrTradeIdFieldState() const
virtual MamdaFieldState getTradeActionFieldState() const
MamdaFieldState getTradeExecVenueFieldState() const
virtual MamdaFieldState getBeginGapSeqNumFieldState() const
virtual MamdaFieldState getEndGapSeqNumFieldState() const
MamdaFieldState getIsCancelFieldState() const
virtual MamdaFieldState getOrigSeqNumFieldState() const
virtual MamdaFieldState getOrigPriceFieldState() const
virtual MamdaFieldState getOrigVolumeFieldState() const
virtual MamdaFieldState getOrigPartIdFieldState() const
virtual MamdaFieldState getOrigQualFieldState() const
virtual MamdaFieldState getOrigQualNativeFieldState() const
virtual MamdaFieldState getOrigSellersSaleDaysFieldState() const
virtual MamdaFieldState getOrigStopStockFieldState() const
virtual MamdaFieldState getCorrPriceFieldState() const
virtual MamdaFieldState getCorrVolumeFieldState() const
virtual MamdaFieldState getCorrPartIdFieldState() const
virtual MamdaFieldState getCorrQualFieldState() const
virtual MamdaFieldState getCorrQualNativeFieldState() const
virtual MamdaFieldState getCorrSellersSaleDaysFieldState() const
virtual MamdaFieldState getCorrStopStockFieldState() const
MamdaFieldState getIsIndicativeFieldState() const
virtual MamdaFieldState getTradeCountFieldState() const
virtual MamdaFieldState getOrigTradeIdFieldState() const
virtual MamdaFieldState getGenericFlagFieldState() const
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const
virtual MamdaFieldState getOrigShortSaleCircuitBreakerFieldState() const
virtual MamdaFieldState getCorrShortSaleCircuitBreakerFieldState() const
virtual void onMsg(MamdaSubscription * subscription, const MamaMsg & msg, short msgType)
void assertEqual(MamdaTradeListener * listener)
void reset(void )

Additional inherited members

Public Functions inherited from Wombat::MamdaMsgListener

  Name
virtual ~MamdaMsgListener()

Public Functions inherited from Wombat::MamdaTradeRecap

  Name
virtual ~MamdaTradeRecap()

Public Functions inherited from Wombat::MamdaTradeReport

  Name
virtual ~MamdaTradeReport()

Public Functions inherited from Wombat::MamdaTradeGap

  Name
virtual ~MamdaTradeGap()

Public Functions inherited from Wombat::MamdaTradeCancelOrError

  Name
virtual ~MamdaTradeCancelOrError()

Public Functions inherited from Wombat::MamdaTradeCorrection

  Name
virtual ~MamdaTradeCorrection()

Public Functions inherited from Wombat::MamdaTradeClosing

  Name
virtual ~MamdaTradeClosing()

Public Functions inherited from Wombat::MamdaTradeOutOfSequence

  Name
virtual ~MamdaTradeOutOfSequence()

Public Functions inherited from Wombat::MamdaTradePossiblyDuplicate

  Name
virtual ~MamdaTradePossiblyDuplicate()

Public Functions inherited from Wombat::MamdaBasicRecap

  Name
virtual ~MamdaBasicRecap()

Public Functions inherited from Wombat::MamdaBasicEvent

  Name
virtual ~MamdaBasicEvent()

Detailed Description

class Wombat::MamdaTradeListener;

MamdaTradeListener is a class that specializes in handling trade updates. Developers provide their own implementation of the MamdaTradeHandler interface and will be delivered notifications for trades, trade cancels/error/corrections, and trade closing prices. An obvious application for this MAMDA class is any kind of trade tick capture application.

Note: The MamdaTradeListener class caches trade-related field values. Among other reasons, caching of these fields makes it possible to provide complete trade-related callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.

For details on the accessor methods for the cache data see the description for the corresponding methods on the specific MamdaEvent derived classes.

MamdaTradeListener should initialize the MamdaTradeFields class prior to receiving the first message by calling MamdaTradeFields::setDictionary() with a valid dictionary object which contains Trade related fields.

Public Functions Documentation

function MamdaTradeListener

MamdaTradeListener()

function ~MamdaTradeListener

virtual ~MamdaTradeListener()

function addHandler

void addHandler(
    MamdaTradeHandler * handler
)

function processPosDupAndOutOfSeqAsTransient

void processPosDupAndOutOfSeqAsTransient(
    bool tf
)

function resolvePossiblyDuplicate

void resolvePossiblyDuplicate(
    bool tf
)

function usePosDupAndOutOfSeqHandlers

void usePosDupAndOutOfSeqHandlers(
    bool tf
)

function setCheckUpdatesForTrades

void setCheckUpdatesForTrades(
    bool check
)

function getSide

virtual const char * getSide() const

Return: the Aggressor Side or TradeSide TradeSide

  • 0 : No TradeSide is currently known/available.
  • 1 or B : Buy
  • 2 or S : Sell
    • 0 : No AggressorSide is currently known/available.
    • 1 or B : Buy
    • 2 or S : Sell

Reimplements: Wombat::MamdaTradeRecap::getSide

function getSymbol

virtual const char * getSymbol() const

Return: Symbol. This is the “well-known” symbol for the security, including any symbology mapping performed by the publisher.

