MamdaTradeListener is a class that specializes in handling trade updates. More...
#include <MamdaTradeListener.h>
Public Member Functions | |
MamdaTradeListener () | |
virtual | ~MamdaTradeListener () |
void | addHandler (MamdaTradeHandler *handler) |
void | processPosDupAndOutOfSeqAsTransient (bool tf) |
void | resolvePossiblyDuplicate (bool tf) |
void | usePosDupAndOutOfSeqHandlers (bool tf) |
void | setCheckUpdatesForTrades (bool check) |
const char * | getSide () const |
const char * | getSymbol () const |
Get the instruments string symbol. More... | |
const char * | getPartId () const |
Get the participant identifier. More... | |
const MamaDateTime & | getSrcTime () const |
Get the source time. More... | |
const MamaDateTime & | getActivityTime () const |
Get the activity time. More... | |
const MamaDateTime & | getLineTime () const |
Get the line time. More... | |
const MamaDateTime & | getSendTime () const |
Get the send time. More... | |
const MamaMsgQual & | getMsgQual () const |
Get the message qualifier. More... | |
const char * | getPubId () const |
mama_seqnum_t | getEventSeqNum () const |
Sequence number of trade. More... | |
const MamaDateTime & | getEventTime () const |
Get the event time. More... | |
const MamaPrice & | getLastPrice () const |
Monetary value of an individual share of the security at the time of the trade. More... | |
mama_quantity_t | getLastVolume () const |
Number of shares traded in a single transaction for an individual security. More... | |
const char * | getLastPartId () const |
Trade participant ID. More... | |
const MamaDateTime & | getLastTime () const |
Time corresponding to the last trade, as reported by the feed. More... | |
const MamaPrice & | getIrregPrice () const |
Monetary value of an individual share of the security at the time of the last irregular trade. More... | |
mama_quantity_t | getIrregVolume () const |
Number of shares traded in a single transaction for an individual security. More... | |
const char * | getIrregPartId () const |
Irregular trade participant ID. More... | |
const MamaDateTime & | getIrregTime () const |
Time corresponding to the last irregular trade, as reported by the feed. More... | |
const MamaDateTime & | getTradeDate () const |
Time corresponding to the last trade, as reported by the feed. More... | |
mama_u32_t | getTradeCount () const |
The number of trades today. More... | |
mama_quantity_t | getAccVolume () const |
Total volume of shares traded in a security at the time it is disseminated. More... | |
mama_quantity_t | getOffExAccVolume () const |
Total volume of off-exchange shares traded in a security at the time it is disseminated. More... | |
mama_quantity_t | getOnExAccVolume () const |
Total volume of on-exchange shares traded in a security at the time it is disseminated. More... | |
const MamaPrice & | getNetChange () const |
Change in price compared with the previous closing price (i.e. More... | |
double | getPctChange () const |
Percentage change in price compared with the previous closing price (i.e. More... | |
MamdaTradeDirection | getTradeDirection () const |
Trade tick direction. More... | |
const MamaPrice & | getOpenPrice () const |
The price of the first qualifying trade in the security during the current trading day. More... | |
const MamaPrice & | getHighPrice () const |
Highest price paid for security during the trading day. More... | |
const MamaPrice & | getLowPrice () const |
Lowest price paid for security during the trading day. More... | |
const MamaPrice & | getClosePrice () const |
Return the Close price Today's closing price. More... | |
const MamaPrice & | getPrevClosePrice () const |
The last qualifying trade price on the previous trading day. More... | |
const MamaPrice & | getAdjPrevClosePrice () const |
The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date. More... | |
const MamaDateTime & | getPrevCloseDate () const |
Date corresponding to wPrevClosePrice. More... | |
mama_u32_t | getBlockCount () const |
The number of block trades (at least 10,000 shares) today. More... | |
mama_quantity_t | getBlockVolume () const |
Total volume of block trades today. More... | |
double | getVwap () const |
Volume-weighted average price of a security at the time it is disseminated. More... | |
double | getOffExVwap () const |
Volume-weighted average price of an off-exchange security at the time it is disseminated. More... | |
double | getOnExVwap () const |
Volume-weighted average price of an on-exchange security at the time it is disseminated. More... | |
double | getTotalValue () const |
Total value of all shares traded in a security at the time it is disseminated. More... | |
double | getOffExTotalValue () const |
Total value of all off-exchange shares traded in a security at the time it is disseminated. More... | |
double | getOnExTotalValue () const |
Total value of all on-exchange shares traded in a security at the time it is disseminated. More... | |
