Inherits from Wombat.MamdaTradeRecap, Wombat.MamdaBasicEvent
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) |
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getAccVolume
MamdaFieldState getAccVolumeFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getAccVolumeFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getOffExAccVolume
MamdaFieldState getOffExAccVolumeFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getOffExAccVolumeFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getOnExAccVolume
MamdaFieldState getOnExAccVolumeFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getOnExAccVolumeFieldState
void setOnExAccVolume(
long onExAccVolume
)
void setOnExAccVolume(
double onExAccVolume
)
DateTime getActivityTime()
Return: Activity time. A feed handler generated time stamp representing when the data item was last updated.
Reimplements: Wombat::MamdaBasicEvent::getActivityTime
MamdaFieldState getActivityTimeFieldState()
Returns the field state.
Return: Activity time Field State
Reimplements: Wombat::MamdaBasicEvent::getActivityTimeFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getBlockCount
MamdaFieldState getBlockCountFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getBlockCountFieldState
void setBlockCount(
long blockCount
)
long getBlockVolume()
Total volume of block trades today.
Return:
Reimplements: Wombat::MamdaTradeRecap::getBlockVolume
MamdaFieldState getBlockVolumeFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getBlockVolumeFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getClosePrice
MamdaFieldState getClosePriceFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getClosePriceFieldState
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()
Return: Source sequence number. The exchange generated sequence number.
Reimplements: Wombat::MamdaBasicEvent::getEventSeqNum
MamdaFieldState getEventSeqNumFieldState()
Returns the field state.
Return: Source sequence number Field State
Reimplements: Wombat::MamdaBasicEvent::getEventSeqNumFieldState
void setEventSeqNum(
long eventSeqNum
)
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
MamdaFieldState getEventTimeFieldState()
Returns the field state.
Return: Event Time Field State
Reimplements: Wombat::MamdaBasicEvent::getEventTimeFieldState
void setEventTime(
DateTime eventTime
)
MamaPrice getHighPrice()
Highest price paid for security during the trading day.
Return:
Reimplements: Wombat::MamdaTradeRecap::getHighPrice
MamdaFieldState getHighPriceFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getHighPriceFieldState
void setHighPrice(
MamaPrice highPrice
)
string getLastPartId()
Trade participant ID. This is typically an exchange ID, sometimes a market maker ID.
Return:
Reimplements: Wombat::MamdaTradeRecap::getLastPartId
string getTradeId()
string getCorrTradeId()
string getOrigTradeId()
MamdaFieldState getLastPartIdFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getLastPartIdFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getLastPrice
MamdaFieldState getLastPriceFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getLastPriceFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getLastTime
MamdaFieldState getLastTimeFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getLastTimeFieldState
void setLastTime(
DateTime lastTime
)
DateTime getTradeDate()
Reimplements: Wombat::MamdaTradeRecap::getTradeDate
MamdaFieldState getTradeDateFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getTradeDateFieldState
void setTradeDate(
DateTime tradeDate
)
MamaPrice getIrregPrice()
Monetary value of an individual share of the security at the time of the last irregular trade.
Return:
Reimplements: Wombat::MamdaTradeRecap::getIrregPrice
MamdaFieldState getIrregPriceFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getIrregPriceFieldState
void setIrregPrice(
MamaPrice irregPrice
)
long getIrregVolume()
Number of shares traded in a single transaction for an individual security.
Return:
Reimplements: Wombat::MamdaTradeRecap::getIrregVolume
MamdaFieldState getIrregVolumeFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getIrregVolumeFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getIrregPartId
MamdaFieldState getIrregPartIdFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getIrregPartIdFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getIrregTime
MamdaFieldState getIrregTimeFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getIrregTimeFieldState
void setIrregTime(
DateTime irregTime
)
long getLastVolume()
Number of shares traded in a single transaction for an individual security.
Return:
Reimplements: Wombat::MamdaTradeRecap::getLastVolume
MamdaFieldState getLastVolumeFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getLastVolumeFieldState
void setLastVolume(
long lastVolume
)
void setLastVolume(
double lastVolume
)
MamaPrice getLowPrice()
Lowest price paid for security during the trading day.
