Classes Files

Wombat::MamdaTradeRecap

MamdaTradeRecap is an interface that provides access to trade related fields.

Inherits from Wombat.MamdaBasicEvent

Inherited by Wombat.MamdaConcreteTradeRecap, Wombat.MamdaTradeListener

Public Functions

  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

Additional inherited members

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.

Public Functions Documentation

function getLastPrice

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

function getLastPriceFieldState

MamdaFieldState getLastPriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastPriceFieldState, Wombat::MamdaTradeListener::getLastPriceFieldState

function getLastVolume

long getLastVolume()

Number of shares traded in a single transaction for an individual security.

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastVolume, Wombat::MamdaTradeListener::getLastVolume

function getLastVolumeFieldState

MamdaFieldState getLastVolumeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastVolumeFieldState, Wombat::MamdaTradeListener::getLastVolumeFieldState

function getLastPartId

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

function getLastPartIdFieldState

MamdaFieldState getLastPartIdFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastPartIdFieldState, Wombat::MamdaTradeListener::getLastPartIdFieldState

function getLastTime

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

function getLastTimeFieldState

MamdaFieldState getLastTimeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastTimeFieldState, Wombat::MamdaTradeListener::getLastTimeFieldState

function getIrregPrice

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

function getIrregPriceFieldState

MamdaFieldState getIrregPriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregPriceFieldState, Wombat::MamdaTradeListener::getIrregPriceFieldState

function getIrregVolume

long getIrregVolume()

Number of shares traded in a single transaction for an individual security.

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregVolume, Wombat::MamdaTradeListener::getIrregVolume

function getIrregVolumeFieldState

MamdaFieldState getIrregVolumeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregVolumeFieldState, Wombat::MamdaTradeListener::getIrregVolumeFieldState

function getIrregPartId

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

function getIrregPartIdFieldState

MamdaFieldState getIrregPartIdFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregPartIdFieldState, Wombat::MamdaTradeListener::getIrregPartIdFieldState

function getIrregTime

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

function getIrregTimeFieldState

MamdaFieldState getIrregTimeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getIrregTimeFieldState, Wombat::MamdaTradeListener::getIrregTimeFieldState

function getTradeDate

DateTime getTradeDate()

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeDate, Wombat::MamdaTradeListener::getTradeDate

function getTradeDateFieldState

MamdaFieldState getTradeDateFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeDateFieldState, Wombat::MamdaTradeListener::getTradeDateFieldState

function getTradeCount

long getTradeCount()

The number of trades today.

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeCount, Wombat::MamdaTradeListener::getTradeCount

function getTradeCountFieldState

MamdaFieldState getTradeCountFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeCountFieldState, Wombat::MamdaTradeListener::getTradeCountFieldState

function getAccVolume

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

function getAccVolumeFieldState

MamdaFieldState getAccVolumeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getAccVolumeFieldState, Wombat::MamdaTradeListener::getAccVolumeFieldState

function getOffExAccVolume

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

function getOffExAccVolumeFieldState

MamdaFieldState getOffExAccVolumeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExAccVolumeFieldState, Wombat::MamdaTradeListener::getOffExAccVolumeFieldState

function getOnExAccVolume

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

function getOnExAccVolumeFieldState

MamdaFieldState getOnExAccVolumeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExAccVolumeFieldState, Wombat::MamdaTradeListener::getOnExAccVolumeFieldState

function getNetChange

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

function getNetChangeFieldState

MamdaFieldState getNetChangeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getNetChangeFieldState, Wombat::MamdaTradeListener::getNetChangeFieldState

function getPctChange

double getPctChange()

Change in price as a percentage.

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getPctChange, Wombat::MamdaTradeListener::getPctChange

function getPctChangeFieldState

MamdaFieldState getPctChangeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getPctChangeFieldState, Wombat::MamdaTradeListener::getPctChangeFieldState

function getTradeDirection

string getTradeDirection()

Trade tick direction. 0 : No direction is currently known/available.

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeDirection, Wombat::MamdaTradeListener::getTradeDirection

  • : Up tick.
  • : Down tick. 0+ : Unchanged; Previous move was up tick. 0- : Unchanged; Previous move was down tick. NA : Not applicable. (If it is meaningful to have such a value for some exchanges.)

function getTradeDirectionFieldState

MamdaFieldState getTradeDirectionFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeDirectionFieldState, Wombat::MamdaTradeListener::getTradeDirectionFieldState

function getSide

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

function getSideFieldState

MamdaFieldState getSideFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getSideFieldState, Wombat::MamdaTradeListener::getSideFieldState

function getOpenPrice

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

function getOpenPriceFieldState

MamdaFieldState getOpenPriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOpenPriceFieldState, Wombat::MamdaTradeListener::getOpenPriceFieldState

function getHighPrice

MamaPrice getHighPrice()

Highest price paid for security during the trading day.

