Classes Files

Wombat::MamdaConcreteTradeRecap

Inherits from Wombat.MamdaTradeRecap, Wombat.MamdaBasicEvent

Public Functions

  Name
  MamdaConcreteTradeRecap()
void clear()
Clear the recap data
string getSymbol()
MamdaFieldState getSymbolFieldState()
void setSymbol(string symbol)
string getPartId()
MamdaFieldState getPartIdFieldState()
void setPartId(string partId)
long getAccVolume()
Total volume of shares traded in a security at the time it is disseminated.
MamdaFieldState getAccVolumeFieldState()
Get the field state
void setAccVolume(long accVolume)
void setAccVolume(double accVolume)
long getOffExAccVolume()
Total volume of shares traded off exchange in a security at the time it is disseminated.
MamdaFieldState getOffExAccVolumeFieldState()
Get the field state
void setOffExAccVolume(long offExAccVolume)
void setOffExAccVolume(double offExAccVolume)
long getOnExAccVolume()
Total volume of shares traded on exchange in a security at the time it is disseminated.
MamdaFieldState getOnExAccVolumeFieldState()
Get the field state
void setOnExAccVolume(long onExAccVolume)
void setOnExAccVolume(double onExAccVolume)
DateTime getActivityTime()
MamdaFieldState getActivityTimeFieldState()
Returns the field state.
void setActTime(DateTime actTime)
DateTime getLineTime()
MamdaFieldState getLineTimeFieldState()
void setLineTime(DateTime lineTime)
DateTime getSendTime()
MamdaFieldState getSendTimeFieldState()
void setSendTime(DateTime sendTime)
string getPubId()
MamdaFieldState getPubIdFieldState()
void setPubId(string pubId)
long getBlockCount()
The number of block trades (at least 10,000 shares) today.
MamdaFieldState getBlockCountFieldState()
Get the field state
void setBlockCount(long blockCount)
long getBlockVolume()
Total volume of block trades today.
MamdaFieldState getBlockVolumeFieldState()
Get the field state
void setBlockVolume(long blockVolume)
void setBlockVolume(double blockVolume)
MamaPrice getClosePrice()
Today’s closing price. The closing price field is populated when official closing prices are sent by the feed after the session close.
MamdaFieldState getClosePriceFieldState()
Get the field state
void setClosePrice(MamaPrice closePrice)
string getCorrCondStr()
MamdaFieldState getCorrCondStrFieldState()
void setCorrCondStr(string corrCondStr)
string getCorrPartId()
MamdaFieldState getCorrPartIdFieldState()
void setCorrPartId(string corrPartId)
MamaPrice getCorrPrice()
MamdaFieldState getCorrPriceFieldState()
void setCorrPrice(MamaPrice corrPrice)
string getCorrQualStr()
MamdaFieldState getCorrQualStrFieldState()
void setCorrQualStr(string corrQualStr)
string getCorrQualNativeStr()
MamdaFieldState getCorrQualNativeStrFieldState()
void setCorrQualNativeStr(string corrQualNativeStr)
long getCorrSellersSaleDays()
MamdaFieldState getCorrSellersSaleDaysFieldState()
void setCorrSellersSaleDays(long corrSellersSaleDays)
char getCorrStopStockInd()
MamdaFieldState getCorrStopStockIndFieldState()
void setCorrStopStockInd(char corrStopStockInd)
DateTime getCancelTime()
MamdaFieldState getCancelTimeFieldState()
void setCancelTime(DateTime cancelTime)
long getCorrVolume()
MamdaFieldState getCorrVolumeFieldState()
void setCorrVolume(long corrVolume)
void setCorrVolume(double corrVolume)
long getEventSeqNum()
MamdaFieldState getEventSeqNumFieldState()
Returns the field state.
void setEventSeqNum(long eventSeqNum)
DateTime getEventTime()
MamdaFieldState getEventTimeFieldState()
Returns the field state.
void setEventTime(DateTime eventTime)
MamaPrice getHighPrice()
Highest price paid for security during the trading day.
MamdaFieldState getHighPriceFieldState()
Get the field state
void setHighPrice(MamaPrice highPrice)
string getLastPartId()
Trade participant ID. This is typically an exchange ID, sometimes a market maker ID.
string getTradeId()
string getCorrTradeId()
string getOrigTradeId()
MamdaFieldState getLastPartIdFieldState()
Get the field state
MamdaFieldState getTradeIdFieldState()
MamdaFieldState getOrigTradeIdFieldState()
MamdaFieldState getCorrTradeIdFieldState()
void setLastPartId(string lastPartId)
void setTradeId(string tradeId)
void setOrigTradeId(string origTradeId)
void setCorrTradeId(string corrTradeId)
MamaPrice getLastPrice()
Monetary value of an individual share of the security at the time of the trade.
MamdaFieldState getLastPriceFieldState()
Get the field state
void setLastPrice(MamaPrice lastPrice)
DateTime 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.
MamdaFieldState getLastTimeFieldState()
Get the field state
void setLastTime(DateTime lastTime)
DateTime getTradeDate()
MamdaFieldState getTradeDateFieldState()
