com::wombat::mamda::MamdaBasicEvent

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Inherited by com.wombat.mamda.MamdaAuctionListener, com.wombat.mamda.MamdaAuctionUpdate, com.wombat.mamda.MamdaConcreteBasicEvent, com.wombat.mamda.MamdaOrderImbalanceListener, com.wombat.mamda.MamdaOrderImbalanceUpdate, com.wombat.mamda.MamdaQuoteClosing, com.wombat.mamda.MamdaQuoteGap, com.wombat.mamda.MamdaQuoteUpdate, com.wombat.mamda.MamdaSecurityStatusUpdate, com.wombat.mamda.MamdaTradeCancelOrError, com.wombat.mamda.MamdaTradeClosing, com.wombat.mamda.MamdaTradeCorrection, com.wombat.mamda.MamdaTradeGap, com.wombat.mamda.MamdaTradeReport, com.wombat.mamda.options.MamdaOptionSeriesUpdate, com.wombat.mamda.orderbook.MamdaBookAtomicGap, com.wombat.mamda.orderbook.MamdaOrderBookClear, com.wombat.mamda.orderbook.MamdaOrderBookComplexDelta, com.wombat.mamda.orderbook.MamdaOrderBookDelta, com.wombat.mamda.orderbook.MamdaOrderBookGap, com.wombat.mamda.orderbook.MamdaOrderBookSimpleDelta

Public Functions

Detailed Description

class com::wombat::mamda::MamdaBasicEvent;

MamdaBasicEvent is a superclass interface that provides access to common event related fields. Events types include trades, quotes, order book updates, closing summaries, etc. See the individual subclasses for specific information about each event type.

Note: Different types of time stamps are available representing the time that the event (trade, quote, etc) actually occurred, the time the data source/exchange reported it, and the time the feed handler applied an action to the given data item (record, order book, etc.). Many feeds to not provide a distinction between the event time and the source time (they may be the same) and the granularity of time stamps also varies between data sources.

Public Functions Documentation

function getSrcTime

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.

Reimplemented by: com::wombat::mamda::MamdaAuctionListener::getSrcTime, com::wombat::mamda::MamdaConcreteBasicEvent::getSrcTime, com::wombat::mamda::MamdaOrderImbalanceListener::getSrcTime, com::wombat::mamda::MamdaQuoteListener::getSrcTime, com::wombat::mamda::MamdaSecurityStatusListener::getSrcTime, com::wombat::mamda::MamdaTradeListener::getSrcTime, com::wombat::mamda::options::MamdaOptionChainListener::getSrcTime, com::wombat::mamda::orderbook::MamdaBookAtomicListener::getSrcTime, com::wombat::mamda::orderbook::MamdaOrderbookConcreteComplexDelta::getSrcTime, com::wombat::mamda::orderbook::MamdaOrderBookConcreteSimpleDelta::getSrcTime, com::wombat::mamda::orderbook::MamdaOrderBookListener::getSrcTime

function getSrcTimeFieldState

short getSrcTimeFieldState()

Reimplemented by: com::wombat::mamda::MamdaAuctionListener::getSrcTimeFieldState, com::wombat::mamda::MamdaConcreteBasicEvent::getSrcTimeFieldState, com::wombat::mamda::MamdaOrderImbalanceListener::getSrcTimeFieldState, com::wombat::mamda::MamdaQuoteListener::getSrcTimeFieldState, com::wombat::mamda::MamdaSecurityStatusListener::getSrcTimeFieldState, com::wombat::mamda::MamdaTradeListener::getSrcTimeFieldState, com::wombat::mamda::options::MamdaOptionChainListener::getSrcTimeFieldState, com::wombat::mamda::orderbook::MamdaBookAtomicListener::getSrcTimeFieldState, com::wombat::mamda::orderbook::MamdaOrderbookConcreteComplexDelta::getSrcTimeFieldState, com::wombat::mamda::orderbook::MamdaOrderBookConcreteSimpleDelta::getSrcTimeFieldState, com::wombat::mamda::orderbook::MamdaOrderBookListener::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 getActivityTime

MamaDateTime getActivityTime()

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

Reimplemented by: com::wombat::mamda::MamdaAuctionListener::getActivityTime, com::wombat::mamda::MamdaConcreteBasicEvent::getActivityTime, com::wombat::mamda::MamdaOrderImbalanceListener::getActivityTime, com::wombat::mamda::MamdaOrderImbalanceUpdate::getActivityTime, com::wombat::mamda::MamdaQuoteListener::getActivityTime, com::wombat::mamda::MamdaSecurityStatusListener::getActivityTime, com::wombat::mamda::MamdaTradeListener::getActivityTime, com::wombat::mamda::options::MamdaOptionChainListener::getActivityTime, com::wombat::mamda::orderbook::MamdaBookAtomicListener::getActivityTime, com::wombat::mamda::orderbook::MamdaOrderbookConcreteComplexDelta::getActivityTime, com::wombat::mamda::orderbook::MamdaOrderBookConcreteSimpleDelta::getActivityTime, com::wombat::mamda::orderbook::MamdaOrderBookListener::getActivityTime

function getActivityTimeFieldState

short getActivityTimeFieldState()

