#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 inherited from Wombat::MamdaMsgListener
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virtual | ~MamdaMsgListener() |
Public Functions inherited from Wombat::MamdaTradeRecap
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virtual | ~MamdaTradeRecap() |
Public Functions inherited from Wombat::MamdaTradeReport
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virtual | ~MamdaTradeReport() |
Public Functions inherited from Wombat::MamdaTradeGap
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virtual | ~MamdaTradeGap() |
Public Functions inherited from Wombat::MamdaTradeCancelOrError
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virtual | ~MamdaTradeCancelOrError() |
Public Functions inherited from Wombat::MamdaTradeCorrection
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virtual | ~MamdaTradeCorrection() |
Public Functions inherited from Wombat::MamdaTradeClosing
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virtual | ~MamdaTradeClosing() |
Public Functions inherited from Wombat::MamdaTradeOutOfSequence
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virtual | ~MamdaTradeOutOfSequence() |
Public Functions inherited from Wombat::MamdaTradePossiblyDuplicate
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virtual | ~MamdaTradePossiblyDuplicate() |
Public Functions inherited from Wombat::MamdaBasicRecap
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virtual | ~MamdaBasicRecap() |
Public Functions inherited from Wombat::MamdaBasicEvent
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virtual | ~MamdaBasicEvent() |
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.
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
Return: the Aggressor Side or TradeSide TradeSide
Reimplements: Wombat::MamdaTradeRecap::getSide
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.
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.
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.
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.
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.
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.
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.
const char * getPubId() const
virtual mama_seqnum_t getEventSeqNum() const
Return: Sequence number of trade.
Reimplements: Wombat::MamdaTradeRecap::getEventSeqNum
Sequence number of trade.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
virtual mama_u32_t getTradeCount() const
Return: The number of trades so far today.
Reimplements: Wombat::MamdaTradeRecap::getTradeCount
The number of trades today.
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.
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.
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.
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).
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).
virtual MamdaTradeDirection getTradeDirection() const
Return: The tick direction.
Reimplements: Wombat::MamdaTradeRecap::getTradeDirection
Trade tick direction. See [MamdaTradeDirection.h] for details.
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.
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.
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.
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.
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.
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.
virtual const MamaDateTime & getPrevCloseDate() const
See: getPrevClosePrice().
Return: The closing price from the previous trading day.
Reimplements: Wombat::MamdaTradeRecap::getPrevCloseDate
Date corresponding to wPrevClosePrice.
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.
virtual mama_quantity_t getBlockVolume() const
Return: Total volumn of block trades.
Reimplements: Wombat::MamdaTradeRecap::getBlockVolume
Total volume of block trades today.
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.
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.
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.
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.
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.
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.
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.
virtual double getStdDevSum() const
Return: The sum of the standard deviations.
Reimplements: Wombat::MamdaTradeRecap::getStdDevSum
Sum of the standard deviations.
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.
virtual const char * getTradeUnits() const
Return: Reuters trade units
Reimplements: Wombat::MamdaTradeRecap::getTradeUnits
Reuters trade units.
virtual mama_seqnum_t getLastSeqNum() const
Return: The sequence number of the last trade.
Reimplements: Wombat::MamdaTradeRecap::getLastSeqNum
Sequence number of the last trade.
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.
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.
virtual mama_seqnum_t getTotalVolumeSeqNum() const
Reimplements: Wombat::MamdaTradeRecap::getTotalVolumeSeqNum
virtual const char * getCurrencyCode() const
Return: Currency of the trade.
Reimplements: Wombat::MamdaTradeRecap::getCurrencyCode
Currency of the trade (eg US$)
virtual const MamaPrice & getSettlePrice() const
Return: Settle price of trade.
Reimplements: Wombat::MamdaTradeRecap::getSettlePrice
Settle price of trade.
virtual const MamaDateTime & getSettleDate() const
Return: Settle date of trade.
Reimplements: Wombat::MamdaTradeRecap::getSettleDate
Settle date of trade.
virtual MamdaTradeExecVenue getTradeExecVenue() const
Return: The trade execution venue.
Reimplements: Wombat::MamdaTradeRecap::getTradeExecVenue
Trade execution venue. See [MamdaTradeExecVenue.h] for details.
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.
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.
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.
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.
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
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 | |
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.
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.
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)
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.
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.
virtual const char * getUniqueId() const
Return: The unique ID
Reimplements: Wombat::MamdaTradeReport::getUniqueId
Get the unique ID
virtual const char * getTradeId() const
Return: the trade id
Reimplements: Wombat::MamdaTradeReport::getTradeId
Get the trade id
virtual const char * getCorrTradeId() const
Reimplements: Wombat::MamdaTradeCorrection::getCorrTradeId
Get the corrected trade Id.
virtual const char * getTradeAction() const
Return: The trade action
Reimplements: Wombat::MamdaTradeReport::getTradeAction
Get the trade action
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.
