com::wombat::mamda::MamdaTradeRecap

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Inherits from com.wombat.mamda.MamdaBasicRecap

Inherited by com.wombat.mamda.MamdaTradeListener

Public Functions

Additional inherited members

Public Functions inherited from com.wombat.mamda.MamdaBasicRecap

Detailed Description

class com::wombat::mamda::MamdaTradeRecap;

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

Public Functions Documentation

function getLastPrice

MamaPrice getLastPrice()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLastPrice

Monetary value of an individual share of the security at the time of the trade.

function getLastPriceFieldState

short getLastPriceFieldState()

Return: the last price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLastPriceFieldState

function getLastVolume

double getLastVolume()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLastVolume

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

function getLastVolumeFieldState

short getLastVolumeFieldState()

Return: the last volume Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLastVolumeFieldState

function getLastPartId

String getLastPartId()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLastPartId

Trade participant ID. This is typically an exchange ID, sometimes a market maker ID.

function getLastPartIdFieldState

short getLastPartIdFieldState()

Return: the last part ID Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLastPartIdFieldState

function getLastDate

MamaDateTime getLastDate()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLastDate

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

function getLastDateFieldState

short getLastDateFieldState()

Return: the last date Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLastDateFieldState

function getShortSaleCircuitBreaker

char getShortSaleCircuitBreaker()

See: MamdaTradeReport::getShortSaleCircuitBreaker()

Return: ShortSaleCircuitBreaker

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getShortSaleCircuitBreaker

getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker

function getShortSaleCircuitBreakerFieldState

short getShortSaleCircuitBreakerFieldState()

Return: Returns the FieldState, always MODIFIED.

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getShortSaleCircuitBreakerFieldState

function getLastTime

MamaDateTime getLastTime()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::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.

function getLastTimeFieldState

short getLastTimeFieldState()

Return: the last time Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLastTimeFieldState

function getIrregPrice

MamaPrice getIrregPrice()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getIrregPrice

Monetary value of an individual share of the security at the time of the last irregular trade.

function getIrregPriceFieldState

short getIrregPriceFieldState()

Return: the irreg price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getIrregPriceFieldState

function getIrregVolume

double getIrregVolume()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getIrregVolume

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

function getIrregVolumeFieldState

short getIrregVolumeFieldState()

Return: the irreg volume Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getIrregVolumeFieldState

function getIrregPartId

String getIrregPartId()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getIrregPartId

Trade participant ID for the last irregular trade. This is typically an exchange ID, sometimes a market maker ID.

function getIrregPartIdFieldState

short getIrregPartIdFieldState()

Return: the irreg part ID Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getIrregPartIdFieldState

function getIrregTime

MamaDateTime getIrregTime()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::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.

function getIrregTimeFieldState

short getIrregTimeFieldState()

Return: the irreg time Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getIrregTimeFieldState

function getTradeCount

long getTradeCount()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTradeCount

The number of trades today.

function getTradeCountFieldState

short getTradeCountFieldState()

Return: the trade count Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTradeCountFieldState

function getAccVolume

double getAccVolume()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getAccVolume

Total volume of shares traded in a security at the time it is disseminated.

function getAccVolumeFieldState

short getAccVolumeFieldState()

Return: the accumulated volume Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getAccVolumeFieldState

function getOffExAccVolume

double getOffExAccVolume()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOffExAccVolume

Total volume of shares traded off exchange in a security at the time it is disseminated.

function getOffExAccVolumeFieldState

short getOffExAccVolumeFieldState()

Return: the off exchange accumulated volume Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOffExAccVolumeFieldState

function getOnExAccVolume

double getOnExAccVolume()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOnExAccVolume

Total volume of shares traded on exchange in a security at the time it is disseminated.

function getOnExAccVolumeFieldState

short getOnExAccVolumeFieldState()

Return: the on exchange accumulated volume Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOnExAccVolumeFieldState

function getNetChange

MamaPrice getNetChange()

Return: Change in price compared with the previous closing price (i.e. previous closing price - trade price).

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getNetChange

Get the change in price compared with the previous closing price.

function getNetChangeFieldState

short getNetChangeFieldState()

Return: the net change Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getNetChangeFieldState

function getPctChange

double getPctChange()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getPctChange

Change in price as a percentage.

function getPctChangeFieldState

short getPctChangeFieldState()

Return: the percentage change Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getPctChangeFieldState

function getTradeDirection

String getTradeDirection()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTradeDirection

Trade tick direction.

