MamdaTradeRecap is an interface that provides access to trade related fields.
Inherits from Wombat.MamdaBasicEvent
Inherited by Wombat.MamdaConcreteTradeRecap, Wombat.MamdaTradeListener
Name | |
---|---|
MamaPrice | getLastPrice() Monetary value of an individual share of the security at the time of the trade. |
MamdaFieldState | getLastPriceFieldState() Get the field state |
long | getLastVolume() Number of shares traded in a single transaction for an individual security. |
MamdaFieldState | getLastVolumeFieldState() Get the field state |
string | getLastPartId() Trade participant ID. This is typically an exchange ID, sometimes a market maker ID. |
MamdaFieldState | getLastPartIdFieldState() Get the field state |
DateTime | getLastTime() Time corresponding to the last trade, as reported by the feed The exact time of the trade may not be available, since rules governing trade reporting allow for a trades to be reported within a specified time limit. |
MamdaFieldState | getLastTimeFieldState() Get the field state |
MamaPrice | getIrregPrice() Monetary value of an individual share of the security at the time of the last irregular trade. |
MamdaFieldState | getIrregPriceFieldState() Get the field state |
long | getIrregVolume() Number of shares traded in a single transaction for an individual security. |
MamdaFieldState | getIrregVolumeFieldState() Get the field state |
string | getIrregPartId() Trade participant ID for the last irregular trade. This is typically an exchange ID, sometimes a market maker ID. |
MamdaFieldState | getIrregPartIdFieldState() Get the field state |
DateTime | getIrregTime() Time corresponding to the last irregular trade, as reported by the feed The exact time of the trade may not be available, since rules governing trade reporting allow for a trades to be reported within a specified time limit. |
MamdaFieldState | getIrregTimeFieldState() Get the field state |
DateTime | getTradeDate() |
MamdaFieldState | getTradeDateFieldState() Get the field state |
long | getTradeCount() The number of trades today. |
MamdaFieldState | getTradeCountFieldState() Get the field state |
long | getAccVolume() Total volume of shares traded in a security at the time it is disseminated. |
MamdaFieldState | getAccVolumeFieldState() Get the field state |
long | getOffExAccVolume() Total volume of shares traded off exchange in a security at the time it is disseminated. |
MamdaFieldState | getOffExAccVolumeFieldState() Get the field state |
long | getOnExAccVolume() Total volume of shares traded on exchange in a security at the time it is disseminated. |
MamdaFieldState | getOnExAccVolumeFieldState() Get the field state |
MamaPrice | getNetChange() Get the change in price compared with the previous closing price |
MamdaFieldState | getNetChangeFieldState() Get the field state |
double | getPctChange() Change in price as a percentage. |
MamdaFieldState | getPctChangeFieldState() Get the field state |
string | getTradeDirection() Trade tick direction. 0 : No direction is currently known/available. |
MamdaFieldState | getTradeDirectionFieldState() Get the field state |
string | getSide() Returns the Aggressor side or TradeSide |
MamdaFieldState | getSideFieldState() Get the field state |
MamaPrice | getOpenPrice() The price of the first qualifying trade in the security during the current trading day. |
MamdaFieldState | getOpenPriceFieldState() Get the field state |
MamaPrice | getHighPrice() Highest price paid for security during the trading day. |
MamdaFieldState | getHighPriceFieldState() Get the field state |
MamaPrice | getLowPrice() Lowest price paid for security during the trading day. |
MamdaFieldState | getLowPriceFieldState() Get the field state |
MamaPrice | getClosePrice() Today’s closing price. The closing price field is populated when official closing prices are sent by the feed after the session close. |
MamdaFieldState | getClosePriceFieldState() Get the field state |
MamaPrice | getPrevClosePrice() The last qualifying trade price on the previous trading day. This field may be copied from the close price field during the morning “roll” of records in the feedhandler, or it may be obtained from a secondary source, or it may be explicitly sent by the feed prior to the opening of trading for the current day. |
MamdaFieldState | getPrevClosePriceFieldState() Get the field state |
DateTime | getPrevCloseDate() Date corresponding to PrevClosePrice. getPrevClosePrice() |
MamdaFieldState | getPrevCloseDateFieldState() Get the field state |
MamaPrice | getAdjPrevClose() The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date. getPrevClosePrice() |
MamdaFieldState | getAdjPrevCloseFieldState() Get the field state |
long | getBlockCount() The number of block trades (at least 10,000 shares) today. |
MamdaFieldState | getBlockCountFieldState() Get the field state |
long | getBlockVolume() Total volume of block trades today. |
MamdaFieldState | getBlockVolumeFieldState() Get the field state |
double | getVwap() Volume-weighted average price of a security at the time it is disseminated. Equivalent to dividing total value by total volume. |
MamdaFieldState | getVwapFieldState() Get the field state |
double | getOffExVwap() Volume-weighted average off exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume. |
MamdaFieldState | getOffExVwapFieldState() Get the field state |