Reimplements: Wombat::MamdaBasicEvent::getSymbol

Get the instruments string symbol.

function getPartId

virtual const char * getPartId() const

Return: Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).

Reimplements: Wombat::MamdaBasicEvent::getPartId

Get the participant identifier.

function getSrcTime

virtual const MamaDateTime & getSrcTime() const

Return: Source time. Typically, the exchange generated feed time stamp. This is often the same as the “event time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Reimplements: Wombat::MamdaBasicEvent::getSrcTime

Get the source time.

function getActivityTime

virtual const MamaDateTime & getActivityTime() const

Return: Activity time. A feed handler generated time stamp representing when the data item was last updated.

Reimplements: Wombat::MamdaBasicEvent::getActivityTime

Get the activity time.

function getLineTime

virtual const MamaDateTime & getLineTime() const

Return: Line time. A feed handler (or similar publisher) time stamp representing the time that such publisher received the update message pertaining to the event. If clocks are properly synchronized and the source time (see above) is accurate enough, then the difference between the source time and line time is the latency between the data source and the feed handler.

Reimplements: Wombat::MamdaBasicEvent::getLineTime

Get the line time.

function getSendTime

virtual const MamaDateTime & getSendTime() const

Return: Send time. A feed handler (or similar publisher) time stamp representing the time that such publisher sent the current message. The difference between the line time and send time is the latency within the feed handler itself. Also, if clocks are properly synchronized then the difference between the send time and current time is the latency within the market data distribution framework (i.e. MAMA and the underlying middleware). See MAMA API: MamaDateTime::currentTime()).

Reimplements: Wombat::MamdaBasicEvent::getSendTime

Get the send time.

function getMsgQual

virtual const MamaMsgQual & getMsgQual() const

Return: Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Reimplements: Wombat::MamdaBasicEvent::getMsgQual

Get the message qualifier.

function getPubId

const char * getPubId() const

function getEventSeqNum

virtual mama_seqnum_t getEventSeqNum() const

Return: Sequence number of trade.

Reimplements: Wombat::MamdaTradeRecap::getEventSeqNum

Sequence number of trade.

function getEventTime

virtual const MamaDateTime & getEventTime() const

Return: Event time. Typically, when the event actually occurred. This is often the same as the “source time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Reimplements: Wombat::MamdaBasicEvent::getEventTime

Get the event time.

function getLastPrice

virtual const MamaPrice & getLastPrice() const

Return: The last trade price.

Reimplements: Wombat::MamdaTradeRecap::getLastPrice

Monetary value of an individual share of the security at the time of the trade.

function getLastVolume

virtual mama_quantity_t getLastVolume() const

Return: The last trade volume.

Reimplements: Wombat::MamdaTradeRecap::getLastVolume

Number of shares traded in a single transaction for an individual security.

function getLastPartId

virtual const char * getLastPartId() const

Return: The last trade participant identifier.

Reimplements: Wombat::MamdaTradeRecap::getLastPartId

Trade participant ID. This is typically an exchange ID, sometimes a market maker ID.

function getLastTime

virtual const MamaDateTime & getLastTime() const

Return: The last trade time.

Reimplements: Wombat::MamdaTradeRecap::getLastTime

Time corresponding to the last trade, as reported by the feed. The exact time of the trade may not be available, since rules governing trade reporting allow for a trades to be reported within a specified time limit.

function getIrregPrice

virtual const MamaPrice & getIrregPrice() const

Return: The last irregular trade price.

Reimplements: Wombat::MamdaTradeRecap::getIrregPrice

Monetary value of an individual share of the security at the time of the last irregular trade.

function getIrregVolume

virtual mama_quantity_t getIrregVolume() const

Return: The last irregular trade volume.

Reimplements: Wombat::MamdaTradeRecap::getIrregVolume

Number of shares traded in a single transaction for an individual security.

function getIrregPartId

virtual const char * getIrregPartId() const

Return: The last irregular trade participant identifier.

Reimplements: Wombat::MamdaTradeRecap::getIrregPartId

Irregular trade participant ID. This is typically an exchange ID, sometimes a market maker ID.

function getIrregTime

virtual const MamaDateTime & getIrregTime() const

Return: The last irregular trade time.

Reimplements: Wombat::MamdaTradeRecap::getIrregTime

Time corresponding to the last irregular trade, as reported by the feed. The exact time of the trade may not be available, since rules governing trade reporting allow for a trades to be reported within a specified time limit.

function getTradeDate

virtual const MamaDateTime & getTradeDate() const

Return: The last trade time.

Reimplements: Wombat::MamdaTradeRecap::getTradeDate

Time corresponding to the last trade, as reported by the feed. The exact time of the trade may not be available, since rules governing trade reporting allow for a trades to be reported within a specified time limit.

function getTradeCount

virtual mama_u32_t getTradeCount() const

Return: The number of trades so far today.

