com::wombat::mamda::MamdaFundamentalListener

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Inherits from com.wombat.mamda.MamdaMsgListener, com.wombat.mamda.MamdaFundamentals, com.wombat.mamda.MamdaBasicRecap

Public Functions

Detailed Description

class com::wombat::mamda::MamdaFundamentalListener;

MamdaFundamentalListener is a class that specializes in handling fundamental equity pricing/analysis attributes, indicators and ratios. Developers provide their own implementation of the MamdaFundamentalHandler interface and will be delivered notifications for updates in the fundamental data. An obvious application for this MAMDA class is any kind of pricing analysis application.

Note: The MamdaFundamentalListener class caches equity pricing/analysis attributes, indicators and ratios. Among other reasons, caching of these fields makes it possible to provide complete fundamental callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.

Public Functions Documentation

function MamdaFundamentalListener

inline MamdaFundamentalListener()

Create a specialized fundamental field listener.

function addHandler

inline void addHandler(
    MamdaFundamentalHandler handler
)

Add a specialized fundamentals handler.

function getSrcTime

inline MamaDateTime getSrcTime()

Reimplements: com::wombat::mamda::MamdaBasicRecap::getSrcTime

Source time. Typically, the exchange generated feed

function getActivityTime

inline MamaDateTime getActivityTime()

Reimplements: com::wombat::mamda::MamdaBasicRecap::getActivityTime

Activity time. A feed handler generated time stamp representing when the data item was last updated.

function getSendTime

inline MamaDateTime getSendTime()

Return: 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).

Reimplements: com::wombat::mamda::MamdaBasicRecap::getSendTime

Get the send time of the update.

function getLineTime

inline MamaDateTime getLineTime()

Return: 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.

Reimplements: com::wombat::mamda::MamdaBasicRecap::getLineTime

Get the line time of the update.

function getPartId

inline String getPartId()

Return: Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).

Reimplements: com::wombat::mamda::MamdaBasicRecap::getPartId

Get the participant identifier.

function getSymbol

inline String getSymbol()

Return: Symbol. This is the “well-known” symbol for the security, including any symbology mapping performed by the publisher.

Reimplements: com::wombat::mamda::MamdaBasicRecap::getSymbol

Get the string symbol for the instrument.

function getCorporateActionType

inline String getCorporateActionType()

Reimplements: com::wombat::mamda::MamdaFundamentals::getCorporateActionType

Corporate Action Type.

function getDividendPrice

inline double getDividendPrice()

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendPrice

Dividend price.

function getDividendFrequency

inline String getDividendFrequency()

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendFrequency

Frequency of the dividend payments.

• : No dividend payments are made.
• 1M : Monthly
• 3M : Quarterly
• 6M : Semi-Annually
• 1Y : Annually
• SP : Payment frequency is special.
• NA : Irregular payment frequency.
• ER : Invalid dividend frequency period.

function getDividendExDate

inline String getDividendExDate()

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendExDate

The date on or after which a security is traded without a previously declared dividend or distribution.

function getDividendPayDate

inline String getDividendPayDate()

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendPayDate

Date on which corporate action distribution will be paid or effective.

function getDividendRecordDate

inline String getDividendRecordDate()

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendRecordDate

This is the date on which all shareholders are considered a “holder of record” and ensured the right of a dividend or distribution.

function getDividendCurrency

inline String getDividendCurrency()

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendCurrency

Currency of dividend.

function getSharesOut

inline long getSharesOut()

Reimplements: com::wombat::mamda::MamdaFundamentals::getSharesOut

Shares outstanding. The number of authorized shares in a company that are held by investors, including employees and executives of that company. (Un-issued shares and treasury shares are not included in this figure).

function getSharesFloat

inline long getSharesFloat()

Reimplements: com::wombat::mamda::MamdaFundamentals::getSharesFloat

The number of shares of a security that are outstanding and available for trading by the public.

function getSharesAuthorized

inline long getSharesAuthorized()

Reimplements: com::wombat::mamda::MamdaFundamentals::getSharesAuthorized

Authorized shares. The number of shares that a corporation is permitted to issue.

function getEarningsPerShare

inline double getEarningsPerShare()

Reimplements: com::wombat::mamda::MamdaFundamentals::getEarningsPerShare

Earnings per share, including common stock, preferred stock, unexercised stock options, unexercised warrants, and some convertible debt. In companies with a large amount of convertibles, warrants and stock options, diluted earnings per share are usually a more accurate measure of the company’s real earning power than earnings per share.

function getVolatility

inline double getVolatility()

Reimplements: com::wombat::mamda::MamdaFundamentals::getVolatility

The relative rate at which the price of a security moves up and down.

function getPriceEarningsRatio

inline double getPriceEarningsRatio()

Reimplements: com::wombat::mamda::MamdaFundamentals::getPriceEarningsRatio

The most common measure of how expensive a stock is. The P/E ratio is equal to a stock’s market capitalization divided by its after-tax earnings over a 12-month period, usually the trailing period but occasionally the current or forward period.