• 0 : No direction is currently known/available.
• • : 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

short getTradeDirectionFieldState()

Return: the trade direction Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTradeDirectionFieldState

function getSide

String getSide()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getSide

Returns the Aggressor Side or TradeSide TradeSide

• 0 : No TradeSide is currently known/available.
• 1 or B : Buy
• 2 or S : Sell

AggressorSide

• 0 : No AggressorSide is currently known/available.
• 1 or B : Buy
• 2 or S : Sell

function getSideFieldState

short getSideFieldState()

Return: the aggressor side or trade side Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getSideFieldState

function getOpenPrice

MamaPrice getOpenPrice()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOpenPrice

The price of the first qualifying trade in the security during the current trading day.

function getOpenPriceFieldState

short getOpenPriceFieldState()

Return: the open price Field Stated

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOpenPriceFieldState

function getHighPrice

MamaPrice getHighPrice()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getHighPrice

Highest price paid for security during the trading day.

function getHighPriceFieldState

short getHighPriceFieldState()

Return: the high price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getHighPriceFieldState

function getLowPrice

MamaPrice getLowPrice()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLowPrice

Lowest price paid for security during the trading day.

function getLowPriceFieldState

short getLowPriceFieldState()

Return: the low price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLowPriceFieldState

function getClosePrice

MamaPrice getClosePrice()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getClosePrice

Today’s closing price. The closing price field is populated when official closing prices are sent by the feed after the session close.

function getClosePriceFieldState

short getClosePriceFieldState()

Return: the close price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getClosePriceFieldState

function getPrevClosePrice

MamaPrice getPrevClosePrice()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::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.

function getPrevClosePriceFieldState

short getPrevClosePriceFieldState()

Return: the prev close price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getPrevClosePriceFieldState

function getPrevCloseDate

MamaDateTime getPrevCloseDate()

See: getPrevClosePrice()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getPrevCloseDate

Date corresponding to PrevClosePrice.

function getPrevCloseDateFieldState

short getPrevCloseDateFieldState()

Return: the prev close date Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getPrevCloseDateFieldState

function getAdjPrevClose

MamaPrice getAdjPrevClose()

See: getPrevClosePrice()

Return: The adjusted previous closing price.

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getAdjPrevClose

The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date.

function getAdjPrevCloseFieldState

short getAdjPrevCloseFieldState()

Return: the adjusted prev close Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getAdjPrevCloseFieldState

function getBlockCount

long getBlockCount()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getBlockCount

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

function getBlockCountFieldState

short getBlockCountFieldState()

Return: the block count Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getBlockCountFieldState

function getBlockVolume

double getBlockVolume()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getBlockVolume

Total volume of block trades today.

function getBlockVolumeFieldState

short getBlockVolumeFieldState()

Return: the block volume Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getBlockVolumeFieldState

function getVwap

double getVwap()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getVwap

Volume-weighted average price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.

function getVwapFieldState

short getVwapFieldState()

Return: the Volume-weighted average price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getVwapFieldState

function getOffExVwap

double getOffExVwap()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOffExVwap

Volume-weighted average off exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.

function getOffExVwapFieldState

short getOffExVwapFieldState()

Return: the Volume-weighted average off exchange price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOffExVwapFieldState

function getOnExVwap

double getOnExVwap()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOnExVwap

Volume-weighted average on exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.

function getOnExVwapFieldState

short getOnExVwapFieldState()

Return: the Volume-weighted average on exchange price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOnExVwapFieldState

function getTotalValue

double getTotalValue()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTotalValue

Total value of all shares traded in a security at the time it is disseminated. Calculated by summing the result of multiplying the trade price by trade volume for each qualifying trade.

function getTotalValueFieldState

short getTotalValueFieldState()

Return: the total value Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTotalValueFieldState

function getOffExTotalValue

double getOffExTotalValue()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOffExTotalValue

Total value of all shares traded off exchange in a security at the time it is disseminated. Calculated by summing the result of multiplying the trade price by trade volume for each qualifying trade.

function getOffExTotalValueFieldState

short getOffExTotalValueFieldState()

Return: the off exchange total value Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOffExTotalValueFieldState

function getOnExTotalValue

double getOnExTotalValue()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOnExTotalValue

Total value of all shares traded on exchange in a security at the time it is disseminated. Calculated by summing the result of multiplying the trade price by trade volume for each qualifying trade.

function getOnExTotalValueFieldState

short getOnExTotalValueFieldState()

Return: the on exchange total value Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOnExTotalValueFieldState

function getStdDev

double getStdDev()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getStdDev

Standard deviation of last trade price of a security at the time it is disseminated.

function getStdDevFieldState

short getStdDevFieldState()

Return: the stddev Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getStdDevFieldState

function getStdDevSum

double getStdDevSum()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getStdDevSum

function getStdDevSumFieldState

short getStdDevSumFieldState()

Return: the stddev sum Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getStdDevSumFieldState

function getStdDevSumSquares

double getStdDevSumSquares()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getStdDevSumSquares

function getStdDevSumSquaresFieldState

short getStdDevSumSquaresFieldState()

Return: the stddev sum squares Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getStdDevSumSquaresFieldState

function getOrderId

long getOrderId()

Return: The trade message unique order id number (if available).

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOrderId

Get the order id, if available.

function getOrderIdFieldState

short getOrderIdFieldState()

Return: the order id Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOrderIdFieldState

function getTradeExecVenue

String getTradeExecVenue()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTradeExecVenue

Trade execution venue.

• Unknown
• OnExchange
• OnExchangeOffBook
• OffExchange

function getTradeExecVenueFieldState

short getTradeExecVenueFieldState()

Return: the trade execution venue Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTradeExecVenueFieldState

function getOffExchangeTradePrice

MamaPrice getOffExchangeTradePrice()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOffExchangeTradePrice

Monetary value of an individual off exchange share of the security at the time of the trade.

function getOffExchangeTradePriceFieldState

short getOffExchangeTradePriceFieldState()

Return: the off exchange trade price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOffExchangeTradePriceFieldState

function getOnExchangeTradePrice

MamaPrice getOnExchangeTradePrice()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOnExchangeTradePrice

Monetary value of an individual on exchange share of the security at the time of the trade.

function getOnExchangeTradePriceFieldState

short getOnExchangeTradePriceFieldState()

Return: the on exchange trade price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getOnExchangeTradePriceFieldState

function getTradeUnits

String getTradeUnits()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTradeUnits

Reuters trade units.

function getTradeUnitsFieldState

short getTradeUnitsFieldState()

Return: the trade units Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTradeUnitsFieldState

function getEventSeqNum

long getEventSeqNum()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getEventSeqNum

Sequence number of trade.

function getEventSeqNumFieldState

short getEventSeqNumFieldState()

Return: the event seq num Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getEventSeqNumFieldState

function getLastSeqNum

long getLastSeqNum()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLastSeqNum

Sequence number of last trade.

function getLastSeqNumFieldState

short getLastSeqNumFieldState()

Return: the last seq num Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLastSeqNumFieldState

function getHighSeqNum

long getHighSeqNum()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getHighSeqNum

Sequence number of trade.

function getHighSeqNumFieldState

short getHighSeqNumFieldState()

Return: the high seq num Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getHighSeqNumFieldState

function getLowSeqNum

long getLowSeqNum()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLowSeqNum

Sequence number of trade.

function getLowSeqNumFieldState

short getLowSeqNumFieldState()

Return: the low seq num Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getLowSeqNumFieldState

function getTotalVolumeSeqNum

long getTotalVolumeSeqNum()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTotalVolumeSeqNum

Sequence number of trade.

function getTotalVolumeSeqNumFieldState

short getTotalVolumeSeqNumFieldState()

Return: the total volume seq num Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getTotalVolumeSeqNumFieldState

function getCurrencyCode

String getCurrencyCode()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getCurrencyCode

Sequence number of trade.

function getCurrencyCodeFieldState

short getCurrencyCodeFieldState()

Return: the currency code Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getCurrencyCodeFieldState

function getSettlePrice

MamaPrice getSettlePrice()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getSettlePrice

Settle of trade.

function getSettlePriceFieldState

short getSettlePriceFieldState()

Return: the settle price Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getSettlePriceFieldState

function getSettleDate

MamaDateTime getSettleDate()

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getSettleDate

Settle date of trade.

function getSettleDateFieldState

short getSettleDateFieldState()

Return: the settle date Field State

Reimplemented by: com::wombat::mamda::MamdaTradeListener::getSettleDateFieldState

Updated on 2023-03-31 at 15:30:36 +0100