double | getOnExVwap() Volume-weighted average on exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume. |
MamdaFieldState | getOnExVwapFieldState() Get the field state |
double | getTotalValue() Total value of all shares traded in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade. |
MamdaFieldState | getTotalValueFieldState() Get the field state |
double | getOffExTotalValue() Total value of all shares traded off exchange in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade. |
MamdaFieldState | getOffExTotalValueFieldState() Get the field state |
double | getOnExTotalValue() Total value of all shares traded on exchange in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade. |
MamdaFieldState | getOnExTotalValueFieldState() Get the field state |
double | getStdDev() Standard deviation of last trade price of a security at the time it is disseminated. |
MamdaFieldState | getStdDevFieldState() Get the field state |
double | getStdDevSum() |
MamdaFieldState | getStdDevSumFieldState() Get the field state |
double | getStdDevSumSquares() |
MamdaFieldState | getStdDevSumSquaresFieldState() Get the field state |
long | getOrderId() Get the order id, if available. |
MamdaFieldState | getOrderIdFieldState() Get the field state |
MamaPrice | getSettlePrice() Future’s / Options settlement price. |
MamdaFieldState | getSettlePriceFieldState() Get the field state |
DateTime | getSettleDate() Date corresponding to SettlePrice. getSettlePrice() |
MamdaFieldState | getSettleDateFieldState() Get the field state |
string | getTradeExecVenue() Trade execution venue. Unknown OnExchange OnExchangeOffBook OffExchange |
MamdaFieldState | getTradeExecVenueFieldState() Get the field state |
MamaPrice | getOffExchangeTradePrice() Monetary value of an individual off exchange share of the security at the time of the trade. |
MamdaFieldState | getOffExchangeTradePriceFieldState() Get the field state |
MamaPrice | getOnExchangeTradePrice() Monetary value of an individual off exchange share of the security at the time of the trade. |
MamdaFieldState | getOnExchangeTradePriceFieldState() Get the field state |
string | getTradeUnits() |
MamdaFieldState | getTradeUnitsFieldState() Get the field state |
long | getLastSeqNum() |
MamdaFieldState | getLastSeqNumFieldState() Get the field state |
long | getHighSeqNum() |
MamdaFieldState | getHighSeqNumFieldState() Get the field state |
long | getLowSeqNum() |
MamdaFieldState | getLowSeqNumFieldState() Get the field state |
long | getTotalVolumeSeqNum() |
MamdaFieldState | getTotalVolumeSeqNumFieldState() Get the field state |
string | getCurrencyCode() |
MamdaFieldState | getCurrencyCodeFieldState() Get the field state |
char | getShortSaleCircuitBreaker() Returns the ShortSaleCircuitBreaker |
MamdaFieldState | getShortSaleCircuitBreakerFieldState() Returns the FieldState, always MODIFIED |
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 getLastPrice()
Monetary value of an individual share of the security at the time of the trade.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastPrice, Wombat::MamdaTradeListener::getLastPrice
MamdaFieldState getLastPriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastPriceFieldState, Wombat::MamdaTradeListener::getLastPriceFieldState
long getLastVolume()
Number of shares traded in a single transaction for an individual security.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastVolume, Wombat::MamdaTradeListener::getLastVolume
MamdaFieldState getLastVolumeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastVolumeFieldState, Wombat::MamdaTradeListener::getLastVolumeFieldState
string getLastPartId()
Trade participant ID. This is typically an exchange ID, sometimes a market maker ID.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastPartId, Wombat::MamdaTradeListener::getLastPartId
MamdaFieldState getLastPartIdFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastPartIdFieldState, Wombat::MamdaTradeListener::getLastPartIdFieldState
DateTime getLastTime()
Time corresponding to the last trade, as reported by the feed The exact time of the trade may not be available, since rules governing trade reporting allow for a trades to be reported within a specified time limit.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastTime, Wombat::MamdaTradeListener::getLastTime
MamdaFieldState getLastTimeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastTimeFieldState, Wombat::MamdaTradeListener::getLastTimeFieldState
MamaPrice getIrregPrice()
Monetary value of an individual share of the security at the time of the last irregular trade.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregPrice, Wombat::MamdaTradeListener::getIrregPrice
MamdaFieldState getIrregPriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregPriceFieldState, Wombat::MamdaTradeListener::getIrregPriceFieldState
long getIrregVolume()
Number of shares traded in a single transaction for an individual security.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregVolume, Wombat::MamdaTradeListener::getIrregVolume
MamdaFieldState getIrregVolumeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregVolumeFieldState, Wombat::MamdaTradeListener::getIrregVolumeFieldState
string getIrregPartId()
Trade participant ID for the last irregular trade. This is typically an exchange ID, sometimes a market maker ID.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregPartId, Wombat::MamdaTradeListener::getIrregPartId