function getYield

inline double getYield()

Reimplements: com::wombat::mamda::MamdaFundamentals::getYield

Yield, for cash instruments where prices are published

function getMarketSegmentNative

inline String getMarketSegmentNative()

Reimplements: com::wombat::mamda::MamdaFundamentals::getMarketSegmentNative

Feed-specific market segment code in native feed format.

function getMarketSectorNative

inline String getMarketSectorNative()

Reimplements: com::wombat::mamda::MamdaFundamentals::getMarketSectorNative

Feed-specific market sector code in native feed format.

function getMarketSegment

inline String getMarketSegment()

Reimplements: com::wombat::mamda::MamdaFundamentals::getMarketSegment

Market subgroup.

function getMarketSector

inline String getMarketSector()

Reimplements: com::wombat::mamda::MamdaFundamentals::getMarketSector

A distinct subset of a market, society, industry, or economy, whose components share similar characteristics

function getHistoricalVolatility

inline double getHistoricalVolatility()

Reimplements: com::wombat::mamda::MamdaFundamentals::getHistoricalVolatility

Volatility estimated from historical data

function getRiskFreeRate

inline double getRiskFreeRate()

Reimplements: com::wombat::mamda::MamdaFundamentals::getRiskFreeRate

Theoretical interest rate at which an investment may earn interest without incurring any risk

function getSrcTimeFieldState

inline short getSrcTimeFieldState()

Return: source time Field State

Reimplements: com::wombat::mamda::MamdaBasicRecap::getSrcTimeFieldState

function getActivityTimeFieldState

inline short getActivityTimeFieldState()

Return: activity time Field State

Reimplements: com::wombat::mamda::MamdaBasicRecap::getActivityTimeFieldState

function getSendTimeFieldState

inline short getSendTimeFieldState()

Return: send time Field State

Reimplements: com::wombat::mamda::MamdaBasicRecap::getSendTimeFieldState

function getLineTimeFieldState

inline short getLineTimeFieldState()

Return: line time Field State

Reimplements: com::wombat::mamda::MamdaBasicRecap::getLineTimeFieldState

function getPartIdFieldState

inline short getPartIdFieldState()

Return: participant ID Field State

Reimplements: com::wombat::mamda::MamdaBasicRecap::getPartIdFieldState

function getSymbolFieldState

inline short getSymbolFieldState()

Return: symbol Field State

Reimplements: com::wombat::mamda::MamdaBasicRecap::getSymbolFieldState

function getCorporateActionTypeFieldState

inline short getCorporateActionTypeFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getCorporateActionTypeFieldState

function getDividendPriceFieldState

inline short getDividendPriceFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendPriceFieldState

function getDividendFrequencyFieldState

inline short getDividendFrequencyFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendFrequencyFieldState

function getDividendExDateFieldState

inline short getDividendExDateFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendExDateFieldState

function getDividendPayDateFieldState

inline short getDividendPayDateFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendPayDateFieldState

function getDividendRecordDateFieldState

inline short getDividendRecordDateFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendRecordDateFieldState

function getDividendCurrencyFieldState

inline short getDividendCurrencyFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getDividendCurrencyFieldState

function getSharesOutFieldState

inline short getSharesOutFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getSharesOutFieldState

function getSharesFloatFieldState

inline short getSharesFloatFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getSharesFloatFieldState

function getSharesAuthorizedFieldState

inline short getSharesAuthorizedFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getSharesAuthorizedFieldState

function getEarningsPerShareFieldState

inline short getEarningsPerShareFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getEarningsPerShareFieldState

function getVolatilityFieldState

inline short getVolatilityFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getVolatilityFieldState

function getPriceEarningsRatioFieldState

inline short getPriceEarningsRatioFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getPriceEarningsRatioFieldState

function getYieldFieldState

inline short getYieldFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getYieldFieldState

function getMarketSegmentNativeFieldState

inline short getMarketSegmentNativeFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getMarketSegmentNativeFieldState

function getMarketSectorNativeFieldState

inline short getMarketSectorNativeFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getMarketSectorNativeFieldState

function getMarketSegmentFieldState

inline short getMarketSegmentFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getMarketSegmentFieldState

function getMarketSectorFieldState

inline short getMarketSectorFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getMarketSectorFieldState

function getHistoricalVolatilityFieldState

inline short getHistoricalVolatilityFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getHistoricalVolatilityFieldState

function getRiskFreeRateFieldState

inline short getRiskFreeRateFieldState()

Return: Field State

Reimplements: com::wombat::mamda::MamdaFundamentals::getRiskFreeRateFieldState

function onMsg

inline void onMsg(
    MamdaSubscription subscription,
    MamaMsg msg,
    short msgType
)

Reimplements: com::wombat::mamda::MamdaMsgListener::onMsg

Implementation of MamdaListener interface.

Updated on 2023-03-31 at 15:30:33 +0100