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.
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.
virtual mama_seqnum_t getOrigSeqNum() const
Return: The original sequence number.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigSeqNum
Original feed-generated sequence for a correction/cancel/error.
virtual const MamaPrice & getOrigPrice() const
Return: The original trade price.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigPrice
Original trade price in a correction/cancel/error.
virtual mama_quantity_t getOrigVolume() const
Return: The original trade volume.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigVolume
Original trade size in a correction/cancel/error.
virtual const char * getOrigPartId() const
Return: The original trade participant identifier.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigPartId
Original trade participant identifier in a correction/cancel/error.
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.
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.
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.
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)
virtual const char * getOrigTradeId() const
Return: the original trade id
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigTradeId
Get the original trade id
virtual bool getGenericFlag() const
Reimplements: Wombat::MamdaTradeCancelOrError::getGenericFlag
virtual char getShortSaleCircuitBreaker() const
Return: ShortSaleCircuitBreaker
Reimplements: Wombat::MamdaTradeRecap::getShortSaleCircuitBreaker
get the ShortSaleCircuitBreaker
virtual char getOrigShortSaleCircuitBreaker() const
Return: OrigShortSaleCircuitBreaker
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigShortSaleCircuitBreaker
get the OrigShortSaleCircuitBreaker
virtual char getCorrShortSaleCircuitBreaker() const
Return: CorrShortSaleCircuitBreaker
Reimplements: Wombat::MamdaTradeCorrection::getCorrShortSaleCircuitBreaker
get the CorrShortSaleCircuitBreaker
virtual const MamaPrice & getCorrPrice() const
See: MamdaTradeReport::getTradePrice()
Reimplements: Wombat::MamdaTradeCorrection::getCorrPrice
Get the corrected trade price.
virtual mama_quantity_t getCorrVolume() const
See: MamdaTradeReport::getTradeVolume()
Reimplements: Wombat::MamdaTradeCorrection::getCorrVolume
Get the corrected trade volume.
virtual const char * getCorrPartId() const
See: MamdaTradeReport::getTradePartId()
Reimplements: Wombat::MamdaTradeCorrection::getCorrPartId
Get the corrected trade participant identifier.
virtual const char * getCorrQual() const
See: MamdaTradeReport::getTradeQual()
Reimplements: Wombat::MamdaTradeCorrection::getCorrQual
Get corrected trade qualifier.
virtual const char * getCorrQualNative() const
See: MamdaTradeReport::getTradeCondition()
Reimplements: Wombat::MamdaTradeCorrection::getCorrQualNative
Get corrected trade condition.
virtual mama_u32_t getCorrSellersSaleDays() const
See: MamdaTradeReport::getTradeSellersSaleDays()
Reimplements: Wombat::MamdaTradeCorrection::getCorrSellersSaleDays
Get the corrected trade sellers days.
virtual char getCorrStopStock() const
See: MamdaTradeReport::getTradeStopStock()
Reimplements: Wombat::MamdaTradeCorrection::getCorrStopStock
Get the original stock stop indicator.
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.
virtual MamdaFieldState getSymbolFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaBasicEvent::getSymbolFieldState
Get the string symbol field state
virtual MamdaFieldState getPartIdFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaBasicEvent::getPartIdFieldState
Get the participant identifier field state.
virtual MamdaFieldState getSrcTimeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaBasicEvent::getSrcTimeFieldState
Get the source time field state
virtual MamdaFieldState getActivityTimeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaBasicEvent::getActivityTimeFieldState
Get the activity time field state
virtual MamdaFieldState getLineTimeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaBasicEvent::getLineTimeFieldState
Get the line time of the update.
virtual MamdaFieldState getSendTimeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaBasicEvent::getSendTimeFieldState
Get the send time field state
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.
MamdaFieldState getPubIdFieldState() const
virtual MamdaFieldState getEventSeqNumFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getEventSeqNumFieldState
The event SeqNum Field State.
virtual MamdaFieldState getEventTimeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaBasicEvent::getEventTimeFieldState
Get the event time field state.
virtual MamdaFieldState getLastPriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getLastPriceFieldState
The last trade price Field State.
virtual MamdaFieldState getLastVolumeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getLastVolumeFieldState
The last volume Field State.
virtual MamdaFieldState getLastPartIdFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getLastPartIdFieldState
The last part Id Field State.
virtual MamdaFieldState getLastTimeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getLastTimeFieldState
The last time Field State.
virtual MamdaFieldState getIrregPriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getIrregPriceFieldState
The irreg price Field State.
virtual MamdaFieldState getIrregVolumeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getIrregVolumeFieldState
The irreg volume Field State.
virtual MamdaFieldState getIrregPartIdFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getIrregPartIdFieldState
The irreg part Id Field State.
virtual MamdaFieldState getIrregTimeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getIrregTimeFieldState
The irregular time Field State.
virtual MamdaFieldState getTradeDateFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getTradeDateFieldState
The trade date Field State.
virtual MamdaFieldState getSideFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getSideFieldState
The TradeSide or AggressorSide Field State.