Reimplements: Wombat::MamdaTradeRecap::getTradeCount

The number of trades today.

function getAccVolume

virtual mama_quantity_t getAccVolume() const

Return: Accumulated trade volume.

Reimplements: Wombat::MamdaTradeRecap::getAccVolume

Total volume of shares traded in a security at the time it is disseminated.

function getOffExAccVolume

virtual mama_quantity_t getOffExAccVolume() const

Return: Accumulated off-exchange trade volume.

Reimplements: Wombat::MamdaTradeRecap::getOffExAccVolume

Total volume of off-exchange shares traded in a security at the time it is disseminated.

function getOnExAccVolume

virtual mama_quantity_t getOnExAccVolume() const

Return: Accumulated on-exhange trade volume.

Reimplements: Wombat::MamdaTradeRecap::getOnExAccVolume

Total volume of on-exchange shares traded in a security at the time it is disseminated.

function getNetChange

virtual const MamaPrice & getNetChange() const

Return: Price change compared to previous price.

Reimplements: Wombat::MamdaTradeRecap::getNetChange

Change in price compared with the previous closing price (i.e. previous closing price - trade price).

function getPctChange

virtual double getPctChange() const

Return: Percentage price change compared to previous price.

Reimplements: Wombat::MamdaTradeRecap::getPctChange

Percentage change in price compared with the previous closing price (i.e. previous closing price - trade price).

function getTradeDirection

virtual MamdaTradeDirection getTradeDirection() const

Return: The tick direction.

Reimplements: Wombat::MamdaTradeRecap::getTradeDirection

Trade tick direction. See [MamdaTradeDirection.h] for details.

function getOpenPrice

virtual const MamaPrice & getOpenPrice() const

Return: The opening price.

Reimplements: Wombat::MamdaTradeRecap::getOpenPrice

The price of the first qualifying trade in the security during the current trading day.

function getHighPrice

virtual const MamaPrice & getHighPrice() const

Return: The highest trade price for the day.

Reimplements: Wombat::MamdaTradeRecap::getHighPrice

Highest price paid for security during the trading day.

function getLowPrice

virtual const MamaPrice & getLowPrice() const

Return: The lowest trade price for the day.

Reimplements: Wombat::MamdaTradeRecap::getLowPrice

Lowest price paid for security during the trading day.

function getClosePrice

virtual const MamaPrice & getClosePrice() const

Return: The trade closing price.

Reimplements: Wombat::MamdaTradeClosing::getClosePrice

Return the Close price Today’s closing price. The close price is populated when official closing prices are sent by the feed after the session close.

function getPrevClosePrice

virtual const MamaPrice & getPrevClosePrice() const

Return: The last qualifying trade price on the previous trading day.

Reimplements: Wombat::MamdaTradeRecap::getPrevClosePrice

The last qualifying trade price on the previous trading day. This field may be copied from the close price field during the morning “roll” of records in the feedhandler, or it may be obtained from a secondary source, or it may be explicitly sent by the feed prior to the opening of trading for the current day.

function getAdjPrevClosePrice

virtual const MamaPrice & getAdjPrevClosePrice() const

See: getPrevClosePrice()

Return: The adjusted previous closing price.

Reimplements: Wombat::MamdaTradeRecap::getAdjPrevClosePrice

The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date.

function getPrevCloseDate

virtual const MamaDateTime & getPrevCloseDate() const

See: getPrevClosePrice().

Return: The closing price from the previous trading day.

Reimplements: Wombat::MamdaTradeRecap::getPrevCloseDate

Date corresponding to wPrevClosePrice.

function getBlockCount

virtual mama_u32_t getBlockCount() const

Return: Number of block trades.

Reimplements: Wombat::MamdaTradeRecap::getBlockCount

The number of block trades (at least 10,000 shares) today.

function getBlockVolume

virtual mama_quantity_t getBlockVolume() const

Return: Total volumn of block trades.

Reimplements: Wombat::MamdaTradeRecap::getBlockVolume

Total volume of block trades today.

function getVwap

virtual double getVwap() const

Return: The VWAP (Volume-weighted average price)

Reimplements: Wombat::MamdaTradeRecap::getVwap

Volume-weighted average price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.

function getOffExVwap

virtual double getOffExVwap() const

Return: The off-exchange VWAP (Volume-weighted average price)

Reimplements: Wombat::MamdaTradeRecap::getOffExVwap

Volume-weighted average price of an off-exchange security at the time it is disseminated. Equivalent to dividing the off-exchange total value by the off-exchange total volume.

function getOnExVwap

virtual double getOnExVwap() const

Return: The on-exchange VWAP (Volume-weighted average price)

Reimplements: Wombat::MamdaTradeRecap::getOnExVwap

Volume-weighted average price of an on-exchange security at the time it is disseminated. Equivalent to dividing on-echange total value by the on-exchange total volume.

function getTotalValue

virtual double getTotalValue() const

Return: Total value of all instruments traded.

Reimplements: Wombat::MamdaTradeRecap::getTotalValue

Total value of all shares traded in a security at the time it is disseminated. Calculated by summing the result of multiplying the trade price by trade volume for each qualifying trade.

function getOffExTotalValue

virtual double getOffExTotalValue() const

Return: Total value of all off-exhange instruments traded.

