com::wombat::mamda::MamdaQuoteListener

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Inherits from com.wombat.mamda.MamdaMsgListener, com.wombat.mamda.MamdaQuoteRecap, com.wombat.mamda.MamdaQuoteUpdate, com.wombat.mamda.MamdaQuoteGap, com.wombat.mamda.MamdaQuoteClosing, com.wombat.mamda.MamdaBasicRecap, com.wombat.mamda.MamdaBasicEvent

Public Functions

Public Attributes

Protected Attributes

Detailed Description

class com::wombat::mamda::MamdaQuoteListener;

MamdaQuoteListener is a class that specializes in handling quote updates. Developers provide their own implementation of the MamdaQuoteHandler interface and will be delivered notifications for quotes and quote closing prices. An obvious application for this MAMDA class is any kind of quote tick capture application.

Note: The MamdaQuoteListener class caches quote-related field values. Among other reasons, caching of these fields makes it possible to provide complete quote-related callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.

Public Functions Documentation

function MamdaQuoteListener

inline MamdaQuoteListener()

Create a specialized quote listener. This listener handles quote updates, quote recaps, and quote gap notifications.

function clearCache

inline void clearCache(
    MamdaQuoteCache cache
)

function addHandler

inline void addHandler(
    MamdaQuoteHandler handler
)

Add a specialized quote handler. Currently, only one handler can (and must) be registered.

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 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 getSrcTime

inline MamaDateTime getSrcTime()

Return: 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.

Reimplements: com::wombat::mamda::MamdaBasicEvent::getSrcTime

function getActivityTime

inline MamaDateTime getActivityTime()

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

Reimplements: com::wombat::mamda::MamdaBasicEvent::getActivityTime

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 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 getPubId

inline String getPubId()

function getBidPrice

inline MamaPrice getBidPrice()

Return: Today’s closing bid price, after the market has closed and the stock has traded today.

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getBidPrice

Get the closing bid price.

function getBidSize

inline double getBidSize()

Return: Today’s closing bid size, after the market has closed and the stock has traded today.

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getBidSize

Get the closing bid size.

function getBidPartId

inline String getBidPartId()

Return: Today’s closing bid participant identifier, after the market has closed and the stock has traded today.

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getBidPartId

Get the closing bid participant identifier.

function getBidClosePrice

inline MamaPrice getBidClosePrice()

function getBidCloseDate

inline MamaDateTime getBidCloseDate()

function getBidPrevClosePrice

inline MamaPrice getBidPrevClosePrice()

function getBidPrevCloseDate

inline MamaDateTime getBidPrevCloseDate()

function getBidHigh

inline MamaPrice getBidHigh()

function getBidLow

inline MamaPrice getBidLow()

function getAskPrice

inline MamaPrice getAskPrice()

Return: Today’s closing ask price, after the market has closed and the stock has traded today.

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getAskPrice

Get the closing ask price.

function getAskSize

inline double getAskSize()

Return: Today’s closing ask size, after the market has closed and the stock has traded today.

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getAskSize

Get the closing ask size.

function getAskPartId

inline String getAskPartId()

Return: Today’s closing ask participant identifier, after the market has closed and the stock has traded today.

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getAskPartId

Get the closing ask participant identifier.

function getAskDepth

inline double getAskDepth()

Return: the quote bid depth

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskDepth

function getBidDepth

inline double getBidDepth()

Return: the quote bid depth

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidDepth

function getAskClosePrice

inline MamaPrice getAskClosePrice()

function getAskCloseDate

inline MamaDateTime getAskCloseDate()

function getAskPrevClosePrice

inline MamaPrice getAskPrevClosePrice()

function getAskPrevCloseDate

inline MamaDateTime getAskPrevCloseDate()

function getAskHigh

inline MamaPrice getAskHigh()

function getAskLow

inline MamaPrice getAskLow()

function getQuoteMidPrice

inline MamaPrice getQuoteMidPrice()

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 (e.g. LSE).

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getQuoteMidPrice

Get the quote mid price.

function getQuoteQual

inline String getQuoteQual()

See: MamdaQuoteUpdate::getQuoteQual

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.

