OpenMAMA
Wombat::MamdaQuoteListener Class Reference

MamdaQuoteListener is a class that specializes in handling quote updates. More...

#include <MamdaQuoteListener.h>

Inheritance diagram for Wombat::MamdaQuoteListener:
Wombat::MamdaMsgListener Wombat::MamdaQuoteRecap Wombat::MamdaQuoteUpdate Wombat::MamdaQuoteGap Wombat::MamdaQuoteClosing Wombat::MamdaQuoteOutOfSequence Wombat::MamdaQuotePossiblyDuplicate Wombat::MamdaBasicRecap Wombat::MamdaBasicEvent Wombat::MamdaBasicEvent Wombat::MamdaBasicEvent Wombat::MamdaBasicEvent Wombat::MamdaBasicEvent

Public Member Functions

 MamdaQuoteListener ()
 
virtual ~MamdaQuoteListener ()
 
void addHandler (MamdaQuoteHandler *handler)
 
void processPosDupAndOutOfSeqAsTransient (bool tf)
 
void resolvePossiblyDuplicate (bool tf)
 
void usePosDupAndOutOfSeqHandlers (bool tf)
 
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
 
const MamaPrice & getBidPrice () const
 Get the quote bid price. More...
 
mama_quantity_t getBidSize () const
 Get the quote bid size. More...
 
mama_quantity_t getBidDepth () const
 Get the quote bid depth. More...
 
const char * getBidPartId () const
 Get the quote bid participant identifier. More...
 
const MamaPrice & getBidClosePrice () const
 Get the closing bid price. More...
 
const MamaDateTime & getBidCloseDate () const
 Get the bid closing date. More...
 
const MamaPrice & getBidPrevClosePrice () const
 Get the previous bid closing price. More...
 
const MamaDateTime & getBidPrevCloseDate () const
 Get the previous bid closing date. More...
 
const MamaPrice & getBidHigh () const
 Get the high bid price for the day. More...
 
const MamaPrice & getBidLow () const
 Get the low bid price for the day. More...
 
const MamaPrice & getAskPrice () const
 Get the quote ask price. More...
 
mama_quantity_t getAskSize () const
 Get the quote ask size. More...
 
mama_quantity_t getAskDepth () const
 Get the quote ask depth. More...
 
const char * getAskPartId () const
 Get the quote ask participant identifier. More...
 
const MamaPrice & getAskClosePrice () const
 Get the closing ask price. More...
 
const MamaDateTime & getAskCloseDate () const
 Get the ask quote closing date. More...
 
const MamaPrice & getAskPrevClosePrice () const
 Get the previous ask closing price. More...
 
const MamaDateTime & getAskPrevCloseDate () const
 Get the previous ask closing date. More...
 
const MamaPrice & getAskHigh () const
 Get the high ask price for the day. More...
 
const MamaPrice & getAskLow () const
 Get the low ask price for the day. More...
 
const MamaPrice & getQuoteMidPrice () const
 Get the quote mid price. More...
 
mama_u32_t getQuoteCount () const
 Get the quote count. More...
 
const char * getQuoteQualStr () const
 Get the quote qualifiers. More...
 
const char * getQuoteQualNative () const
 Get the native feed quote qualifier. More...
 
mama_seqnum_t getEventSeqNum () const
 Get the event sequence number. More...
 
const MamaDateTime & getEventTime () const
 Get the event time. More...
 
const MamaDateTime & getQuoteDate () const
 Get the quote date. More...
 
mama_seqnum_t getBeginGapSeqNum () const
 The starting sequence number of detected missing quotes based on the quote count. More...
 
mama_seqnum_t getEndGapSeqNum () const
 The end sequence number of detected missing quotes based on the quote count. More...
 
char getShortSaleBidTick () const
 NASDAQ Bid Tick Indicator for Short Sale Rule Compliance. More...
 
const MamaDateTime & getAskTime () const
 Get the quote ask time. More...
 
const MamaDateTime & getBidTime () const
 Get the quote bid time. More...
 
