Classes Files

Wombat::MamdaTradeRecap

More…

#include <MamdaTradeRecap.h>

Inherits from Wombat::MamdaBasicRecap

Inherited by Wombat::MamdaTradeListener

Public Functions

  Name
virtual const MamaPrice & getLastPrice() const =0
virtual mama_quantity_t getLastVolume() const =0
virtual const char * getLastPartId() const =0
virtual const MamaDateTime & getLastTime() const =0
virtual const MamaPrice & getIrregPrice() const =0
virtual mama_quantity_t getIrregVolume() const =0
virtual const char * getIrregPartId() const =0
virtual const MamaDateTime & getIrregTime() const =0
virtual const MamaDateTime & getTradeDate() const =0
virtual mama_u32_t getTradeCount() const =0
virtual mama_quantity_t getAccVolume() const =0
virtual mama_quantity_t getOffExAccVolume() const =0
virtual mama_quantity_t getOnExAccVolume() const =0
virtual const MamaPrice & getNetChange() const =0
virtual double getPctChange() const =0
virtual MamdaTradeDirection getTradeDirection() const =0
virtual const MamaPrice & getOpenPrice() const =0
virtual const MamaPrice & getHighPrice() const =0
virtual const MamaPrice & getLowPrice() const =0
virtual const MamaPrice & getClosePrice() const =0
virtual const MamaPrice & getPrevClosePrice() const =0
virtual const MamaPrice & getAdjPrevClosePrice() const =0
virtual const MamaDateTime & getPrevCloseDate() const =0
virtual mama_u32_t getBlockCount() const =0
virtual mama_quantity_t getBlockVolume() const =0
virtual double getVwap() const =0
virtual double getOffExVwap() const =0
virtual double getOnExVwap() const =0
virtual double getTotalValue() const =0
virtual double getOffExTotalValue() const =0
virtual double getOnExTotalValue() const =0
virtual double getStdDev() const =0
virtual double getStdDevSum() const =0
virtual double getStdDevSumSquares() const =0
virtual const char * getTradeUnits() const =0
virtual mama_seqnum_t getLastSeqNum() const =0
virtual mama_seqnum_t getHighSeqNum() const =0
virtual mama_seqnum_t getLowSeqNum() const =0
virtual mama_seqnum_t getEventSeqNum() const =0
virtual mama_seqnum_t getTotalVolumeSeqNum() const =0
virtual const char * getCurrencyCode() const =0
virtual const MamaPrice & getSettlePrice() const =0
virtual const MamaDateTime & getSettleDate() const =0
virtual MamdaTradeExecVenue getTradeExecVenue() const =0
virtual const MamaPrice & getOffExchangeTradePrice() const =0
virtual const MamaPrice & getOnExchangeTradePrice() const =0
virtual const char * getSide() const =0
virtual char getShortSaleCircuitBreaker() const =0
virtual MamdaFieldState getLastPriceFieldState() const =0
virtual MamdaFieldState getLastVolumeFieldState() const =0
virtual MamdaFieldState getLastPartIdFieldState() const =0
virtual MamdaFieldState getLastTimeFieldState() const =0
virtual MamdaFieldState getIrregPriceFieldState() const =0
virtual MamdaFieldState getIrregVolumeFieldState() const =0
virtual MamdaFieldState getIrregPartIdFieldState() const =0
virtual MamdaFieldState getIrregTimeFieldState() const =0
virtual MamdaFieldState getTradeDateFieldState() const =0
virtual MamdaFieldState getTradeCountFieldState() const =0
virtual MamdaFieldState getAccVolumeFieldState() const =0
virtual MamdaFieldState getOffExAccVolumeFieldState() const =0
virtual MamdaFieldState getOnExAccVolumeFieldState() const =0
virtual MamdaFieldState getNetChangeFieldState() const =0
virtual MamdaFieldState getPctChangeFieldState() const =0
virtual MamdaFieldState getTradeDirectionFieldState() const =0
virtual MamdaFieldState getOpenPriceFieldState() const =0
virtual MamdaFieldState getHighPriceFieldState() const =0
virtual MamdaFieldState getLowPriceFieldState() const =0
virtual MamdaFieldState getClosePriceFieldState() const =0
virtual MamdaFieldState getPrevClosePriceFieldState() const =0
virtual MamdaFieldState getAdjPrevClosePriceFieldState() const =0
virtual MamdaFieldState getPrevCloseDateFieldState() const =0
virtual MamdaFieldState getBlockCountFieldState() const =0
virtual MamdaFieldState getBlockVolumeFieldState() const =0
virtual MamdaFieldState getVwapFieldState() const =0
virtual MamdaFieldState getOffExVwapFieldState() const =0
virtual MamdaFieldState getOnExVwapFieldState() const =0
virtual MamdaFieldState getTotalValueFieldState() const =0
virtual MamdaFieldState getOffExTotalValueFieldState() const =0
virtual MamdaFieldState getOnExTotalValueFieldState() const =0
virtual MamdaFieldState getStdDevFieldState() const =0
virtual MamdaFieldState getStdDevSumFieldState() const =0
virtual MamdaFieldState getStdDevSumSquaresFieldState() const =0
virtual MamdaFieldState getTradeUnitsFieldState() const =0
virtual MamdaFieldState getLastSeqNumFieldState() const =0
virtual MamdaFieldState getHighSeqNumFieldState() const =0
virtual MamdaFieldState getLowSeqNumFieldState() const =0
virtual MamdaFieldState getEventSeqNumFieldState() const =0
virtual MamdaFieldState getTotalVolumeSeqNumFieldState() const =0
virtual MamdaFieldState getCurrencyCodeFieldState() const =0
virtual MamdaFieldState getSettlePriceFieldState() const =0
virtual MamdaFieldState getSettleDateFieldState() const =0
virtual MamdaFieldState getOffExchangeTradePriceFieldState() const =0
virtual MamdaFieldState getOnExchangeTradePriceFieldState() const =0
virtual MamdaFieldState getSideFieldState() const =0
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const =0
virtual ~MamdaTradeRecap()