MamdaFieldState getIrregPartIdFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregPartIdFieldState, Wombat::MamdaTradeListener::getIrregPartIdFieldState
DateTime getIrregTime()
Time corresponding to the last irregular trade, as reported by the feed The exact time of the trade may not be available, since rules governing trade reporting allow for a trades to be reported within a specified time limit.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregTime, Wombat::MamdaTradeListener::getIrregTime
MamdaFieldState getIrregTimeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregTimeFieldState, Wombat::MamdaTradeListener::getIrregTimeFieldState
DateTime getTradeDate()
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeDate, Wombat::MamdaTradeListener::getTradeDate
MamdaFieldState getTradeDateFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeDateFieldState, Wombat::MamdaTradeListener::getTradeDateFieldState
long getTradeCount()
The number of trades today.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeCount, Wombat::MamdaTradeListener::getTradeCount
MamdaFieldState getTradeCountFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeCountFieldState, Wombat::MamdaTradeListener::getTradeCountFieldState
long getAccVolume()
Total volume of shares traded in a security at the time it is disseminated.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getAccVolume, Wombat::MamdaTradeListener::getAccVolume
MamdaFieldState getAccVolumeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getAccVolumeFieldState, Wombat::MamdaTradeListener::getAccVolumeFieldState
long getOffExAccVolume()
Total volume of shares traded off exchange in a security at the time it is disseminated.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExAccVolume, Wombat::MamdaTradeListener::getOffExAccVolume
MamdaFieldState getOffExAccVolumeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExAccVolumeFieldState, Wombat::MamdaTradeListener::getOffExAccVolumeFieldState
long getOnExAccVolume()
Total volume of shares traded on exchange in a security at the time it is disseminated.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExAccVolume, Wombat::MamdaTradeListener::getOnExAccVolume
MamdaFieldState getOnExAccVolumeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExAccVolumeFieldState, Wombat::MamdaTradeListener::getOnExAccVolumeFieldState
MamaPrice getNetChange()
Get the change in price compared with the previous closing price
Return: Change in price compared with the previous closing price (i.e. previous closing price - trade price).
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getNetChange, Wombat::MamdaTradeListener::getNetChange
MamdaFieldState getNetChangeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getNetChangeFieldState, Wombat::MamdaTradeListener::getNetChangeFieldState
double getPctChange()
Change in price as a percentage.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getPctChange, Wombat::MamdaTradeListener::getPctChange
MamdaFieldState getPctChangeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getPctChangeFieldState, Wombat::MamdaTradeListener::getPctChangeFieldState
string getTradeDirection()
Trade tick direction. 0 : No direction is currently known/available.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeDirection, Wombat::MamdaTradeListener::getTradeDirection
MamdaFieldState getTradeDirectionFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeDirectionFieldState, Wombat::MamdaTradeListener::getTradeDirectionFieldState
string getSide()
Returns the Aggressor side or TradeSide
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getSide, Wombat::MamdaTradeListener::getSide
AggressorSide: 0 : No AggressorSide is currently known/available. 1 or B : Buy 2 or S : Sell
TradeSide: TRADE_SIDE_UNKNOWN TRADE_SIDE_BUY TRADE_SIDE_SELL
MamdaFieldState getSideFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getSideFieldState, Wombat::MamdaTradeListener::getSideFieldState
MamaPrice getOpenPrice()
The price of the first qualifying trade in the security during the current trading day.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOpenPrice, Wombat::MamdaTradeListener::getOpenPrice
MamdaFieldState getOpenPriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOpenPriceFieldState, Wombat::MamdaTradeListener::getOpenPriceFieldState
MamaPrice getHighPrice()
Highest price paid for security during the trading day.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getHighPrice, Wombat::MamdaTradeListener::getHighPrice
MamdaFieldState getHighPriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getHighPriceFieldState, Wombat::MamdaTradeListener::getHighPriceFieldState
MamaPrice getLowPrice()
Lowest price paid for security during the trading day.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLowPrice, Wombat::MamdaTradeListener::getLowPrice
MamdaFieldState getLowPriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLowPriceFieldState, Wombat::MamdaTradeListener::getLowPriceFieldState
MamaPrice getClosePrice()
Today’s closing price. The closing price field is populated when official closing prices are sent by the feed after the session close.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getClosePrice, Wombat::MamdaTradeListener::getClosePrice