const char * getAskIndicator () const
 Get the quote ask indicator. More...
 
const char * getBidIndicator () const
 Get the quote bid indicator. More...
 
mama_u32_t getAskUpdateCount () const
 Get the quote ask update count. More...
 
mama_u32_t getBidUpdateCount () const
 Get the quote bid update count. More...
 
double getAskYield () const
 Get the quote ask yield. More...
 
double getBidYield () const
 Get the quote bid yield. More...
 
const char * getAskSizesList () const
 Get the ask sizes list. More...
 
const char * getBidSizesList () const
 Get the bid sizes list. More...
 
char getShortSaleCircuitBreaker () const
 get the ShortSaleCircuitBreaker More...
 
MamdaFieldState getSymbolFieldState () const
 Get the string symbol field state. More...
 
MamdaFieldState getBidPriceFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getBidSizeFieldState () const
 Get the quote bid yield fieldState. 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 getPubIdFieldState () const
 
MamdaFieldState getMsgQualFieldState () const
 Get the message qualifier field state. More...
 
MamdaFieldState getPubIdModified () const
 
MamdaFieldState getBidDepthFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getBidPartIdFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getBidClosePriceFieldState () const
 Get the closing bid price field state. More...
 
MamdaFieldState getBidCloseDateFieldState () const
 
MamdaFieldState getBidPrevClosePriceFieldState () const
 
MamdaFieldState getBidPrevCloseDateFieldState () const
 
MamdaFieldState getBidHighFieldState () const
 
MamdaFieldState getBidLowFieldState () const
 
MamdaFieldState getAskPriceFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getAskSizeFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getAskDepthFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getAskPartIdFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getAskClosePriceFieldState () const
 Get the closing bid price field state. More...
 
MamdaFieldState getAskCloseDateFieldState () const
 
MamdaFieldState getAskPrevClosePriceFieldState () const
 
MamdaFieldState getAskPrevCloseDateFieldState () const
 
MamdaFieldState getAskHighFieldState () const
 
MamdaFieldState getAskLowFieldState () const
 
MamdaFieldState getQuoteMidPriceFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getQuoteCountFieldState () const
 
MamdaFieldState getQuoteQualStrFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getQuoteQualNativeFieldState () const
 Get the native feed quote qualifier fieldState. More...
 
MamdaFieldState getEventSeqNumFieldState () const
 Get the event sequence number field state. More...
 
MamdaFieldState getEventTimeFieldState () const
 Get the event time field state. More...
 
MamdaFieldState getQuoteDateFieldState () const
 Get the quote date fieldState. More...
 
MamdaFieldState getBeginGapSeqNumFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getEndGapSeqNumFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getShortSaleBidTickFieldState () const
 Get the short sale bid tick fieldState. More...
 
MamdaFieldState getAskTimeFieldState () const
 Get the quote ask time fieldState. More...
 
MamdaFieldState getBidTimeFieldState () const
 Get the quote bid time fieldState. More...
 
MamdaFieldState getAskIndicatorFieldState () const
 Get the quote ask indicator fieldState. More...
 
MamdaFieldState getBidIndicatorFieldState () const
 Get the quote bid indicator fieldState. More...
 
MamdaFieldState getAskUpdateCountFieldState () const
 Get the quote ask update count fieldState. More...
 
MamdaFieldState getBidUpdateCountFieldState () const
 Get the quote bid update count fieldState. More...
 
MamdaFieldState getAskYieldFieldState () const
 Get the quote ask yield fieldState. More...
 
MamdaFieldState getBidYieldFieldState () const
 Get the quote bid yield fieldState. More...
 
MamdaFieldState getAskSizesListFieldState () const
 Get the ask sizes list fieldState. More...
 
MamdaFieldState getBidSizesListFieldState () const
 Get the bid sizes list fieldState. More...
 