Additional inherited members

Public Functions inherited from Wombat::MamdaBasicRecap

  Name
virtual const char * getSymbol() const =0
virtual MamdaFieldState getSymbolFieldState() const =0
virtual const char * getPartId() const =0
virtual MamdaFieldState getPartIdFieldState() const =0
virtual const MamaDateTime & getSrcTime() const =0
virtual MamdaFieldState getSrcTimeFieldState() const =0
virtual const MamaDateTime & getActivityTime() const =0
virtual MamdaFieldState getActivityTimeFieldState() const =0
virtual const MamaDateTime & getLineTime() const =0
virtual MamdaFieldState getLineTimeFieldState() const =0
virtual const MamaDateTime & getSendTime() const =0
virtual MamdaFieldState getSendTimeFieldState() const =0
virtual ~MamdaBasicRecap()

Detailed Description

class Wombat::MamdaTradeRecap;

MamdaTradeRecap is an interface that provides access to trade related fields.

Public Functions Documentation

function getLastPrice

virtual const MamaPrice & getLastPrice() const =0

Return: The last trade price.

Reimplemented by: Wombat::MamdaTradeListener::getLastPrice

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

function getLastVolume

virtual mama_quantity_t getLastVolume() const =0

Return: The last trade volume.

Reimplemented by: Wombat::MamdaTradeListener::getLastVolume

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

function getLastPartId

virtual const char * getLastPartId() const =0

Return: The last trade participant identifier.

Reimplemented by: Wombat::MamdaTradeListener::getLastPartId

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

function getLastTime

virtual const MamaDateTime & getLastTime() const =0

Return: The last trade time.

Reimplemented by: Wombat::MamdaTradeListener::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 =0

Return: The last irregular trade price.

Reimplemented by: Wombat::MamdaTradeListener::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 =0

Return: The last irregular trade volume.

Reimplemented by: Wombat::MamdaTradeListener::getIrregVolume

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

function getIrregPartId

virtual const char * getIrregPartId() const =0

Return: The last irregular trade participant identifier.

Reimplemented by: Wombat::MamdaTradeListener::getIrregPartId

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

function getIrregTime

virtual const MamaDateTime & getIrregTime() const =0

Return: The last irregular trade time.

Reimplemented by: Wombat::MamdaTradeListener::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 =0

Return: The last trade time.

Reimplemented by: Wombat::MamdaTradeListener::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 =0

Return: The number of trades so far today.

Reimplemented by: Wombat::MamdaTradeListener::getTradeCount

The number of trades today.

function getAccVolume

virtual mama_quantity_t getAccVolume() const =0

Return: Accumulated trade volume.

Reimplemented by: Wombat::MamdaTradeListener::getAccVolume

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

function getOffExAccVolume

virtual mama_quantity_t getOffExAccVolume() const =0

Return: Accumulated off-exchange trade volume.

