Wombat::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. More…

Inherited by Wombat.MamdaAuctionUpdate, Wombat.MamdaBookAtomicGap, Wombat.MamdaOptionSeriesUpdate, Wombat.MamdaOrderBookDelta, Wombat.MamdaOrderBookGap, Wombat.MamdaOrderBookRecap, Wombat.MamdaOrderImbalanceListener, Wombat.MamdaQuoteClosing, Wombat.MamdaQuoteGap, Wombat.MamdaQuoteUpdate, Wombat.MamdaTradeCancelOrError, Wombat.MamdaTradeClosing, Wombat.MamdaTradeCorrection, Wombat.MamdaTradeGap, Wombat.MamdaTradeRecap, Wombat.MamdaTradeReport

Public Functions

	Name
DateTime	getSrcTime() Returns the source time.
MamdaFieldState	getSrcTimeFieldState() Returns the field state.
DateTime	getActivityTime()
MamdaFieldState	getActivityTimeFieldState() Returns the field state.
long	getEventSeqNum()
MamdaFieldState	getEventSeqNumFieldState() Returns the field state.
DateTime	getEventTime()
MamdaFieldState	getEventTimeFieldState() Returns the field state.

Detailed Description

class Wombat::MamdaBasicEvent;

Note: Different types of time stamps are available representing the time that the event (trade ,quote,etc) actually occurred, the time the data source/exchange reported it, and the time the Wombat feed handler applied an action to the given data item (record, order book, etc.). Many feeds to not provide a distinction between the event time and the source time (they may be the same) and the granularity of time stamps also varies between data sources.

Public Functions Documentation

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.

Reimplemented by: Wombat::MamdaAuctionListener::getSrcTime, Wombat::MamdaConcreteTradeRecap::getSrcTime, Wombat::MamdaOrderImbalanceListener::getSrcTime, Wombat::MamdaQuoteListener::getSrcTime, Wombat::MamdaTradeListener::getSrcTime, Wombat::MamdaOptionChainListener::getSrcTime, Wombat::MamdaBookAtomicListener::getSrcTime, Wombat::MamdaOrderBookListener::getSrcTime

function getSrcTimeFieldState

MamdaFieldState getSrcTimeFieldState()

Returns the field state.

Return: Source time Field State

Reimplemented by: Wombat::MamdaAuctionListener::getSrcTimeFieldState, Wombat::MamdaConcreteTradeRecap::getSrcTimeFieldState, Wombat::MamdaOrderImbalanceListener::getSrcTimeFieldState, Wombat::MamdaQuoteListener::getSrcTimeFieldState, Wombat::MamdaTradeListener::getSrcTimeFieldState, Wombat::MamdaOptionChainListener::getSrcTimeFieldState, Wombat::MamdaBookAtomicListener::getSrcTimeFieldState, Wombat::MamdaOrderBookListener::getSrcTimeFieldState

function getActivityTime

DateTime getActivityTime()

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

Reimplemented by: Wombat::MamdaAuctionListener::getActivityTime, Wombat::MamdaConcreteTradeRecap::getActivityTime, Wombat::MamdaOrderImbalanceListener::getActivityTime, Wombat::MamdaQuoteListener::getActivityTime, Wombat::MamdaTradeListener::getActivityTime, Wombat::MamdaOptionChainListener::getActivityTime, Wombat::MamdaBookAtomicListener::getActivityTime, Wombat::MamdaOrderBookListener::getActivityTime

function getActivityTimeFieldState

MamdaFieldState getActivityTimeFieldState()

Returns the field state.

Return: Activity time Field State

Reimplemented by: Wombat::MamdaAuctionListener::getActivityTimeFieldState, Wombat::MamdaConcreteTradeRecap::getActivityTimeFieldState, Wombat::MamdaOrderImbalanceListener::getActivityTimeFieldState, Wombat::MamdaQuoteListener::getActivityTimeFieldState, Wombat::MamdaTradeListener::getActivityTimeFieldState, Wombat::MamdaOptionChainListener::getActivityTimeFieldState, Wombat::MamdaBookAtomicListener::getActivityTimeFieldState, Wombat::MamdaOrderBookListener::getActivityTimeFieldState

function getEventSeqNum

long getEventSeqNum()

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

Reimplemented by: Wombat::MamdaAuctionListener::getEventSeqNum, Wombat::MamdaConcreteTradeRecap::getEventSeqNum, Wombat::MamdaOrderImbalanceListener::getEventSeqNum, Wombat::MamdaQuoteListener::getEventSeqNum, Wombat::MamdaTradeListener::getEventSeqNum, Wombat::MamdaOptionChainListener::getEventSeqNum, Wombat::MamdaBookAtomicListener::getEventSeqNum, Wombat::MamdaOrderBookListener::getEventSeqNum

function getEventSeqNumFieldState

MamdaFieldState getEventSeqNumFieldState()

Returns the field state.

Return: Source sequence number Field State

Reimplemented by: Wombat::MamdaAuctionListener::getEventSeqNumFieldState, Wombat::MamdaConcreteTradeRecap::getEventSeqNumFieldState, Wombat::MamdaOrderImbalanceListener::getEventSeqNumFieldState, Wombat::MamdaQuoteListener::getEventSeqNumFieldState, Wombat::MamdaTradeListener::getEventSeqNumFieldState, Wombat::MamdaOptionChainListener::getEventSeqNumFieldState, Wombat::MamdaBookAtomicListener::getEventSeqNumFieldState, Wombat::MamdaOrderBookListener::getEventSeqNumFieldState

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.

Reimplemented by: Wombat::MamdaAuctionListener::getEventTime, Wombat::MamdaConcreteTradeRecap::getEventTime, Wombat::MamdaOrderImbalanceListener::getEventTime, Wombat::MamdaQuoteListener::getEventTime, Wombat::MamdaTradeListener::getEventTime, Wombat::MamdaOptionChainListener::getEventTime, Wombat::MamdaBookAtomicListener::getEventTime, Wombat::MamdaOrderBookListener::getEventTime

function getEventTimeFieldState

MamdaFieldState getEventTimeFieldState()

Returns the field state.

Return: Event Time Field State

Reimplemented by: Wombat::MamdaAuctionListener::getEventTimeFieldState, Wombat::MamdaConcreteTradeRecap::getEventTimeFieldState, Wombat::MamdaOrderImbalanceListener::getEventTimeFieldState, Wombat::MamdaQuoteListener::getEventTimeFieldState, Wombat::MamdaTradeListener::getEventTimeFieldState, Wombat::MamdaOptionChainListener::getEventTimeFieldState, Wombat::MamdaBookAtomicListener::getEventTimeFieldState, Wombat::MamdaOrderBookListener::getEventTimeFieldState

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