MamdaFieldState getShortSaleCircuitBreakerFieldState () const
 
virtual void onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType)
 Implementation of MamdaListener interface. More...
 
void assertEqual (MamdaQuoteListener *listener)
 
- Public Member Functions inherited from Wombat::MamdaMsgListener
virtual ~MamdaMsgListener ()
 
- Public Member Functions inherited from Wombat::MamdaQuoteRecap
virtual ~MamdaQuoteRecap ()
 
- Public Member Functions inherited from Wombat::MamdaBasicRecap
virtual ~MamdaBasicRecap ()
 Destructor. More...
 
- Public Member Functions inherited from Wombat::MamdaQuoteUpdate
virtual ~MamdaQuoteUpdate ()
 
- Public Member Functions inherited from Wombat::MamdaBasicEvent
virtual ~MamdaBasicEvent ()
 Destructor. More...
 
- Public Member Functions inherited from Wombat::MamdaQuoteGap
virtual ~MamdaQuoteGap ()
 
- Public Member Functions inherited from Wombat::MamdaQuoteClosing
virtual ~MamdaQuoteClosing ()
 
- Public Member Functions inherited from Wombat::MamdaQuoteOutOfSequence
virtual ~MamdaQuoteOutOfSequence ()
 
- Public Member Functions inherited from Wombat::MamdaQuotePossiblyDuplicate
virtual ~MamdaQuotePossiblyDuplicate ()
 

Detailed Description

MamdaQuoteListener is a class that specializes in handling quote updates.

Developers provide their own implementation of the MamdaQuoteHandler interface and will be delivered notifications for quotes and quote closing prices. An obvious application for this MAMDA class is any kind of quote tick capture application.

Note: The MamdaQuoteListener class caches quote-related field values. Among other reasons, caching of these fields makes it possible to provide complete quote-related callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.

MamdaQuoteListener should initialize the MamdaQuoteFields class prior to receiving the first message by calling MamdaQuoteFields::setDictionary() with a valid dictionary object which contains Quote related fields.

Constructor & Destructor Documentation

Wombat::MamdaQuoteListener::MamdaQuoteListener ( )
virtual Wombat::MamdaQuoteListener::~MamdaQuoteListener ( )
virtual

Member Function Documentation

void Wombat::MamdaQuoteListener::addHandler ( MamdaQuoteHandler handler)
void Wombat::MamdaQuoteListener::processPosDupAndOutOfSeqAsTransient ( bool  tf)
void Wombat::MamdaQuoteListener::resolvePossiblyDuplicate ( bool  tf)
void Wombat::MamdaQuoteListener::usePosDupAndOutOfSeqHandlers ( bool  tf)
const char* Wombat::MamdaQuoteListener::getSymbol ( ) const
virtual

Get the instruments string symbol.

Returns
Symbol. This is the "well-known" symbol for the security, including any symbology mapping performed by the publisher.

Implements Wombat::MamdaBasicEvent.

const char* Wombat::MamdaQuoteListener::getPartId ( ) const
virtual

Get the participant identifier.

Returns
Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).

Implements Wombat::MamdaBasicEvent.

const MamaDateTime& Wombat::MamdaQuoteListener::getSrcTime ( ) const
virtual

Get the source time.

Returns
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.

Implements Wombat::MamdaBasicEvent.

const MamaDateTime& Wombat::MamdaQuoteListener::getActivityTime ( ) const
virtual

Get the activity time.

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

Implements Wombat::MamdaBasicEvent.

const MamaDateTime& Wombat::MamdaQuoteListener::getLineTime ( ) const
virtual

Get the line time.

Returns
Line time. A feed handler (or similar publisher) time stamp representing the time that such publisher received the update message pertaining to the event. If clocks are properly synchronized and the source time (see above) is accurate enough, then the difference between the source time and line time is the latency between the data source and the feed handler.

Implements Wombat::MamdaBasicEvent.

const MamaDateTime& Wombat::MamdaQuoteListener::getSendTime ( ) const
virtual

Get the send time.

Returns
Send time. A feed handler (or similar publisher) time stamp representing the time that such publisher sent the current message. The difference between the line time and send time is the latency within the feed handler itself. Also, if clocks are properly synchronized then the difference between the send time and current time is the latency within the market data distribution framework (i.e. MAMA and the underlying middleware). See MAMA API: MamaDateTime::currentTime()).

