public interface MamdaTradeReport extends MamdaBasicEvent
Modifier and Type | Method and Description |
---|---|
boolean |
getIsIrregular()
Return whether this is an irregular trade.
|
short |
getIsIrregularFieldState()
Return the isIrreglar field state.
|
char |
getShortSaleCircuitBreaker()
get the ShortSaleCircuitBreaker
|
short |
getShortSaleCircuitBreakerFieldState() |
java.lang.String |
getSide() |
short |
getSideFieldState() |
java.lang.String |
getTradeCondition()
Return the exchange provided trade condition.
|
short |
getTradeConditionFieldState()
Return the trade condition field state.
|
java.lang.String |
getTradeId()
Return the trade id.
|
short |
getTradeIdFieldState()
Return the trade ID field state.
|
java.lang.String |
getTradePartId()
Return the participant identifier.
|
short |
getTradePartIdFieldState()
Return the trade part ID field state.
|
com.wombat.mama.MamaPrice |
getTradePrice()
Return the trade price.
|
short |
getTradePriceFieldState()
Return the trade price field state.
|
java.lang.String |
getTradeQual()
Return the normalized trade qualifier.
|
short |
getTradeQualFieldState()
Return the trade qualifier field state.
|
java.lang.String |
getTradeQualNativeStr()
The native, non normalized, trade qualifier.
|
short |
getTradeQualNativeStrFieldState()
Return the trade qualifier native field state.
|
long |
getTradeSellersSaleDays()
Return the seller trade days.
|
short |
getTradeSellersSaleDaysFieldState()
Return the trade sellers sale days field state.
|
char |
getTradeStopStock()
Return the stopped stock indicator.
|
short |
getTradeStopStockFieldState()
Return the trade stop stock field state.
|
double |
getTradeVolume()
Return the trade volume.
|
short |
getTradeVolumeFieldState()
Return the trade volume field state.
|
getActivityTime, getActivityTimeFieldState, getEventSeqNum, getEventSeqNumFieldState, getEventTime, getEventTimeFieldState, getSrcTime, getSrcTimeFieldState
com.wombat.mama.MamaPrice getTradePrice()
short getTradePriceFieldState()
double getTradeVolume()
short getTradeVolumeFieldState()
java.lang.String getTradePartId()
short getTradePartIdFieldState()
java.lang.String getSide()
MamdaTradeRecap.getSide();
short getSideFieldState()
MamdaTradeRecap.getSideFieldState();
java.lang.String getTradeId()
short getTradeIdFieldState()
java.lang.String getTradeQual()
Value | Meaning |
Normal | Regular trade. A trade made without stated conditions is deemed regular way for settlement on the third * business day following the transaction * date. |
Acquisition | A transaction made on the Exchange as a result of an Exchange acquisition. |
Bunched | A trade representing an aggregate of two or more regular trades in a security occurring at the same price either simultaneously or within the same 60 second period, with no individual trade exceeding 10,000 shares. |
Cash | A transaction which calls for the delivery of securities and payment on the same day the trade takes place. |
Distribution | Sale of a large block of stock in such a manner that the price is not adversely affected. |
BunchedSold | A bunched trade which is reported late |
Rule155 | To qualify as a 155 print, a specialist arranges for the sale of the block at one "clean-up" price or at the different price limits on his book. If the block is sold at a "clean-up" price, the specialist should execute at the same price all the executable buy orders on his book. The sale qualifier is only applicable for AMEX trades. |
SoldLast | Sold Last is used when a trade prints in sequence but is reported late or printed in conformance to the One or Two Point Rule. |
NextDay | A transaction which calls for delivery of securities on the first business day after the trade date. |
Opened | Indicates an opening transaction that is printed out of sequence or reported late or printed in conformance to the One or Two Point Rule. |
PriorRef | An executed trade that relates to an obligation to trade at an earlier point in the trading day or that refer to a prior reference price. This may be the result of an order that was lost or misplaced or a SelectNet order that was not executed on a timely basis. |
Seller | A Seller's option transaction is a special transaction which gives the seller the right to deliver the stock at any time within a specific period, ranging from not less than four calendar days to no more than 60 calendar days. |
SplitTrade | An execution in two markets when the specialist or Market Maker in the market first receiving the order agrees to execute a portion of it at whatever price is realized in another market to which the balance of the order is forwarded for execution. |
FormT | See PrePostMkt. Currently, all feed handlers that post Form-T trades - except CTA - send this qualifier for Form-T trades. In the next major release, all fields will use PrePostMkt and FormT will be obsolete. |
PrePostMkt | A trade reported before or after the normal trade reporting day. This is also known as a Form-T trade. The volume of Form-T trades will be included in the calculation of total volume. The price information in Form-T trades will not be used to update high, low and last sale data for individual securities or Indices since they occur outside of normal trade reporting hours. Currently, all feed handlers that post Form-T trades - except CTA - send the "FormT" qualifier for Fot-T trades. In the next major release, all feed handlers will use PrePostMkt and FormT will be obsolete. |
AvPrice | A trade where the price reported is based upon an average of the prices for transactions in a security during all or any portion of the trading day. |
Sold | Sold is used when a trade is printed (reported) out of sequence and at a time different from the actual transaction time. |
Adjusted | |
Auto | A sale condition code that identifies a NYSE trade that has been automatically executed without the potential benefit of price improvement. |
Basket | |
CashOnly | |
NextDayOnly | |
SpecTerms | |
Stopped | |
CATS | |
VCT | |
Rule127 | |
BurstBasket | A burst basket execution signifies a trade wherein the equity Specialists, acting in the aggregate as a market maker, purchase or sell the component stocks required for execution of a specific basket trade. |
OpenDetail | Opening trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published. |
Detail | Trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published. |
Reserved | |
BasketCross | |
BasketIndexOnClose | A basket index on close transaction signifies a trade involving paired basket orders,the execution of which is based on the closing value of the index. These trades are reported after the close when the index closing value is determined. |
IntermarketSweep | Indicates to CTS data recipients that the execution price reflects the order instruction not to send the order to another market that may have a superior price. |
YellowFlag | Regular trades reported during specific events as out of the ordinary. |
MarketCenterOpen | |
MarketCenterClose | |
Unknown |
short getTradeQualFieldState()
java.lang.String getTradeQualNativeStr()
getTradeQual()
short getTradeQualNativeStrFieldState()
java.lang.String getTradeCondition()
getTradeQual()
short getTradeConditionFieldState()
long getTradeSellersSaleDays()
short getTradeSellersSaleDaysFieldState()
char getTradeStopStock()
short getTradeStopStockFieldState()
boolean getIsIrregular()
short getIsIrregularFieldState()
char getShortSaleCircuitBreaker()
short getShortSaleCircuitBreakerFieldState()
Copyright 2007 Wombat Financial Software, Inc.