Get the field state
void setTradeDate(DateTime tradeDate)
MamaPrice getIrregPrice()
Monetary value of an individual share of the security at the time of the last irregular trade.
MamdaFieldState getIrregPriceFieldState()
Get the field state
void setIrregPrice(MamaPrice irregPrice)
long getIrregVolume()
Number of shares traded in a single transaction for an individual security.
MamdaFieldState getIrregVolumeFieldState()
Get the field state
void setIrregVolume(long irregVolume)
void setIrregVolume(double irregVolume)
string getIrregPartId()
Trade participant ID for the last irregular trade. This is typically an exchange ID, sometimes a market maker ID.
MamdaFieldState getIrregPartIdFieldState()
Get the field state
void setIrregPartId(string irregPartId)
DateTime 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.
MamdaFieldState getIrregTimeFieldState()
Get the field state
void setIrregTime(DateTime irregTime)
long getLastVolume()
Number of shares traded in a single transaction for an individual security.
MamdaFieldState getLastVolumeFieldState()
Get the field state
void setLastVolume(long lastVolume)
void setLastVolume(double lastVolume)
MamaPrice getLowPrice()
Lowest price paid for security during the trading day.
MamdaFieldState getLowPriceFieldState()
Get the field state
void setLowPrice(MamaPrice lowPrice)
MamaPrice getNetChange()
Get the change in price compared with the previous closing price
MamdaFieldState getNetChangeFieldState()
Get the field state
void setNetChange(MamaPrice netChange)
MamaPrice getOpenPrice()
The price of the first qualifying trade in the security during the current trading day.
MamdaFieldState getOpenPriceFieldState()
Get the field state
void setOpenPrice(MamaPrice openPrice)
string getOrigCondStr()
MamdaFieldState getOrigCondStrFieldState()
void setOrigCondStr(string origCondStr)
string getOrigPartId()
MamdaFieldState getOrigPartIdFieldState()
void setOrigPartId(string origPartId)
MamaPrice getOrigPrice()
MamdaFieldState getOrigPriceFieldState()
void setOrigPrice(MamaPrice origPrice)
string getOrigQualStr()
MamdaFieldState getOrigQualStrFieldState()
void setOrigQualStr(string origQualStr)
string getOrigQualNativeStr()
MamdaFieldState getOrigQualNativeStrFieldState()
void setOrigQualNativeStr(string origQualNativeStr)
long getOrigSellersSaleDays()
MamdaFieldState getOrigSellersSaleDaysFieldState()
void setOrigSellersSaleDays(long origSellersSaleDays)
char getOrigStopStockInd()
MamdaFieldState getOrigStopStockIndFieldState()
void setOrigStopStockInd(char origStopStockInd)
long getOrigSeqNum()
MamdaFieldState getOrigSeqNumFieldState()
void setOrigSeqNum(long origSeqNum)
long getOrigVolume()
MamdaFieldState getOrigVolumeFieldState()
void setOrigVolume(long origVolume)
void setOrigVolume(double origVolume)
double getPctChange()
Change in price as a percentage.
MamdaFieldState getPctChangeFieldState()
Get the field state
void setPctChange(double pctChange)
DateTime getPrevCloseDate()
Date corresponding to PrevClosePrice. getPrevClosePrice()
MamdaFieldState getPrevCloseDateFieldState()
Get the field state
void setPrevCloseDate(DateTime prevCloseDate)
MamaPrice getAdjPrevClose()
The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date. getPrevClosePrice()
MamdaFieldState getAdjPrevCloseFieldState()
Get the field state
void setAdjPrevClose(MamaPrice adjPrevClose)
MamaPrice 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.
MamdaFieldState getPrevClosePriceFieldState()
Get the field state
void setPrevClosePrice(MamaPrice prevClosePrice)
long getSellersSaleDays()
MamdaFieldState getSellersSaleDaysFieldState()
void setSellersSaleDays(long sellersSaleDays)
char getStopStockInd()
MamdaFieldState getStopStockIndFieldState()
void setStopStockInd(char stopStockInd)
DateTime getSrcTime()
Returns the source time.
MamdaFieldState getSrcTimeFieldState()
Returns the field state.
void setSrcTime(DateTime srcTime)
double getStdDev()
Standard deviation of last trade price of a security at the time it is disseminated.
MamdaFieldState getStdDevFieldState()
Get the field state
void setStdDev(double stdDev)
double getStdDevSum()
MamdaFieldState getStdDevSumFieldState()
Get the field state
void setStdDevSum(double stdDevSum)
double getStdDevSumSquares()
MamdaFieldState getStdDevSumSquaresFieldState()
Get the field state
void setStdDevSumSquares(double stdDevSumSquares)
long getOrderId()
Get the order id, if available.
MamdaFieldState getOrderIdFieldState()
Get the field state
void setOrderId(long orderId)
MamaPrice getSettlePrice()
Future’s / Options settlement price.
MamdaFieldState getSettlePriceFieldState()