Implements Wombat::MamdaBasicEvent.

const MamaMsgQual& Wombat::MamdaQuoteListener::getMsgQual ( ) const
virtual

Get the message qualifier.

Returns
Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Implements Wombat::MamdaBasicEvent.

const char* Wombat::MamdaQuoteListener::getPubId ( ) const
const MamaPrice& Wombat::MamdaQuoteListener::getBidPrice ( ) const
virtual

Get the quote bid price.

Returns
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.

Implements Wombat::MamdaQuoteOutOfSequence.

mama_quantity_t Wombat::MamdaQuoteListener::getBidSize ( ) const
virtual

Get the quote bid size.

Returns
Total share size available for the current bid price. Note: many feeds provide this size in terms of round lots.

Implements Wombat::MamdaQuoteOutOfSequence.

mama_quantity_t Wombat::MamdaQuoteListener::getBidDepth ( ) const
virtual

Get the quote bid depth.

Returns
The total size available at the current best bid price. Only supported by some exchanges. The total size may differ from the "best" size in that the total may be aggregated from multiple sources.

Implements Wombat::MamdaQuoteOutOfSequence.

const char* Wombat::MamdaQuoteListener::getBidPartId ( ) const
virtual

Get the quote bid participant identifier.

`

Returns
The identifier of the market participant (e.g. exchange or market maker) contributing the bid price field.

Implements Wombat::MamdaQuoteOutOfSequence.

const MamaPrice& Wombat::MamdaQuoteListener::getBidClosePrice ( ) const
virtual

Get the closing bid price.

Returns
Today's closing bid price, after the market has closed and the stock has traded today.

Implements Wombat::MamdaQuoteClosing.

const MamaDateTime& Wombat::MamdaQuoteListener::getBidCloseDate ( ) const
virtual

Get the bid closing date.

Returns
Date of the BidClosePrice, if that value is non-zero. This is always the most recent day that the market was open, including today. This is different to BidPrevCloseDate.

Implements Wombat::MamdaQuoteRecap.

const MamaPrice& Wombat::MamdaQuoteListener::getBidPrevClosePrice ( ) const
virtual

Get the previous bid closing price.

Returns
The previous closing price, prior to any trade today.

Implements Wombat::MamdaQuoteRecap.

const MamaDateTime& Wombat::MamdaQuoteListener::getBidPrevCloseDate ( ) const
virtual

Get the previous bid closing date.

Returns
Date of the previous closing price, prior to any trade today.

Implements Wombat::MamdaQuoteRecap.

const MamaPrice& Wombat::MamdaQuoteListener::getBidHigh ( ) const
virtual

Get the high bid price for the day.

Returns
High bid price.

Implements Wombat::MamdaQuoteRecap.

const MamaPrice& Wombat::MamdaQuoteListener::getBidLow ( ) const
virtual

Get the low bid price for the day.

Returns
Low bid price.

Implements Wombat::MamdaQuoteRecap.

const MamaPrice& Wombat::MamdaQuoteListener::getAskPrice ( ) const
virtual

Get the quote ask price.

Returns
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.

Implements Wombat::MamdaQuoteOutOfSequence.

mama_quantity_t Wombat::MamdaQuoteListener::getAskSize ( ) const
virtual

Get the quote ask size.

Returns
Total share size available for the current ask price. Note: many feeds provide this size in terms of round lots.

Implements Wombat::MamdaQuoteOutOfSequence.

mama_quantity_t Wombat::MamdaQuoteListener::getAskDepth ( ) const
virtual

Get the quote ask depth.

Returns
The total size available at the current best ask price. Only supported by some exchanges. The total size may differ from the "best" size in that the total may be aggregated from multiple sources.

Implements Wombat::MamdaQuoteOutOfSequence.

const char* Wombat::MamdaQuoteListener::getAskPartId ( ) const
virtual

Get the quote ask participant identifier.

Returns
The identifier of the market participant (e.g. exchange or market maker) contributing the ask price field.