Reimplements: Wombat::MamdaTradeRecap::getOffExTotalValue

Total value of all off-exchange shares traded in a security at the time it is disseminated. Calculated by summing the result of multiplying the trade price by trade volume for each qualifying trade.

function getOnExTotalValue

virtual double getOnExTotalValue() const

Return: Total value of all on-exchange instruments traded.

Reimplements: Wombat::MamdaTradeRecap::getOnExTotalValue

Total value of all on-exchange shares traded in a security at the time it is disseminated. Calculated by summing the result of multiplying the trade price by trade volume for each qualifying trade.

function getStdDev

virtual double getStdDev() const

Return: The standard deviation of last trade price.

Reimplements: Wombat::MamdaTradeRecap::getStdDev

Standard deviation of last trade price of a security at the time it is disseminated.

function getStdDevSum

virtual double getStdDevSum() const

Return: The sum of the standard deviations.

Reimplements: Wombat::MamdaTradeRecap::getStdDevSum

Sum of the standard deviations.

function getStdDevSumSquares

virtual double getStdDevSumSquares() const

Return: The square of the sum of the standard deviations.

Reimplements: Wombat::MamdaTradeRecap::getStdDevSumSquares

Square of the sum of the standard deviations.

function getTradeUnits

virtual const char * getTradeUnits() const

Return: Reuters trade units

Reimplements: Wombat::MamdaTradeRecap::getTradeUnits

Reuters trade units.

function getLastSeqNum

virtual mama_seqnum_t getLastSeqNum() const

Return: The sequence number of the last trade.

Reimplements: Wombat::MamdaTradeRecap::getLastSeqNum

Sequence number of the last trade.

function getHighSeqNum

virtual mama_seqnum_t getHighSeqNum() const

Return: Sequence number of incoming message which gives high value.

Reimplements: Wombat::MamdaTradeRecap::getHighSeqNum

Sequence number of incoming message which gives high value.

function getLowSeqNum

virtual mama_seqnum_t getLowSeqNum() const

Return: Sequence number of incoming message which gives low value.

Reimplements: Wombat::MamdaTradeRecap::getLowSeqNum

Sequence number of incoming message which gives low value.

function getTotalVolumeSeqNum

virtual mama_seqnum_t getTotalVolumeSeqNum() const

Reimplements: Wombat::MamdaTradeRecap::getTotalVolumeSeqNum

function getCurrencyCode

virtual const char * getCurrencyCode() const

Return: Currency of the trade.

Reimplements: Wombat::MamdaTradeRecap::getCurrencyCode

Currency of the trade (eg US$)

function getSettlePrice

virtual const MamaPrice & getSettlePrice() const

Return: Settle price of trade.

Reimplements: Wombat::MamdaTradeRecap::getSettlePrice

Settle price of trade.

function getSettleDate

virtual const MamaDateTime & getSettleDate() const

Return: Settle date of trade.

Reimplements: Wombat::MamdaTradeRecap::getSettleDate

Settle date of trade.

function getTradeExecVenue

virtual MamdaTradeExecVenue getTradeExecVenue() const

Return: The trade execution venue.

Reimplements: Wombat::MamdaTradeRecap::getTradeExecVenue

Trade execution venue. See [MamdaTradeExecVenue.h] for details.

function getOffExchangeTradePrice

virtual const MamaPrice & getOffExchangeTradePrice() const

Return: The last off exchange trade price.

Reimplements: Wombat::MamdaTradeRecap::getOffExchangeTradePrice

Monetary value of an individual share of the security off exchange at the time of the trade.

function getOnExchangeTradePrice

virtual const MamaPrice & getOnExchangeTradePrice() const

Return: The last on exchange trade price.

Reimplements: Wombat::MamdaTradeRecap::getOnExchangeTradePrice

Monetary value of an individual share of the security on exchange at the time of the trade.

function getTradePrice

virtual const MamaPrice & getTradePrice() const

Return: The monetary value of an individual share of the security at the time of the trade.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradePrice

Get the trade price.

function getTradeVolume

virtual mama_quantity_t getTradeVolume() const

Return: The number of shares traded in a single transaction for an individual security.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeVolume

Get the trade volume.

function getTradePartId

virtual const char * getTradePartId() const

Return: Trade participant ID.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradePartId

Get the participant identifier for the trade. This is typically an exchange ID or a market maker ID. I

function getTradeQual

virtual const char * getTradeQual() const

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.

Reimplements: Wombat::MamdaTradeCancelOrError::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 |   |

function getTradeQualNative

virtual const char * getTradeQualNative() const

See: getTradeQual()

Return: The Trade Condition.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeQualNative

Get the Trade condition (“sale condition”). Feed-specific trade qualifier code(s). This field is provided primarily for completeness and/or troubleshooting.

function getTradeSellersSaleDays

virtual mama_u32_t getTradeSellersSaleDays() const

Return: The Seller’s sale days.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeSellersSaleDays

Get the seller’s sale days. Used when the trade qualifier is “Seller”. Specifies the number of days that may elapse before delivery of the security.

function getTradeStopStock

virtual char getTradeStopStock() const

Return: Stopped stock indicator.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeStopStock

Get the Stopped stock indicator. Condition related to certain NYSE trading rules. This is not related to a halted security status. (0 == N/A; 1 == Applicable)

function getIsIrregular

virtual bool getIsIrregular() const

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.

