Wombat::MamdaConcreteQuoteRecap

Inherits from Wombat.MamdaQuoteRecap, Wombat.MamdaBasicRecap

Public Functions

Public Functions Documentation

function MamdaConcreteQuoteRecap

MamdaConcreteQuoteRecap()

function clear

void clear()

Clear the recap data

function setSymbol

void setSymbol(
    string symbol
)

function getSymbol

string getSymbol()

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

Reimplements: Wombat::MamdaBasicRecap::getSymbol

function getSymbolFieldState

MamdaFieldState getSymbolFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaBasicRecap::getSymbolFieldState

function setPartId

void setPartId(
    string partId
)

function getPartId

string getPartId()

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::MamdaBasicRecap::getPartId

function getPartIdFieldState

MamdaFieldState getPartIdFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaBasicRecap::getPartIdFieldState

function setSrcTime

void setSrcTime(
    DateTime srcTime
)

function getSrcTime

DateTime getSrcTime()

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::MamdaBasicRecap::getSrcTime

function getSrcTimeFieldState

MamdaFieldState getSrcTimeFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaBasicRecap::getSrcTimeFieldState

function setActivityTime

void setActivityTime(
    DateTime activityTime
)

function getActivityTime

DateTime getActivityTime()

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

Return:

Reimplements: Wombat::MamdaBasicRecap::getActivityTime

function getActivityTimeFieldState

MamdaFieldState getActivityTimeFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaBasicRecap::getActivityTimeFieldState

function setLineTime

void setLineTime(
    DateTime lineTime
)

function getLineTime

DateTime getLineTime()

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::MamdaBasicRecap::getLineTime

function getLineTimeFieldState

MamdaFieldState getLineTimeFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaBasicRecap::getLineTimeFieldState

function setSendTime

void setSendTime(
    DateTime sendTime
)

function getSendTime

DateTime getSendTime()

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::MamdaBasicRecap::getSendTime

function getSendTimeFieldState

MamdaFieldState getSendTimeFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaBasicRecap::getSendTimeFieldState

function setPubId

void setPubId(
    string pubId
)

function getPubId

string getPubId()

function getPubIdFieldState

MamdaFieldState getPubIdFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setBidPrice

void setBidPrice(
    MamaPrice bidPrice
)

function getBidPrice

MamaPrice getBidPrice()

Get the bid price.

Return: Bid price. The highest price that the representative party/group is willing to pay to buy the security. For most feeds, this size is represented in round lots.

Reimplements: Wombat::MamdaQuoteRecap::getBidPrice

function getBidPriceFieldState

MamdaFieldState getBidPriceFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getBidPriceFieldState

function setBidSize

void setBidSize(
    long bidSize
)

function getBidSize

long getBidSize()

Get the bid size.

Return: Total share size available for the current bid price.

Reimplements: Wombat::MamdaQuoteRecap::getBidSize

function getBidSizeFieldState

MamdaFieldState getBidSizeFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getBidSizeFieldState

function setBidSize

void setBidSize(
    double bidSize
)

function setBidDepth

void setBidDepth(
    double bidDepth
)

function getBidDepth

double getBidDepth()

function getBidDepthFieldState

MamdaFieldState getBidDepthFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setBidPartId

void setBidPartId(
    string partId
)

function getBidPartId

string getBidPartId()

Get the bid participant identifier.

Return: The identifier of the market participant (e.g. exchange or market maker) contributing the bid price field.

Reimplements: Wombat::MamdaQuoteRecap::getBidPartId

function getBidPartIdFieldState

MamdaFieldState getBidPartIdFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getBidPartIdFieldState

function setBidClosePrice

void setBidClosePrice(
    MamaPrice bidClosePrice
)

function getBidClosePrice

MamaPrice getBidClosePrice()

function getBidClosePriceFieldState

MamdaFieldState getBidClosePriceFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setBidCloseDate

void setBidCloseDate(
    DateTime bidCloseDate
)

function getBidCloseDate

DateTime getBidCloseDate()

function getBidCloseDateFieldState

MamdaFieldState getBidCloseDateFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setBidPrevClosePrice

void setBidPrevClosePrice(
    MamaPrice bidPrevClosePrice
)

function getBidPrevClosePrice

MamaPrice getBidPrevClosePrice()

function getBidPrevClosePriceFieldState

MamdaFieldState getBidPrevClosePriceFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setBidPrevCloseDate

void setBidPrevCloseDate(
    DateTime bidPrevCloseDate
)

function getBidPrevCloseDate

DateTime getBidPrevCloseDate()

function getBidPrevCloseDateFieldState

MamdaFieldState getBidPrevCloseDateFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setBidHigh

void setBidHigh(
    MamaPrice bidHigh
)

function getBidHigh

MamaPrice getBidHigh()

function getBidHighFieldState

MamdaFieldState getBidHighFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setBidLow

void setBidLow(
    MamaPrice bidLow
)

function getBidLow

MamaPrice getBidLow()

function FieldState

MamdaFieldState FieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setAskPrice

void setAskPrice(
    MamaPrice askPrice
)

function getAskPrice

MamaPrice getAskPrice()

Get the ask price.