Reimplemented by: Wombat::MamdaTradeListener::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 =0

Return: Accumulated on-exhange trade volume.

Reimplemented by: Wombat::MamdaTradeListener::getOnExAccVolume

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

function getNetChange

virtual const MamaPrice & getNetChange() const =0

Return: Price change compared to previous price.

Reimplemented by: Wombat::MamdaTradeListener::getNetChange

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

function getPctChange

virtual double getPctChange() const =0

Return: Percentage price change compared to previous price.

Reimplemented by: Wombat::MamdaTradeListener::getPctChange

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

function getTradeDirection

virtual MamdaTradeDirection getTradeDirection() const =0

Return: The tick direction.

Reimplemented by: Wombat::MamdaTradeListener::getTradeDirection

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

function getOpenPrice

virtual const MamaPrice & getOpenPrice() const =0

Return: The opening price.

Reimplemented by: Wombat::MamdaTradeListener::getOpenPrice

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

function getHighPrice

virtual const MamaPrice & getHighPrice() const =0

Return: The highest trade price for the day.

Reimplemented by: Wombat::MamdaTradeListener::getHighPrice

Highest price paid for security during the trading day.

function getLowPrice

virtual const MamaPrice & getLowPrice() const =0

Return: The lowest trade price for the day.

Reimplemented by: Wombat::MamdaTradeListener::getLowPrice

Lowest price paid for security during the trading day.

function getClosePrice

virtual const MamaPrice & getClosePrice() const =0

Return: The closing price for the day.

Reimplemented by: Wombat::MamdaTradeListener::getClosePrice

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

function getPrevClosePrice

virtual const MamaPrice & getPrevClosePrice() const =0

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

Reimplemented by: Wombat::MamdaTradeListener::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 =0

See: getPrevClosePrice()

Return: The adjusted previous closing price.

Reimplemented by: Wombat::MamdaTradeListener::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 =0

See: getPrevClosePrice().

Return: The closing price from the previous trading day.

Reimplemented by: Wombat::MamdaTradeListener::getPrevCloseDate

Date corresponding to wPrevClosePrice.

function getBlockCount

virtual mama_u32_t getBlockCount() const =0

Return: Number of block trades.

Reimplemented by: Wombat::MamdaTradeListener::getBlockCount

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

function getBlockVolume

virtual mama_quantity_t getBlockVolume() const =0

Return: Total volumn of block trades.

Reimplemented by: Wombat::MamdaTradeListener::getBlockVolume

Total volume of block trades today.

function getVwap

virtual double getVwap() const =0

Return: The VWAP (Volume-weighted average price)

Reimplemented by: Wombat::MamdaTradeListener::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 =0

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

Reimplemented by: Wombat::MamdaTradeListener::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 =0

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

Reimplemented by: Wombat::MamdaTradeListener::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 =0

Return: Total value of all instruments traded.

Reimplemented by: Wombat::MamdaTradeListener::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 =0

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

Reimplemented by: Wombat::MamdaTradeListener::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 =0

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

Reimplemented by: Wombat::MamdaTradeListener::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 =0

Return: The standard deviation of last trade price.

Reimplemented by: Wombat::MamdaTradeListener::getStdDev

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

function getStdDevSum

virtual double getStdDevSum() const =0

Return: The sum of the standard deviations.

Reimplemented by: Wombat::MamdaTradeListener::getStdDevSum

Sum of the standard deviations.

function getStdDevSumSquares

virtual double getStdDevSumSquares() const =0

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

Reimplemented by: Wombat::MamdaTradeListener::getStdDevSumSquares

Square of the sum of the standard deviations.

function getTradeUnits

virtual const char * getTradeUnits() const =0

Return: Reuters trade units

Reimplemented by: Wombat::MamdaTradeListener::getTradeUnits

Reuters trade units.

function getLastSeqNum

virtual mama_seqnum_t getLastSeqNum() const =0

Return: The sequence number of the last trade.

Reimplemented by: Wombat::MamdaTradeListener::getLastSeqNum

Sequence number of the last trade.

function getHighSeqNum

virtual mama_seqnum_t getHighSeqNum() const =0

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

Reimplemented by: Wombat::MamdaTradeListener::getHighSeqNum

Sequence number of incoming message which gives high value.

function getLowSeqNum

virtual mama_seqnum_t getLowSeqNum() const =0

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

Reimplemented by: Wombat::MamdaTradeListener::getLowSeqNum

Sequence number of incoming message which gives low value.

function getEventSeqNum

virtual mama_seqnum_t getEventSeqNum() const =0

Return: Sequence number of trade.