Implements Wombat::MamdaQuoteOutOfSequence.

const MamaPrice& Wombat::MamdaQuoteListener::getAskClosePrice ( ) const
virtual

Get the closing ask price.

Returns
Today's closing ask price, after the market has closed and the stock has traded today.

Implements Wombat::MamdaQuoteClosing.

const MamaDateTime& Wombat::MamdaQuoteListener::getAskCloseDate ( ) const
virtual

Get the ask quote closing date.

Returns
Date of the AskClosePrice, if that value is non-zero. This is always the most recent day that the market was open, including today. This is different to AskPrevCloseDate.

Implements Wombat::MamdaQuoteRecap.

const MamaPrice& Wombat::MamdaQuoteListener::getAskPrevClosePrice ( ) const
virtual

Get the previous ask closing price.

Returns
The previous closing price, prior to any trade today.

Implements Wombat::MamdaQuoteRecap.

const MamaDateTime& Wombat::MamdaQuoteListener::getAskPrevCloseDate ( ) const
virtual

Get the previous ask closing date.

Returns
Date of previous closing price, prior to any trade today.

Implements Wombat::MamdaQuoteRecap.

const MamaPrice& Wombat::MamdaQuoteListener::getAskHigh ( ) const
virtual

Get the high ask price for the day.

Returns
High ask price.

Implements Wombat::MamdaQuoteRecap.

const MamaPrice& Wombat::MamdaQuoteListener::getAskLow ( ) const
virtual

Get the low ask price for the day.

Returns
Low ask price.

Implements Wombat::MamdaQuoteRecap.

const MamaPrice& Wombat::MamdaQuoteListener::getQuoteMidPrice ( ) const
virtual

Get the quote mid price.

Returns
The mid price of the current quote. Usually, this is the average of the bid and ask prices, but some exchanges provide this field explicitly (e.g. LSE).

Implements Wombat::MamdaQuoteOutOfSequence.

mama_u32_t Wombat::MamdaQuoteListener::getQuoteCount ( ) const
virtual

Get the quote count.

Returns
The number of quotes generated for this security during the current trading session.

Implements Wombat::MamdaQuoteRecap.

const char* Wombat::MamdaQuoteListener::getQuoteQualStr ( ) const
virtual

Get the quote qualifiers.

Returns
A normalized set of qualifiers for the last quote for the security. This field may contain multiple string values, separated by the colon(:) character.
ValueMeaning
Normal Regular quote; no special condition
DepthAsk Depth on ask side
DepthBid Depth on bid side
Fast Fast trading
NonFirm Non-firm quote
Rotation ?
Auto Automatic trade
Inactive ?
SpecBid Specialist bid
SpecAsk Specialist ask
Locked Locked market - Bid is equal to Ask for OTCBB issues (Recaps only)
Crossed Crossed market - Bid is greater than Ask for OTCBB (Recaps only)
Synd Syndicate bid
PreSynd Pre-syndicate bid
Penalty Penalty bid
UnsolBid Unsolicited bid
UnsolAsk Unsolicited ask
UnsolQuote Unsolicited quote
Firm ?
RangeInd ?
XpressBid NYSE LiquidityQuote Xpress bid indicator
XpressAsk NYSE LiquidityQuote Xpress ask indicator

Implements Wombat::MamdaQuoteOutOfSequence.

const char* Wombat::MamdaQuoteListener::getQuoteQualNative ( ) const
virtual

Get the native feed quote qualifier.

Returns
Native quote qualifier (a.k.a. "quote condition"). Feed-specific quote qualifier code(s). This field is provided primarily for completeness and/or troubleshooting.
See Also
getQuoteQual.

Implements Wombat::MamdaQuoteRecap.

mama_seqnum_t Wombat::MamdaQuoteListener::getEventSeqNum ( ) const
virtual

Get the event sequence number.

Returns
Source sequence number. The exchange generated sequence number.

Implements Wombat::MamdaBasicEvent.

const MamaDateTime& Wombat::MamdaQuoteListener::getEventTime ( ) const
virtual

Get the event time.