Get the field state
void setSettlePrice(MamaPrice settlePrice)
DateTime getSettleDate()
Date corresponding to SettlePrice. getSettlePrice()
MamdaFieldState getSettleDateFieldState()
Get the field state
void setSettleDate(DateTime settleDate)
char getShortSaleCircuitBreaker()
getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
MamdaFieldState getShortSaleCircuitBreakerFieldState()
Returns the FieldState, always MODIFIED.
void setShortSaleCircuitBreaker(char shortSaleCircuitBreaker)
Set the shortSaleCircuitBreaker
double getTotalValue()
Total value of all shares traded in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade.
MamdaFieldState getTotalValueFieldState()
Get the field state
void setTotalValue(double totalValue)
double getOffExTotalValue()
Total value of all shares traded off exchange in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade.
MamdaFieldState getOffExTotalValueFieldState()
Get the field state
void setOffExTotalValue(double offExTotalValue)
double getOnExTotalValue()
Total value of all shares traded on exchange in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade.
MamdaFieldState getOnExTotalValueFieldState()
Get the field state
void setOnExTotalValue(double onExTotalValue)
string getTradeCondStr()
MamdaFieldState getTradeCondStrFieldState()
void setTradeCondStr(string tradeCondStr)
long getTradeCount()
The number of trades today.
MamdaFieldState getTradeCountFieldState()
Get the field state
void setTradeCount(long tradeCount)
string getTradeUnits()
MamdaFieldState getTradeUnitsFieldState()
Get the field state
void setTradeUnits(string tradeUnits)
long getLastSeqNum()
MamdaFieldState getLastSeqNumFieldState()
Get the field state
void setLastSeqNum(long lastSeqNum)
long getHighSeqNum()
MamdaFieldState getHighSeqNumFieldState()
Get the field state
void setHighSeqNum(long highSeqNum)
long getLowSeqNum()
MamdaFieldState getLowSeqNumFieldState()
Get the field state
void setLowSeqNum(long lowSeqNum)
long getTotalVolumeSeqNum()
MamdaFieldState getTotalVolumeSeqNumFieldState()
Get the field state
void setTotalVolumeSeqNum(long totalVolumeSeqNum)
string getCurrencyCode()
MamdaFieldState getCurrencyCodeFieldState()
Get the field state
void setCurrencyCode(string currencyCode)
string getTradeDirection()
Trade tick direction. 0 : No direction is currently known/available.
MamdaFieldState getTradeDirectionFieldState()
Get the field state
void setTradeDirection(string tradeDirection)
string getSide()
Returns the Aggressor side or TradeSide
MamdaFieldState getSideFieldState()
Get the field state
void setSide(string tradeSide)
string getTradePartId()
MamdaFieldState getTradePartIdFieldState()
void setTradePartId(string tradePartId)
MamaPrice getTradePrice()
MamdaFieldState getTradePriceFieldState()
void setTradePrice(MamaPrice tradePrice)
string getTradeQualStr()
MamdaFieldState getTradeQualStrFieldState()
void setTradeQualStr(string tradeQualStr)
string getTradeQualNativeStr()
MamdaFieldState getTradeQualNativeStrFieldState()
void setTradeQualNativeStr(string tradeQualNativeStr)
long getTradeVolume()
MamdaFieldState getTradeVolumeFieldState()
void setTradeVolume(long tradeVolume)
void setTradeVolume(double tradeVolume)
double getVwap()
Volume-weighted average price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
MamdaFieldState getVwapFieldState()
Get the field state
void setVwap(double vwap)
double getOffExVwap()
Volume-weighted average off exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
MamdaFieldState getOffExVwapFieldState()
Get the field state
void setOffExVwap(double offExVwap)
double getOnExVwap()
Volume-weighted average on exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
MamdaFieldState getOnExVwapFieldState()
Get the field state
void setOnExVwap(double onExVwap)
bool IsIrregular()
void setIsIrregular(bool isIrregular)
bool IsCancel()
void setIsCancel(bool isCancel)
string getTradeExecVenue()
Trade execution venue. Unknown OnExchange OnExchangeOffBook OffExchange
MamdaFieldState getTradeExecVenueFieldState()
Get the field state
void setTradeExecVenue(string tradeExecVenue)
MamaPrice getOffExchangeTradePrice()
Monetary value of an individual off exchange share of the security at the time of the trade.
MamdaFieldState getOffExchangeTradePriceFieldState()
Get the field state
void setOffExchangeTradePrice(MamaPrice offExTradePrice)
MamaPrice getOnExchangeTradePrice()
Monetary value of an individual off exchange share of the security at the time of the trade.
MamdaFieldState getOnExchangeTradePriceFieldState()
Get the field state
void setOnExchangeTradePrice(MamaPrice onExTradePrice)