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getHighPrice, Wombat::MamdaTradeListener::getHighPrice

function getHighPriceFieldState

MamdaFieldState getHighPriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getHighPriceFieldState, Wombat::MamdaTradeListener::getHighPriceFieldState

function getLowPrice

MamaPrice getLowPrice()

Lowest price paid for security during the trading day.

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLowPrice, Wombat::MamdaTradeListener::getLowPrice

function getLowPriceFieldState

MamdaFieldState getLowPriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLowPriceFieldState, Wombat::MamdaTradeListener::getLowPriceFieldState

function getClosePrice

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

function getClosePriceFieldState

MamdaFieldState getClosePriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getClosePriceFieldState, Wombat::MamdaTradeListener::getClosePriceFieldState

function getPrevClosePrice

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

function getPrevClosePriceFieldState

MamdaFieldState getPrevClosePriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getPrevClosePriceFieldState, Wombat::MamdaTradeListener::getPrevClosePriceFieldState

function getPrevCloseDate

DateTime getPrevCloseDate()

Date corresponding to PrevClosePrice. getPrevClosePrice()

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getPrevCloseDate, Wombat::MamdaTradeListener::getPrevCloseDate

function getPrevCloseDateFieldState

MamdaFieldState getPrevCloseDateFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getPrevCloseDateFieldState, Wombat::MamdaTradeListener::getPrevCloseDateFieldState

function getAdjPrevClose

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

function getAdjPrevCloseFieldState

MamdaFieldState getAdjPrevCloseFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getAdjPrevCloseFieldState, Wombat::MamdaTradeListener::getAdjPrevCloseFieldState

function getBlockCount

long getBlockCount()

The number of block trades (at least 10,000 shares) today.

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getBlockCount, Wombat::MamdaTradeListener::getBlockCount

function getBlockCountFieldState

MamdaFieldState getBlockCountFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getBlockCountFieldState, Wombat::MamdaTradeListener::getBlockCountFieldState

function getBlockVolume

long getBlockVolume()

Total volume of block trades today.

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getBlockVolume, Wombat::MamdaTradeListener::getBlockVolume

function getBlockVolumeFieldState

MamdaFieldState getBlockVolumeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getBlockVolumeFieldState, Wombat::MamdaTradeListener::getBlockVolumeFieldState

function getVwap

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

function getVwapFieldState

MamdaFieldState getVwapFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getVwapFieldState, Wombat::MamdaTradeListener::getVwapFieldState

function getOffExVwap

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

function getOffExVwapFieldState

MamdaFieldState getOffExVwapFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExVwapFieldState, Wombat::MamdaTradeListener::getOffExVwapFieldState

function getOnExVwap

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

function getOnExVwapFieldState

MamdaFieldState getOnExVwapFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExVwapFieldState, Wombat::MamdaTradeListener::getOnExVwapFieldState

function getTotalValue

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

function getTotalValueFieldState

MamdaFieldState getTotalValueFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTotalValueFieldState, Wombat::MamdaTradeListener::getTotalValueFieldState

function getOffExTotalValue

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

function getOffExTotalValueFieldState

MamdaFieldState getOffExTotalValueFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExTotalValueFieldState, Wombat::MamdaTradeListener::getOffExTotalValueFieldState

function getOnExTotalValue

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

function getOnExTotalValueFieldState

MamdaFieldState getOnExTotalValueFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExTotalValueFieldState, Wombat::MamdaTradeListener::getOnExTotalValueFieldState

function getStdDev

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

function getStdDevFieldState

MamdaFieldState getStdDevFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getStdDevFieldState, Wombat::MamdaTradeListener::getStdDevFieldState

function getStdDevSum

double getStdDevSum()

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getStdDevSum, Wombat::MamdaTradeListener::getStdDevSum

function getStdDevSumFieldState

MamdaFieldState getStdDevSumFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getStdDevSumFieldState, Wombat::MamdaTradeListener::getStdDevSumFieldState

function getStdDevSumSquares

double getStdDevSumSquares()

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getStdDevSumSquares, Wombat::MamdaTradeListener::getStdDevSumSquares

function getStdDevSumSquaresFieldState

MamdaFieldState getStdDevSumSquaresFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getStdDevSumSquaresFieldState, Wombat::MamdaTradeListener::getStdDevSumSquaresFieldState

function getOrderId

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

function getOrderIdFieldState

MamdaFieldState getOrderIdFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOrderIdFieldState, Wombat::MamdaTradeListener::getOrderIdFieldState

function getSettlePrice

MamaPrice getSettlePrice()

Future’s / Options settlement price.

