MamdaQuoteUpdate is an interface that provides access to fields related to quote updates.
Inherits from Wombat.MamdaBasicEvent
Inherited by Wombat.MamdaQuoteListener
Public Functions inherited from Wombat.MamdaBasicEvent
| 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. |
MamaPrice getBidPrice()
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::MamdaQuoteListener::getBidPrice
MamdaFieldState getBidPriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaQuoteListener::getBidPriceFieldState
long getBidSize()
Return: Total share size available for the current bid price. For most feeds, this size is represented in round lots.
Reimplemented by: Wombat::MamdaQuoteListener::getBidSize
MamdaFieldState getBidSizeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaQuoteListener::getBidSizeFieldState
string getBidPartId()
Return: The identifier of the market participant (e.g. exchange or market maker) contributing the bid price field.
Reimplemented by: Wombat::MamdaQuoteListener::getBidPartId
MamdaFieldState getBidPartIdFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaQuoteListener::getBidPartIdFieldState
MamaPrice getAskPrice()
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::MamdaQuoteListener::getAskPrice
MamdaFieldState getAskPriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaQuoteListener::getAskPriceFieldState
long getAskSize()
Return: Total share size available for the current ask price. For most feeds, this size is represented in round lots.
Reimplemented by: Wombat::MamdaQuoteListener::getAskSize
MamdaFieldState getAskSizeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaQuoteListener::getAskSizeFieldState
string getAskPartId()
Return: The identifier of the market participant (e.g. exchange or market maker) contributing the ask price field.
Reimplemented by: Wombat::MamdaQuoteListener::getAskPartId
MamdaFieldState getAskPartIdFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaQuoteListener::getAskPartIdFieldState
string getQuoteQual()
A normalized set of qualifiers for the last quote for the security. This field may contain multiple string values, separated by the colon(:) character.
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. In the future, this will be made a configurable enumeration.
| Value | Meaning |
|---|---|
| Normal | Regular quote; no special condition |
| DepthAsk | Depth on ask side |
| DepthBid | Depth on bid side |
| SlowQuoteOnAskSide | This indicates that a market participants Ask is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements. |
| SlowQuoteOnBidSide | This indicates that a market participants Bid is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements. |
| Fast | Fast trading |
| NonFirm | Non-firm quote |
| Rotation | OPRA only. Quote relates to a trading rotation (Where a participant rotates through various clients that they are trading for) |
| Auto | Automatic trade |
| Inactive | |
| SpecBid | Specialist bid |
| SpecAsk | Specialist ask |
| OneSided | One sided. No orders, or only market orders, exist on one side of the book. |
| PassiveMarketMaker | Market Maker is both underwriter and buyer of security. |
| LockedMarket | Locked market - Bid is equal to Ask for OTCBB issues |
| Crossed | Crossed market - Bid is greater than Ask for OTCBB |
| Synd | Syndicate bid |
| PreSynd | Pre-syndicate bid |
| Penalty | Penalty bid |
| UnsolBid | Unsolicited bid |
| UnsolAsk | Unsolicited ask |
| UnsolQuote | Unsolicited quote |
| Empty | Empty quote (no quote) |
| XpressBid | NYSE LiquidityQuote Xpress bid indicator |
| XpressAsk | NYSE LiquidityQuote Xpress ask indicator |
| BestOrder | |
| WillSell | |
| WillBuy | |
| AnyOrder | |
| MktOnly | Market orders only. |
| ManualAsk | This indicates that a market participants Ask is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements. |
| ManualBid | This indicates that a market participants Bid is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements. |
| AutomaticAsk | This indicates that the marlet participant’s Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid) |
| AutomaticBid | This indicates that the marlet participant’s Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid) |
| Closing | Closing quote. |
| Unknown | Quote condition unknown. |
Reimplemented by: Wombat::MamdaQuoteListener::getQuoteQual
MamdaFieldState getQuoteQualFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaQuoteListener::getQuoteQualFieldState
string getQuoteQualNative()
The exchange specific non normalized quote qualifier.
