Classes Files

Wombat::MamdaTradeReport

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#include <MamdaTradeReport.h>

Inherits from Wombat::MamdaBasicEvent

Inherited by Wombat::MamdaTradeListener

Public Functions

  Name
virtual const MamaPrice & getTradePrice() const =0
virtual mama_quantity_t getTradeVolume() const =0
virtual const char * getTradePartId() const =0
virtual const char * getTradeQual() const =0
virtual const char * getTradeQualNative() const =0
virtual const char * getSide() const =0
virtual MamdaFieldState getSideFieldState() const =0
virtual mama_u32_t getTradeSellersSaleDays() const =0
virtual char getTradeStopStock() const =0
virtual bool getIsIrregular() const =0
virtual mama_u64_t getOrderId() const =0
virtual const char * getUniqueId() const =0
virtual const char * getTradeAction() const =0
virtual const char * getTradeId() const =0
virtual char getShortSaleCircuitBreaker() const =0
virtual MamdaFieldState getTradePriceFieldState() const =0
virtual MamdaFieldState getTradeVolumeFieldState() const =0
virtual MamdaFieldState getTradePartIdFieldState() const =0
virtual MamdaFieldState getTradeQualFieldState() const =0
virtual MamdaFieldState getTradeQualNativeFieldState() const =0
virtual MamdaFieldState getTradeSellersSaleDaysFieldState() const =0
virtual MamdaFieldState getTradeStopStockFieldState() const =0
virtual MamdaFieldState getIsIrregularFieldState() const =0
virtual MamdaFieldState getOrderIdFieldState() const =0
virtual MamdaFieldState getUniqueIdFieldState() const =0
virtual MamdaFieldState getTradeActionFieldState() const =0
virtual MamdaFieldState getTradeIdFieldState() const =0
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const =0
virtual ~MamdaTradeReport()

Additional inherited members

Public Functions inherited from Wombat::MamdaBasicEvent

  Name
virtual const char * getSymbol() const =0
virtual MamdaFieldState getSymbolFieldState() const =0
virtual const char * getPartId() const =0
virtual MamdaFieldState getPartIdFieldState() const =0
virtual mama_seqnum_t getEventSeqNum() const =0
virtual MamdaFieldState getEventSeqNumFieldState() const =0
virtual const MamaDateTime & getEventTime() const =0
virtual MamdaFieldState getEventTimeFieldState() const =0
virtual const MamaDateTime & getSrcTime() const =0
virtual MamdaFieldState getSrcTimeFieldState() const =0
virtual const MamaDateTime & getActivityTime() const =0
virtual MamdaFieldState getActivityTimeFieldState() const =0
virtual const MamaDateTime & getLineTime() const =0
virtual MamdaFieldState getLineTimeFieldState() const =0
virtual const MamaDateTime & getSendTime() const =0
virtual MamdaFieldState getSendTimeFieldState() const =0
virtual const MamaMsgQual & getMsgQual() const =0
virtual MamdaFieldState getMsgQualFieldState() const =0
virtual ~MamdaBasicEvent()

Detailed Description

class Wombat::MamdaTradeReport;

MamdaTradeReport is an interface that provides access to fields related to a trade report. This class is used for all trade reports, whether those trades qualify as regular or irregular trades. (A regular trade generally qualifies to update the official last price and intraday high/low prices.)

Public Functions Documentation

function getTradePrice

virtual const MamaPrice & getTradePrice() const =0

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

Reimplemented by: Wombat::MamdaTradeListener::getTradePrice

Get the trade price.

function getTradeVolume

virtual mama_quantity_t getTradeVolume() const =0

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

Reimplemented by: Wombat::MamdaTradeListener::getTradeVolume

Get the volume of shares in the trade.

function getTradePartId

virtual const char * getTradePartId() const =0

Return: Trade participant ID. This is typically an exchange ID or a market maker ID.