double | getStdDev () const |
Standard deviation of last trade price of a security at the time it is disseminated. More... | |
double | getStdDevSum () const |
Sum of the standard deviations. More... | |
double | getStdDevSumSquares () const |
Square of the sum of the standard deviations. More... | |
const char * | getTradeUnits () const |
Reuters trade units. More... | |
mama_seqnum_t | getLastSeqNum () const |
Sequence number of the last trade. More... | |
mama_seqnum_t | getHighSeqNum () const |
Sequence number of incoming message which gives high value. More... | |
mama_seqnum_t | getLowSeqNum () const |
Sequence number of incoming message which gives low value. More... | |
mama_seqnum_t | getTotalVolumeSeqNum () const |
const char * | getCurrencyCode () const |
Currency of the trade (eg US$) More... | |
const MamaPrice & | getSettlePrice () const |
Settle price of trade. More... | |
const MamaDateTime & | getSettleDate () const |
Settle date of trade. More... | |
MamdaTradeExecVenue | getTradeExecVenue () const |
Trade execution venue. More... | |
const MamaPrice & | getOffExchangeTradePrice () const |
Monetary value of an individual share of the security off exchange at the time of the trade. More... | |
const MamaPrice & | getOnExchangeTradePrice () const |
Monetary value of an individual share of the security on exchange at the time of the trade. More... | |
const MamaPrice & | getTradePrice () const |
Get the trade price. More... | |
mama_quantity_t | getTradeVolume () const |
Get the trade volume. More... | |
const char * | getTradePartId () const |
Get the participant identifier for the trade. More... | |
const char * | getTradeQual () const |
Get the wombat normalized trade qualifier. More... | |
const char * | getTradeQualNative () const |
Get the Trade condition ("sale condition"). More... | |
mama_u32_t | getTradeSellersSaleDays () const |
Get the seller's sale days. More... | |
char | getTradeStopStock () const |
Get the Stopped stock indicator. More... | |
bool | getIsIrregular () const |
Get whether the trade is irregular. More... | |
mama_u64_t | getOrderId () const |
Get the trade's order id, if available. More... | |
const char * | getUniqueId () const |
Get the unique ID. More... | |
const char * | getTradeId () const |
Get the trade id. More... | |
const char * | getCorrTradeId () const |
Get the corrected trade Id. More... | |
const char * | getTradeAction () const |
Get the trade action. More... | |
mama_seqnum_t | getBeginGapSeqNum () const |
The starting sequence number of detected missing trades based on the trade count. More... | |
mama_seqnum_t | getEndGapSeqNum () const |
The end sequence number of detected missing trades based on the trade count. More... | |
bool | getIsCancel () const |
Return whether this event is a trade cancel. More... | |
mama_seqnum_t | getOrigSeqNum () const |
Original feed-generated sequence for a correction/cancel/error. More... | |
const MamaPrice & | getOrigPrice () const |
Original trade price in a correction/cancel/error. More... | |
mama_quantity_t | getOrigVolume () const |
Original trade size in a correction/cancel/error. More... | |
const char * | getOrigPartId () const |
Original trade participant identifier in a correction/cancel/error. More... | |
const char * | getOrigQual () const |
A normalized set of qualifiers for the original trade for the security in a correction/cancel/error. More... | |
const char * | getOrigQualNative () const |
Feed-specific trade qualifier code(s) for original trade. More... | |
mama_u32_t | getOrigSellersSaleDays () const |
Seller's sale days for original trade. More... | |
char | getOrigStopStock () const |
Stopped stock indicator for original trade. More... | |
const char * | getOrigTradeId () const |
Get the original trade id. More... | |
bool | getGenericFlag () const |
char | getShortSaleCircuitBreaker () const |
get the ShortSaleCircuitBreaker More... | |
char | getOrigShortSaleCircuitBreaker () const |
get the OrigShortSaleCircuitBreaker More... | |
char | getCorrShortSaleCircuitBreaker () const |
get the CorrShortSaleCircuitBreaker More... | |
const MamaPrice & | getCorrPrice () const |
Get the corrected trade price. More... | |
mama_quantity_t | getCorrVolume () const |
Get the corrected trade volume. More... | |
const char * | getCorrPartId () const |
Get the corrected trade participant identifier. More... | |
const char * | getCorrQual () const |
Get corrected trade qualifier. More... | |
const char * | getCorrQualNative () const |
Get corrected trade condition. More... | |
mama_u32_t | getCorrSellersSaleDays () const |
Get the corrected trade sellers days. More... | |
char | getCorrStopStock () const |
Get the original stock stop indicator. More... | |
bool | getIsIndicative () const |
Return whether this closing price is indicative or official. More... | |
