Wombat::MamdaBasicRecap

MamdaBasicRecap is an interface that provides access to common recap-related fields.

Inherited by Wombat.MamdaAuctionRecap, Wombat.MamdaBookAtomicLevel, Wombat.MamdaBookAtomicLevelEntry, Wombat.MamdaOrderImbalanceListener, Wombat.MamdaOrderImbalanceRecap, Wombat.MamdaQuoteRecap

Public Functions

	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 getSymbol

string getSymbol()

Symbol. This is the “well-known” symbol for the security, including any symbology mapping performed by the publisher.

Reimplemented by: Wombat::MamdaAuctionListener::getSymbol, Wombat::MamdaConcreteQuoteRecap::getSymbol, Wombat::MamdaOrderImbalanceListener::getSymbol, Wombat::MamdaQuoteListener::getSymbol, Wombat::MamdaBookAtomicListener::getSymbol

function getSymbolFieldState

MamdaFieldState getSymbolFieldState()

Returns the field state.

Return: Symbol Field State

Reimplemented by: Wombat::MamdaAuctionListener::getSymbolFieldState, Wombat::MamdaConcreteQuoteRecap::getSymbolFieldState, Wombat::MamdaOrderImbalanceListener::getSymbolFieldState, Wombat::MamdaQuoteListener::getSymbolFieldState, Wombat::MamdaBookAtomicListener::getSymbolFieldState

function getPartId

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).

Reimplemented by: Wombat::MamdaAuctionListener::getPartId, Wombat::MamdaConcreteQuoteRecap::getPartId, Wombat::MamdaOrderImbalanceListener::getPartId, Wombat::MamdaQuoteListener::getPartId, Wombat::MamdaBookAtomicListener::getPartId

function getPartIdFieldState

MamdaFieldState getPartIdFieldState()

Returns the field state.

Return: Participant ID Field State

Reimplemented by: Wombat::MamdaAuctionListener::getPartIdFieldState, Wombat::MamdaConcreteQuoteRecap::getPartIdFieldState, Wombat::MamdaOrderImbalanceListener::getPartIdFieldState, Wombat::MamdaQuoteListener::getPartIdFieldState, Wombat::MamdaBookAtomicListener::getPartIdFieldState

function getSrcTime

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.

Reimplemented by: Wombat::MamdaAuctionListener::getSrcTime, Wombat::MamdaConcreteQuoteRecap::getSrcTime, Wombat::MamdaOrderImbalanceListener::getSrcTime, Wombat::MamdaQuoteListener::getSrcTime, Wombat::MamdaBookAtomicListener::getSrcTime

function getSrcTimeFieldState

MamdaFieldState getSrcTimeFieldState()

Returns the field state.

Return: Source time Field State

Reimplemented by: Wombat::MamdaAuctionListener::getSrcTimeFieldState, Wombat::MamdaConcreteQuoteRecap::getSrcTimeFieldState, Wombat::MamdaOrderImbalanceListener::getSrcTimeFieldState, Wombat::MamdaQuoteListener::getSrcTimeFieldState, Wombat::MamdaBookAtomicListener::getSrcTimeFieldState

function getActivityTime

DateTime getActivityTime()

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

Return:

Reimplemented by: Wombat::MamdaAuctionListener::getActivityTime, Wombat::MamdaConcreteQuoteRecap::getActivityTime, Wombat::MamdaOrderImbalanceListener::getActivityTime, Wombat::MamdaQuoteListener::getActivityTime, Wombat::MamdaBookAtomicListener::getActivityTime

function getActivityTimeFieldState

MamdaFieldState getActivityTimeFieldState()

Returns the field state.

Return: Activity Time Field State

Reimplemented by: Wombat::MamdaAuctionListener::getActivityTimeFieldState, Wombat::MamdaConcreteQuoteRecap::getActivityTimeFieldState, Wombat::MamdaOrderImbalanceListener::getActivityTimeFieldState, Wombat::MamdaQuoteListener::getActivityTimeFieldState, Wombat::MamdaBookAtomicListener::getActivityTimeFieldState

function getLineTime

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.

Reimplemented by: Wombat::MamdaAuctionListener::getLineTime, Wombat::MamdaConcreteQuoteRecap::getLineTime, Wombat::MamdaOrderImbalanceListener::getLineTime, Wombat::MamdaQuoteListener::getLineTime, Wombat::MamdaBookAtomicListener::getLineTime

function getLineTimeFieldState

MamdaFieldState getLineTimeFieldState()

Returns the field state.

Return: Line Time Field State

Reimplemented by: Wombat::MamdaAuctionListener::getLineTimeFieldState, Wombat::MamdaConcreteQuoteRecap::getLineTimeFieldState, Wombat::MamdaOrderImbalanceListener::getLineTimeFieldState, Wombat::MamdaQuoteListener::getLineTimeFieldState, Wombat::MamdaBookAtomicListener::getLineTimeFieldState

function getSendTime

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()).

Reimplemented by: Wombat::MamdaAuctionListener::getSendTime, Wombat::MamdaConcreteQuoteRecap::getSendTime, Wombat::MamdaOrderImbalanceListener::getSendTime, Wombat::MamdaQuoteListener::getSendTime, Wombat::MamdaBookAtomicListener::getSendTime

function getSendTimeFieldState

MamdaFieldState getSendTimeFieldState()

Returns the field state.

Return: Send time Field State

Reimplemented by: Wombat::MamdaAuctionListener::getSendTimeFieldState, Wombat::MamdaConcreteQuoteRecap::getSendTimeFieldState, Wombat::MamdaOrderImbalanceListener::getSendTimeFieldState, Wombat::MamdaQuoteListener::getSendTimeFieldState, Wombat::MamdaBookAtomicListener::getSendTimeFieldState

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