Reimplemented by: com::wombat::mamda::MamdaAuctionListener::getActivityTimeFieldState, com::wombat::mamda::MamdaConcreteBasicEvent::getActivityTimeFieldState, com::wombat::mamda::MamdaOrderImbalanceListener::getActivityTimeFieldState, com::wombat::mamda::MamdaOrderImbalanceUpdate::getActivityTimeFieldState, com::wombat::mamda::MamdaQuoteListener::getActivityTimeFieldState, com::wombat::mamda::MamdaSecurityStatusListener::getActivityTimeFieldState, com::wombat::mamda::MamdaTradeListener::getActivityTimeFieldState, com::wombat::mamda::options::MamdaOptionChainListener::getActivityTimeFieldState, com::wombat::mamda::orderbook::MamdaBookAtomicListener::getActivityTimeFieldState, com::wombat::mamda::orderbook::MamdaOrderbookConcreteComplexDelta::getActivityTimeFieldState, com::wombat::mamda::orderbook::MamdaOrderBookConcreteSimpleDelta::getActivityTimeFieldState, com::wombat::mamda::orderbook::MamdaOrderBookListener::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 getEventSeqNum

long getEventSeqNum()

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

Reimplemented by: com::wombat::mamda::MamdaAuctionListener::getEventSeqNum, com::wombat::mamda::MamdaConcreteBasicEvent::getEventSeqNum, com::wombat::mamda::MamdaOrderImbalanceListener::getEventSeqNum, com::wombat::mamda::MamdaOrderImbalanceUpdate::getEventSeqNum, com::wombat::mamda::MamdaQuoteListener::getEventSeqNum, com::wombat::mamda::MamdaSecurityStatusListener::getEventSeqNum, com::wombat::mamda::MamdaTradeListener::getEventSeqNum, com::wombat::mamda::options::MamdaOptionChainListener::getEventSeqNum, com::wombat::mamda::orderbook::MamdaBookAtomicListener::getEventSeqNum, com::wombat::mamda::orderbook::MamdaOrderbookConcreteComplexDelta::getEventSeqNum, com::wombat::mamda::orderbook::MamdaOrderBookConcreteSimpleDelta::getEventSeqNum, com::wombat::mamda::orderbook::MamdaOrderBookListener::getEventSeqNum

function getEventSeqNumFieldState

short getEventSeqNumFieldState()

Reimplemented by: com::wombat::mamda::MamdaAuctionListener::getEventSeqNumFieldState, com::wombat::mamda::MamdaConcreteBasicEvent::getEventSeqNumFieldState, com::wombat::mamda::MamdaOrderImbalanceListener::getEventSeqNumFieldState, com::wombat::mamda::MamdaOrderImbalanceUpdate::getEventSeqNumFieldState, com::wombat::mamda::MamdaQuoteListener::getEventSeqNumFieldState, com::wombat::mamda::MamdaSecurityStatusListener::getEventSeqNumFieldState, com::wombat::mamda::MamdaTradeListener::getEventSeqNumFieldState, com::wombat::mamda::options::MamdaOptionChainListener::getEventSeqNumFieldState, com::wombat::mamda::orderbook::MamdaBookAtomicListener::getEventSeqNumFieldState, com::wombat::mamda::orderbook::MamdaOrderbookConcreteComplexDelta::getEventSeqNumFieldState, com::wombat::mamda::orderbook::MamdaOrderBookConcreteSimpleDelta::getEventSeqNumFieldState, com::wombat::mamda::orderbook::MamdaOrderBookListener::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 getEventTime

MamaDateTime getEventTime()

Return: Event time. Typically, when the event actually occurred. This is often the same as the “source time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Reimplemented by: com::wombat::mamda::MamdaAuctionListener::getEventTime, com::wombat::mamda::MamdaConcreteBasicEvent::getEventTime, com::wombat::mamda::MamdaOrderImbalanceListener::getEventTime, com::wombat::mamda::MamdaOrderImbalanceUpdate::getEventTime, com::wombat::mamda::MamdaQuoteListener::getEventTime, com::wombat::mamda::MamdaSecurityStatusListener::getEventTime, com::wombat::mamda::MamdaTradeListener::getEventTime, com::wombat::mamda::options::MamdaOptionChainListener::getEventTime, com::wombat::mamda::orderbook::MamdaBookAtomicListener::getEventTime, com::wombat::mamda::orderbook::MamdaOrderbookConcreteComplexDelta::getEventTime, com::wombat::mamda::orderbook::MamdaOrderBookConcreteSimpleDelta::getEventTime, com::wombat::mamda::orderbook::MamdaOrderBookListener::getEventTime

function getEventTimeFieldState

short getEventTimeFieldState()

Reimplemented by: com::wombat::mamda::MamdaAuctionListener::getEventTimeFieldState, com::wombat::mamda::MamdaConcreteBasicEvent::getEventTimeFieldState, com::wombat::mamda::MamdaOrderImbalanceListener::getEventTimeFieldState, com::wombat::mamda::MamdaOrderImbalanceUpdate::getEventTimeFieldState, com::wombat::mamda::MamdaQuoteListener::getEventTimeFieldState, com::wombat::mamda::MamdaSecurityStatusListener::getEventTimeFieldState, com::wombat::mamda::MamdaTradeListener::getEventTimeFieldState, com::wombat::mamda::options::MamdaOptionChainListener::getEventTimeFieldState, com::wombat::mamda::orderbook::MamdaBookAtomicListener::getEventTimeFieldState, com::wombat::mamda::orderbook::MamdaOrderbookConcreteComplexDelta::getEventTimeFieldState, com::wombat::mamda::orderbook::MamdaOrderBookConcreteSimpleDelta::getEventTimeFieldState, com::wombat::mamda::orderbook::MamdaOrderBookListener::getEventTimeFieldState

return event 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

Updated on 2023-03-31 at 15:30:32 +0100