MamdaFieldState | getSymbolFieldState () const |
Get the string symbol field state. More... | |
MamdaFieldState | getPartIdFieldState () const |
Get the participant identifier field state. More... | |
MamdaFieldState | getSrcTimeFieldState () const |
Get the source time field state. More... | |
MamdaFieldState | getActivityTimeFieldState () const |
Get the activity time field state. More... | |
MamdaFieldState | getLineTimeFieldState () const |
Get the line time of the update. More... | |
MamdaFieldState | getSendTimeFieldState () const |
Get the send time field state. More... | |
MamdaFieldState | getMsgQualFieldState () const |
Get the message qualifier field state. More... | |
MamdaFieldState | getPubIdFieldState () const |
MamdaFieldState | getEventSeqNumFieldState () const |
The event SeqNum Field State. More... | |
MamdaFieldState | getEventTimeFieldState () const |
Get the event time field state. More... | |
MamdaFieldState | getLastPriceFieldState () const |
The last trade price Field State. More... | |
MamdaFieldState | getLastVolumeFieldState () const |
The last volume Field State. More... | |
MamdaFieldState | getLastPartIdFieldState () const |
The last part Id Field State. More... | |
MamdaFieldState | getLastTimeFieldState () const |
The last time Field State. More... | |
MamdaFieldState | getIrregPriceFieldState () const |
The irreg price Field State. More... | |
MamdaFieldState | getIrregVolumeFieldState () const |
The irreg volume Field State. More... | |
MamdaFieldState | getIrregPartIdFieldState () const |
The irreg part Id Field State. More... | |
MamdaFieldState | getIrregTimeFieldState () const |
The irregular time Field State. More... | |
MamdaFieldState | getTradeDateFieldState () const |
The trade date Field State. More... | |
MamdaFieldState | getSideFieldState () const |
The TradeSide or AggressorSide Field State. More... | |
MamdaFieldState | getTradeCounFieldState () const |
MamdaFieldState | getAccVolumeFieldState () const |
The accumulated volume Field State. More... | |
MamdaFieldState | getOffExAccVolumeFieldState () const |
The off exchange accumulated volume Field State. More... | |
MamdaFieldState | getOnExAccVolumeFieldState () const |
The on exchange accumulated volume Field State. More... | |
MamdaFieldState | getNetChangeFieldState () const |
The net change Field State. More... | |
MamdaFieldState | getPctChangeFieldState () const |
The percentage change Field State. More... | |
MamdaFieldState | getTradeDirectionFieldState () const |
The trade direction Field State. More... | |
MamdaFieldState | getOpenPriceFieldState () const |
The open price Field State. More... | |
MamdaFieldState | getHighPriceFieldState () const |
The high price Field State. More... | |
MamdaFieldState | getLowPriceFieldState () const |
The low price Field State. More... | |
MamdaFieldState | getClosePriceFieldState () const |
Get the field state. More... | |
MamdaFieldState | getPrevClosePriceFieldState () const |
The previous close price Field State. More... | |
MamdaFieldState | getAdjPrevClosePriceFieldState () const |
The adjusted previous close date Field State. More... | |
MamdaFieldState | getPrevCloseDateFieldState () const |
The previous close date Field State. More... | |
MamdaFieldState | getBlockCountFieldState () const |
The block count Field State. More... | |
MamdaFieldState | getBlockVolumeFieldState () const |
The block volume Field State. More... | |
MamdaFieldState | getVwapFieldState () const |
The Vwap Field State. More... | |
MamdaFieldState | getOffExVwapFieldState () const |
The off exchange Vwap Field State. More... | |
MamdaFieldState | getOnExVwapFieldState () const |
The on exchange Vwap Field State. More... | |
MamdaFieldState | getTotalValueFieldState () const |
The total value Field State. More... | |
MamdaFieldState | getOffExTotalValueFieldState () const |
The Off Exchange Total Value Field State. More... | |
MamdaFieldState | getOnExTotalValueFieldState () const |
The On Exchange Total Value Field State. More... | |
MamdaFieldState | getStdDevFieldState () const |
The std deviation Field State. More... | |
MamdaFieldState | getStdDevSumFieldState () const |
The std deviation sum Field State. More... | |
MamdaFieldState | getStdDevSumSquaresFieldState () const |
The StdDevSumSquares Field State. More... | |
MamdaFieldState | getTradeUnitsFieldState () const |
The trade units Field State. More... | |
MamdaFieldState | getLastSeqNumFieldState () const |
The last SeqNum Field State. More... | |
MamdaFieldState | getHighSeqNumFieldState () const |
The high seqNum Field State. More... | |
MamdaFieldState | getLowSeqNumFieldState () const |
The low SeqNum Field State. More... | |
MamdaFieldState | getTotalVolumeSeqNumFieldState () const |
The total volume seqNum Field State. More... | |
MamdaFieldState | getCurrencyCodeFieldState () const |
The currency code Field State. More... | |
