Inherits from com.wombat.mamda.MamdaBasicEvent
Inherited by com.wombat.mamda.MamdaQuoteListener
Public Functions inherited from com.wombat.mamda.MamdaBasicEvent
| Name | |
|---|---|
| MamaDateTime | getSrcTime() |
| short | getSrcTimeFieldState() |
| MamaDateTime | getActivityTime() |
| short | getActivityTimeFieldState() |
| long | getEventSeqNum() |
| short | getEventSeqNumFieldState() |
| MamaDateTime | getEventTime() |
| short | getEventTimeFieldState() |
class com::wombat::mamda::MamdaQuoteUpdate;
MamdaQuoteUpdate is an interface that provides access to fields related to quote updates.
MamaPrice getBidPrice()
Return: Bid price. The highest price that the representative party/group is willing to pay to buy the security. For most feeds, this size is represented in round lots.
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidPrice
short getBidPriceFieldState()
Return: the bid price Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidPriceFieldState
double getBidSize()
Return: Total share size available for the current bid price. For most feeds, this size is represented in round lots.
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidSize
short getBidSizeFieldState()
Return: the bid size Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidSizeFieldState
String getBidPartId()
Return: The identifier of the market participant (e.g. exchange or market maker) contributing the bid price field.
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidPartId
short getBidPartIdFieldState()
Return: the bid part ID Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidPartIdFieldState
MamaPrice getAskPrice()
Return: Ask price. The lowest price that the representative party/group is willing to take to sell the security. For most feeds, this size is represented in round lots.
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskPrice
short getAskPriceFieldState()
Return: the ask price Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskPriceFieldState
double getAskSize()
Return: Total share size available for the current ask price. For most feeds, this size is represented in round lots.
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskSize
short getAskSizeFieldState()
Return: the ask size Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskSizeFieldState
String getAskPartId()
Return: The identifier of the market participant (e.g. exchange or market maker) contributing the ask price field.
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskPartId
short getAskPartIdFieldState()
Return: the ask part ID Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskPartIdFieldState
String 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.
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getQuoteQual
| Value | Meaning |
|---|---|
| Normal | Regular quote; no special condition |
| DepthAsk | Depth on ask side |
| DepthBid | Depth on bid side |
| SlowQuoteOnAskSide | This indicates that a market participants Ask is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements. |
| SlowQuoteOnBidSide | This indicates that a market participants Bid is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements. |
| Fast | Fast trading |
| NonFirm | Non-firm quote |
| Rotation | OPRA only. Quote relates to a trading rotation (Where a participant rotates through various clients that they are trading for) |
| Auto | Automatic trade |
| Inactive | |
| SpecBid | Specialist bid |
| SpecAsk | Specialist ask |
| OneSided | One sided. No orders, or only market orders, exist on one side of the book. |
| PassiveMarketMaker | Market Maker is both underwriter and buyer of security. |
| LockedMarket | Locked market - Bid is equal to Ask for OTCBB issues |
| Crossed | Crossed market - Bid is greater than Ask for OTCBB |
| Synd | Syndicate bid |
| PreSynd | Pre-syndicate bid |
| Penalty | Penalty bid |
| UnsolBid | Unsolicited bid |
| UnsolAsk | Unsolicited ask |
| UnsolQuote | Unsolicited quote |
| Empty | Empty quote (no quote) |
| XpressBid | NYSE LiquidityQuote Xpress bid indicator |
| XpressAsk | NYSE LiquidityQuote Xpress ask indicator |
| BestOrder | |
| WillSell | |
| WillBuy | |
| AnyOrder | |
| MktOnly | Market orders only. |
| ManualAsk | This indicates that a market participants Ask is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements. |
| ManualBid | This indicates that a market participants Bid is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements. |
| AutomaticAsk | This indicates that the marlet participant’s Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid) |
| AutomaticBid | This indicates that the marlet participant’s Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid) |
| Closing | Closing quote. |
| Unknown | Quote condition unknown. |
short getQuoteQualFieldState()
Return: the quote qual Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getQuoteQualFieldState
String getQuoteQualNative()
See: getQuoteQual()
Return: The exchange specific quote qualifier.
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getQuoteQualNative
The exchange specific non normalized quote qualifier.
short getQuoteQualNativeFieldState()
Return: the quote qual native Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getQuoteQualNativeFieldState
char getShortSaleBidTick()
Return: The tick bid indicator.
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getShortSaleBidTick
NASDAQ Bid Tick Indicator for Short Sale Rule Compliance. National Bid Tick Indicator based on changes to the bid price of the National Best Bid or Offer (National BBO).
| Value | Meaning |
|---|---|
| U | Up Tick. The current Best Bid Price price is higher than the previous Best Bid Price for the given NNM security. |
| D | Down Tick. The current Best Bid Price price is lower than the previous Best Bid Price for the given NNM security. |
| N | No Tick. The NASD Short Sale Rule does not apply to issue (i.e. NASDAQ SmallCap listed security). |
| Z | Unset - default value within the API |
short getShortSaleBidTickFieldState()
Return: the short sale bid tick Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getShortSaleBidTickFieldState
char getShortSaleCircuitBreaker()
Return: ShortSaleCircuitBreaker
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getShortSaleCircuitBreaker
get the ShortSaleCircuitBreaker
short getShortSaleCircuitBreakerFieldState()
Return: the reason Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getShortSaleCircuitBreakerFieldState
MamaDateTime getAskTime()
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskTime
short getAskTimeFieldState()
Return: the ask time Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskTimeFieldState
MamaDateTime getBidTime()
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidTime
short getBidTimeFieldState()
Return: the bid time Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidTimeFieldState
String getAskIndicator()
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskIndicator
short getAskIndicatorFieldState()
Return: the ask indicator Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskIndicatorFieldState
String getBidIndicator()
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidIndicator
short getBidIndicatorFieldState()
Return: the bid indicator Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidIndicatorFieldState
long getAskUpdateCount()
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskUpdateCount
short getAskUpdateCountFieldState()
Return: the ask update count Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskUpdateCountFieldState
long getBidUpdateCount()
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidUpdateCount
short getBidUpdateCountFieldState()
Return: the bid update count Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidUpdateCountFieldState
double getAskYield()
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskYield
short getAskYieldFieldState()
Return: the ask yield Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskYieldFieldState
double getBidYield()
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidYield
short getBidYieldFieldState()
Return: the bid yield Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidYieldFieldState
double getAskDepth()
Return: the quote Ask depth
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskDepth
double getBidDepth()
Return: the quote bid depth
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidDepth
short getAskDepthFieldState()
Return: the ask depth Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskDepthFieldState
short getBidDepthFieldState()
Return: the bid depth Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidDepthFieldState
String getBidSizesList()
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidSizesList
short getBidSizesListFieldState()
Return: the bid sizes list Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getBidSizesListFieldState
String getAskSizesList()
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskSizesList
short getAskSizesListFieldState()
Return: the ask sizes list Field State
Reimplemented by: com::wombat::mamda::MamdaQuoteListener::getAskSizesListFieldState
Updated on 2023-03-31 at 15:30:34 +0100