MamdaFieldState getTradeCounFieldState() const
virtual MamdaFieldState getAccVolumeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getAccVolumeFieldState
The accumulated volume Field State.
virtual MamdaFieldState getOffExAccVolumeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getOffExAccVolumeFieldState
The off exchange accumulated volume Field State.
virtual MamdaFieldState getOnExAccVolumeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getOnExAccVolumeFieldState
The on exchange accumulated volume Field State.
virtual MamdaFieldState getNetChangeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getNetChangeFieldState
The net change Field State.
virtual MamdaFieldState getPctChangeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getPctChangeFieldState
The percentage change Field State.
virtual MamdaFieldState getTradeDirectionFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getTradeDirectionFieldState
The trade direction Field State.
virtual MamdaFieldState getOpenPriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getOpenPriceFieldState
The open price Field State.
virtual MamdaFieldState getHighPriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getHighPriceFieldState
The high price Field State.
virtual MamdaFieldState getLowPriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getLowPriceFieldState
The low price Field State.
virtual MamdaFieldState getClosePriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeClosing::getClosePriceFieldState
Get the field state
virtual MamdaFieldState getPrevClosePriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getPrevClosePriceFieldState
The previous close price Field State.
virtual MamdaFieldState getAdjPrevClosePriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getAdjPrevClosePriceFieldState
The adjusted previous close date Field State.
virtual MamdaFieldState getPrevCloseDateFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getPrevCloseDateFieldState
The previous close date Field State.
virtual MamdaFieldState getBlockCountFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getBlockCountFieldState
The block count Field State.
virtual MamdaFieldState getBlockVolumeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getBlockVolumeFieldState
The block volume Field State.
virtual MamdaFieldState getVwapFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getVwapFieldState
The Vwap Field State.
virtual MamdaFieldState getOffExVwapFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getOffExVwapFieldState
The off exchange Vwap Field State.
virtual MamdaFieldState getOnExVwapFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getOnExVwapFieldState
The on exchange Vwap Field State.
virtual MamdaFieldState getTotalValueFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getTotalValueFieldState
The total value Field State.
virtual MamdaFieldState getOffExTotalValueFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getOffExTotalValueFieldState
The Off Exchange Total Value Field State.
virtual MamdaFieldState getOnExTotalValueFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getOnExTotalValueFieldState
The On Exchange Total Value Field State.
virtual MamdaFieldState getStdDevFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getStdDevFieldState
The std deviation Field State.
virtual MamdaFieldState getStdDevSumFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getStdDevSumFieldState
The std deviation sum Field State.
virtual MamdaFieldState getStdDevSumSquaresFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getStdDevSumSquaresFieldState
The StdDevSumSquares Field State.
virtual MamdaFieldState getTradeUnitsFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getTradeUnitsFieldState
The trade units Field State.
virtual MamdaFieldState getLastSeqNumFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getLastSeqNumFieldState
The last SeqNum Field State.
virtual MamdaFieldState getHighSeqNumFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getHighSeqNumFieldState
The high seqNum Field State.
virtual MamdaFieldState getLowSeqNumFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getLowSeqNumFieldState
The low SeqNum Field State.
virtual MamdaFieldState getTotalVolumeSeqNumFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getTotalVolumeSeqNumFieldState
The total volume seqNum Field State.
virtual MamdaFieldState getCurrencyCodeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getCurrencyCodeFieldState
The currency code Field State.
virtual MamdaFieldState getSettlePriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getSettlePriceFieldState
The settle price Field State.
virtual MamdaFieldState getSettleDateFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getSettleDateFieldState
The last trade price Field State.