MamdaFieldState | getSettlePriceFieldState () const |
The settle price Field State. More... | |
MamdaFieldState | getSettleDateFieldState () const |
The last trade price Field State. More... | |
MamdaFieldState | getTradeExecVenuFieldState () const |
MamdaFieldState | getOffExchangeTradePriceFieldState () const |
The settle date Field State. More... | |
MamdaFieldState | getOnExchangeTradePriceFieldState () const |
The onExchange trade price Field State. More... | |
MamdaFieldState | getTradePriceFieldState () const |
Get the field state. More... | |
MamdaFieldState | getTradeVolumeFieldState () const |
Get the field state. More... | |
MamdaFieldState | getTradePartIdFieldState () const |
Get the field state. More... | |
MamdaFieldState | getTradeQualFieldState () const |
The trade qual Field State. More... | |
MamdaFieldState | getTradeQualNativeFieldState () const |
Get the field state. More... | |
MamdaFieldState | getTradeSellersSaleDaysFieldState () const |
Get the field state. More... | |
MamdaFieldState | getTradeStopStockFieldState () const |
Get the field state. More... | |
MamdaFieldState | getIsIrregularFieldState () const |
The isIrregular Field State. More... | |
MamdaFieldState | getOrderIdFieldState () const |
Get the field state. More... | |
MamdaFieldState | getUniqueIdFieldState () const |
The unique ID Field State. More... | |
MamdaFieldState | getTradeIdFieldState () const |
The trade ID Field State. More... | |
MamdaFieldState | getCorrTradeIdFieldState () const |
Get the field state. More... | |
MamdaFieldState | getTradeActionFieldState () const |
The trade action Field State. More... | |
MamdaFieldState | getTradeExecVenueFieldState () const |
MamdaFieldState | getBeginGapSeqNumFieldState () const |
MamdaFieldState | getEndGapSeqNumFieldState () const |
MamdaFieldState | getIsCancelFieldState () const |
MamdaFieldState | getOrigSeqNumFieldState () const |
Get the field state. More... | |
MamdaFieldState | getOrigPriceFieldState () const |
Get the field state. More... | |
MamdaFieldState | getOrigVolumeFieldState () const |
Get the field state. More... | |
MamdaFieldState | getOrigPartIdFieldState () const |
Get the field state. More... | |
MamdaFieldState | getOrigQualFieldState () const |
Get the field state. More... | |
MamdaFieldState | getOrigQualNativeFieldState () const |
Get the field state. More... | |
MamdaFieldState | getOrigSellersSaleDaysFieldState () const |
Get the field state. More... | |
MamdaFieldState | getOrigStopStockFieldState () const |
Get the field state. More... | |
MamdaFieldState | getCorrPriceFieldState () const |
Get the field state. More... | |
MamdaFieldState | getCorrVolumeFieldState () const |
Get the field state. More... | |
MamdaFieldState | getCorrPartIdFieldState () const |
Get the field state. More... | |
MamdaFieldState | getCorrQualFieldState () const |
Get the field state. More... | |
MamdaFieldState | getCorrQualNativeFieldState () const |
Get the field state. More... | |
MamdaFieldState | getCorrSellersSaleDaysFieldState () const |
Get the field state. More... | |
MamdaFieldState | getCorrStopStockFieldState () const |
Get the field state. More... | |
MamdaFieldState | getIsIndicativeFieldState () const |
MamdaFieldState | getTradeCountFieldState () const |
The trade count Field State. More... | |
MamdaFieldState | getOrigTradeIdFieldState () const |
MamdaFieldState | getGenericFlagFieldState () const |
MamdaFieldState | getShortSaleCircuitBreakerFieldState () const |
MamdaFieldState | getOrigShortSaleCircuitBreakerFieldState () const |
MamdaFieldState | getCorrShortSaleCircuitBreakerFieldState () const |
virtual void | onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType) |
Implementation of MamdaListener interface. More... | |
void | assertEqual (MamdaTradeListener *listener) |
void | reset (void) |
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virtual | ~MamdaMsgListener () |
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virtual | ~MamdaTradeRecap () |
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virtual | ~MamdaBasicRecap () |
Destructor. More... | |
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virtual | ~MamdaTradeReport () |
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virtual | ~MamdaBasicEvent () |
Destructor. More... | |
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virtual | ~MamdaTradeGap () |
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virtual | ~MamdaTradeCancelOrError () |
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virtual | ~MamdaTradeCorrection () |
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virtual | ~MamdaTradeClosing () |
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virtual | ~MamdaTradeOutOfSequence () |
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virtual | ~MamdaTradePossiblyDuplicate () |
MamdaTradeListener is a class that specializes in handling trade updates.