Return: The exchange specific quote qualifier. getQuoteQual
Reimplemented by: Wombat::MamdaQuoteListener::getQuoteQualNative
MamdaFieldState getQuoteQualNativeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaQuoteListener::getQuoteQualNativeFieldState
char getShortSaleBidTick()
NASDAQ Bid Tick Indicator for Short Sale Rule Compliance. National Bid Tick Indicator based on changes to the bid price of the National Best Bid or Offer (National BBO).
Return: The tick bid indicator.
Reimplemented by: Wombat::MamdaQuoteListener::getShortSaleBidTick
| Value | Meaning |
|---|---|
| U | Up Tick. The current Best Bid Price price is higher than the previous Best Pid Price for the given NNM security. |
| D | Down Tick. The current Best Bid Price price is lower than the previous Best Pid Price for the given NNM security. |
| N | No Tick. The NASD Short Sale Rule does not apply to issue (i.e. NASDAQ SmallCap listed security). |
| Z | Unset - default value within the API |
MamdaFieldState getShortSaleBidTickFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaQuoteListener::getShortSaleBidTickFieldState
char getShortSaleCircuitBreaker()
get the ShortSaleCircuitBreaker
Return: return values: Blank: Short Sale Restriction Not in Effect. A: Short Sale Restriction Activiated. C: Short Sale Restriction Continued. D: Sale Restriction Deactivated. E: Sale Restriction in Effect.
Reimplemented by: Wombat::MamdaQuoteListener::getShortSaleCircuitBreaker
MamdaFieldState getShortSaleCircuitBreakerFieldState()
return the reason Field State
Return: MODIFIED (2) value indicates the fied was updated in last tick, NOT MODIFIED (1) value indicate that there was no change in the last tick, NOT_INITIALISED (0) value indicates that the field has never been updated
Reimplemented by: Wombat::MamdaQuoteListener::getShortSaleCircuitBreakerFieldState
return the reason Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
DateTime getAskTime()
Reimplemented by: Wombat::MamdaQuoteListener::getAskTime
DateTime getBidTime()
Reimplemented by: Wombat::MamdaQuoteListener::getBidTime
string getAskIndicator()
Reimplemented by: Wombat::MamdaQuoteListener::getAskIndicator
string getBidIndicator()
Reimplemented by: Wombat::MamdaQuoteListener::getBidIndicator
long getAskUpdateCount()
Reimplemented by: Wombat::MamdaQuoteListener::getAskUpdateCount
long getBidUpdateCount()
Reimplemented by: Wombat::MamdaQuoteListener::getBidUpdateCount
double getAskYield()
Reimplemented by: Wombat::MamdaQuoteListener::getAskYield
double getBidYield()
Reimplemented by: Wombat::MamdaQuoteListener::getBidYield
MamdaFieldState getAskTimeFieldState()
Reimplemented by: Wombat::MamdaQuoteListener::getAskTimeFieldState
MamdaFieldState getBidTimeFieldState()
Reimplemented by: Wombat::MamdaQuoteListener::getBidTimeFieldState
MamdaFieldState getAskIndicatorFieldState()
Reimplemented by: Wombat::MamdaQuoteListener::getAskIndicatorFieldState
MamdaFieldState getBidIndicatorFieldState()
Reimplemented by: Wombat::MamdaQuoteListener::getBidIndicatorFieldState
MamdaFieldState getAskUpdateCountFieldState()
Reimplemented by: Wombat::MamdaQuoteListener::getAskUpdateCountFieldState
MamdaFieldState getBidUpdateCountFieldState()
Reimplemented by: Wombat::MamdaQuoteListener::getBidUpdateCountFieldState
MamdaFieldState getAskYieldFieldState()
Reimplemented by: Wombat::MamdaQuoteListener::getAskYieldFieldState
MamdaFieldState getBidYieldFieldState()
Reimplemented by: Wombat::MamdaQuoteListener::getBidYieldFieldState
Updated on 2023-03-31 at 15:30:14 +0100