Public Functions Documentation

function MamdaConcreteTradeRecap

MamdaConcreteTradeRecap()

function clear

void clear()

Clear the recap data

function getSymbol

string getSymbol()

function getSymbolFieldState

MamdaFieldState getSymbolFieldState()

function setSymbol

void setSymbol(
    string symbol
)

function getPartId

string getPartId()

function getPartIdFieldState

MamdaFieldState getPartIdFieldState()

function setPartId

void setPartId(
    string partId
)

function getAccVolume

long getAccVolume()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getAccVolume

function getAccVolumeFieldState

MamdaFieldState getAccVolumeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getAccVolumeFieldState

function setAccVolume

void setAccVolume(
    long accVolume
)

function setAccVolume

void setAccVolume(
    double accVolume
)

function getOffExAccVolume

long getOffExAccVolume()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getOffExAccVolume

function getOffExAccVolumeFieldState

MamdaFieldState getOffExAccVolumeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getOffExAccVolumeFieldState

function setOffExAccVolume

void setOffExAccVolume(
    long offExAccVolume
)

function setOffExAccVolume

void setOffExAccVolume(
    double offExAccVolume
)

function getOnExAccVolume

long getOnExAccVolume()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getOnExAccVolume

function getOnExAccVolumeFieldState

MamdaFieldState getOnExAccVolumeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getOnExAccVolumeFieldState

function setOnExAccVolume

void setOnExAccVolume(
    long onExAccVolume
)

function setOnExAccVolume

void setOnExAccVolume(
    double onExAccVolume
)

function getActivityTime

DateTime getActivityTime()

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

Reimplements: Wombat::MamdaBasicEvent::getActivityTime

function getActivityTimeFieldState

MamdaFieldState getActivityTimeFieldState()

Returns the field state.

Return: Activity time Field State

Reimplements: Wombat::MamdaBasicEvent::getActivityTimeFieldState

function setActTime

void setActTime(
    DateTime actTime
)

function getLineTime

DateTime getLineTime()

function getLineTimeFieldState

MamdaFieldState getLineTimeFieldState()

function setLineTime

void setLineTime(
    DateTime lineTime
)

function getSendTime

DateTime getSendTime()

function getSendTimeFieldState

MamdaFieldState getSendTimeFieldState()

function setSendTime

void setSendTime(
    DateTime sendTime
)

function getPubId

string getPubId()

function getPubIdFieldState

MamdaFieldState getPubIdFieldState()

function setPubId

void setPubId(
    string pubId
)

function getBlockCount

long getBlockCount()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getBlockCount

function getBlockCountFieldState

MamdaFieldState getBlockCountFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getBlockCountFieldState

function setBlockCount

void setBlockCount(
    long blockCount
)

function getBlockVolume

long getBlockVolume()

Total volume of block trades today.

Return:

Reimplements: Wombat::MamdaTradeRecap::getBlockVolume

function getBlockVolumeFieldState

MamdaFieldState getBlockVolumeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getBlockVolumeFieldState

function setBlockVolume

void setBlockVolume(
    long blockVolume
)

function setBlockVolume

void setBlockVolume(
    double blockVolume
)

function getClosePrice

MamaPrice getClosePrice()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getClosePrice

function getClosePriceFieldState

MamdaFieldState getClosePriceFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getClosePriceFieldState

function setClosePrice

void setClosePrice(
    MamaPrice closePrice
)

function getCorrCondStr

string getCorrCondStr()

function getCorrCondStrFieldState

MamdaFieldState getCorrCondStrFieldState()

function setCorrCondStr

void setCorrCondStr(
    string corrCondStr
)

function getCorrPartId

string getCorrPartId()

function getCorrPartIdFieldState

MamdaFieldState getCorrPartIdFieldState()

function setCorrPartId

void setCorrPartId(
    string corrPartId
)

function getCorrPrice

MamaPrice getCorrPrice()

function getCorrPriceFieldState

MamdaFieldState getCorrPriceFieldState()

function setCorrPrice

void setCorrPrice(
    MamaPrice corrPrice
)

function getCorrQualStr

string getCorrQualStr()

function getCorrQualStrFieldState

MamdaFieldState getCorrQualStrFieldState()

function setCorrQualStr

void setCorrQualStr(
    string corrQualStr
)

function getCorrQualNativeStr

string getCorrQualNativeStr()

function getCorrQualNativeStrFieldState

MamdaFieldState getCorrQualNativeStrFieldState()

function setCorrQualNativeStr

void setCorrQualNativeStr(
    string corrQualNativeStr
)

function getCorrSellersSaleDays

long getCorrSellersSaleDays()

function getCorrSellersSaleDaysFieldState

MamdaFieldState getCorrSellersSaleDaysFieldState()

function setCorrSellersSaleDays

void setCorrSellersSaleDays(
    long corrSellersSaleDays
)

function getCorrStopStockInd

char getCorrStopStockInd()

function getCorrStopStockIndFieldState

MamdaFieldState getCorrStopStockIndFieldState()

function setCorrStopStockInd

void setCorrStopStockInd(
    char corrStopStockInd
)

function getCancelTime

DateTime getCancelTime()

function getCancelTimeFieldState

MamdaFieldState getCancelTimeFieldState()

function setCancelTime

void setCancelTime(
    DateTime cancelTime
)

function getCorrVolume

long getCorrVolume()

function getCorrVolumeFieldState

MamdaFieldState getCorrVolumeFieldState()

function setCorrVolume

void setCorrVolume(
    long corrVolume
)

function setCorrVolume

void setCorrVolume(
    double corrVolume
)

function getEventSeqNum

long getEventSeqNum()

Return: Source sequence number. The exchange generated sequence number.

Reimplements: Wombat::MamdaBasicEvent::getEventSeqNum

function getEventSeqNumFieldState

MamdaFieldState getEventSeqNumFieldState()

Returns the field state.