Developers provide their own implementation of the MamdaTradeHandler interface and will be delivered notifications for trades, trade cancels/error/corrections, and trade closing prices. An obvious application for this MAMDA class is any kind of trade tick capture application.
Note: The MamdaTradeListener class caches trade-related field values. Among other reasons, caching of these fields makes it possible to provide complete trade-related callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.
For details on the accessor methods for the cache data see the description for the corresponding methods on the specific MamdaEvent derived classes.
MamdaTradeListener should initialize the MamdaTradeFields class prior to receiving the first message by calling MamdaTradeFields::setDictionary() with a valid dictionary object which contains Trade related fields.
Wombat::MamdaTradeListener::MamdaTradeListener | ( | ) |
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void Wombat::MamdaTradeListener::addHandler | ( | MamdaTradeHandler * | handler) |
void Wombat::MamdaTradeListener::processPosDupAndOutOfSeqAsTransient | ( | bool | tf) |
void Wombat::MamdaTradeListener::resolvePossiblyDuplicate | ( | bool | tf) |
void Wombat::MamdaTradeListener::usePosDupAndOutOfSeqHandlers | ( | bool | tf) |
void Wombat::MamdaTradeListener::setCheckUpdatesForTrades | ( | bool | check) |
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Implements Wombat::MamdaTradeRecap.
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Get the instruments string symbol.
Implements Wombat::MamdaBasicEvent.
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Get the participant identifier.
Implements Wombat::MamdaBasicEvent.
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Get the source time.
Implements Wombat::MamdaBasicEvent.
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Get the activity time.
Implements Wombat::MamdaBasicEvent.
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Get the line time.
Implements Wombat::MamdaBasicEvent.
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Get the send time.
Implements Wombat::MamdaBasicEvent.
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Get the message qualifier.
Implements Wombat::MamdaBasicEvent.
const char* Wombat::MamdaTradeListener::getPubId | ( | ) | const |
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Get the event time.
Implements Wombat::MamdaBasicEvent.
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Monetary value of an individual share of the security at the time of the trade.
Implements Wombat::MamdaTradeRecap.
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Number of shares traded in a single transaction for an individual security.
Implements Wombat::MamdaTradeRecap.
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Trade participant ID.
This is typically an exchange ID, sometimes a market maker ID.
Implements Wombat::MamdaTradeRecap.
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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.
Implements Wombat::MamdaTradeRecap.
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Monetary value of an individual share of the security at the time of the last irregular trade.
Implements Wombat::MamdaTradeRecap.
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Number of shares traded in a single transaction for an individual security.
Implements Wombat::MamdaTradeRecap.
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Irregular trade participant ID.
This is typically an exchange ID, sometimes a market maker ID.
Implements Wombat::MamdaTradeRecap.
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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.
Implements Wombat::MamdaTradeRecap.
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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.
Implements Wombat::MamdaTradeRecap.
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The number of trades today.
Implements Wombat::MamdaTradeRecap.
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Total volume of shares traded in a security at the time it is disseminated.
Implements Wombat::MamdaTradeRecap.
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Total volume of off-exchange shares traded in a security at the time it is disseminated.
Implements Wombat::MamdaTradeRecap.
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Total volume of on-exchange shares traded in a security at the time it is disseminated.
Implements Wombat::MamdaTradeRecap.
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Change in price compared with the previous closing price (i.e.
previous closing price - trade price).
Implements Wombat::MamdaTradeRecap.
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Percentage change in price compared with the previous closing price (i.e.
previous closing price - trade price).
Implements Wombat::MamdaTradeRecap.
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Trade tick direction.
See MamdaTradeDirection.h for details.
Implements Wombat::MamdaTradeRecap.
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The price of the first qualifying trade in the security during the current trading day.
Implements Wombat::MamdaTradeRecap.
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Highest price paid for security during the trading day.
Implements Wombat::MamdaTradeRecap.
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Lowest price paid for security during the trading day.
Implements Wombat::MamdaTradeRecap.
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Return the Close price Today's closing price.
The close price is populated when official closing prices are sent by the feed after the session close.
Implements Wombat::MamdaTradeClosing.
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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.
