Name |
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Wombat |
Name | |
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interface | Wombat::MamdaTradeRecap MamdaTradeRecap is an interface that provides access to trade related fields. |
/* $Id$
*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
using System;
namespace Wombat
{
public interface MamdaTradeRecap : MamdaBasicEvent
{
MamaPrice getLastPrice();
MamdaFieldState getLastPriceFieldState();
long getLastVolume();
MamdaFieldState getLastVolumeFieldState();
string getLastPartId();
MamdaFieldState getLastPartIdFieldState();
DateTime getLastTime();
MamdaFieldState getLastTimeFieldState();
MamaPrice getIrregPrice();
MamdaFieldState getIrregPriceFieldState();
long getIrregVolume();
MamdaFieldState getIrregVolumeFieldState();
string getIrregPartId();
MamdaFieldState getIrregPartIdFieldState();
DateTime getIrregTime();
MamdaFieldState getIrregTimeFieldState();
DateTime getTradeDate();
MamdaFieldState getTradeDateFieldState();
long getTradeCount();
MamdaFieldState getTradeCountFieldState();
long getAccVolume();
MamdaFieldState getAccVolumeFieldState();
long getOffExAccVolume();
MamdaFieldState getOffExAccVolumeFieldState();
long getOnExAccVolume();
MamdaFieldState getOnExAccVolumeFieldState();
MamaPrice getNetChange();
MamdaFieldState getNetChangeFieldState();
double getPctChange();
MamdaFieldState getPctChangeFieldState();
string getTradeDirection();
MamdaFieldState getTradeDirectionFieldState();
string getSide();
MamdaFieldState getSideFieldState();
MamaPrice getOpenPrice();
MamdaFieldState getOpenPriceFieldState();
MamaPrice getHighPrice();
MamdaFieldState getHighPriceFieldState();
MamaPrice getLowPrice();
MamdaFieldState getLowPriceFieldState();
MamaPrice getClosePrice();
MamdaFieldState getClosePriceFieldState();
MamaPrice getPrevClosePrice();
MamdaFieldState getPrevClosePriceFieldState();
DateTime getPrevCloseDate();
MamdaFieldState getPrevCloseDateFieldState();
MamaPrice getAdjPrevClose();
MamdaFieldState getAdjPrevCloseFieldState();
long getBlockCount();
MamdaFieldState getBlockCountFieldState();
long getBlockVolume();
MamdaFieldState getBlockVolumeFieldState();
double getVwap();
MamdaFieldState getVwapFieldState();
double getOffExVwap();
MamdaFieldState getOffExVwapFieldState();
double getOnExVwap();
MamdaFieldState getOnExVwapFieldState();
double getTotalValue();
MamdaFieldState getTotalValueFieldState();
double getOffExTotalValue();
MamdaFieldState getOffExTotalValueFieldState();
double getOnExTotalValue();
MamdaFieldState getOnExTotalValueFieldState();
double getStdDev();
MamdaFieldState getStdDevFieldState();
double getStdDevSum();
MamdaFieldState getStdDevSumFieldState();
double getStdDevSumSquares();
MamdaFieldState getStdDevSumSquaresFieldState();
long getOrderId ();
MamdaFieldState getOrderIdFieldState();
MamaPrice getSettlePrice();
MamdaFieldState getSettlePriceFieldState();
DateTime getSettleDate();
MamdaFieldState getSettleDateFieldState();
string getTradeExecVenue();
MamdaFieldState getTradeExecVenueFieldState();
MamaPrice getOffExchangeTradePrice();
MamdaFieldState getOffExchangeTradePriceFieldState();
MamaPrice getOnExchangeTradePrice();
MamdaFieldState getOnExchangeTradePriceFieldState();
string getTradeUnits();
MamdaFieldState getTradeUnitsFieldState();
long getLastSeqNum();
MamdaFieldState getLastSeqNumFieldState();
long getHighSeqNum();
MamdaFieldState getHighSeqNumFieldState();
long getLowSeqNum();
MamdaFieldState getLowSeqNumFieldState();
long getTotalVolumeSeqNum();
MamdaFieldState getTotalVolumeSeqNumFieldState();
string getCurrencyCode();
MamdaFieldState getCurrencyCodeFieldState();
char getShortSaleCircuitBreaker();
MamdaFieldState getShortSaleCircuitBreakerFieldState();
}
}
Updated on 2023-03-31 at 15:30:19 +0100