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getQuoteQual

Get the normalized quote qualifier.

function getQuoteQualNative

inline String getQuoteQualNative()

See: MamdaQuoteUpdate::getQuoteQualNative()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getQuoteQualNative

function getShortSaleBidTick

inline char getShortSaleBidTick()

See: MamdaQuoteUpdate::getShortSaleBidTick()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getShortSaleBidTick

function getShortSaleCircuitBreaker

inline char getShortSaleCircuitBreaker()

See: MamdaQuoteUpdate::getShortSaleCircuitBreaker()

Return: ShortSaleCircuitBreaker

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getShortSaleCircuitBreaker

getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker

function getAskTime

inline MamaDateTime getAskTime()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskTime

function getBidTime

inline MamaDateTime getBidTime()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidTime

function getAskIndicator

inline String getAskIndicator()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskIndicator

function getBidIndicator

inline String getBidIndicator()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidIndicator

function getAskUpdateCount

inline long getAskUpdateCount()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskUpdateCount

function getBidUpdateCount

inline long getBidUpdateCount()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidUpdateCount

function getAskYield

inline double getAskYield()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskYield

function getBidYield

inline double getBidYield()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidYield

function getQuoteCount

inline long getQuoteCount()

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

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getQuoteCount

Get the quote count.

function getEventSeqNum

inline long getEventSeqNum()

Return: Source sequence number. The exchange generated sequence number.

Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventSeqNum

function getEventDate

inline MamaDateTime getEventDate()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getEventDate

Date corresponding to the last quote, as reported by the feed.

function getEventTime

inline MamaDateTime getEventTime()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getEventTime

Time corresponding to the last quote, as reported by the feed.

function getAskSizesList

inline String getAskSizesList()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskSizesList

function getBidSizesList

inline String getBidSizesList()

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidSizesList

function getEventDateTime

inline MamaDateTime getEventDateTime()

function getQuoteDate

inline MamaDateTime getQuoteDate()

function getBeginGapSeqNum

inline long getBeginGapSeqNum()

Reimplements: com::wombat::mamda::MamdaQuoteGap::getBeginGapSeqNum

The starting sequence number of detected missing quotes based on the quote count.

function getEndGapSeqNum

inline long getEndGapSeqNum()

Reimplements: com::wombat::mamda::MamdaQuoteGap::getEndGapSeqNum

The end sequence number of detected missing quotes based on the quote count.

function getSymbolFieldState

inline short getSymbolFieldState()

Return: symbol Field State

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

function getPartIdFieldState

inline short getPartIdFieldState()

Return: participant ID Field State

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

function getSrcTimeFieldState

inline short getSrcTimeFieldState()

Reimplements: com::wombat::mamda::MamdaBasicEvent::getSrcTimeFieldState

return Source time 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

function getActivityTimeFieldState

inline short getActivityTimeFieldState()

Reimplements: com::wombat::mamda::MamdaBasicEvent::getActivityTimeFieldState

return Activity time 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

function getLineTimeFieldState

inline short getLineTimeFieldState()

Return: line time Field State

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

function getSendTimeFieldState

inline short getSendTimeFieldState()

Return: send time Field State

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

function getPubIdFieldState

inline short getPubIdFieldState()

function getBidPriceFieldState

inline short getBidPriceFieldState()

Return: the bid price Field State

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getBidPriceFieldState

function getBidSizeFieldState

inline short getBidSizeFieldState()

Return: the bid size Field State

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getBidSizeFieldState

function getBidPartIdFieldState

inline short getBidPartIdFieldState()

Return: the bid part ID Field State

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getBidPartIdFieldState

function getBidClosePriceFieldState

inline short getBidClosePriceFieldState()

function getBidCloseDateFieldState

inline short getBidCloseDateFieldState()

function getBidPrevClosePriceFieldState

inline short getBidPrevClosePriceFieldState()

function getBidPrevCloseDateFieldState

inline short getBidPrevCloseDateFieldState()

function getBidHighFieldState

inline short getBidHighFieldState()

function getBidLowFieldState

inline short getBidLowFieldState()

function getAskPriceFieldState

inline short getAskPriceFieldState()

Return: the ask price Field State

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getAskPriceFieldState

function getAskSizeFieldState

inline short getAskSizeFieldState()

Return: the ask size Field State

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getAskSizeFieldState

function getAskPartIdFieldState

inline short getAskPartIdFieldState()