Implements Wombat::MamdaTradeRecap.
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The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date.
Implements Wombat::MamdaTradeRecap.
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Date corresponding to wPrevClosePrice.
Implements Wombat::MamdaTradeRecap.
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The number of block trades (at least 10,000 shares) today.
Implements Wombat::MamdaTradeRecap.
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Total volume of block trades today.
Implements Wombat::MamdaTradeRecap.
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Volume-weighted average price of a security at the time it is disseminated.
Equivalent to dividing total value by total volume.
Implements Wombat::MamdaTradeRecap.
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Volume-weighted average price of an off-exchange security at the time it is disseminated.
Equivalent to dividing the off-exchange total value by the off-exchange total volume.
Implements Wombat::MamdaTradeRecap.
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Volume-weighted average price of an on-exchange security at the time it is disseminated.
Equivalent to dividing on-echange total value by the on-exchange total volume.
Implements Wombat::MamdaTradeRecap.
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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.
Implements Wombat::MamdaTradeRecap.
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Total value of all off-exchange 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.
Implements Wombat::MamdaTradeRecap.
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Total value of all on-exchange 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.
Implements Wombat::MamdaTradeRecap.
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Standard deviation of last trade price of a security at the time it is disseminated.
Implements Wombat::MamdaTradeRecap.
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Sum of the standard deviations.
Implements Wombat::MamdaTradeRecap.
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Square of the sum of the standard deviations.
Implements Wombat::MamdaTradeRecap.
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Sequence number of the last trade.
Implements Wombat::MamdaTradeRecap.
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Sequence number of incoming message which gives high value.
Implements Wombat::MamdaTradeRecap.
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Sequence number of incoming message which gives low value.
Implements Wombat::MamdaTradeRecap.
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Implements Wombat::MamdaTradeRecap.
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Trade execution venue.
See MamdaTradeExecVenue.h for details.
Implements Wombat::MamdaTradeRecap.
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Monetary value of an individual share of the security off exchange at the time of the trade.
Implements Wombat::MamdaTradeRecap.
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Monetary value of an individual share of the security on exchange at the time of the trade.
Implements Wombat::MamdaTradeRecap.
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Get the trade price.
Implements Wombat::MamdaTradeOutOfSequence.
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Get the trade volume.
Implements Wombat::MamdaTradeOutOfSequence.
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Get the participant identifier for the trade.
This is typically an exchange ID or a market maker ID. I
Implements Wombat::MamdaTradeOutOfSequence.
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Get the wombat normalized trade qualifier.
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 |
Implements Wombat::MamdaTradeCancelOrError.
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Get the Trade condition ("sale condition").
Feed-specific trade qualifier code(s). This field is provided primarily for completeness and/or troubleshooting.
Implements Wombat::MamdaTradeOutOfSequence.
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Get the seller's sale days.
Used when the trade qualifier is "Seller". Specifies the number of days that may elapse before delivery of the security.
Implements Wombat::MamdaTradeOutOfSequence.
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Get the Stopped stock indicator.
Condition related to certain NYSE trading rules. This is not related to a halted security status. (0 == N/A; 1 == Applicable)
Implements Wombat::MamdaTradeOutOfSequence.
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Get whether the trade is irregular.
Implements Wombat::MamdaTradeCancelOrError.
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Get the trade's order id, if available.
Implements Wombat::MamdaTradeOutOfSequence.
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Get the corrected trade Id.
Implements Wombat::MamdaTradeCorrection.
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The starting sequence number of detected missing trades based on the trade count.
Implements Wombat::MamdaTradeGap.
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The end sequence number of detected missing trades based on the trade count.
Implements Wombat::MamdaTradeGap.
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Return whether this event is a trade cancel.
If false, the event is a trade error.
Implements Wombat::MamdaTradeCancelOrError.
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Original feed-generated sequence for a correction/cancel/error.
Implements Wombat::MamdaTradeCancelOrError.
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Original trade price in a correction/cancel/error.
Implements Wombat::MamdaTradeCancelOrError.
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Original trade size in a correction/cancel/error.
Implements Wombat::MamdaTradeCancelOrError.
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Original trade participant identifier in a correction/cancel/error.
Implements Wombat::MamdaTradeCancelOrError.
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A normalized set of qualifiers for the original trade for the security in a correction/cancel/error.
Implements Wombat::MamdaTradeCancelOrError.
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Feed-specific trade qualifier code(s) for original trade.
This field is provided primarily for completeness and/or troubleshooting.
Implements Wombat::MamdaTradeCancelOrError.
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Seller's sale days for original trade.