Return:
Reimplements: Wombat::MamdaTradeRecap::getLowPrice
MamdaFieldState getLowPriceFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getLowPriceFieldState
void setLowPrice(
MamaPrice lowPrice
)
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
MamdaFieldState getNetChangeFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getNetChangeFieldState
void setNetChange(
MamaPrice netChange
)
MamaPrice getOpenPrice()
The price of the first qualifying trade in the security during the current trading day.
Return:
Reimplements: Wombat::MamdaTradeRecap::getOpenPrice
MamdaFieldState getOpenPriceFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getOpenPriceFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getPctChange
MamdaFieldState getPctChangeFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getPctChangeFieldState
void setPctChange(
double pctChange
)
DateTime getPrevCloseDate()
Date corresponding to PrevClosePrice. getPrevClosePrice()
Return:
Reimplements: Wombat::MamdaTradeRecap::getPrevCloseDate
MamdaFieldState getPrevCloseDateFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getPrevCloseDateFieldState
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()
Return: The adjusted previous closing price.
Reimplements: Wombat::MamdaTradeRecap::getAdjPrevClose
MamdaFieldState getAdjPrevCloseFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getAdjPrevCloseFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getPrevClosePrice
MamdaFieldState getPrevClosePriceFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getPrevClosePriceFieldState
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.
Return: Source time. Typically, the exchange generated feed
Reimplements: Wombat::MamdaBasicEvent::getSrcTime
MamdaFieldState getSrcTimeFieldState()
Returns the field state.
Return: Source time Field State
Reimplements: Wombat::MamdaBasicEvent::getSrcTimeFieldState
void setSrcTime(
DateTime srcTime
)
double getStdDev()
Standard deviation of last trade price of a security at the time it is disseminated.
Return:
Reimplements: Wombat::MamdaTradeRecap::getStdDev
MamdaFieldState getStdDevFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getStdDevFieldState
void setStdDev(
double stdDev
)
double getStdDevSum()
Reimplements: Wombat::MamdaTradeRecap::getStdDevSum
MamdaFieldState getStdDevSumFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getStdDevSumFieldState
void setStdDevSum(
double stdDevSum
)
double getStdDevSumSquares()
Reimplements: Wombat::MamdaTradeRecap::getStdDevSumSquares
MamdaFieldState getStdDevSumSquaresFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getStdDevSumSquaresFieldState
void setStdDevSumSquares(
double stdDevSumSquares
)
long getOrderId()
Get the order id, if available.
Return: The trade message unique order id number (if available).
Reimplements: Wombat::MamdaTradeRecap::getOrderId
MamdaFieldState getOrderIdFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getOrderIdFieldState
void setOrderId(
long orderId
)
MamaPrice getSettlePrice()
Future’s / Options settlement price.
Return:
Reimplements: Wombat::MamdaTradeRecap::getSettlePrice
MamdaFieldState getSettlePriceFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getSettlePriceFieldState
void setSettlePrice(
MamaPrice settlePrice
)
DateTime getSettleDate()
Date corresponding to SettlePrice. getSettlePrice()
Return:
Reimplements: Wombat::MamdaTradeRecap::getSettleDate
MamdaFieldState getSettleDateFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getSettleDateFieldState
void setSettleDate(
DateTime settleDate
)
char getShortSaleCircuitBreaker()
getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
Return: the ShortSaleCircuitBreaker
Reimplements: Wombat::MamdaTradeRecap::getShortSaleCircuitBreaker
MamdaFieldState getShortSaleCircuitBreakerFieldState()
Returns the FieldState, always MODIFIED.
