Wombat::MamdaOrderImbalanceRecap

MamdaOrderImbalanceRecap is an interface that provides access to order imbalance related fields.

Inherited by Wombat.MamdaOrderImbalanceListener

Public Functions

	Name
DateTime	getAuctionTime() Returns the AuctionTime.
MamdaFieldState	getAuctionTimeFieldState() Returns the FieldState.
long	getBuyVolume() Returns the BuyVolume.
MamdaFieldState	getBuyVolumeFieldState() Returns the FieldState.
char	getCrossType() Returns the CrossType.
MamdaFieldState	getCrossTypeFieldState() Returns the FieldState.
long	getEventSeqNum() Returns the EventSeqNum.
MamdaFieldState	getEventSeqNumFieldState() Returns the FieldState.
DateTime	getEventTime() Returns the EventTime.
MamdaFieldState	getEventTimeFieldState() Returns the FieldState.
MamaPrice	getFarClearingPrice() Returns the FarClearingPrice.
MamdaFieldState	getFarClearingPriceFieldState() Returns the FieldState.
MamaPrice	getHighIndicationPrice() Returns the HighIndicationPrice.
MamdaFieldState	getHighIndicationPriceFieldState() Returns the FieldState.
MamaPrice	getImbalancePrice() Returns the IndicationPrice.
MamdaFieldState	getImbalancePriceFieldState() Returns the FieldState.
MamaPrice	getMatchPrice() Returns the InsideMatchPrice.
MamdaFieldState	getMatchPriceFieldState() Returns the FieldState.
string	getIssueSymbol() Returns the IssueSymbol.
MamdaFieldState	getIssueSymbolFieldState() Returns the FieldState.
MamaPrice	getLowIndicationPrice() Returns the LowIndicationPrice.
MamdaFieldState	getLowIndicationPriceFieldState() Returns the FieldState.
long	getMatchVolume() Returns the MatchVolume.
MamdaFieldState	getMatchVolumeFieldState() Returns the FieldState.
int	getMsgType() Returns the MsgType.
MamdaFieldState	getMsgTypeFieldState() Returns the FieldState.
MamaPrice	getNearClearingPrice() Returns the NearClearingPrice.
MamdaFieldState	getNearClearingPriceFieldState() Returns the FieldState.
char	getNoClearingPrice() Returns the NoClearingPrice.
MamdaFieldState	getNoClearingPriceFieldState() Returns the FieldState.
char	getPriceVarInd() Returns the PriceVarInd.
MamdaFieldState	getPriceVarIndFieldState() Returns the FieldState.
string	getSecurityStatusOrig() Returns the SecurityStatusOrig.
MamdaFieldState	getSecurityStatusOrigFieldState() Returns the FieldState.
string	getImbalanceState() Returns the SecurityStatusQual.
MamdaFieldState	getImbalanceStateFieldState() Returns the FieldState.
DateTime	getSecurityStatusTime() Returns the SecurityStatusTime.
MamdaFieldState	getSecurityStatusTimeFieldState() Returns the FieldState.
long	getSellVolume() Returns the SellVolume.
MamdaFieldState	getSellVolumeFieldState() Returns the FieldState.
int	getSeqNum() Returns the SeqNum.
MamdaFieldState	getSeqNumFieldState() Returns the FieldState.

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 getAuctionTime

DateTime getAuctionTime()

Returns the AuctionTime.

Return: Returns the AuctionTime.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getAuctionTime

function getAuctionTimeFieldState

MamdaFieldState getAuctionTimeFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getAuctionTimeFieldState

function getBuyVolume

long getBuyVolume()

Returns the BuyVolume.

Return: Returns the BuyVolume.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getBuyVolume

function getBuyVolumeFieldState

MamdaFieldState getBuyVolumeFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getBuyVolumeFieldState

function getCrossType

char getCrossType()

Returns the CrossType.

Return: Returns the CrossType.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getCrossType

function getCrossTypeFieldState

MamdaFieldState getCrossTypeFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getCrossTypeFieldState

function getEventSeqNum

long getEventSeqNum()

Returns the EventSeqNum.

Return: Returns the EventSeqNum.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getEventSeqNum

function getEventSeqNumFieldState

MamdaFieldState getEventSeqNumFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getEventSeqNumFieldState

function getEventTime

DateTime getEventTime()

Returns the EventTime.

Return: Returns the EventTime.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getEventTime

function getEventTimeFieldState

MamdaFieldState getEventTimeFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getEventTimeFieldState

function getFarClearingPrice

MamaPrice getFarClearingPrice()

Returns the FarClearingPrice.