Used when the trade qualifier is "Seller". Specifies the number of days that may elapse before delivery of the security.
Implements Wombat::MamdaTradeCancelOrError.
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Stopped stock indicator for original trade.
Condition related to certain NYSE trading rules. This is not related to a halted security status. (0 == N/A; 1 == Applicable)
Implements Wombat::MamdaTradeCancelOrError.
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Implements Wombat::MamdaTradeCancelOrError.
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get the ShortSaleCircuitBreaker
Implements Wombat::MamdaTradeRecap.
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get the OrigShortSaleCircuitBreaker
Implements Wombat::MamdaTradeCancelOrError.
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get the CorrShortSaleCircuitBreaker
Implements Wombat::MamdaTradeCorrection.
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Get the corrected trade price.
Implements Wombat::MamdaTradeCorrection.
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Get the corrected trade volume.
Implements Wombat::MamdaTradeCorrection.
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Get the corrected trade participant identifier.
Implements Wombat::MamdaTradeCorrection.
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Get corrected trade qualifier.
Implements Wombat::MamdaTradeCorrection.
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Get corrected trade condition.
Implements Wombat::MamdaTradeCorrection.
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Get the corrected trade sellers days.
Implements Wombat::MamdaTradeCorrection.
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Get the original stock stop indicator.
Implements Wombat::MamdaTradeCorrection.
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Return whether this closing price is indicative or official.
Implements Wombat::MamdaTradeClosing.
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Get the string symbol field state.
Implements Wombat::MamdaBasicEvent.
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Get the participant identifier field state.
Implements Wombat::MamdaBasicEvent.
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Get the source time field state.
Implements Wombat::MamdaBasicEvent.
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Get the activity time field state.
Implements Wombat::MamdaBasicEvent.
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Get the line time of the update.
Implements Wombat::MamdaBasicEvent.
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Get the send time field state.
Implements Wombat::MamdaBasicEvent.
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Get the message qualifier field state.
Implements Wombat::MamdaBasicEvent.
MamdaFieldState Wombat::MamdaTradeListener::getPubIdFieldState | ( | ) | const |
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The event SeqNum Field State.
Implements Wombat::MamdaTradeRecap.
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Get the event time field state.
Implements Wombat::MamdaBasicEvent.
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The last trade price Field State.
Implements Wombat::MamdaTradeRecap.
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The last volume Field State.
Implements Wombat::MamdaTradeRecap.
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The last part Id Field State.
Implements Wombat::MamdaTradeRecap.
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The last time Field State.
Implements Wombat::MamdaTradeRecap.
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The irreg price Field State.
Implements Wombat::MamdaTradeRecap.
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The irreg volume Field State.
Implements Wombat::MamdaTradeRecap.
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The irreg part Id Field State.
Implements Wombat::MamdaTradeRecap.
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The irregular time Field State.
Implements Wombat::MamdaTradeRecap.
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The trade date Field State.
Implements Wombat::MamdaTradeRecap.
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The TradeSide or AggressorSide Field State.
Implements Wombat::MamdaTradeRecap.
MamdaFieldState Wombat::MamdaTradeListener::getTradeCounFieldState | ( | ) | const |
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The accumulated volume Field State.
Implements Wombat::MamdaTradeRecap.
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The off exchange accumulated volume Field State.
Implements Wombat::MamdaTradeRecap.
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The on exchange accumulated volume Field State.
Implements Wombat::MamdaTradeRecap.
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The net change Field State.
Implements Wombat::MamdaTradeRecap.
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The percentage change Field State.
Implements Wombat::MamdaTradeRecap.
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The trade direction Field State.
Implements Wombat::MamdaTradeRecap.
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The open price Field State.
Implements Wombat::MamdaTradeRecap.
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The high price Field State.
Implements Wombat::MamdaTradeRecap.
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The low price Field State.
Implements Wombat::MamdaTradeRecap.
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Get the field state.
Implements Wombat::MamdaTradeClosing.
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The previous close price Field State.
Implements Wombat::MamdaTradeRecap.
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The adjusted previous close date Field State.
Implements Wombat::MamdaTradeRecap.
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The previous close date Field State.
Implements Wombat::MamdaTradeRecap.
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The block count Field State.
Implements Wombat::MamdaTradeRecap.
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The block volume Field State.
Implements Wombat::MamdaTradeRecap.
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The Vwap Field State.
Implements Wombat::MamdaTradeRecap.
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The off exchange Vwap Field State.
Implements Wombat::MamdaTradeRecap.
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The on exchange Vwap Field State.
Implements Wombat::MamdaTradeRecap.
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The total value Field State.
Implements Wombat::MamdaTradeRecap.
