interface MamdaAuctionHandler MamdaAuctionHandler is an interface for applications that want to have an easy way to handle Auction updates. The interface defines callback methods for different types of Auction-related events:
class MamdaAuctionListener MamdaAuctionListener is a class that specializes in handling Auction updates. Developers provide their own implementation of the MamdaAuctionHandler interface and will be delivered notifications for Auctions and Auction closing prices. An obvious application for this MAMDA class is any kind of Auction tick capture application.
interface MamdaBasicEvent MamdaBasicEvent is a superclass interface that provides access to common event related fields. Events types include trades, quotes, order book updates, closing summaries, etc. See the individual subclasses for specific information about each event type.
interface MamdaFundamentalHandler MamdaFundamentalHandler is an interface for applications that want to have an easy way to access fundamental equity pricing/analysis attributes, indicators and ratios. The interface defines a single callback methods for for receiving updates on fundamental data.
class MamdaFundamentalListener MamdaFundamentalListener is a class that specializes in handling fundamental equity pricing/analysis attributes, indicators and ratios. Developers provide their own implementation of the MamdaFundamentalHandler interface and will be delivered notifications for updates in the fundamental data. An obvious application for this MAMDA class is any kind of pricing analysis application.
interface MamdaFundamentals MamdaFundamentals is an interface that provides access to the fundamental equity pricing/analysis attributes, indicators and ratios.
interface MamdaMultiParticipantHandler The MamdaMultiParticipantHandler class is an interface that allows a developer to be notified dynamically when new partipant updates are received on the underlying subscription. This is useful for handling information such as NYSE, AMEX and NASDAQ listed securities (including NQDS). Access to consolidated information (i.e., best bid and offer and consolidated trade info) is also available.
class MamdaMultiParticipantManager MamdaMultiParticipantManager is a class that manages updates on a consolidated basis for securities that may be traded on multiple exchanges and which may have a national best bid and offer. Developers are notified of each element available for the consolidated security, including the national best bid and offer, and each regional exchange (Market Maker). Developers can pick and choose which elements they wish to provide handling for (e.g., BBO-only, certain regional exchanges, etc.).
class ParticipantInfo This container class is used to store per-participant state information.
class MamdaMultiSecurityManager MamdaMultiSecurityManager is a class that manages updates on a group symbol which provides a single subscription to multiple different securities. Developers are notified of each element available for the group and can choose which elements they wish to provide handling for (e.g. based on wildcards).
class MamdaOptionChain MamdaOptionChain is a specialized class to represent market data option chains. The class has capabilities to store the current state of an entire option chain, or a subset of the chain.
class MamdaOptionChainListener MamdaOptionChainListener is a class that specializes in handling and managing option chain updates. Developers provide their own implementation of the MamdaOptionChainHandler interface and will be delivered notifications for various types of options-related events.
class MamdaOptionChainView A class that represents a “view” of a subset of an option chain. The view can be restricted to a percentage or number of strike prices around “the money” as well as to a maximum number of days into the future. The view will be adjusted to include strike prices within the range as the underlying price moves. This means that the range of strike prices will change over time. In order to avoid a “jitter” in the range of strike prices when the underlying price hovers right on the edge of a range boundary, the class also provides a “jitter margin” as some percentage of the underyling price (default is 0.5%).
class MamdaOptionContractSet A class that represents a set of option contracts at a given strike price.
class MamdaOptionExchangeUtils A class with static utility functions for dealing with exchanges.
class MamdaOptionExpirationDateSet A class that represents a set of expiration dates, each of which contains a set of strike prices (MamdaOptionStrikeSet), each of which contains a set of option contracts (MamdaOptionContractSet), each of which contains exchange-specific contracts. To access a set of strike prices for a given expiration date, use the get method (inherited from TreeMap).
class MamdaOptionExpirationStrikes A class that represents a set of strike prices at a particlar expiration date. Each strike price of which contains a set of option contracts, each of which contains exchange-specific contracts. To access a contract set for a given strike price, use the get method (inherited from TreeMap).