Reimplemented by: Wombat::MamdaTradeListener::getTradePartId

Get the participant identifier for the trade.

function getTradeQual

virtual const char * getTradeQual() const =0

Return: Trade qualifier. A normalized set of qualifiers for the current trade for the security. This field may contain multiple string values, separated by the colon(:) character.

Reimplemented by: Wombat::MamdaTradeListener::getTradeQual

Get the NYSE Technologies normalized trade qualifier. | Value | Meaning | | ——– | ——– | | Normal | Regular trade. A trade made without stated conditions is deemed regular way for settlement on the third * business day following the transaction * date. | | Acquisition | A transaction made on the Exchange as a result of an Exchange acquisition. | | Bunched | A trade representing an aggregate of two or more regular trades in a security occurring at the same price either simultaneously or within the same 60 second period, with no individual trade exceeding 10,000 shares. | | Cash | A transaction which calls for the delivery of securities and payment on the same day the trade takes place. | | Distribution | Sale of a large block of stock in such a manner that the price is not adversely affected. | | BunchedSold | A bunched trade which is reported late | | Rule155 | To qualify as a 155 print, a specialist arranges for the sale of the block at one “clean-up” price or at the different price limits on his book. If the block is sold at a “clean-up” price, the specialist should execute at the same price all the executable buy orders on his book. The sale qualifier is only applicable for AMEX trades. | | SoldLast | Sold Last is used when a trade prints in sequence but is reported late or printed in conformance to the One or Two Point Rule. | | NextDay | A transaction which calls for delivery of securities on the first business day after the trade date. | | Opened | Indicates an opening transaction that is printed out of sequence or reported late or printed in conformance to the One or Two Point Rule. | | PriorRef | An executed trade that relates to an obligation to trade at an earlier point in the trading day or that refer to a prior reference price. This may be the result of an order that was lost or misplaced or a SelectNet order that was not executed on a timely basis. | | Seller | A Seller’s option transaction is a special transaction which gives the seller the right to deliver the stock at any time within a specific period, ranging from not less than four calendar days to no more than 60 calendar days. | | SplitTrade | An execution in two markets when the specialist or Market Maker in the market first receiving the order agrees to execute a portion of it at whatever price is realized in another market to which the balance of the order is forwarded for execution. | | FormT | See PrePostMkt. Currently, all feed handlers that post Form-T trades - except CTA - send this qualifier for Form-T trades. In the next major release, all fields will use PrePostMkt and FormT will be obsolete. | | PrePostMkt | A trade reported before or after the normal trade reporting day. This is also known as a Form-T trade. The volume of Form-T trades will be included in the calculation of total volume. The price information in Form-T trades will not be used to update high, low and last sale data for individual securities or Indices since they occur outside of normal trade reporting hours. Currently, all feed handlers that post Form-T trades - except CTA - send the “FormT” qualifier for Fot-T trades. In the next major release, all feed handlers will use PrePostMkt and FormT will be obsolete. | | AvPrice | A trade where the price reported is based upon an average of the prices for transactions in a security during all or any portion of the trading day. | | Sold | Sold is used when a trade is printed (reported) out of sequence and at a time different from the actual transaction time. | | Adjusted |   | | Auto | A sale condition code that identifies a NYSE trade that has been automatically executed without the potential benefit of price improvement. | | Basket |   | | CashOnly |   | | NextDayOnly |   | | SpecTerms |   | | Stopped |   | | CATS |   | | VCT |   | | Rule127 |   | | BurstBasket | A burst basket execution signifies a trade wherein the equity Specialists, acting in the aggregate as a market maker, purchase or sell the component stocks required for execution of a specific basket trade. | | OpenDetail | Opening trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published. | | Detail | Trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published. | | Reserved |   | | BasketCross |   | | BasketIndexOnClose | A basket index on close transaction signifies a trade involving paired basket orders,the execution of which is based on the closing value of the index. These trades are reported after the close when the index closing value is determined. | | IntermarketSweep | Indicates to CTS data recipients that the execution price reflects the order instruction not to send the order to another market that may have a superior price. | | YellowFlag | Regular trades reported during specific events as out of the ordinary. | | MarketCenterOpen |   | | MarketCenterClose |   | | Unknown |   |

function getTradeQualNative

virtual const char * getTradeQualNative() const =0

See: getTradeQual.