Reimplemented by: Wombat::MamdaTradeListener::getEventSeqNum

Sequence number of trade.

function getTotalVolumeSeqNum

virtual mama_seqnum_t getTotalVolumeSeqNum() const =0

Reimplemented by: Wombat::MamdaTradeListener::getTotalVolumeSeqNum

function getCurrencyCode

virtual const char * getCurrencyCode() const =0

Return: Currency of the trade.

Reimplemented by: Wombat::MamdaTradeListener::getCurrencyCode

Currency of the trade (eg US$)

function getSettlePrice

virtual const MamaPrice & getSettlePrice() const =0

Return: Settle price of trade.

Reimplemented by: Wombat::MamdaTradeListener::getSettlePrice

Settle price of trade.

function getSettleDate

virtual const MamaDateTime & getSettleDate() const =0

Return: Settle date of trade.

Reimplemented by: Wombat::MamdaTradeListener::getSettleDate

Settle date of trade.

function getTradeExecVenue

virtual MamdaTradeExecVenue getTradeExecVenue() const =0

Return: The trade execution venue.

Reimplemented by: Wombat::MamdaTradeListener::getTradeExecVenue

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

function getOffExchangeTradePrice

virtual const MamaPrice & getOffExchangeTradePrice() const =0

Return: The last off exchange trade price.

Reimplemented by: Wombat::MamdaTradeListener::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 =0

Return: The last on exchange trade price.

Reimplemented by: Wombat::MamdaTradeListener::getOnExchangeTradePrice

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

function getSide

virtual const char * getSide() const =0

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

Reimplemented by: Wombat::MamdaTradeListener::getSide

function getShortSaleCircuitBreaker

virtual char getShortSaleCircuitBreaker() const =0

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.

Reimplemented by: Wombat::MamdaTradeListener::getShortSaleCircuitBreaker

get the ShortSaleCircuitBreaker

function getLastPriceFieldState

virtual MamdaFieldState getLastPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getLastPriceFieldState

The last trade price Field State.

function getLastVolumeFieldState

virtual MamdaFieldState getLastVolumeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getLastVolumeFieldState

The last volume Field State.

function getLastPartIdFieldState

virtual MamdaFieldState getLastPartIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getLastPartIdFieldState

The last part Id Field State.

function getLastTimeFieldState

virtual MamdaFieldState getLastTimeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getLastTimeFieldState

The last time Field State.

function getIrregPriceFieldState

virtual MamdaFieldState getIrregPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getIrregPriceFieldState

The irreg price Field State.

function getIrregVolumeFieldState

virtual MamdaFieldState getIrregVolumeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getIrregVolumeFieldState

The irreg volume Field State.

function getIrregPartIdFieldState

virtual MamdaFieldState getIrregPartIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getIrregPartIdFieldState

The irreg part Id Field State.

function getIrregTimeFieldState

virtual MamdaFieldState getIrregTimeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getIrregTimeFieldState

The irregular time Field State.

function getTradeDateFieldState

virtual MamdaFieldState getTradeDateFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeDateFieldState

The trade date Field State.

function getTradeCountFieldState

virtual MamdaFieldState getTradeCountFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeCountFieldState

The trade count Field State.

function getAccVolumeFieldState

virtual MamdaFieldState getAccVolumeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getAccVolumeFieldState

The accumulated volume Field State.

function getOffExAccVolumeFieldState

virtual MamdaFieldState getOffExAccVolumeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOffExAccVolumeFieldState

The off exchange accumulated volume Field State.

function getOnExAccVolumeFieldState

virtual MamdaFieldState getOnExAccVolumeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOnExAccVolumeFieldState

The on exchange accumulated volume Field State.

function getNetChangeFieldState

virtual MamdaFieldState getNetChangeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getNetChangeFieldState

The net change Field State.

function getPctChangeFieldState

virtual MamdaFieldState getPctChangeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getPctChangeFieldState

The percentage change Field State.

function getTradeDirectionFieldState

virtual MamdaFieldState getTradeDirectionFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeDirectionFieldState

The trade direction Field State.

function getOpenPriceFieldState

virtual MamdaFieldState getOpenPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOpenPriceFieldState

The open price Field State.