Return: Returns the FarClearingPrice.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getFarClearingPrice

function getFarClearingPriceFieldState

MamdaFieldState getFarClearingPriceFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getFarClearingPriceFieldState

function getHighIndicationPrice

MamaPrice getHighIndicationPrice()

Returns the HighIndicationPrice.

Return: Returns the HighIndicationPrice.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getHighIndicationPrice

function getHighIndicationPriceFieldState

MamdaFieldState getHighIndicationPriceFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getHighIndicationPriceFieldState

function getImbalancePrice

MamaPrice getImbalancePrice()

Returns the IndicationPrice.

Return: Returns the IndicationPrice.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getImbalancePrice

function getImbalancePriceFieldState

MamdaFieldState getImbalancePriceFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getImbalancePriceFieldState

function getMatchPrice

MamaPrice getMatchPrice()

Returns the InsideMatchPrice.

Return: Returns the InsideMatchPrice.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getMatchPrice

function getMatchPriceFieldState

MamdaFieldState getMatchPriceFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getMatchPriceFieldState

function getIssueSymbol

string getIssueSymbol()

Returns the IssueSymbol.

Return: Returns the IssueSymbol.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getIssueSymbol

function getIssueSymbolFieldState

MamdaFieldState getIssueSymbolFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getIssueSymbolFieldState

function getLowIndicationPrice

MamaPrice getLowIndicationPrice()

Returns the LowIndicationPrice.

Return: Returns the LowIndicationPrice.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getLowIndicationPrice

function getLowIndicationPriceFieldState

MamdaFieldState getLowIndicationPriceFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getLowIndicationPriceFieldState

function getMatchVolume

long getMatchVolume()

Returns the MatchVolume.

Return: Returns the MatchVolume.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getMatchVolume

function getMatchVolumeFieldState

MamdaFieldState getMatchVolumeFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getMatchVolumeFieldState

function getMsgType

int getMsgType()

Returns the MsgType.

Return: Returns the MsgType.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getMsgType

function getMsgTypeFieldState

MamdaFieldState getMsgTypeFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getMsgTypeFieldState

function getNearClearingPrice

MamaPrice getNearClearingPrice()

Returns the NearClearingPrice.

Return: Returns the NearClearingPrice.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getNearClearingPrice

function getNearClearingPriceFieldState

MamdaFieldState getNearClearingPriceFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getNearClearingPriceFieldState

function getNoClearingPrice

char getNoClearingPrice()

Returns the NoClearingPrice.

Return: Returns the NoClearingPrice.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getNoClearingPrice

function getNoClearingPriceFieldState

MamdaFieldState getNoClearingPriceFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getNoClearingPriceFieldState

function getPriceVarInd

char getPriceVarInd()

Returns the PriceVarInd.

Return: Returns the PriceVarInd.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getPriceVarInd

function getPriceVarIndFieldState

MamdaFieldState getPriceVarIndFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getPriceVarIndFieldState

function getSecurityStatusOrig

string getSecurityStatusOrig()

Returns the SecurityStatusOrig.

Return: Returns the SecurityStatusOrig.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getSecurityStatusOrig

function getSecurityStatusOrigFieldState

MamdaFieldState getSecurityStatusOrigFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getSecurityStatusOrigFieldState

function getImbalanceState

string getImbalanceState()

Returns the SecurityStatusQual.

Return: Returns the SecurityStatusQual.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getImbalanceState

function getImbalanceStateFieldState

MamdaFieldState getImbalanceStateFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getImbalanceStateFieldState

function getSecurityStatusTime

DateTime getSecurityStatusTime()

Returns the SecurityStatusTime.

Return: Returns the SecurityStatusTime.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getSecurityStatusTime

function getSecurityStatusTimeFieldState

MamdaFieldState getSecurityStatusTimeFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getSecurityStatusTimeFieldState

function getSellVolume

long getSellVolume()

Returns the SellVolume.

Return: Returns the SellVolume.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getSellVolume

function getSellVolumeFieldState

MamdaFieldState getSellVolumeFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getSellVolumeFieldState

function getSeqNum

int getSeqNum()

Returns the SeqNum.

Return: Returns the SeqNum.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getSeqNum

function getSeqNumFieldState

MamdaFieldState getSeqNumFieldState()

Returns the FieldState.

Return: Returns the FieldState.

Reimplemented by: Wombat::MamdaOrderImbalanceListener::getSeqNumFieldState

Updated on 2023-03-31 at 15:30:13 +0100