Reimplements: Wombat::MamdaTradeCancelOrError::getIsIrregular

Get whether the trade is irregular.

function getOrderId

virtual mama_u64_t getOrderId() const

Return: The trade message unique order id number (if available).

Reimplements: Wombat::MamdaTradeOutOfSequence::getOrderId

Get the trade’s order id, if available.

function getUniqueId

virtual const char * getUniqueId() const

Return: The unique ID

Reimplements: Wombat::MamdaTradeReport::getUniqueId

Get the unique ID

function getTradeId

virtual const char * getTradeId() const

Return: the trade id

Reimplements: Wombat::MamdaTradeReport::getTradeId

Get the trade id

function getCorrTradeId

virtual const char * getCorrTradeId() const

Reimplements: Wombat::MamdaTradeCorrection::getCorrTradeId

Get the corrected trade Id.

function getTradeAction

virtual const char * getTradeAction() const

Return: The trade action

Reimplements: Wombat::MamdaTradeReport::getTradeAction

Get the trade action

function getBeginGapSeqNum

virtual mama_seqnum_t getBeginGapSeqNum() const

Return: The start of the sequence number gap.

Reimplements: Wombat::MamdaTradeGap::getBeginGapSeqNum

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

function getEndGapSeqNum

virtual mama_seqnum_t getEndGapSeqNum() const

Return: The end of the sequence number gap.

Reimplements: Wombat::MamdaTradeGap::getEndGapSeqNum

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

function getIsCancel

virtual bool getIsCancel() const

Return: Whether this is a trade cancel.

Reimplements: Wombat::MamdaTradeCancelOrError::getIsCancel

Return whether this event is a trade cancel. If false, the event is a trade error.

function getOrigSeqNum

virtual mama_seqnum_t getOrigSeqNum() const

Return: The original sequence number.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigSeqNum

Original feed-generated sequence for a correction/cancel/error.

function getOrigPrice

virtual const MamaPrice & getOrigPrice() const

Return: The original trade price.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigPrice

Original trade price in a correction/cancel/error.

function getOrigVolume

virtual mama_quantity_t getOrigVolume() const

Return: The original trade volume.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigVolume

Original trade size in a correction/cancel/error.

function getOrigPartId

virtual const char * getOrigPartId() const

Return: The original trade participant identifier.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigPartId

Original trade participant identifier in a correction/cancel/error.

function getOrigQual

virtual const char * getOrigQual() const

Return: The original trade qualifier.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigQual

A normalized set of qualifiers for the original trade for the security in a correction/cancel/error.

function getOrigQualNative

virtual const char * getOrigQualNative() const

Return: The original trade condition.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigQualNative

Feed-specific trade qualifier code(s) for original trade. This field is provided primarily for completeness and/or troubleshooting.

function getOrigSellersSaleDays

virtual mama_u32_t getOrigSellersSaleDays() const

Return: The original seller’s sale days.

Reimplements: Wombat::MamdaTradeCancelOrError::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.

function getOrigStopStock

virtual char getOrigStopStock() const

Return: The original stopped stock indicator.

Reimplements: Wombat::MamdaTradeCancelOrError::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)

function getOrigTradeId

virtual const char * getOrigTradeId() const

Return: the original trade id

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigTradeId

Get the original trade id

function getGenericFlag

virtual bool getGenericFlag() const

Reimplements: Wombat::MamdaTradeCancelOrError::getGenericFlag

function getShortSaleCircuitBreaker

virtual char getShortSaleCircuitBreaker() const

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.

Reimplements: Wombat::MamdaTradeRecap::getShortSaleCircuitBreaker

get the ShortSaleCircuitBreaker

function getOrigShortSaleCircuitBreaker

virtual char getOrigShortSaleCircuitBreaker() const

Return: OrigShortSaleCircuitBreaker

  • 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.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigShortSaleCircuitBreaker

get the OrigShortSaleCircuitBreaker

function getCorrShortSaleCircuitBreaker

virtual char getCorrShortSaleCircuitBreaker() const

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.