Return: the FieldState
Reimplements: Wombat::MamdaTradeRecap::getShortSaleCircuitBreakerFieldState
void setShortSaleCircuitBreaker(
char shortSaleCircuitBreaker
)
Set the shortSaleCircuitBreaker
Parameters:
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
MamdaFieldState getTotalValueFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getTotalValueFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getOffExTotalValue
MamdaFieldState getOffExTotalValueFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getOffExTotalValueFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getOnExTotalValue
MamdaFieldState getOnExTotalValueFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getOnExTotalValueFieldState
void setOnExTotalValue(
double onExTotalValue
)
string getTradeCondStr()
MamdaFieldState getTradeCondStrFieldState()
void setTradeCondStr(
string tradeCondStr
)
long getTradeCount()
The number of trades today.
Return:
Reimplements: Wombat::MamdaTradeRecap::getTradeCount
MamdaFieldState getTradeCountFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getTradeCountFieldState
void setTradeCount(
long tradeCount
)
string getTradeUnits()
Reimplements: Wombat::MamdaTradeRecap::getTradeUnits
MamdaFieldState getTradeUnitsFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getTradeUnitsFieldState
void setTradeUnits(
string tradeUnits
)
long getLastSeqNum()
Reimplements: Wombat::MamdaTradeRecap::getLastSeqNum
MamdaFieldState getLastSeqNumFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getLastSeqNumFieldState
void setLastSeqNum(
long lastSeqNum
)
long getHighSeqNum()
Reimplements: Wombat::MamdaTradeRecap::getHighSeqNum
MamdaFieldState getHighSeqNumFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getHighSeqNumFieldState
void setHighSeqNum(
long highSeqNum
)
long getLowSeqNum()
Reimplements: Wombat::MamdaTradeRecap::getLowSeqNum
MamdaFieldState getLowSeqNumFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getLowSeqNumFieldState
void setLowSeqNum(
long lowSeqNum
)
long getTotalVolumeSeqNum()
Reimplements: Wombat::MamdaTradeRecap::getTotalVolumeSeqNum
MamdaFieldState getTotalVolumeSeqNumFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getTotalVolumeSeqNumFieldState
void setTotalVolumeSeqNum(
long totalVolumeSeqNum
)
string getCurrencyCode()
Reimplements: Wombat::MamdaTradeRecap::getCurrencyCode
MamdaFieldState getCurrencyCodeFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getCurrencyCodeFieldState
void setCurrencyCode(
string currencyCode
)
string getTradeDirection()
Trade tick direction. 0 : No direction is currently known/available.
Return:
Reimplements: Wombat::MamdaTradeRecap::getTradeDirection
MamdaFieldState getTradeDirectionFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getTradeDirectionFieldState
void setTradeDirection(
string tradeDirection
)
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
MamdaFieldState getSideFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getSideFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getVwap
MamdaFieldState getVwapFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getVwapFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getOffExVwap
MamdaFieldState getOffExVwapFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getOffExVwapFieldState
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.
Return:
Reimplements: Wombat::MamdaTradeRecap::getOnExVwap
MamdaFieldState getOnExVwapFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getOnExVwapFieldState
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
Return:
Reimplements: Wombat::MamdaTradeRecap::getTradeExecVenue
MamdaFieldState getTradeExecVenueFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getTradeExecVenueFieldState
void setTradeExecVenue(
string tradeExecVenue
)
MamaPrice getOffExchangeTradePrice()
Monetary value of an individual off exchange share of the security at the time of the trade.
Return:
Reimplements: Wombat::MamdaTradeRecap::getOffExchangeTradePrice
MamdaFieldState getOffExchangeTradePriceFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getOffExchangeTradePriceFieldState
void setOffExchangeTradePrice(
MamaPrice offExTradePrice
)
MamaPrice getOnExchangeTradePrice()
Monetary value of an individual off exchange share of the security at the time of the trade.
Return:
Reimplements: Wombat::MamdaTradeRecap::getOnExchangeTradePrice
MamdaFieldState getOnExchangeTradePriceFieldState()
Get the field state
Return: Field State
Reimplements: Wombat::MamdaTradeRecap::getOnExchangeTradePriceFieldState
void setOnExchangeTradePrice(
MamaPrice onExTradePrice
)
Updated on 2023-03-31 at 15:30:12 +0100