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getSettlePrice, Wombat::MamdaTradeListener::getSettlePrice

function getSettlePriceFieldState

MamdaFieldState getSettlePriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getSettlePriceFieldState, Wombat::MamdaTradeListener::getSettlePriceFieldState

function getSettleDate

DateTime getSettleDate()

Date corresponding to SettlePrice. getSettlePrice()

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getSettleDate, Wombat::MamdaTradeListener::getSettleDate

function getSettleDateFieldState

MamdaFieldState getSettleDateFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getSettleDateFieldState, Wombat::MamdaTradeListener::getSettleDateFieldState

function getTradeExecVenue

string getTradeExecVenue()

Trade execution venue. Unknown OnExchange OnExchangeOffBook OffExchange

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeExecVenue, Wombat::MamdaTradeListener::getTradeExecVenue

function getTradeExecVenueFieldState

MamdaFieldState getTradeExecVenueFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeExecVenueFieldState, Wombat::MamdaTradeListener::getTradeExecVenueFieldState

function getOffExchangeTradePrice

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

function getOffExchangeTradePriceFieldState

MamdaFieldState getOffExchangeTradePriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOffExchangeTradePriceFieldState, Wombat::MamdaTradeListener::getOffExchangeTradePriceFieldState

function getOnExchangeTradePrice

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

function getOnExchangeTradePriceFieldState

MamdaFieldState getOnExchangeTradePriceFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getOnExchangeTradePriceFieldState, Wombat::MamdaTradeListener::getOnExchangeTradePriceFieldState

function getTradeUnits

string getTradeUnits()

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeUnits, Wombat::MamdaTradeListener::getTradeUnits

function getTradeUnitsFieldState

MamdaFieldState getTradeUnitsFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTradeUnitsFieldState, Wombat::MamdaTradeListener::getTradeUnitsFieldState

function getLastSeqNum

long getLastSeqNum()

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastSeqNum, Wombat::MamdaTradeListener::getLastSeqNum

function getLastSeqNumFieldState

MamdaFieldState getLastSeqNumFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLastSeqNumFieldState, Wombat::MamdaTradeListener::getLastSeqNumFieldState

function getHighSeqNum

long getHighSeqNum()

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getHighSeqNum, Wombat::MamdaTradeListener::getHighSeqNum

function getHighSeqNumFieldState

MamdaFieldState getHighSeqNumFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getHighSeqNumFieldState, Wombat::MamdaTradeListener::getHighSeqNumFieldState

function getLowSeqNum

long getLowSeqNum()

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLowSeqNum, Wombat::MamdaTradeListener::getLowSeqNum

function getLowSeqNumFieldState

MamdaFieldState getLowSeqNumFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getLowSeqNumFieldState, Wombat::MamdaTradeListener::getLowSeqNumFieldState

function getTotalVolumeSeqNum

long getTotalVolumeSeqNum()

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTotalVolumeSeqNum, Wombat::MamdaTradeListener::getTotalVolumeSeqNum

function getTotalVolumeSeqNumFieldState

MamdaFieldState getTotalVolumeSeqNumFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getTotalVolumeSeqNumFieldState, Wombat::MamdaTradeListener::getTotalVolumeSeqNumFieldState

function getCurrencyCode

string getCurrencyCode()

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getCurrencyCode, Wombat::MamdaTradeListener::getCurrencyCode

function getCurrencyCodeFieldState

MamdaFieldState getCurrencyCodeFieldState()

Get the field state

Return: Field State

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getCurrencyCodeFieldState, Wombat::MamdaTradeListener::getCurrencyCodeFieldState

function getShortSaleCircuitBreaker

char getShortSaleCircuitBreaker()

Returns the ShortSaleCircuitBreaker

Return:

Reimplemented by: Wombat::MamdaConcreteTradeRecap::getShortSaleCircuitBreaker, Wombat::MamdaTradeListener::getShortSaleCircuitBreaker

function getShortSaleCircuitBreakerFieldState

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