Reimplements: Wombat::MamdaTradeCorrection::getCorrShortSaleCircuitBreaker

get the CorrShortSaleCircuitBreaker

function getCorrPrice

virtual const MamaPrice & getCorrPrice() const

See: MamdaTradeReport::getTradePrice()

Reimplements: Wombat::MamdaTradeCorrection::getCorrPrice

Get the corrected trade price.

function getCorrVolume

virtual mama_quantity_t getCorrVolume() const

See: MamdaTradeReport::getTradeVolume()

Reimplements: Wombat::MamdaTradeCorrection::getCorrVolume

Get the corrected trade volume.

function getCorrPartId

virtual const char * getCorrPartId() const

See: MamdaTradeReport::getTradePartId()

Reimplements: Wombat::MamdaTradeCorrection::getCorrPartId

Get the corrected trade participant identifier.

function getCorrQual

virtual const char * getCorrQual() const

See: MamdaTradeReport::getTradeQual()

Reimplements: Wombat::MamdaTradeCorrection::getCorrQual

Get corrected trade qualifier.

function getCorrQualNative

virtual const char * getCorrQualNative() const

See: MamdaTradeReport::getTradeCondition()

Reimplements: Wombat::MamdaTradeCorrection::getCorrQualNative

Get corrected trade condition.

function getCorrSellersSaleDays

virtual mama_u32_t getCorrSellersSaleDays() const

See: MamdaTradeReport::getTradeSellersSaleDays()

Reimplements: Wombat::MamdaTradeCorrection::getCorrSellersSaleDays

Get the corrected trade sellers days.

function getCorrStopStock

virtual char getCorrStopStock() const

See: MamdaTradeReport::getTradeStopStock()

Reimplements: Wombat::MamdaTradeCorrection::getCorrStopStock

Get the original stock stop indicator.

function getIsIndicative

virtual bool getIsIndicative() const

Return: Whether the closing price is indicative or otherwise.

Reimplements: Wombat::MamdaTradeClosing::getIsIndicative

Return whether this closing price is indicative or official.

function getSymbolFieldState

virtual MamdaFieldState getSymbolFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getSymbolFieldState

Get the string symbol field state

function getPartIdFieldState

virtual MamdaFieldState getPartIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getPartIdFieldState

Get the participant identifier field state.

function getSrcTimeFieldState

virtual MamdaFieldState getSrcTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getSrcTimeFieldState

Get the source time field state

function getActivityTimeFieldState

virtual MamdaFieldState getActivityTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getActivityTimeFieldState

Get the activity time field state

function getLineTimeFieldState

virtual MamdaFieldState getLineTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getLineTimeFieldState

Get the line time of the update.

function getSendTimeFieldState

virtual MamdaFieldState getSendTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getSendTimeFieldState

Get the send time field state

function getMsgQualFieldState

virtual MamdaFieldState getMsgQualFieldState() const

Return: Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Reimplements: Wombat::MamdaBasicEvent::getMsgQualFieldState

Get the message qualifier field state.

function getPubIdFieldState

MamdaFieldState getPubIdFieldState() const

function getEventSeqNumFieldState

virtual MamdaFieldState getEventSeqNumFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getEventSeqNumFieldState

The event SeqNum Field State.

function getEventTimeFieldState

virtual MamdaFieldState getEventTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getEventTimeFieldState

Get the event time field state.

function getLastPriceFieldState

virtual MamdaFieldState getLastPriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getLastPriceFieldState

The last trade price Field State.

function getLastVolumeFieldState

virtual MamdaFieldState getLastVolumeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getLastVolumeFieldState

The last volume Field State.

function getLastPartIdFieldState

virtual MamdaFieldState getLastPartIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getLastPartIdFieldState

The last part Id Field State.

function getLastTimeFieldState

virtual MamdaFieldState getLastTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getLastTimeFieldState

The last time Field State.

function getIrregPriceFieldState

virtual MamdaFieldState getIrregPriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getIrregPriceFieldState

The irreg price Field State.

function getIrregVolumeFieldState

virtual MamdaFieldState getIrregVolumeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getIrregVolumeFieldState

The irreg volume Field State.

function getIrregPartIdFieldState

virtual MamdaFieldState getIrregPartIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getIrregPartIdFieldState

The irreg part Id Field State.

function getIrregTimeFieldState

virtual MamdaFieldState getIrregTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getIrregTimeFieldState

The irregular time Field State.

function getTradeDateFieldState

virtual MamdaFieldState getTradeDateFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getTradeDateFieldState

The trade date Field State.

function getSideFieldState

virtual MamdaFieldState getSideFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getSideFieldState

The TradeSide or AggressorSide Field State.

function getTradeCounFieldState

MamdaFieldState getTradeCounFieldState() const

function getAccVolumeFieldState

virtual MamdaFieldState getAccVolumeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getAccVolumeFieldState

The accumulated volume Field State.

function getOffExAccVolumeFieldState

virtual MamdaFieldState getOffExAccVolumeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getOffExAccVolumeFieldState

The off exchange accumulated volume Field State.

function getOnExAccVolumeFieldState

virtual MamdaFieldState getOnExAccVolumeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getOnExAccVolumeFieldState

The on exchange accumulated volume Field State.

function getNetChangeFieldState

virtual MamdaFieldState getNetChangeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getNetChangeFieldState

The net change Field State.

function getPctChangeFieldState

virtual MamdaFieldState getPctChangeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getPctChangeFieldState

The percentage change Field State.

function getTradeDirectionFieldState

virtual MamdaFieldState getTradeDirectionFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getTradeDirectionFieldState

The trade direction Field State.

function getOpenPriceFieldState

virtual MamdaFieldState getOpenPriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getOpenPriceFieldState

The open price Field State.

function getHighPriceFieldState

virtual MamdaFieldState getHighPriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getHighPriceFieldState