Return: Native trade qualifier (a.k.a. “sale condition”). Feed-specific trade qualifier code(s). This field is provided primarily for completeness and/or troubleshooting.

Reimplemented by: Wombat::MamdaTradeListener::getTradeQualNative

Get the native feed trade qualifier.

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 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 getTradeSellersSaleDays

virtual mama_u32_t getTradeSellersSaleDays() const =0

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

Reimplemented by: Wombat::MamdaTradeListener::getTradeSellersSaleDays

Get the trade sellers sale days.

function getTradeStopStock

virtual char getTradeStopStock() const =0

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

Reimplemented by: Wombat::MamdaTradeListener::getTradeStopStock

Get the trade stop stock indicator.

function getIsIrregular

virtual bool getIsIrregular() const =0

Return: Whether or not the trade qualifies as an irregular trade. In general, only “regular” trades qualify to update the official last price and high/low prices.

Reimplemented by: Wombat::MamdaTradeListener::getIsIrregular

Get whether the trade is irregular.

function getOrderId

virtual mama_u64_t getOrderId() const =0

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

Reimplemented by: Wombat::MamdaTradeListener::getOrderId

Get the order id, if available.

function getUniqueId

virtual const char * getUniqueId() const =0

Return: The unique ID

Reimplemented by: Wombat::MamdaTradeListener::getUniqueId

Get the unique ID

function getTradeAction

virtual const char * getTradeAction() const =0

Return: The trade action

Reimplemented by: Wombat::MamdaTradeListener::getTradeAction

Get the trade action

function getTradeId

virtual const char * getTradeId() const =0

Return: the trade id

Reimplemented by: Wombat::MamdaTradeListener::getTradeId

Get the trade id

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 getTradePriceFieldState

virtual MamdaFieldState getTradePriceFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradePriceFieldState

The trade price Field State.

function getTradeVolumeFieldState

virtual MamdaFieldState getTradeVolumeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeVolumeFieldState

The trade volume Field State.

function getTradePartIdFieldState

virtual MamdaFieldState getTradePartIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradePartIdFieldState

The trade part ID Field State.

function getTradeQualFieldState

virtual MamdaFieldState getTradeQualFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeQualFieldState

The trade qual Field State.

function getTradeQualNativeFieldState

virtual MamdaFieldState getTradeQualNativeFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeQualNativeFieldState

The trade quality native Field State.

function getTradeSellersSaleDaysFieldState

virtual MamdaFieldState getTradeSellersSaleDaysFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeSellersSaleDaysFieldState

The trade sellers sale days Field State.

function getTradeStopStockFieldState

virtual MamdaFieldState getTradeStopStockFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeStopStockFieldState

The trade stop stock Field State.

function getIsIrregularFieldState

virtual MamdaFieldState getIsIrregularFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getIsIrregularFieldState

The isIrregular Field State.

function getOrderIdFieldState

virtual MamdaFieldState getOrderIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getOrderIdFieldState

The order ID Field State.

function getUniqueIdFieldState

virtual MamdaFieldState getUniqueIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getUniqueIdFieldState

The unique ID Field State.

function getTradeActionFieldState

virtual MamdaFieldState getTradeActionFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeActionFieldState

The trade action Field State.

function getTradeIdFieldState

virtual MamdaFieldState getTradeIdFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getTradeIdFieldState

The trade ID Field State.

function getShortSaleCircuitBreakerFieldState

virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const =0

Return: MamdaFieldState. An enumeration representing field state.

Reimplemented by: Wombat::MamdaTradeListener::getShortSaleCircuitBreakerFieldState

function ~MamdaTradeReport

inline virtual ~MamdaTradeReport()

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