Return: Source sequence number Field State

Reimplements: Wombat::MamdaBasicEvent::getEventSeqNumFieldState

function setEventSeqNum

void setEventSeqNum(
    long eventSeqNum
)

function getEventTime

DateTime getEventTime()

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

function getEventTimeFieldState

MamdaFieldState getEventTimeFieldState()

Returns the field state.

Return: Event Time Field State

Reimplements: Wombat::MamdaBasicEvent::getEventTimeFieldState

function setEventTime

void setEventTime(
    DateTime eventTime
)

function getHighPrice

MamaPrice getHighPrice()

Highest price paid for security during the trading day.

Return:

Reimplements: Wombat::MamdaTradeRecap::getHighPrice

function getHighPriceFieldState

MamdaFieldState getHighPriceFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getHighPriceFieldState

function setHighPrice

void setHighPrice(
    MamaPrice highPrice
)

function getLastPartId

string getLastPartId()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getLastPartId

function getTradeId

string getTradeId()

function getCorrTradeId

string getCorrTradeId()

function getOrigTradeId

string getOrigTradeId()

function getLastPartIdFieldState

MamdaFieldState getLastPartIdFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getLastPartIdFieldState

function getTradeIdFieldState

MamdaFieldState getTradeIdFieldState()

function getOrigTradeIdFieldState

MamdaFieldState getOrigTradeIdFieldState()

function getCorrTradeIdFieldState

MamdaFieldState getCorrTradeIdFieldState()

function setLastPartId

void setLastPartId(
    string lastPartId
)

function setTradeId

void setTradeId(
    string tradeId
)

function setOrigTradeId

void setOrigTradeId(
    string origTradeId
)

function setCorrTradeId

void setCorrTradeId(
    string corrTradeId
)

function getLastPrice

MamaPrice getLastPrice()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getLastPrice

function getLastPriceFieldState

MamdaFieldState getLastPriceFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getLastPriceFieldState

function setLastPrice

void setLastPrice(
    MamaPrice lastPrice
)

function getLastTime

DateTime 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.

Return:

Reimplements: Wombat::MamdaTradeRecap::getLastTime

function getLastTimeFieldState

MamdaFieldState getLastTimeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getLastTimeFieldState

function setLastTime

void setLastTime(
    DateTime lastTime
)

function getTradeDate

DateTime getTradeDate()

Reimplements: Wombat::MamdaTradeRecap::getTradeDate

function getTradeDateFieldState

MamdaFieldState getTradeDateFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getTradeDateFieldState

function setTradeDate

void setTradeDate(
    DateTime tradeDate
)

function getIrregPrice

MamaPrice getIrregPrice()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getIrregPrice

function getIrregPriceFieldState

MamdaFieldState getIrregPriceFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getIrregPriceFieldState

function setIrregPrice

void setIrregPrice(
    MamaPrice irregPrice
)

function getIrregVolume

long getIrregVolume()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getIrregVolume

function getIrregVolumeFieldState

MamdaFieldState getIrregVolumeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getIrregVolumeFieldState

function setIrregVolume

void setIrregVolume(
    long irregVolume
)

function setIrregVolume

void setIrregVolume(
    double irregVolume
)

function getIrregPartId

string getIrregPartId()

Trade participant ID for the last irregular trade. This is typically an exchange ID, sometimes a market maker ID.

Return:

Reimplements: Wombat::MamdaTradeRecap::getIrregPartId

function getIrregPartIdFieldState

MamdaFieldState getIrregPartIdFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getIrregPartIdFieldState

function setIrregPartId

void setIrregPartId(
    string irregPartId
)

function getIrregTime

DateTime 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.

Return:

Reimplements: Wombat::MamdaTradeRecap::getIrregTime

function getIrregTimeFieldState

MamdaFieldState getIrregTimeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getIrregTimeFieldState

function setIrregTime

void setIrregTime(
    DateTime irregTime
)

function getLastVolume

long getLastVolume()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getLastVolume

function getLastVolumeFieldState

MamdaFieldState getLastVolumeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getLastVolumeFieldState

function setLastVolume

void setLastVolume(
    long lastVolume
)

function setLastVolume

void setLastVolume(
    double lastVolume
)

function getLowPrice

MamaPrice getLowPrice()

Lowest price paid for security during the trading day.

Return:

Reimplements: Wombat::MamdaTradeRecap::getLowPrice

function getLowPriceFieldState

MamdaFieldState getLowPriceFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getLowPriceFieldState

function setLowPrice

void setLowPrice(
    MamaPrice lowPrice
)

function getNetChange

MamaPrice getNetChange()