MamdaFieldState getTradeExecVenuFieldState() const
virtual MamdaFieldState getOffExchangeTradePriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getOffExchangeTradePriceFieldState
The settle date Field State.
virtual MamdaFieldState getOnExchangeTradePriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getOnExchangeTradePriceFieldState
The onExchange trade price Field State.
virtual MamdaFieldState getTradePriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeOutOfSequence::getTradePriceFieldState
Get the field state
virtual MamdaFieldState getTradeVolumeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeVolumeFieldState
Get the field state
virtual MamdaFieldState getTradePartIdFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeOutOfSequence::getTradePartIdFieldState
Get the field state
virtual MamdaFieldState getTradeQualFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCancelOrError::getTradeQualFieldState
The trade qual Field State.
virtual MamdaFieldState getTradeQualNativeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeQualNativeFieldState
Get the field state
virtual MamdaFieldState getTradeSellersSaleDaysFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeSellersSaleDaysFieldState
Get the field state
virtual MamdaFieldState getTradeStopStockFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeOutOfSequence::getTradeStopStockFieldState
Get the field state
virtual MamdaFieldState getIsIrregularFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCancelOrError::getIsIrregularFieldState
The isIrregular Field State.
virtual MamdaFieldState getOrderIdFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeOutOfSequence::getOrderIdFieldState
Get the field state
virtual MamdaFieldState getUniqueIdFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeReport::getUniqueIdFieldState
The unique ID Field State.
virtual MamdaFieldState getTradeIdFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeReport::getTradeIdFieldState
The trade ID Field State.
virtual MamdaFieldState getCorrTradeIdFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCorrection::getCorrTradeIdFieldState
Get the field state
virtual MamdaFieldState getTradeActionFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeReport::getTradeActionFieldState
The trade action Field State.
MamdaFieldState getTradeExecVenueFieldState() const
virtual MamdaFieldState getBeginGapSeqNumFieldState() const
Return: The Field State of the start of the sequence number gap.
Reimplements: Wombat::MamdaTradeGap::getBeginGapSeqNumFieldState
virtual MamdaFieldState getEndGapSeqNumFieldState() const
Return: The field state of the end of the sequence number gap.
Reimplements: Wombat::MamdaTradeGap::getEndGapSeqNumFieldState
MamdaFieldState getIsCancelFieldState() const
virtual MamdaFieldState getOrigSeqNumFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigSeqNumFieldState
Get the field state
virtual MamdaFieldState getOrigPriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigPriceFieldState
Get the field state
virtual MamdaFieldState getOrigVolumeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigVolumeFieldState
Get the field state
virtual MamdaFieldState getOrigPartIdFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigPartIdFieldState
Get the field state
virtual MamdaFieldState getOrigQualFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigQualFieldState
Get the field state
virtual MamdaFieldState getOrigQualNativeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigQualNativeFieldState
Get the field state
virtual MamdaFieldState getOrigSellersSaleDaysFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigSellersSaleDaysFieldState
Get the field state
virtual MamdaFieldState getOrigStopStockFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigStopStockFieldState
Get the field state
virtual MamdaFieldState getCorrPriceFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCorrection::getCorrPriceFieldState
Get the field state
virtual MamdaFieldState getCorrVolumeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCorrection::getCorrVolumeFieldState
Get the field state
virtual MamdaFieldState getCorrPartIdFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCorrection::getCorrPartIdFieldState
Get the field state
virtual MamdaFieldState getCorrQualFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCorrection::getCorrQualFieldState
Get the field state
virtual MamdaFieldState getCorrQualNativeFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCorrection::getCorrQualNativeFieldState
Get the field state
virtual MamdaFieldState getCorrSellersSaleDaysFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCorrection::getCorrSellersSaleDaysFieldState
Get the field state
virtual MamdaFieldState getCorrStopStockFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeCorrection::getCorrStopStockFieldState
Get the field state
MamdaFieldState getIsIndicativeFieldState() const
virtual MamdaFieldState getTradeCountFieldState() const
Return: MamdaFieldState. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getTradeCountFieldState
The trade count Field State.
virtual MamdaFieldState getOrigTradeIdFieldState() const
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigTradeIdFieldState
virtual MamdaFieldState getGenericFlagFieldState() const
Reimplements: Wombat::MamdaTradeCancelOrError::getGenericFlagFieldState
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const
Return: The ShortSaleCircuitBreaker Field State. An enumeration representing field state.
Reimplements: Wombat::MamdaTradeRecap::getShortSaleCircuitBreakerFieldState
virtual MamdaFieldState getOrigShortSaleCircuitBreakerFieldState() const
Return: The OrigShortSaleCircuitBreaker Field State.
Reimplements: Wombat::MamdaTradeCancelOrError::getOrigShortSaleCircuitBreakerFieldState
virtual MamdaFieldState getCorrShortSaleCircuitBreakerFieldState() const
Return: The OrigShortSaleCircuitBreaker Field State.
Reimplements: Wombat::MamdaTradeCorrection::getCorrShortSaleCircuitBreakerFieldState
virtual void onMsg(
MamdaSubscription * subscription,
const MamaMsg & msg,
short msgType
)
Reimplements: Wombat::MamdaMsgListener::onMsg
Implementation of MamdaListener interface.
void assertEqual(
MamdaTradeListener * listener
)
void reset(
void
)
Updated on 2023-03-31 at 15:29:59 +0100