Wombat::MamdaQuoteRecap

MamdaQuoteRecap is an interface that provides access to quote related fields.

Inherited by Wombat.MamdaConcreteQuoteRecap, Wombat.MamdaQuoteListener

Public Functions

	Name
MamaPrice	getBidPrice() Get the bid price.
MamdaFieldState	getBidPriceFieldState() Get the field state
long	getBidSize() Get the bid size.
MamdaFieldState	getBidSizeFieldState() Get the field state
string	getBidPartId() Get the bid participant identifier.
MamdaFieldState	getBidPartIdFieldState() Get the field state
MamaPrice	getAskPrice() Get the ask price.
MamdaFieldState	getAskPriceFieldState() Get the field state
long	getAskSize() Get the ask size.
MamdaFieldState	getAskSizeFieldState() Get the field state
string	getAskPartId() Get the ask participant identifier.
MamdaFieldState	getAskPartIdFieldState() Get the field state
MamaPrice	getQuoteMidPrice() Get the quote mid price.
long	getQuoteCount() Get the quote count.
MamdaFieldState	getQuoteCountFieldState() Get the field state
string	getQuoteQual() Get the normalized quote qualifier.
MamdaFieldState	getQuoteQualFieldState() Get the field state
string	getQuoteQualNative() MamdaQuoteUpdate.getQuoteQualNative()
MamdaFieldState	getQuoteQualNativeFieldState() Get the field state
char	getShortSaleCircuitBreaker() MamdaQuoteUpdate.getShortSaleCircuitBreaker()
MamdaFieldState	getShortSaleCircuitBreakerFieldState() Get the field state
char	getShortSaleBidTick() MamdaQuoteUpdate.getShortSaleBidTick()
MamdaFieldState	getShortSaleBidTickFieldState() Get the field state
DateTime	getAskTime()
DateTime	getBidTime()
DateTime	getQuoteDate()
string	getAskIndicator()
string	getBidIndicator()
long	getAskUpdateCount()
long	getBidUpdateCount()
double	getAskYield()
double	getBidYield()
MamdaFieldState	getAskTimeFieldState()
MamdaFieldState	getBidTimeFieldState()
MamdaFieldState	getQuoteDateFieldState()
MamdaFieldState	getAskIndicatorFieldState()
MamdaFieldState	getBidIndicatorFieldState()
MamdaFieldState	getAskUpdateCountFieldState()
MamdaFieldState	getBidUpdateCountFieldState()
MamdaFieldState	getAskYieldFieldState()
MamdaFieldState	getBidYieldFieldState()

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 getBidPrice

MamaPrice getBidPrice()

Get the bid price.

Return: Bid price. The highest price that the representative party/group is willing to pay to buy the security. For most feeds, this size is represented in round lots.

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidPrice, Wombat::MamdaQuoteListener::getBidPrice

function getBidPriceFieldState

MamdaFieldState getBidPriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidPriceFieldState, Wombat::MamdaQuoteListener::getBidPriceFieldState

function getBidSize

long getBidSize()

Get the bid size.

Return: Total share size available for the current bid price.

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidSize, Wombat::MamdaQuoteListener::getBidSize

function getBidSizeFieldState

MamdaFieldState getBidSizeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidSizeFieldState, Wombat::MamdaQuoteListener::getBidSizeFieldState

function getBidPartId

string getBidPartId()

Get the bid participant identifier.

Return: The identifier of the market participant (e.g. exchange or market maker) contributing the bid price field.

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidPartId, Wombat::MamdaQuoteListener::getBidPartId

function getBidPartIdFieldState

MamdaFieldState getBidPartIdFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidPartIdFieldState, Wombat::MamdaQuoteListener::getBidPartIdFieldState

function getAskPrice

MamaPrice getAskPrice()

Get the ask price.

Return: Ask price. The lowest price that the representative party/group is willing to take to sell the security. For most feeds, this size is represented in round lots.

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskPrice, Wombat::MamdaQuoteListener::getAskPrice

function getAskPriceFieldState

MamdaFieldState getAskPriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskPriceFieldState, Wombat::MamdaQuoteListener::getAskPriceFieldState

function getAskSize

long getAskSize()

Get the ask size.

Return: Total share size available for the current ask price.

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskSize, Wombat::MamdaQuoteListener::getAskSize

Note: many feeds provide this size in terms of round lots. Wombat may change the behavior of this in the future to represent the exact number of shares.

function getAskSizeFieldState

MamdaFieldState getAskSizeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskSizeFieldState, Wombat::MamdaQuoteListener::getAskSizeFieldState

function getAskPartId

string getAskPartId()

Get the ask participant identifier.

Return: The identifier of the market participant (e.g. exchange or market maker) contributing the ask price field.

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskPartId, Wombat::MamdaQuoteListener::getAskPartId

function getAskPartIdFieldState

MamdaFieldState getAskPartIdFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskPartIdFieldState, Wombat::MamdaQuoteListener::getAskPartIdFieldState

function getQuoteMidPrice

MamaPrice getQuoteMidPrice()

Get the quote mid price.

Return: The mid price of the current quote. Usually, this is the average of the bid and ask prices, but some exchanges provide this field explicitly.

