Classes Files

Wombat::MamdaAuctionRecap

MamdaAuctionRecap is an interface that provides access to Auction related fields.

Inherits from Wombat.MamdaBasicRecap

Inherited by Wombat.MamdaAuctionListener

Public Functions

  Name
MamaPrice getUncrossPrice()
Get the uncross price.
MamdaFieldState getUncrossPriceFieldState()
Get the field state
double getUncrossVolume()
Get the uncross Volume.
MamdaFieldState getUncrossVolumeFieldState()
Get the field state
long getUncrossPriceInd()
Get the uncross price indicator.
MamdaFieldState getUncrossPriceIndFieldState()
Get the field state

Additional inherited members

Public Functions inherited from Wombat.MamdaBasicRecap

  Name
string getSymbol()
Symbol. This is the “well-known” symbol for the security, including any symbology mapping performed by the publisher.
MamdaFieldState getSymbolFieldState()
Returns the field state.
string getPartId()
Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).
MamdaFieldState getPartIdFieldState()
Returns the field state.
DateTime getSrcTime()
Source time. Typically, the exchange generated feed time stamp. This is often the same as the “event time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.
MamdaFieldState getSrcTimeFieldState()
Returns the field state.
DateTime getActivityTime()
Activity time. A feed handler generated time stamp representing when the data item was last updated.
MamdaFieldState getActivityTimeFieldState()
Returns the field state.
DateTime getLineTime()
Line time. A feed handler (or similar publisher) time stamp representing the time that such publisher received the update message pertaining to the event. If clocks are properly synchronized and the source time (see above) is accurate enough, then the difference between the source time and line time is the latency between the data source and the feed handler.
MamdaFieldState getLineTimeFieldState()
Returns the field state.
DateTime getSendTime()
Send time. A feed handler (or similar publisher) time stamp representing the time that such publisher sent the current message. The difference between the line time and send time is the latency within the feed handler itself. Also, if clocks are properly synchronized then the difference between the send time and current time is the latency within the market data distribution framework (i.e. MAMA and the underlying middleware). See MAMA API: MamaDateTime::currentTime()).
MamdaFieldState getSendTimeFieldState()
Returns the field state.

Public Functions Documentation

function getUncrossPrice

MamaPrice getUncrossPrice()

Get the uncross price.

Return: Indicative or firm auction price.

Reimplemented by: Wombat::MamdaAuctionListener::getUncrossPrice

function getUncrossPriceFieldState

MamdaFieldState getUncrossPriceFieldState()

Get the field state

Return: Field state

Reimplemented by: Wombat::MamdaAuctionListener::getUncrossPriceFieldState

function getUncrossVolume

double getUncrossVolume()

Get the uncross Volume.

Return: Indicative Volume or the volume turned over in the auction

Reimplemented by: Wombat::MamdaAuctionListener::getUncrossVolume

function getUncrossVolumeFieldState

MamdaFieldState getUncrossVolumeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaAuctionListener::getUncrossVolumeFieldState

function getUncrossPriceInd

long getUncrossPriceInd()

Get the uncross price indicator.

Return: The uncross price ind - indicates whether the price and volume is indicative of the current state of the auction or whether its the firm auction price and volume

Reimplemented by: Wombat::MamdaAuctionListener::getUncrossPriceInd

function getUncrossPriceIndFieldState

MamdaFieldState getUncrossPriceIndFieldState()

Get the field state

Return: Field state

Reimplemented by: Wombat::MamdaAuctionListener::getUncrossPriceIndFieldState


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