MamdaFieldState getClosePriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getClosePriceFieldState, Wombat::MamdaTradeListener::getClosePriceFieldState
MamaPrice getPrevClosePrice()
The last qualifying trade price on the previous trading day. This field may be copied from the close price field during the morning “roll” of records in the feedhandler, or it may be obtained from a secondary source, or it may be explicitly sent by the feed prior to the opening of trading for the current day.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getPrevClosePrice, Wombat::MamdaTradeListener::getPrevClosePrice
MamdaFieldState getPrevClosePriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getPrevClosePriceFieldState, Wombat::MamdaTradeListener::getPrevClosePriceFieldState
DateTime getPrevCloseDate()
Date corresponding to PrevClosePrice. getPrevClosePrice()
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getPrevCloseDate, Wombat::MamdaTradeListener::getPrevCloseDate
MamdaFieldState getPrevCloseDateFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getPrevCloseDateFieldState, Wombat::MamdaTradeListener::getPrevCloseDateFieldState
MamaPrice getAdjPrevClose()
The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date. getPrevClosePrice()
Return: The adjusted previous closing price.
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getAdjPrevClose, Wombat::MamdaTradeListener::getAdjPrevClose
MamdaFieldState getAdjPrevCloseFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getAdjPrevCloseFieldState, Wombat::MamdaTradeListener::getAdjPrevCloseFieldState
long getBlockCount()
The number of block trades (at least 10,000 shares) today.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getBlockCount, Wombat::MamdaTradeListener::getBlockCount
MamdaFieldState getBlockCountFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getBlockCountFieldState, Wombat::MamdaTradeListener::getBlockCountFieldState
long getBlockVolume()
Total volume of block trades today.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getBlockVolume, Wombat::MamdaTradeListener::getBlockVolume
MamdaFieldState getBlockVolumeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getBlockVolumeFieldState, Wombat::MamdaTradeListener::getBlockVolumeFieldState
double getVwap()
Volume-weighted average price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getVwap, Wombat::MamdaTradeListener::getVwap
MamdaFieldState getVwapFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getVwapFieldState, Wombat::MamdaTradeListener::getVwapFieldState
double getOffExVwap()
Volume-weighted average off exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExVwap, Wombat::MamdaTradeListener::getOffExVwap
MamdaFieldState getOffExVwapFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExVwapFieldState, Wombat::MamdaTradeListener::getOffExVwapFieldState
double getOnExVwap()
Volume-weighted average on exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExVwap, Wombat::MamdaTradeListener::getOnExVwap
MamdaFieldState getOnExVwapFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExVwapFieldState, Wombat::MamdaTradeListener::getOnExVwapFieldState
double getTotalValue()
Total value of all shares traded in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTotalValue, Wombat::MamdaTradeListener::getTotalValue
MamdaFieldState getTotalValueFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTotalValueFieldState, Wombat::MamdaTradeListener::getTotalValueFieldState
double getOffExTotalValue()
Total value of all shares traded off exchange in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExTotalValue, Wombat::MamdaTradeListener::getOffExTotalValue
MamdaFieldState getOffExTotalValueFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExTotalValueFieldState, Wombat::MamdaTradeListener::getOffExTotalValueFieldState
double getOnExTotalValue()
Total value of all shares traded on exchange in a security at the time it is disseminated. Calculated by the sum of multiplying the trade price by trade volume for each qualifying trade.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExTotalValue, Wombat::MamdaTradeListener::getOnExTotalValue
MamdaFieldState getOnExTotalValueFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExTotalValueFieldState, Wombat::MamdaTradeListener::getOnExTotalValueFieldState
double getStdDev()
Standard deviation of last trade price of a security at the time it is disseminated.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getStdDev, Wombat::MamdaTradeListener::getStdDev
MamdaFieldState getStdDevFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getStdDevFieldState, Wombat::MamdaTradeListener::getStdDevFieldState
double getStdDevSum()
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getStdDevSum, Wombat::MamdaTradeListener::getStdDevSum
MamdaFieldState getStdDevSumFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getStdDevSumFieldState, Wombat::MamdaTradeListener::getStdDevSumFieldState
double getStdDevSumSquares()
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getStdDevSumSquares, Wombat::MamdaTradeListener::getStdDevSumSquares
MamdaFieldState getStdDevSumSquaresFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getStdDevSumSquaresFieldState, Wombat::MamdaTradeListener::getStdDevSumSquaresFieldState
long getOrderId()
Get the order id, if available.