The high price Field State.

function getLowPriceFieldState

virtual MamdaFieldState getLowPriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getLowPriceFieldState

The low price Field State.

function getClosePriceFieldState

virtual MamdaFieldState getClosePriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeClosing::getClosePriceFieldState

Get the field state

function getPrevClosePriceFieldState

virtual MamdaFieldState getPrevClosePriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getPrevClosePriceFieldState

The previous close price Field State.

function getAdjPrevClosePriceFieldState

virtual MamdaFieldState getAdjPrevClosePriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getAdjPrevClosePriceFieldState

The adjusted previous close date Field State.

function getPrevCloseDateFieldState

virtual MamdaFieldState getPrevCloseDateFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getPrevCloseDateFieldState

The previous close date Field State.

function getBlockCountFieldState

virtual MamdaFieldState getBlockCountFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getBlockCountFieldState

The block count Field State.

function getBlockVolumeFieldState

virtual MamdaFieldState getBlockVolumeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getBlockVolumeFieldState

The block volume Field State.

function getVwapFieldState

virtual MamdaFieldState getVwapFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getVwapFieldState

The Vwap Field State.

function getOffExVwapFieldState

virtual MamdaFieldState getOffExVwapFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getOffExVwapFieldState

The off exchange Vwap Field State.

function getOnExVwapFieldState

virtual MamdaFieldState getOnExVwapFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getOnExVwapFieldState

The on exchange Vwap Field State.

function getTotalValueFieldState

virtual MamdaFieldState getTotalValueFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getTotalValueFieldState

The total value Field State.

function getOffExTotalValueFieldState

virtual MamdaFieldState getOffExTotalValueFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getOffExTotalValueFieldState

The Off Exchange Total Value Field State.

function getOnExTotalValueFieldState

virtual MamdaFieldState getOnExTotalValueFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getOnExTotalValueFieldState

The On Exchange Total Value Field State.

function getStdDevFieldState

virtual MamdaFieldState getStdDevFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getStdDevFieldState

The std deviation Field State.

function getStdDevSumFieldState

virtual MamdaFieldState getStdDevSumFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getStdDevSumFieldState

The std deviation sum Field State.

function getStdDevSumSquaresFieldState

virtual MamdaFieldState getStdDevSumSquaresFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getStdDevSumSquaresFieldState

The StdDevSumSquares Field State.

function getTradeUnitsFieldState

virtual MamdaFieldState getTradeUnitsFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getTradeUnitsFieldState

The trade units Field State.

function getLastSeqNumFieldState

virtual MamdaFieldState getLastSeqNumFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getLastSeqNumFieldState

The last SeqNum Field State.

function getHighSeqNumFieldState

virtual MamdaFieldState getHighSeqNumFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getHighSeqNumFieldState

The high seqNum Field State.

function getLowSeqNumFieldState

virtual MamdaFieldState getLowSeqNumFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getLowSeqNumFieldState

The low SeqNum Field State.

function getTotalVolumeSeqNumFieldState

virtual MamdaFieldState getTotalVolumeSeqNumFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getTotalVolumeSeqNumFieldState

The total volume seqNum Field State.

function getCurrencyCodeFieldState

virtual MamdaFieldState getCurrencyCodeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getCurrencyCodeFieldState

The currency code Field State.

function getSettlePriceFieldState

virtual MamdaFieldState getSettlePriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getSettlePriceFieldState

The settle price Field State.

function getSettleDateFieldState

virtual MamdaFieldState getSettleDateFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getSettleDateFieldState

The last trade price Field State.

function getTradeExecVenuFieldState

MamdaFieldState getTradeExecVenuFieldState() const

function getOffExchangeTradePriceFieldState

virtual MamdaFieldState getOffExchangeTradePriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getOffExchangeTradePriceFieldState

The settle date Field State.

function getOnExchangeTradePriceFieldState

virtual MamdaFieldState getOnExchangeTradePriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getOnExchangeTradePriceFieldState

The onExchange trade price Field State.

function getTradePriceFieldState

virtual MamdaFieldState getTradePriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradePriceFieldState

Get the field state

function getTradeVolumeFieldState

virtual MamdaFieldState getTradeVolumeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeVolumeFieldState

Get the field state

function getTradePartIdFieldState

virtual MamdaFieldState getTradePartIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradePartIdFieldState

Get the field state

function getTradeQualFieldState

virtual MamdaFieldState getTradeQualFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCancelOrError::getTradeQualFieldState

The trade qual Field State.

function getTradeQualNativeFieldState

virtual MamdaFieldState getTradeQualNativeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeQualNativeFieldState

Get the field state

function getTradeSellersSaleDaysFieldState

virtual MamdaFieldState getTradeSellersSaleDaysFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeSellersSaleDaysFieldState

Get the field state

function getTradeStopStockFieldState

virtual MamdaFieldState getTradeStopStockFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeStopStockFieldState

Get the field state

function getIsIrregularFieldState

virtual MamdaFieldState getIsIrregularFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCancelOrError::getIsIrregularFieldState

The isIrregular Field State.