Return: the ask part ID Field State

Reimplements: com::wombat::mamda::MamdaQuoteClosing::getAskPartIdFieldState

function getAskClosePriceFieldState

inline short getAskClosePriceFieldState()

function getAskCloseDateFieldState

inline short getAskCloseDateFieldState()

function getAskPrevClosePriceFieldState

inline short getAskPrevClosePriceFieldState()

function getAskPrevCloseDateFieldState

inline short getAskPrevCloseDateFieldState()

function getAskHighFieldState

inline short getAskHighFieldState()

function getAskLowFieldState

inline short getAskLowFieldState()

function getAskDepthFieldState

inline short getAskDepthFieldState()

Return: the ask depth Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskDepthFieldState

function getBidDepthFieldState

inline short getBidDepthFieldState()

Return: the bid depth Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidDepthFieldState

function getQuoteMidPriceFieldState

inline short getQuoteMidPriceFieldState()

Return: the quote mid price Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getQuoteMidPriceFieldState

function getQuoteQualFieldState

inline short getQuoteQualFieldState()

Return: the quote qual Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getQuoteQualFieldState

function getQuoteQualNativeFieldState

inline short getQuoteQualNativeFieldState()

Return: the quote qual native Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getQuoteQualNativeFieldState

function getShortSaleBidTickFieldState

inline short getShortSaleBidTickFieldState()

Return: the short sale bid tick Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getShortSaleBidTickFieldState

function getShortSaleCircuitBreakerFieldState

inline short getShortSaleCircuitBreakerFieldState()

Return: Returns the FieldState, always MODIFIED.

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getShortSaleCircuitBreakerFieldState

function getAskTimeFieldState

inline short getAskTimeFieldState()

Return: the ask time Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskTimeFieldState

function getBidTimeFieldState

inline short getBidTimeFieldState()

Return: the bid time Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidTimeFieldState

function getAskIndicatorFieldState

inline short getAskIndicatorFieldState()

Return: the ask indicator Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskIndicatorFieldState

function getBidIndicatorFieldState

inline short getBidIndicatorFieldState()

Return: the bid indicator Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidIndicatorFieldState

function getAskUpdateCountFieldState

inline short getAskUpdateCountFieldState()

Return: the ask update count Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskUpdateCountFieldState

function getBidUpdateCountFieldState

inline short getBidUpdateCountFieldState()

Return: the bid update count Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidUpdateCountFieldState

function getAskYieldFieldState

inline short getAskYieldFieldState()

Return: the ask yield Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskYieldFieldState

function getBidYieldFieldState

inline short getBidYieldFieldState()

Return: the bid yield Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidYieldFieldState

function getQuoteCountFieldState

inline short getQuoteCountFieldState()

Return: the quote count Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getQuoteCountFieldState

function getEventSeqNumFieldState

inline short getEventSeqNumFieldState()

Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventSeqNumFieldState

return source sequence number 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

function getEventDateFieldState

inline short getEventDateFieldState()

Return: event date Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getEventDateFieldState

function getEventTimeFieldState

inline short getEventTimeFieldState()

Return: the event time Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getEventTimeFieldState

function getAskSizesListFieldState

inline short getAskSizesListFieldState()

Return: the ask sizes list Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getAskSizesListFieldState

function getBidSizesListFieldState

inline short getBidSizesListFieldState()

Return: the bid sizes list Field State

Reimplements: com::wombat::mamda::MamdaQuoteRecap::getBidSizesListFieldState

function getBeginGapSeqNumFieldState

inline short getBeginGapSeqNumFieldState()

Return: the begin gap seq num Field State

Reimplements: com::wombat::mamda::MamdaQuoteGap::getBeginGapSeqNumFieldState

function getEndGapSeqNumFieldState

inline short getEndGapSeqNumFieldState()

Return: the end gap seq num Field State

Reimplements: com::wombat::mamda::MamdaQuoteGap::getEndGapSeqNumFieldState

function onMsg

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

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

Implementation of MamdaListener interface. NB! For internal use only.

Public Attributes Documentation

variable mGapBeginFieldState

MamdaFieldState mGapBeginFieldState = new MamdaFieldState();

variable mGapEndFieldState

MamdaFieldState mGapEndFieldState = new MamdaFieldState();

Protected Attributes Documentation

variable mQuoteCache

final MamdaQuoteCache mQuoteCache =
                            new MamdaQuoteCache ();

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