Returns
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.

Implements Wombat::MamdaBasicEvent.

const MamaDateTime& Wombat::MamdaQuoteListener::getQuoteDate ( ) const
virtual

Get the quote date.

Returns
The quote date.

Implements Wombat::MamdaQuoteRecap.

mama_seqnum_t Wombat::MamdaQuoteListener::getBeginGapSeqNum ( ) const
virtual

The starting sequence number of detected missing quotes based on the quote count.

Returns
The start gap sequence number.

Implements Wombat::MamdaQuoteGap.

mama_seqnum_t Wombat::MamdaQuoteListener::getEndGapSeqNum ( ) const
virtual

The end sequence number of detected missing quotes based on the quote count.

Returns
The end gap sequence number.

Implements Wombat::MamdaQuoteGap.

char Wombat::MamdaQuoteListener::getShortSaleBidTick ( ) const
virtual

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).

ValueMeaning
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
Returns
The tick bid indicator.

Implements Wombat::MamdaQuoteRecap.

const MamaDateTime& Wombat::MamdaQuoteListener::getAskTime ( ) const
virtual

Get the quote ask time.

Returns
The quote ask time.

Implements Wombat::MamdaQuoteRecap.

const MamaDateTime& Wombat::MamdaQuoteListener::getBidTime ( ) const
virtual

Get the quote bid time.

Returns
The quote bid time.

Implements Wombat::MamdaQuoteRecap.

const char* Wombat::MamdaQuoteListener::getAskIndicator ( ) const
virtual

Get the quote ask indicator.

Returns
The quote ask indicator.

Implements Wombat::MamdaQuoteRecap.

const char* Wombat::MamdaQuoteListener::getBidIndicator ( ) const
virtual

Get the quote bid indicator.

Returns
The quote bid indicator.

Implements Wombat::MamdaQuoteRecap.

mama_u32_t Wombat::MamdaQuoteListener::getAskUpdateCount ( ) const
virtual

Get the quote ask update count.

Returns
The quote ask update count.

Implements Wombat::MamdaQuoteRecap.

mama_u32_t Wombat::MamdaQuoteListener::getBidUpdateCount ( ) const
virtual

Get the quote bid update count.

Returns
The quote bid update count.

Implements Wombat::MamdaQuoteRecap.

double Wombat::MamdaQuoteListener::getAskYield ( ) const
virtual

Get the quote ask yield.

Returns
The quote ask yield.

Implements Wombat::MamdaQuoteRecap.

double Wombat::MamdaQuoteListener::getBidYield ( ) const
virtual

Get the quote bid yield.

Returns
The quote bid yield.

Implements Wombat::MamdaQuoteRecap.

const char* Wombat::MamdaQuoteListener::getAskSizesList ( ) const
virtual

Get the ask sizes list.

Returns
The ask sizes list.

Implements Wombat::MamdaQuoteRecap.

const char* Wombat::MamdaQuoteListener::getBidSizesList ( ) const
virtual

Get the bid sizes list.

Returns
The bid sizes list.

Implements Wombat::MamdaQuoteRecap.

char Wombat::MamdaQuoteListener::getShortSaleCircuitBreaker ( ) const
virtual

get the ShortSaleCircuitBreaker

Returns
ShortSaleCircuitBreaker
  • return values:
  • Blank: Short Sale Restriction Not in Effect.
  • A: Short Sale Restriction Activiated.
  • C: Short Sale Restriction Continued.
  • D: Sale Restriction Deactivated.
  • E: Sale Restriction in Effect.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getSymbolFieldState ( ) const
virtual

Get the string symbol field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaQuoteListener::getBidPriceFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteOutOfSequence.

MamdaFieldState Wombat::MamdaQuoteListener::getBidSizeFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteOutOfSequence.