Return: Ask price. The lowest price that the representative party/group is willing to take to sell the security. For most feeds, this size is represented in round lots.

Reimplements: Wombat::MamdaQuoteRecap::getAskPrice

function getAskPriceFieldState

MamdaFieldState getAskPriceFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getAskPriceFieldState

function setQuoteMidPrice

void setQuoteMidPrice(
    MamaPrice midPrice
)

function getQuoteMidPrice

MamaPrice getQuoteMidPrice()

Get the quote mid price.

Return: The mid price of the current quote. Usually, this is the average of the bid and ask prices, but some exchanges provide this field explicitly.

Reimplements: Wombat::MamdaQuoteRecap::getQuoteMidPrice

function getQuoteMidPriceFieldState

MamdaFieldState getQuoteMidPriceFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setAskSize

void setAskSize(
    long askSize
)

function getAskSize

long getAskSize()

Get the ask size.

Return: Total share size available for the current ask price.

Reimplements: Wombat::MamdaQuoteRecap::getAskSize

Note: many feeds provide this size in terms of round lots. Wombat may change the behavior of this in the future to represent the exact number of shares.

function getAskSizeFieldState

MamdaFieldState getAskSizeFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getAskSizeFieldState

function setAskSize

void setAskSize(
    double askSize
)

function setAskDepth

void setAskDepth(
    double askDepth
)

function getAskDepth

double getAskDepth()

function setAskPartId

void setAskPartId(
    string askPartId
)

function getAskPartId

string getAskPartId()

Get the ask participant identifier.

Return: The identifier of the market participant (e.g. exchange or market maker) contributing the ask price field.

Reimplements: Wombat::MamdaQuoteRecap::getAskPartId

function getAskPartIdFieldState

MamdaFieldState getAskPartIdFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getAskPartIdFieldState

function setAskClosePrice

void setAskClosePrice(
    MamaPrice askClosePrice
)

function getAskClosePrice

MamaPrice getAskClosePrice()

function getAskClosePriceFieldState

MamdaFieldState getAskClosePriceFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setAskCloseDate

void setAskCloseDate(
    DateTime askCloseDate
)

function getAskCloseDate

DateTime getAskCloseDate()

function getAskCloseDateFieldState

MamdaFieldState getAskCloseDateFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setAskPrevClosePrice

void setAskPrevClosePrice(
    MamaPrice askPrevClosePrice
)

function getAskPrevClosePrice

MamaPrice getAskPrevClosePrice()

function getAskPrevClosePriceFieldState

MamdaFieldState getAskPrevClosePriceFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setAskPrevCloseDate

void setAskPrevCloseDate(
    DateTime askPrevCloseDate
)

function getAskPrevCloseDate

DateTime getAskPrevCloseDate()

function getAskPrevCloseDateFieldState

MamdaFieldState getAskPrevCloseDateFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setAskHigh

void setAskHigh(
    MamaPrice askHigh
)

function getAskHigh

MamaPrice getAskHigh()

function getAskHighFieldState

MamdaFieldState getAskHighFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setAskLow

void setAskLow(
    MamaPrice askLow
)

function getAskLow

MamaPrice getAskLow()

function getAskLowFieldState

MamdaFieldState getAskLowFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setEventSeqNum

void setEventSeqNum(
    long eventSeqNum
)

function getEventSeqNum

long getEventSeqNum()

function getEventSeqNumFieldState

MamdaFieldState getEventSeqNumFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setEventTime

void setEventTime(
    DateTime eventTime
)

function getEventTime

DateTime getEventTime()

function getEventTimeFieldState

MamdaFieldState getEventTimeFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setQuoteDate

void setQuoteDate(
    DateTime quoteDate
)

function getQuoteDate

DateTime getQuoteDate()

Reimplements: Wombat::MamdaQuoteRecap::getQuoteDate

function getQuoteDateFieldState

MamdaFieldState getQuoteDateFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getQuoteDateFieldState

function setQuoteQual

void setQuoteQual(
    string quoteQualStr
)

function getQuoteQual

string getQuoteQual()

Get the normalized quote qualifier.