Get the change in price compared with the previous closing price

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

Reimplements: Wombat::MamdaTradeRecap::getNetChange

function getNetChangeFieldState

MamdaFieldState getNetChangeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getNetChangeFieldState

function setNetChange

void setNetChange(
    MamaPrice netChange
)

function getOpenPrice

MamaPrice getOpenPrice()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getOpenPrice

function getOpenPriceFieldState

MamdaFieldState getOpenPriceFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getOpenPriceFieldState

function setOpenPrice

void setOpenPrice(
    MamaPrice openPrice
)

function getOrigCondStr

string getOrigCondStr()

function getOrigCondStrFieldState

MamdaFieldState getOrigCondStrFieldState()

function setOrigCondStr

void setOrigCondStr(
    string origCondStr
)

function getOrigPartId

string getOrigPartId()

function getOrigPartIdFieldState

MamdaFieldState getOrigPartIdFieldState()

function setOrigPartId

void setOrigPartId(
    string origPartId
)

function getOrigPrice

MamaPrice getOrigPrice()

function getOrigPriceFieldState

MamdaFieldState getOrigPriceFieldState()

function setOrigPrice

void setOrigPrice(
    MamaPrice origPrice
)

function getOrigQualStr

string getOrigQualStr()

function getOrigQualStrFieldState

MamdaFieldState getOrigQualStrFieldState()

function setOrigQualStr

void setOrigQualStr(
    string origQualStr
)

function getOrigQualNativeStr

string getOrigQualNativeStr()

function getOrigQualNativeStrFieldState

MamdaFieldState getOrigQualNativeStrFieldState()

function setOrigQualNativeStr

void setOrigQualNativeStr(
    string origQualNativeStr
)

function getOrigSellersSaleDays

long getOrigSellersSaleDays()

function getOrigSellersSaleDaysFieldState

MamdaFieldState getOrigSellersSaleDaysFieldState()

function setOrigSellersSaleDays

void setOrigSellersSaleDays(
    long origSellersSaleDays
)

function getOrigStopStockInd

char getOrigStopStockInd()

function getOrigStopStockIndFieldState

MamdaFieldState getOrigStopStockIndFieldState()

function setOrigStopStockInd

void setOrigStopStockInd(
    char origStopStockInd
)

function getOrigSeqNum

long getOrigSeqNum()

function getOrigSeqNumFieldState

MamdaFieldState getOrigSeqNumFieldState()

function setOrigSeqNum

void setOrigSeqNum(
    long origSeqNum
)

function getOrigVolume

long getOrigVolume()

function getOrigVolumeFieldState

MamdaFieldState getOrigVolumeFieldState()

function setOrigVolume

void setOrigVolume(
    long origVolume
)

function setOrigVolume

void setOrigVolume(
    double origVolume
)

function getPctChange

double getPctChange()

Change in price as a percentage.

Return:

Reimplements: Wombat::MamdaTradeRecap::getPctChange

function getPctChangeFieldState

MamdaFieldState getPctChangeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getPctChangeFieldState

function setPctChange

void setPctChange(
    double pctChange
)

function getPrevCloseDate

DateTime getPrevCloseDate()

Date corresponding to PrevClosePrice. getPrevClosePrice()

Return:

Reimplements: Wombat::MamdaTradeRecap::getPrevCloseDate

function getPrevCloseDateFieldState

MamdaFieldState getPrevCloseDateFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getPrevCloseDateFieldState

function setPrevCloseDate

void setPrevCloseDate(
    DateTime prevCloseDate
)

function getAdjPrevClose

MamaPrice getAdjPrevClose()

The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date. getPrevClosePrice()

Return: The adjusted previous closing price.

Reimplements: Wombat::MamdaTradeRecap::getAdjPrevClose

function getAdjPrevCloseFieldState

MamdaFieldState getAdjPrevCloseFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getAdjPrevCloseFieldState

function setAdjPrevClose

void setAdjPrevClose(
    MamaPrice adjPrevClose
)

function getPrevClosePrice

MamaPrice 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.

Return:

Reimplements: Wombat::MamdaTradeRecap::getPrevClosePrice

function getPrevClosePriceFieldState

MamdaFieldState getPrevClosePriceFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getPrevClosePriceFieldState

function setPrevClosePrice

void setPrevClosePrice(
    MamaPrice prevClosePrice
)

function getSellersSaleDays

long getSellersSaleDays()

function getSellersSaleDaysFieldState

MamdaFieldState getSellersSaleDaysFieldState()

function setSellersSaleDays

void setSellersSaleDays(
    long sellersSaleDays
)

function getStopStockInd

char getStopStockInd()

function getStopStockIndFieldState

MamdaFieldState getStopStockIndFieldState()

function setStopStockInd

void setStopStockInd(
    char stopStockInd
)

function getSrcTime

DateTime getSrcTime()

Returns the source time.

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

function getSrcTimeFieldState

MamdaFieldState getSrcTimeFieldState()

Returns the field state.

Return: Source time Field State

Reimplements: Wombat::MamdaBasicEvent::getSrcTimeFieldState

function setSrcTime

void setSrcTime(
    DateTime srcTime
)

function getStdDev

double getStdDev()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getStdDev

function getStdDevFieldState

MamdaFieldState getStdDevFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getStdDevFieldState

function setStdDev

void setStdDev(
    double stdDev
)

function getStdDevSum

double getStdDevSum()

Reimplements: Wombat::MamdaTradeRecap::getStdDevSum

function getStdDevSumFieldState

MamdaFieldState getStdDevSumFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getStdDevSumFieldState

function setStdDevSum

void setStdDevSum(
    double stdDevSum
)

function getStdDevSumSquares

double getStdDevSumSquares()

Reimplements: Wombat::MamdaTradeRecap::getStdDevSumSquares

function getStdDevSumSquaresFieldState

MamdaFieldState getStdDevSumSquaresFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getStdDevSumSquaresFieldState

function setStdDevSumSquares

void setStdDevSumSquares(
    double stdDevSumSquares
)

function getOrderId

long getOrderId()

Get the order id, if available.