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The Off Exchange Total Value Field State.
Implements Wombat::MamdaTradeRecap.
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The On Exchange Total Value Field State.
Implements Wombat::MamdaTradeRecap.
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The std deviation Field State.
Implements Wombat::MamdaTradeRecap.
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The std deviation sum Field State.
Implements Wombat::MamdaTradeRecap.
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The StdDevSumSquares Field State.
Implements Wombat::MamdaTradeRecap.
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The trade units Field State.
Implements Wombat::MamdaTradeRecap.
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The last SeqNum Field State.
Implements Wombat::MamdaTradeRecap.
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The high seqNum Field State.
Implements Wombat::MamdaTradeRecap.
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The low SeqNum Field State.
Implements Wombat::MamdaTradeRecap.
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The total volume seqNum Field State.
Implements Wombat::MamdaTradeRecap.
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The currency code Field State.
Implements Wombat::MamdaTradeRecap.
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The settle price Field State.
Implements Wombat::MamdaTradeRecap.
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The last trade price Field State.
Implements Wombat::MamdaTradeRecap.
MamdaFieldState Wombat::MamdaTradeListener::getTradeExecVenuFieldState | ( | ) | const |
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The settle date Field State.
Implements Wombat::MamdaTradeRecap.
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The onExchange trade price Field State.
Implements Wombat::MamdaTradeRecap.
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Get the field state.
Implements Wombat::MamdaTradeOutOfSequence.
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Get the field state.
Implements Wombat::MamdaTradeOutOfSequence.
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Get the field state.
Implements Wombat::MamdaTradeOutOfSequence.
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The trade qual Field State.
Implements Wombat::MamdaTradeCancelOrError.
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Get the field state.
Implements Wombat::MamdaTradeOutOfSequence.
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Get the field state.
Implements Wombat::MamdaTradeOutOfSequence.
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Get the field state.
Implements Wombat::MamdaTradeOutOfSequence.
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The isIrregular Field State.
Implements Wombat::MamdaTradeCancelOrError.
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Get the field state.
Implements Wombat::MamdaTradeOutOfSequence.
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The unique ID Field State.
Implements Wombat::MamdaTradeReport.
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The trade ID Field State.
Implements Wombat::MamdaTradeReport.
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Get the field state.
Implements Wombat::MamdaTradeCorrection.
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The trade action Field State.
Implements Wombat::MamdaTradeReport.
MamdaFieldState Wombat::MamdaTradeListener::getTradeExecVenueFieldState | ( | ) | const |
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Implements Wombat::MamdaTradeGap.
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Implements Wombat::MamdaTradeGap.
MamdaFieldState Wombat::MamdaTradeListener::getIsCancelFieldState | ( | ) | const |
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Get the field state.
Implements Wombat::MamdaTradeCancelOrError.
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Get the field state.
Implements Wombat::MamdaTradeCancelOrError.
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Get the field state.
Implements Wombat::MamdaTradeCancelOrError.
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Get the field state.
Implements Wombat::MamdaTradeCancelOrError.
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Get the field state.
Implements Wombat::MamdaTradeCancelOrError.
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Get the field state.
Implements Wombat::MamdaTradeCancelOrError.
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Get the field state.
Implements Wombat::MamdaTradeCancelOrError.
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Get the field state.
Implements Wombat::MamdaTradeCancelOrError.
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Get the field state.
Implements Wombat::MamdaTradeCorrection.
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Get the field state.
Implements Wombat::MamdaTradeCorrection.
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Get the field state.
Implements Wombat::MamdaTradeCorrection.
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Get the field state.
Implements Wombat::MamdaTradeCorrection.
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Get the field state.
Implements Wombat::MamdaTradeCorrection.
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Get the field state.
Implements Wombat::MamdaTradeCorrection.
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Get the field state.
Implements Wombat::MamdaTradeCorrection.
MamdaFieldState Wombat::MamdaTradeListener::getIsIndicativeFieldState | ( | ) | const |
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The trade count Field State.
Implements Wombat::MamdaTradeRecap.
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Implements Wombat::MamdaTradeCancelOrError.
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Implements Wombat::MamdaTradeCancelOrError.
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Implements Wombat::MamdaTradeRecap.
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Implements Wombat::MamdaTradeCancelOrError.
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Implements Wombat::MamdaTradeCorrection.
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Implementation of MamdaListener interface.
Implements Wombat::MamdaMsgListener.
void Wombat::MamdaTradeListener::assertEqual | ( | MamdaTradeListener * | listener) |
void Wombat::MamdaTradeListener::reset | ( | void | ) |