Wombat::MamdaBookAtomicLevelEntry

Inherited by Wombat.MamdaBookAtomicListener

Public Functions

	Name
double	getPriceLevelPrice()
MamaPrice	getPriceLevelMamaPrice()
double	getPriceLevelSize()
char	getPriceLevelAction()
char	getPriceLevelSide()
DateTime	getPriceLevelTime()
double	getPriceLevelNumEntries()
long	getPriceLevelActNumEntries()
char	getPriceLevelEntryAction()
string	getPriceLevelEntryId()
long	getPriceLevelEntrySize()
DateTime	getPriceLevelEntryTime()

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.

Detailed Description

class Wombat::MamdaBookAtomicLevelEntry;

MamdaBookAtomicLevelEntry is an interface that provides access to Price Level and Price Level Entry fields

Public Functions Documentation

function getPriceLevelPrice

double getPriceLevelPrice()

See: MamdaBookAtomicLevel::getPriceLevelPrice()

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelPrice

function getPriceLevelMamaPrice

MamaPrice getPriceLevelMamaPrice()

See: MamdaBookAtomicLevel::getPriceLevelMamaPrice()

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelMamaPrice

function getPriceLevelSize

double getPriceLevelSize()

See: MamdaBookAtomicLevel::getPriceLevelSize()

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelSize

function getPriceLevelAction

char getPriceLevelAction()

See: MamdaBookAtomicLevel::getPriceLevelAction()

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelAction

function getPriceLevelSide

char getPriceLevelSide()

See: MamdaBookAtomicLevel::getPriceLevelSide()

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelSide

function getPriceLevelTime

DateTime getPriceLevelTime()

See: MamdaBookAtomicLevel::getPriceLevelTime()

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelTime

function getPriceLevelNumEntries

double getPriceLevelNumEntries()

See: MamdaBookAtomicLevel::getPriceLevelNumEntries()

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelNumEntries

function getPriceLevelActNumEntries

long getPriceLevelActNumEntries()

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelActNumEntries

function getPriceLevelEntryAction

char getPriceLevelEntryAction()

Return: The orderbook entry action.

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelEntryAction

Order book entry action to apply to the full order book.

A : Add entry to the price level. U : Update existing entry in the price level. D : Delete existing entry from the price level.

function getPriceLevelEntryId

string getPriceLevelEntryId()

Return: The entry id

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelEntryId

Order book entry Id. (order ID, participant ID, etc.)

function getPriceLevelEntrySize

long getPriceLevelEntrySize()

Return: Order book entry size

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelEntrySize

Return the order book entry size

function getPriceLevelEntryTime

DateTime getPriceLevelEntryTime()

Return: Time of order book entry update.

Reimplemented by: Wombat::MamdaBookAtomicListener::getPriceLevelEntryTime

Return the time of order book entry update.

Updated on 2023-03-31 at 15:30:16 +0100