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

Reimplements: Wombat::MamdaTradeRecap::getOrderId

function getOrderIdFieldState

MamdaFieldState getOrderIdFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getOrderIdFieldState

function setOrderId

void setOrderId(
    long orderId
)

function getSettlePrice

MamaPrice getSettlePrice()

Future’s / Options settlement price.

Return:

Reimplements: Wombat::MamdaTradeRecap::getSettlePrice

function getSettlePriceFieldState

MamdaFieldState getSettlePriceFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getSettlePriceFieldState

function setSettlePrice

void setSettlePrice(
    MamaPrice settlePrice
)

function getSettleDate

DateTime getSettleDate()

Date corresponding to SettlePrice. getSettlePrice()

Return:

Reimplements: Wombat::MamdaTradeRecap::getSettleDate

function getSettleDateFieldState

MamdaFieldState getSettleDateFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getSettleDateFieldState

function setSettleDate

void setSettleDate(
    DateTime settleDate
)

function getShortSaleCircuitBreaker

char getShortSaleCircuitBreaker()

getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker

Return: the ShortSaleCircuitBreaker

Reimplements: Wombat::MamdaTradeRecap::getShortSaleCircuitBreaker

function getShortSaleCircuitBreakerFieldState

MamdaFieldState getShortSaleCircuitBreakerFieldState()

Returns the FieldState, always MODIFIED.

Return: the FieldState

Reimplements: Wombat::MamdaTradeRecap::getShortSaleCircuitBreakerFieldState

function setShortSaleCircuitBreaker

void setShortSaleCircuitBreaker(
    char shortSaleCircuitBreaker
)

Set the shortSaleCircuitBreaker

Parameters:

  • shortSaleCircuitBreaker

function getTotalValue

double getTotalValue()

Total value of all shares traded in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade.

Return:

Reimplements: Wombat::MamdaTradeRecap::getTotalValue

function getTotalValueFieldState

MamdaFieldState getTotalValueFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getTotalValueFieldState

function setTotalValue

void setTotalValue(
    double totalValue
)

function getOffExTotalValue

double getOffExTotalValue()

Total value of all shares traded off exchange in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade.

Return:

Reimplements: Wombat::MamdaTradeRecap::getOffExTotalValue

function getOffExTotalValueFieldState

MamdaFieldState getOffExTotalValueFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getOffExTotalValueFieldState

function setOffExTotalValue

void setOffExTotalValue(
    double offExTotalValue
)

function getOnExTotalValue

double getOnExTotalValue()

Total value of all shares traded on exchange in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade.

Return:

Reimplements: Wombat::MamdaTradeRecap::getOnExTotalValue

function getOnExTotalValueFieldState

MamdaFieldState getOnExTotalValueFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getOnExTotalValueFieldState

function setOnExTotalValue

void setOnExTotalValue(
    double onExTotalValue
)

function getTradeCondStr

string getTradeCondStr()

function getTradeCondStrFieldState

MamdaFieldState getTradeCondStrFieldState()

function setTradeCondStr

void setTradeCondStr(
    string tradeCondStr
)

function getTradeCount

long getTradeCount()

The number of trades today.

Return:

Reimplements: Wombat::MamdaTradeRecap::getTradeCount

function getTradeCountFieldState

MamdaFieldState getTradeCountFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getTradeCountFieldState

function setTradeCount

void setTradeCount(
    long tradeCount
)

function getTradeUnits

string getTradeUnits()

Reimplements: Wombat::MamdaTradeRecap::getTradeUnits

function getTradeUnitsFieldState

MamdaFieldState getTradeUnitsFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getTradeUnitsFieldState

function setTradeUnits

void setTradeUnits(
    string tradeUnits
)

function getLastSeqNum

long getLastSeqNum()

Reimplements: Wombat::MamdaTradeRecap::getLastSeqNum

function getLastSeqNumFieldState

MamdaFieldState getLastSeqNumFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getLastSeqNumFieldState

function setLastSeqNum

void setLastSeqNum(
    long lastSeqNum
)

function getHighSeqNum

long getHighSeqNum()

Reimplements: Wombat::MamdaTradeRecap::getHighSeqNum

function getHighSeqNumFieldState

MamdaFieldState getHighSeqNumFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getHighSeqNumFieldState

function setHighSeqNum

void setHighSeqNum(
    long highSeqNum
)

function getLowSeqNum

long getLowSeqNum()

Reimplements: Wombat::MamdaTradeRecap::getLowSeqNum

function getLowSeqNumFieldState

MamdaFieldState getLowSeqNumFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getLowSeqNumFieldState

function setLowSeqNum

void setLowSeqNum(
    long lowSeqNum
)

function getTotalVolumeSeqNum

long getTotalVolumeSeqNum()

Reimplements: Wombat::MamdaTradeRecap::getTotalVolumeSeqNum

function getTotalVolumeSeqNumFieldState

MamdaFieldState getTotalVolumeSeqNumFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getTotalVolumeSeqNumFieldState

function setTotalVolumeSeqNum

void setTotalVolumeSeqNum(
    long totalVolumeSeqNum
)

function getCurrencyCode

string getCurrencyCode()

Reimplements: Wombat::MamdaTradeRecap::getCurrencyCode

function getCurrencyCodeFieldState

MamdaFieldState getCurrencyCodeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getCurrencyCodeFieldState

function setCurrencyCode

void setCurrencyCode(
    string currencyCode
)

function getTradeDirection

string getTradeDirection()

Trade tick direction. 0 : No direction is currently known/available.