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getQuoteMidPrice, Wombat::MamdaQuoteListener::getQuoteMidPrice

function getQuoteCount

long getQuoteCount()

Get the quote count.

Return: The number of quotes generated for this security during the current trading session.

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getQuoteCount, Wombat::MamdaQuoteListener::getQuoteCount

function getQuoteCountFieldState

MamdaFieldState getQuoteCountFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getQuoteCountFieldState, Wombat::MamdaQuoteListener::getQuoteCountFieldState

function getQuoteQual

string getQuoteQual()

Get the normalized quote qualifier.

Return: A normalized set of qualifiers for the last quote for the security. This field may contain multiple string values, separated by the colon(:) character. MamdaQuoteUpdate.getQuoteQual

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getQuoteQual, Wombat::MamdaQuoteListener::getQuoteQual

function getQuoteQualFieldState

MamdaFieldState getQuoteQualFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getQuoteQualFieldState, Wombat::MamdaQuoteListener::getQuoteQualFieldState

function getQuoteQualNative

string getQuoteQualNative()

MamdaQuoteUpdate.getQuoteQualNative()

Return:

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getQuoteQualNative, Wombat::MamdaQuoteListener::getQuoteQualNative

function getQuoteQualNativeFieldState

MamdaFieldState getQuoteQualNativeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getQuoteQualNativeFieldState, Wombat::MamdaQuoteListener::getQuoteQualNativeFieldState

function getShortSaleCircuitBreaker

char getShortSaleCircuitBreaker()

MamdaQuoteUpdate.getShortSaleCircuitBreaker()

Return:

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getShortSaleCircuitBreaker, Wombat::MamdaQuoteListener::getShortSaleCircuitBreaker

function getShortSaleCircuitBreakerFieldState

MamdaFieldState getShortSaleCircuitBreakerFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getShortSaleCircuitBreakerFieldState, Wombat::MamdaQuoteListener::getShortSaleCircuitBreakerFieldState

function getShortSaleBidTick

char getShortSaleBidTick()

MamdaQuoteUpdate.getShortSaleBidTick()

Return:

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getShortSaleBidTick, Wombat::MamdaQuoteListener::getShortSaleBidTick

function getShortSaleBidTickFieldState

MamdaFieldState getShortSaleBidTickFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getShortSaleBidTickFieldState, Wombat::MamdaQuoteListener::getShortSaleBidTickFieldState

function getAskTime

DateTime getAskTime()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskTime, Wombat::MamdaQuoteListener::getAskTime

function getBidTime

DateTime getBidTime()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidTime, Wombat::MamdaQuoteListener::getBidTime

function getQuoteDate

DateTime getQuoteDate()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getQuoteDate, Wombat::MamdaQuoteListener::getQuoteDate

function getAskIndicator

string getAskIndicator()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskIndicator, Wombat::MamdaQuoteListener::getAskIndicator

function getBidIndicator

string getBidIndicator()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidIndicator, Wombat::MamdaQuoteListener::getBidIndicator

function getAskUpdateCount

long getAskUpdateCount()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskUpdateCount, Wombat::MamdaQuoteListener::getAskUpdateCount

function getBidUpdateCount

long getBidUpdateCount()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidUpdateCount, Wombat::MamdaQuoteListener::getBidUpdateCount

function getAskYield

double getAskYield()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskYield, Wombat::MamdaQuoteListener::getAskYield

function getBidYield

double getBidYield()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidYield, Wombat::MamdaQuoteListener::getBidYield

function getAskTimeFieldState

MamdaFieldState getAskTimeFieldState()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskTimeFieldState, Wombat::MamdaQuoteListener::getAskTimeFieldState

function getBidTimeFieldState

MamdaFieldState getBidTimeFieldState()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidTimeFieldState, Wombat::MamdaQuoteListener::getBidTimeFieldState

function getQuoteDateFieldState

MamdaFieldState getQuoteDateFieldState()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getQuoteDateFieldState, Wombat::MamdaQuoteListener::getQuoteDateFieldState

function getAskIndicatorFieldState

MamdaFieldState getAskIndicatorFieldState()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskIndicatorFieldState, Wombat::MamdaQuoteListener::getAskIndicatorFieldState

function getBidIndicatorFieldState

MamdaFieldState getBidIndicatorFieldState()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidIndicatorFieldState, Wombat::MamdaQuoteListener::getBidIndicatorFieldState

function getAskUpdateCountFieldState

MamdaFieldState getAskUpdateCountFieldState()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskUpdateCountFieldState, Wombat::MamdaQuoteListener::getAskUpdateCountFieldState

function getBidUpdateCountFieldState

MamdaFieldState getBidUpdateCountFieldState()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidUpdateCountFieldState, Wombat::MamdaQuoteListener::getBidUpdateCountFieldState

function getAskYieldFieldState

MamdaFieldState getAskYieldFieldState()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getAskYieldFieldState, Wombat::MamdaQuoteListener::getAskYieldFieldState

function getBidYieldFieldState

MamdaFieldState getBidYieldFieldState()

Reimplemented by: Wombat::MamdaConcreteQuoteRecap::getBidYieldFieldState, Wombat::MamdaQuoteListener::getBidYieldFieldState

Updated on 2023-03-31 at 15:30:14 +0100