Return: The trade message unique order id number (if available).
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOrderId, Wombat::MamdaTradeListener::getOrderId
MamdaFieldState getOrderIdFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOrderIdFieldState, Wombat::MamdaTradeListener::getOrderIdFieldState
MamaPrice getSettlePrice()
Future’s / Options settlement price.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getSettlePrice, Wombat::MamdaTradeListener::getSettlePrice
MamdaFieldState getSettlePriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getSettlePriceFieldState, Wombat::MamdaTradeListener::getSettlePriceFieldState
DateTime getSettleDate()
Date corresponding to SettlePrice. getSettlePrice()
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getSettleDate, Wombat::MamdaTradeListener::getSettleDate
MamdaFieldState getSettleDateFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getSettleDateFieldState, Wombat::MamdaTradeListener::getSettleDateFieldState
string getTradeExecVenue()
Trade execution venue. Unknown OnExchange OnExchangeOffBook OffExchange
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeExecVenue, Wombat::MamdaTradeListener::getTradeExecVenue
MamdaFieldState getTradeExecVenueFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeExecVenueFieldState, Wombat::MamdaTradeListener::getTradeExecVenueFieldState
MamaPrice getOffExchangeTradePrice()
Monetary value of an individual off exchange share of the security at the time of the trade.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExchangeTradePrice, Wombat::MamdaTradeListener::getOffExchangeTradePrice
MamdaFieldState getOffExchangeTradePriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExchangeTradePriceFieldState, Wombat::MamdaTradeListener::getOffExchangeTradePriceFieldState
MamaPrice getOnExchangeTradePrice()
Monetary value of an individual off exchange share of the security at the time of the trade.
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExchangeTradePrice, Wombat::MamdaTradeListener::getOnExchangeTradePrice
MamdaFieldState getOnExchangeTradePriceFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExchangeTradePriceFieldState, Wombat::MamdaTradeListener::getOnExchangeTradePriceFieldState
string getTradeUnits()
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeUnits, Wombat::MamdaTradeListener::getTradeUnits
MamdaFieldState getTradeUnitsFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeUnitsFieldState, Wombat::MamdaTradeListener::getTradeUnitsFieldState
long getLastSeqNum()
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastSeqNum, Wombat::MamdaTradeListener::getLastSeqNum
MamdaFieldState getLastSeqNumFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastSeqNumFieldState, Wombat::MamdaTradeListener::getLastSeqNumFieldState
long getHighSeqNum()
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getHighSeqNum, Wombat::MamdaTradeListener::getHighSeqNum
MamdaFieldState getHighSeqNumFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getHighSeqNumFieldState, Wombat::MamdaTradeListener::getHighSeqNumFieldState
long getLowSeqNum()
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLowSeqNum, Wombat::MamdaTradeListener::getLowSeqNum
MamdaFieldState getLowSeqNumFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLowSeqNumFieldState, Wombat::MamdaTradeListener::getLowSeqNumFieldState
long getTotalVolumeSeqNum()
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTotalVolumeSeqNum, Wombat::MamdaTradeListener::getTotalVolumeSeqNum
MamdaFieldState getTotalVolumeSeqNumFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTotalVolumeSeqNumFieldState, Wombat::MamdaTradeListener::getTotalVolumeSeqNumFieldState
string getCurrencyCode()
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getCurrencyCode, Wombat::MamdaTradeListener::getCurrencyCode
MamdaFieldState getCurrencyCodeFieldState()
Get the field state
Return: Field State
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getCurrencyCodeFieldState, Wombat::MamdaTradeListener::getCurrencyCodeFieldState
char getShortSaleCircuitBreaker()
Returns the ShortSaleCircuitBreaker
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getShortSaleCircuitBreaker, Wombat::MamdaTradeListener::getShortSaleCircuitBreaker
MamdaFieldState getShortSaleCircuitBreakerFieldState()
Returns the FieldState, always MODIFIED
Return:
Reimplemented by: Wombat::MamdaConcreteTradeRecap::getShortSaleCircuitBreakerFieldState, Wombat::MamdaTradeListener::getShortSaleCircuitBreakerFieldState
Updated on 2023-03-31 at 15:30:16 +0100