function getHighPriceFieldState

virtual MamdaFieldState getHighPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getHighPriceFieldState

The high price Field State.

function getLowPriceFieldState

virtual MamdaFieldState getLowPriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getLowPriceFieldState

The low price Field State.

function getClosePriceFieldState

virtual MamdaFieldState getClosePriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getClosePriceFieldState

The close price Field State.

function getPrevClosePriceFieldState

virtual MamdaFieldState getPrevClosePriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getPrevClosePriceFieldState

The previous close price Field State.

function getAdjPrevClosePriceFieldState

virtual MamdaFieldState getAdjPrevClosePriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getAdjPrevClosePriceFieldState

The adjusted previous close date Field State.

function getPrevCloseDateFieldState

virtual MamdaFieldState getPrevCloseDateFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getPrevCloseDateFieldState

The previous close date Field State.

function getBlockCountFieldState

virtual MamdaFieldState getBlockCountFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getBlockCountFieldState

The block count Field State.

function getBlockVolumeFieldState

virtual MamdaFieldState getBlockVolumeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getBlockVolumeFieldState

The block volume Field State.

function getVwapFieldState

virtual MamdaFieldState getVwapFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getVwapFieldState

The Vwap Field State.

function getOffExVwapFieldState

virtual MamdaFieldState getOffExVwapFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOffExVwapFieldState

The off exchange Vwap Field State.

function getOnExVwapFieldState

virtual MamdaFieldState getOnExVwapFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOnExVwapFieldState

The on exchange Vwap Field State.

function getTotalValueFieldState

virtual MamdaFieldState getTotalValueFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTotalValueFieldState

The total value Field State.

function getOffExTotalValueFieldState

virtual MamdaFieldState getOffExTotalValueFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOffExTotalValueFieldState

The Off Exchange Total Value Field State.

function getOnExTotalValueFieldState

virtual MamdaFieldState getOnExTotalValueFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOnExTotalValueFieldState

The On Exchange Total Value Field State.

function getStdDevFieldState

virtual MamdaFieldState getStdDevFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getStdDevFieldState

The std deviation Field State.

function getStdDevSumFieldState

virtual MamdaFieldState getStdDevSumFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getStdDevSumFieldState

The std deviation sum Field State.

function getStdDevSumSquaresFieldState

virtual MamdaFieldState getStdDevSumSquaresFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getStdDevSumSquaresFieldState

The StdDevSumSquares Field State.

function getTradeUnitsFieldState

virtual MamdaFieldState getTradeUnitsFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeUnitsFieldState

The trade units Field State.

function getLastSeqNumFieldState

virtual MamdaFieldState getLastSeqNumFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getLastSeqNumFieldState

The last SeqNum Field State.

function getHighSeqNumFieldState

virtual MamdaFieldState getHighSeqNumFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getHighSeqNumFieldState

The high seqNum Field State.

function getLowSeqNumFieldState

virtual MamdaFieldState getLowSeqNumFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getLowSeqNumFieldState

The low SeqNum Field State.

function getEventSeqNumFieldState

virtual MamdaFieldState getEventSeqNumFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getEventSeqNumFieldState

The event SeqNum Field State.

function getTotalVolumeSeqNumFieldState

virtual MamdaFieldState getTotalVolumeSeqNumFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTotalVolumeSeqNumFieldState

The total volume seqNum Field State.

function getCurrencyCodeFieldState

virtual MamdaFieldState getCurrencyCodeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getCurrencyCodeFieldState

The currency code Field State.

function getSettlePriceFieldState

virtual MamdaFieldState getSettlePriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getSettlePriceFieldState

The settle price Field State.

function getSettleDateFieldState

virtual MamdaFieldState getSettleDateFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getSettleDateFieldState

The last trade price Field State.

function getOffExchangeTradePriceFieldState

virtual MamdaFieldState getOffExchangeTradePriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOffExchangeTradePriceFieldState

The settle date Field State.

function getOnExchangeTradePriceFieldState

virtual MamdaFieldState getOnExchangeTradePriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOnExchangeTradePriceFieldState

The onExchange trade price Field State.

function getSideFieldState

virtual MamdaFieldState getSideFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getSideFieldState

The TradeSide or AggressorSide Field State.

function getShortSaleCircuitBreakerFieldState

virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const =0

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

Reimplemented by: Wombat::MamdaTradeListener::getShortSaleCircuitBreakerFieldState

function ~MamdaTradeRecap

inline virtual ~MamdaTradeRecap()

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