function getOrderIdFieldState

virtual MamdaFieldState getOrderIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeOutOfSequence::getOrderIdFieldState

Get the field state

function getUniqueIdFieldState

virtual MamdaFieldState getUniqueIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeReport::getUniqueIdFieldState

The unique ID Field State.

function getTradeIdFieldState

virtual MamdaFieldState getTradeIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeReport::getTradeIdFieldState

The trade ID Field State.

function getCorrTradeIdFieldState

virtual MamdaFieldState getCorrTradeIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCorrection::getCorrTradeIdFieldState

Get the field state

function getTradeActionFieldState

virtual MamdaFieldState getTradeActionFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeReport::getTradeActionFieldState

The trade action Field State.

function getTradeExecVenueFieldState

MamdaFieldState getTradeExecVenueFieldState() const

function getBeginGapSeqNumFieldState

virtual MamdaFieldState getBeginGapSeqNumFieldState() const

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

Reimplements: Wombat::MamdaTradeGap::getBeginGapSeqNumFieldState

function getEndGapSeqNumFieldState

virtual MamdaFieldState getEndGapSeqNumFieldState() const

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

Reimplements: Wombat::MamdaTradeGap::getEndGapSeqNumFieldState

function getIsCancelFieldState

MamdaFieldState getIsCancelFieldState() const

function getOrigSeqNumFieldState

virtual MamdaFieldState getOrigSeqNumFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigSeqNumFieldState

Get the field state

function getOrigPriceFieldState

virtual MamdaFieldState getOrigPriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigPriceFieldState

Get the field state

function getOrigVolumeFieldState

virtual MamdaFieldState getOrigVolumeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigVolumeFieldState

Get the field state

function getOrigPartIdFieldState

virtual MamdaFieldState getOrigPartIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigPartIdFieldState

Get the field state

function getOrigQualFieldState

virtual MamdaFieldState getOrigQualFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigQualFieldState

Get the field state

function getOrigQualNativeFieldState

virtual MamdaFieldState getOrigQualNativeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigQualNativeFieldState

Get the field state

function getOrigSellersSaleDaysFieldState

virtual MamdaFieldState getOrigSellersSaleDaysFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigSellersSaleDaysFieldState

Get the field state

function getOrigStopStockFieldState

virtual MamdaFieldState getOrigStopStockFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigStopStockFieldState

Get the field state

function getCorrPriceFieldState

virtual MamdaFieldState getCorrPriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCorrection::getCorrPriceFieldState

Get the field state

function getCorrVolumeFieldState

virtual MamdaFieldState getCorrVolumeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCorrection::getCorrVolumeFieldState

Get the field state

function getCorrPartIdFieldState

virtual MamdaFieldState getCorrPartIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCorrection::getCorrPartIdFieldState

Get the field state

function getCorrQualFieldState

virtual MamdaFieldState getCorrQualFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCorrection::getCorrQualFieldState

Get the field state

function getCorrQualNativeFieldState

virtual MamdaFieldState getCorrQualNativeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCorrection::getCorrQualNativeFieldState

Get the field state

function getCorrSellersSaleDaysFieldState

virtual MamdaFieldState getCorrSellersSaleDaysFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCorrection::getCorrSellersSaleDaysFieldState

Get the field state

function getCorrStopStockFieldState

virtual MamdaFieldState getCorrStopStockFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeCorrection::getCorrStopStockFieldState

Get the field state

function getIsIndicativeFieldState

MamdaFieldState getIsIndicativeFieldState() const

function getTradeCountFieldState

virtual MamdaFieldState getTradeCountFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getTradeCountFieldState

The trade count Field State.

function getOrigTradeIdFieldState

virtual MamdaFieldState getOrigTradeIdFieldState() const

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigTradeIdFieldState

function getGenericFlagFieldState

virtual MamdaFieldState getGenericFlagFieldState() const

Reimplements: Wombat::MamdaTradeCancelOrError::getGenericFlagFieldState

function getShortSaleCircuitBreakerFieldState

virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const

Return: The ShortSaleCircuitBreaker Field State. An enumeration representing field state.

Reimplements: Wombat::MamdaTradeRecap::getShortSaleCircuitBreakerFieldState

function getOrigShortSaleCircuitBreakerFieldState

virtual MamdaFieldState getOrigShortSaleCircuitBreakerFieldState() const

Return: The OrigShortSaleCircuitBreaker Field State.

Reimplements: Wombat::MamdaTradeCancelOrError::getOrigShortSaleCircuitBreakerFieldState

function getCorrShortSaleCircuitBreakerFieldState

virtual MamdaFieldState getCorrShortSaleCircuitBreakerFieldState() const

Return: The OrigShortSaleCircuitBreaker Field State.

Reimplements: Wombat::MamdaTradeCorrection::getCorrShortSaleCircuitBreakerFieldState

function onMsg

virtual void onMsg(
    MamdaSubscription * subscription,
    const MamaMsg & msg,
    short msgType
)

Reimplements: Wombat::MamdaMsgListener::onMsg

Implementation of MamdaListener interface.

function assertEqual

void assertEqual(
    MamdaTradeListener * listener
)

function reset

void reset(
    void 
)

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