MamdaFieldState Wombat::MamdaQuoteListener::getPartIdFieldState ( ) const
virtual

Get the participant identifier field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaQuoteListener::getSrcTimeFieldState ( ) const
virtual

Get the source time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaQuoteListener::getActivityTimeFieldState ( ) const
virtual

Get the activity time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaQuoteListener::getLineTimeFieldState ( ) const
virtual

Get the line time of the update.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaQuoteListener::getSendTimeFieldState ( ) const
virtual

Get the send time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaQuoteListener::getPubIdFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getMsgQualFieldState ( ) const
virtual

Get the message qualifier field state.

Returns
Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaQuoteListener::getPubIdModified ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getBidDepthFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteOutOfSequence.

MamdaFieldState Wombat::MamdaQuoteListener::getBidPartIdFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteOutOfSequence.

MamdaFieldState Wombat::MamdaQuoteListener::getBidClosePriceFieldState ( ) const
virtual

Get the closing bid price field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteClosing.

MamdaFieldState Wombat::MamdaQuoteListener::getBidCloseDateFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getBidPrevClosePriceFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getBidPrevCloseDateFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getBidHighFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getBidLowFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getAskPriceFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteOutOfSequence.

MamdaFieldState Wombat::MamdaQuoteListener::getAskSizeFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteOutOfSequence.

MamdaFieldState Wombat::MamdaQuoteListener::getAskDepthFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteOutOfSequence.

MamdaFieldState Wombat::MamdaQuoteListener::getAskPartIdFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteOutOfSequence.

MamdaFieldState Wombat::MamdaQuoteListener::getAskClosePriceFieldState ( ) const
virtual

Get the closing bid price field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteClosing.

MamdaFieldState Wombat::MamdaQuoteListener::getAskCloseDateFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getAskPrevClosePriceFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getAskPrevCloseDateFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getAskHighFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getAskLowFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getQuoteMidPriceFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteOutOfSequence.

MamdaFieldState Wombat::MamdaQuoteListener::getQuoteCountFieldState ( ) const
MamdaFieldState Wombat::MamdaQuoteListener::getQuoteQualStrFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteOutOfSequence.

MamdaFieldState Wombat::MamdaQuoteListener::getQuoteQualNativeFieldState ( ) const
virtual

Get the native feed quote qualifier fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getEventSeqNumFieldState ( ) const
virtual

Get the event sequence number field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaQuoteListener::getEventTimeFieldState ( ) const
virtual

Get the event time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaQuoteListener::getQuoteDateFieldState ( ) const
virtual

Get the quote date fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getBeginGapSeqNumFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteGap.

MamdaFieldState Wombat::MamdaQuoteListener::getEndGapSeqNumFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteGap.

MamdaFieldState Wombat::MamdaQuoteListener::getShortSaleBidTickFieldState ( ) const
virtual

Get the short sale bid tick fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getAskTimeFieldState ( ) const
virtual

Get the quote ask time fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getBidTimeFieldState ( ) const
virtual

Get the quote bid time fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getAskIndicatorFieldState ( ) const
virtual

Get the quote ask indicator fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getBidIndicatorFieldState ( ) const
virtual

Get the quote bid indicator fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getAskUpdateCountFieldState ( ) const
virtual

Get the quote ask update count fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getBidUpdateCountFieldState ( ) const
virtual

Get the quote bid update count fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getAskYieldFieldState ( ) const
virtual

Get the quote ask yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getBidYieldFieldState ( ) const
virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getAskSizesListFieldState ( ) const
virtual

Get the ask sizes list fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getBidSizesListFieldState ( ) const
virtual

Get the bid sizes list fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

MamdaFieldState Wombat::MamdaQuoteListener::getShortSaleCircuitBreakerFieldState ( ) const
virtual
Returns
The ShortSaleCircuitBreaker Field State. An enumeration representing field state.

Implements Wombat::MamdaQuoteRecap.

virtual void Wombat::MamdaQuoteListener::onMsg ( MamdaSubscription subscription,
const MamaMsg &  msg,
short  msgType 
)
virtual

Implementation of MamdaListener interface.

Implements Wombat::MamdaMsgListener.

void Wombat::MamdaQuoteListener::assertEqual ( MamdaQuoteListener listener)

The documentation for this class was generated from the following file:


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