Return:

Reimplements: Wombat::MamdaTradeRecap::getTradeDirection

  • : Up tick.
  • : Down tick. 0+ : Unchanged; Previous move was up tick. 0- : Unchanged; Previous move was down tick. NA : Not applicable. (If it is meaningful to have such a value for some exchanges.)

function getTradeDirectionFieldState

MamdaFieldState getTradeDirectionFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getTradeDirectionFieldState

function setTradeDirection

void setTradeDirection(
    string tradeDirection
)

function getSide

string getSide()

Returns the Aggressor side or TradeSide

Return:

Reimplements: Wombat::MamdaTradeRecap::getSide

AggressorSide: 0 : No AggressorSide is currently known/available. 1 or B : Buy 2 or S : Sell

TradeSide: TRADE_SIDE_UNKNOWN TRADE_SIDE_BUY TRADE_SIDE_SELL

function getSideFieldState

MamdaFieldState getSideFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getSideFieldState

function setSide

void setSide(
    string tradeSide
)

function getTradePartId

string getTradePartId()

function getTradePartIdFieldState

MamdaFieldState getTradePartIdFieldState()

function setTradePartId

void setTradePartId(
    string tradePartId
)

function getTradePrice

MamaPrice getTradePrice()

function getTradePriceFieldState

MamdaFieldState getTradePriceFieldState()

function setTradePrice

void setTradePrice(
    MamaPrice tradePrice
)

function getTradeQualStr

string getTradeQualStr()

function getTradeQualStrFieldState

MamdaFieldState getTradeQualStrFieldState()

function setTradeQualStr

void setTradeQualStr(
    string tradeQualStr
)

function getTradeQualNativeStr

string getTradeQualNativeStr()

function getTradeQualNativeStrFieldState

MamdaFieldState getTradeQualNativeStrFieldState()

function setTradeQualNativeStr

void setTradeQualNativeStr(
    string tradeQualNativeStr
)

function getTradeVolume

long getTradeVolume()

function getTradeVolumeFieldState

MamdaFieldState getTradeVolumeFieldState()

function setTradeVolume

void setTradeVolume(
    long tradeVolume
)

function setTradeVolume

void setTradeVolume(
    double tradeVolume
)

function getVwap

double getVwap()

Volume-weighted average price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.

Return:

Reimplements: Wombat::MamdaTradeRecap::getVwap

function getVwapFieldState

MamdaFieldState getVwapFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getVwapFieldState

function setVwap

void setVwap(
    double vwap
)

function getOffExVwap

double getOffExVwap()

Volume-weighted average off exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.

Return:

Reimplements: Wombat::MamdaTradeRecap::getOffExVwap

function getOffExVwapFieldState

MamdaFieldState getOffExVwapFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getOffExVwapFieldState

function setOffExVwap

void setOffExVwap(
    double offExVwap
)

function getOnExVwap

double getOnExVwap()

Volume-weighted average on exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.

Return:

Reimplements: Wombat::MamdaTradeRecap::getOnExVwap

function getOnExVwapFieldState

MamdaFieldState getOnExVwapFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getOnExVwapFieldState

function setOnExVwap

void setOnExVwap(
    double onExVwap
)

function IsIrregular

bool IsIrregular()

function setIsIrregular

void setIsIrregular(
    bool isIrregular
)

function IsCancel

bool IsCancel()

function setIsCancel

void setIsCancel(
    bool isCancel
)

function getTradeExecVenue

string getTradeExecVenue()

Trade execution venue. Unknown OnExchange OnExchangeOffBook OffExchange

Return:

Reimplements: Wombat::MamdaTradeRecap::getTradeExecVenue

function getTradeExecVenueFieldState

MamdaFieldState getTradeExecVenueFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getTradeExecVenueFieldState

function setTradeExecVenue

void setTradeExecVenue(
    string tradeExecVenue
)

function getOffExchangeTradePrice

MamaPrice getOffExchangeTradePrice()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getOffExchangeTradePrice

function getOffExchangeTradePriceFieldState

MamdaFieldState getOffExchangeTradePriceFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getOffExchangeTradePriceFieldState

function setOffExchangeTradePrice

void setOffExchangeTradePrice(
    MamaPrice offExTradePrice
)

function getOnExchangeTradePrice

MamaPrice getOnExchangeTradePrice()

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

Return:

Reimplements: Wombat::MamdaTradeRecap::getOnExchangeTradePrice

function getOnExchangeTradePriceFieldState

MamdaFieldState getOnExchangeTradePriceFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaTradeRecap::getOnExchangeTradePriceFieldState

function setOnExchangeTradePrice

void setOnExchangeTradePrice(
    MamaPrice onExTradePrice
)

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