class MamdaOptionFields Maintains a cache of common options related field descriptors.
interface MamdaOptionSeriesUpdate MamdaOptionSeriesUpdate is an interface that provides access to fields related to option series update events. Update events include adds/removes of contracts to the chain.
class MamdaOptionStrikeSet A class that represents the call and put contract sets at a given strike price.
class MamdaOptionUnderlying A class that represents the underlying for an option chain. Instances of this object are typically created by the MamdaOptionChain. Applications may attach a custom object to each instance of MamdaOptionUnderlying.
class MamdaOrderBook MamdaOrderBook is a class that provides order book functionality, including iterators over price levels and entries within price levels.
interface MamdaOrderBookHandler Process updates on the order book. Concrete instances of this interface are passed to the
class MamdaOrderBookListener MamdaOrderBookListener is a class that specializes in handling order book updates. Developers provide their own implementation of the MamdaOrderBookHandler interface and will be delivered notifications for order book recaps and deltas. Notifications for order book deltas include the delta itself as well as the full order book with deltas applied. An obvious application for this MAMDA class is any kind of program trading application that looks at depth of book.
interface MamdaOrderImbalanceHandler MamdaOrderImbalanceHandler is an interface for applications that want to have an easy way to handle order imbalance updates. The interface defines callback methods for different types of order-imbalance events:
class MamdaOrderImbalanceListener A MamdaOrderImbalanceListener is class that specializes in handling imbalance order updates. An imbalance order occurs when too many orders of a particular type - either buy, sell or limit - for listed securities and not enough of the other, matching orders are received by an exchange. Developers provide their own implementation of the MamdaOrderImbalanceHandler interface and will be delivered notifications for imbalance updates.
class MamdaQuoteFields Cache of common Quote related field descriptors. This is required to be populated if using the MamdaQuoteListener.
interface MamdaQuoteGap MamdaQuoteGap is an interface that provides access to fields related to gap in quote reporting.
interface MamdaQuoteHandler MamdaQuoteHandler is an interface for applications that want to have an easy way to handle quote updates. The interface defines callback methods for different types of quote-related events: quotes and closing-quote updates.
class MamdaQuoteListener MamdaQuoteListener is a class that specializes in handling quote updates. Developers provide their own implementation of the MamdaQuoteHandler interface and will be delivered notifications for quotes and quote closing prices. An obvious application for this MAMDA class is any kind of quote tick capture application.
class MamdaSecurityStatusFields Maintains a cache of common security status related FieldDescriptors.
interface MamdaSecurityStatusHandler MamdaSecurityStatusHandler is an interface for applications that want to have an easy way to handle security status updates. The interface defines callback methods for status update and recap events.
class MamdaSubscription A MamdaSubscription is used to register interest in a particular symbol and source. A MamaTransport is required to actually activate the subscription.
interface MamdaTradeClosing MamdaTradeClosing is an interface that provides access to fields related to trade closing reports. There is no need to provide access to total volume, open/high/low, etc., since these fields are also available in the recap interface passed along with closing messages.
class MamdaTradeFields Cache of common trade related field descriptors. This is required to be populated if using the MamdaTradeListener.
interface MamdaTradeGap MamdaTradeGap is an interface that provides access to fields related to gap in trade reporting.
interface MamdaTradeHandler MamdaTradeHandler is an interface for applications that want to have an easy way to handle trade updates. The interface defines callback methods for different types of trade-related events: trades, errors/cancels, corrections, recaps and closing reports.
class MamdaTradeListener MamdaTradeListener is a class that specializes in handling trade updates. Developers provide their own implementation of the MamdaTradeHandler interface and will be delivered notifications for trades, trade cancels/error/corrections, and trade closing prices. An obvious application for this MAMDA class is any kind of trade tick capture application.
interface MamdaTradeReport MamdaTradeReport is an interface that provides access to fields related to a trade report. This class is used for all trade reports, whether those trades qualify as regular or irregular trades. (A regular trade generally qualifies to update the official last price and intraday high/low prices.)