Return: A normalized set of qualifiers for the last quote for the security. This field may contain multiple string values, separated by the colon(:) character. MamdaQuoteUpdate.getQuoteQual

Reimplements: Wombat::MamdaQuoteRecap::getQuoteQual

function getQuoteQualFieldState

MamdaFieldState getQuoteQualFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getQuoteQualFieldState

function setQuoteQualNative

void setQuoteQualNative(
    string quoteQualNative
)

function getQuoteQualNative

string getQuoteQualNative()

MamdaQuoteUpdate.getQuoteQualNative()

Return:

Reimplements: Wombat::MamdaQuoteRecap::getQuoteQualNative

function getQuoteQualNativeFieldState

MamdaFieldState getQuoteQualNativeFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getQuoteQualNativeFieldState

function setTmpQuoteCount

void setTmpQuoteCount(
    long quoteCount
)

function getTmpQuoteCount

long getTmpQuoteCount()

function getTmpQuoteCountFieldState

MamdaFieldState getTmpQuoteCountFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

function setQuoteCount

void setQuoteCount(
    long quoteCount
)

function getQuoteCount

long getQuoteCount()

Get the quote count.

Return: The number of quotes generated for this security during the current trading session.

Reimplements: Wombat::MamdaQuoteRecap::getQuoteCount

function getQuoteCountFieldState

MamdaFieldState getQuoteCountFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getQuoteCountFieldState

function getShortSaleBidTick

char getShortSaleBidTick()

MamdaQuoteUpdate.getShortSaleBidTick()

Return:

Reimplements: Wombat::MamdaQuoteRecap::getShortSaleBidTick

function getShortSaleBidTickFieldState

MamdaFieldState getShortSaleBidTickFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getShortSaleBidTickFieldState

function setShortSaleBidTick

void setShortSaleBidTick(
    char shortSaleBidTick
)

function getShortSaleCircuitBreaker

char getShortSaleCircuitBreaker()

MamdaQuoteUpdate.getShortSaleCircuitBreaker()

Return:

Reimplements: Wombat::MamdaQuoteRecap::getShortSaleCircuitBreaker

function getShortSaleCircuitBreakerFieldState

MamdaFieldState getShortSaleCircuitBreakerFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getShortSaleCircuitBreakerFieldState

function setShortSaleCircuitBreaker

void setShortSaleCircuitBreaker(
    char shortSaleCircuitBreaker
)

function setAskTime

void setAskTime(
    DateTime askTime
)

function setBidTime

void setBidTime(
    DateTime bidTime
)

function setAskIndicator

void setAskIndicator(
    string askIndicator
)

function setBidIndicator

void setBidIndicator(
    string bidIndicator
)

function setAskUpdateCount

void setAskUpdateCount(
    long askUpdateCount
)

function setBidUpdateCount

void setBidUpdateCount(
    long bidUpdateCount
)

function setAskYield

void setAskYield(
    double askYield
)

function setBidYield

void setBidYield(
    double bidYield
)

function getAskTime

DateTime getAskTime()

Reimplements: Wombat::MamdaQuoteRecap::getAskTime

function getAskTimeFieldState

MamdaFieldState getAskTimeFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getAskTimeFieldState

function getBidTime

DateTime getBidTime()

Reimplements: Wombat::MamdaQuoteRecap::getBidTime

function getBidTimeFieldState

MamdaFieldState getBidTimeFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getBidTimeFieldState

function getAskIndicator

string getAskIndicator()

Reimplements: Wombat::MamdaQuoteRecap::getAskIndicator

function getAskIndicatorFieldState

MamdaFieldState getAskIndicatorFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getAskIndicatorFieldState

function getBidIndicator

string getBidIndicator()

Reimplements: Wombat::MamdaQuoteRecap::getBidIndicator

function getBidIndicatorFieldState

MamdaFieldState getBidIndicatorFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getBidIndicatorFieldState

function getAskUpdateCount

long getAskUpdateCount()

Reimplements: Wombat::MamdaQuoteRecap::getAskUpdateCount

function getAskUpdateCountFieldState

MamdaFieldState getAskUpdateCountFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getAskUpdateCountFieldState

function getBidUpdateCount

long getBidUpdateCount()

Reimplements: Wombat::MamdaQuoteRecap::getBidUpdateCount

function getBidUpdateCountFieldState

MamdaFieldState getBidUpdateCountFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getBidUpdateCountFieldState

function getAskYield

double getAskYield()

Reimplements: Wombat::MamdaQuoteRecap::getAskYield

function getAskYieldFieldState

MamdaFieldState getAskYieldFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getAskYieldFieldState

function getBidYield

double getBidYield()

Reimplements: Wombat::MamdaQuoteRecap::getBidYield

function getBidYieldFieldState

MamdaFieldState getBidYieldFieldState()

Returns Field State, always MODIFIED

Return: Field State MODIFIED

Reimplements: Wombat::MamdaQuoteRecap::getBidYieldFieldState

Updated on 2023-03-31 at 15:30:12 +0100