Package com.wombat.mamda
Class MamdaQuoteListener
- java.lang.Object
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- com.wombat.mamda.MamdaQuoteListener
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- All Implemented Interfaces:
MamdaBasicEvent,MamdaBasicRecap,MamdaMsgListener,MamdaQuoteClosing,MamdaQuoteGap,MamdaQuoteRecap,MamdaQuoteUpdate
public class MamdaQuoteListener extends java.lang.Object implements MamdaMsgListener, MamdaQuoteRecap, MamdaQuoteUpdate, MamdaQuoteGap, MamdaQuoteClosing
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.
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Field Summary
Fields Modifier and Type Field Description MamdaFieldStatemGapBeginFieldStateMamdaFieldStatemGapEndFieldState
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Constructor Summary
Constructors Constructor Description MamdaQuoteListener()Create a specialized quote listener.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description voidaddHandler(MamdaQuoteHandler handler)Add a specialized quote handler.voidclearCache(com.wombat.mamda.MamdaQuoteListener.MamdaQuoteCache cache)com.wombat.mama.MamaDateTimegetActivityTime()Activity time.shortgetActivityTimeFieldState()return Activity time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updatedcom.wombat.mama.MamaDateTimegetAskCloseDate()shortgetAskCloseDateFieldState()com.wombat.mama.MamaPricegetAskClosePrice()shortgetAskClosePriceFieldState()doublegetAskDepth()shortgetAskDepthFieldState()com.wombat.mama.MamaPricegetAskHigh()shortgetAskHighFieldState()java.lang.StringgetAskIndicator()shortgetAskIndicatorFieldState()com.wombat.mama.MamaPricegetAskLow()shortgetAskLowFieldState()java.lang.StringgetAskPartId()Get the ask participant identifier.shortgetAskPartIdFieldState()com.wombat.mama.MamaDateTimegetAskPrevCloseDate()shortgetAskPrevCloseDateFieldState()com.wombat.mama.MamaPricegetAskPrevClosePrice()shortgetAskPrevClosePriceFieldState()com.wombat.mama.MamaPricegetAskPrice()Get the ask price.shortgetAskPriceFieldState()doublegetAskSize()Get the ask size.shortgetAskSizeFieldState()java.lang.StringgetAskSizesList()shortgetAskSizesListFieldState()com.wombat.mama.MamaDateTimegetAskTime()shortgetAskTimeFieldState()longgetAskUpdateCount()shortgetAskUpdateCountFieldState()doublegetAskYield()shortgetAskYieldFieldState()longgetBeginGapSeqNum()The starting sequence number of detected missing quotes based on the quote count.shortgetBeginGapSeqNumFieldState()com.wombat.mama.MamaDateTimegetBidCloseDate()shortgetBidCloseDateFieldState()com.wombat.mama.MamaPricegetBidClosePrice()shortgetBidClosePriceFieldState()doublegetBidDepth()shortgetBidDepthFieldState()com.wombat.mama.MamaPricegetBidHigh()shortgetBidHighFieldState()java.lang.StringgetBidIndicator()shortgetBidIndicatorFieldState()com.wombat.mama.MamaPricegetBidLow()shortgetBidLowFieldState()java.lang.StringgetBidPartId()Get the bid participant identifier.shortgetBidPartIdFieldState()com.wombat.mama.MamaDateTimegetBidPrevCloseDate()shortgetBidPrevCloseDateFieldState()com.wombat.mama.MamaPricegetBidPrevClosePrice()shortgetBidPrevClosePriceFieldState()com.wombat.mama.MamaPricegetBidPrice()Get the bid price.shortgetBidPriceFieldState()doublegetBidSize()Get the bid size.shortgetBidSizeFieldState()java.lang.StringgetBidSizesList()shortgetBidSizesListFieldState()com.wombat.mama.MamaDateTimegetBidTime()shortgetBidTimeFieldState()longgetBidUpdateCount()shortgetBidUpdateCountFieldState()doublegetBidYield()shortgetBidYieldFieldState()longgetEndGapSeqNum()The end sequence number of detected missing quotes based on the quote count.shortgetEndGapSeqNumFieldState()com.wombat.mama.MamaDateTimegetEventDate()Date corresponding to the last quote, as reported by the feed.shortgetEventDateFieldState()com.wombat.mama.MamaDateTimegetEventDateTime()longgetEventSeqNum()shortgetEventSeqNumFieldState()return source sequence number Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updatedcom.wombat.mama.MamaDateTimegetEventTime()Time corresponding to the last quote, as reported by the feed.shortgetEventTimeFieldState()return event time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updatedcom.wombat.mama.MamaDateTimegetLineTime()Get the line time of the update.shortgetLineTimeFieldState()java.lang.StringgetPartId()Get the participant identifier.shortgetPartIdFieldState()java.lang.StringgetPubId()shortgetPubIdFieldState()longgetQuoteCount()Get the quote count.shortgetQuoteCountFieldState()com.wombat.mama.MamaDateTimegetQuoteDate()com.wombat.mama.MamaPricegetQuoteMidPrice()Get the quote mid price.shortgetQuoteMidPriceFieldState()java.lang.StringgetQuoteQual()Get the normalized quote qualifier.shortgetQuoteQualFieldState()java.lang.StringgetQuoteQualNative()The exchange specific non normalized quote qualifier.shortgetQuoteQualNativeFieldState()com.wombat.mama.MamaDateTimegetSendTime()Get the send time of the update.shortgetSendTimeFieldState()chargetShortSaleBidTick()NASDAQ Bid Tick Indicator for Short Sale Rule Compliance.shortgetShortSaleBidTickFieldState()chargetShortSaleCircuitBreaker()getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreakershortgetShortSaleCircuitBreakerFieldState()com.wombat.mama.MamaDateTimegetSrcTime()Source time.shortgetSrcTimeFieldState()return Source time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updatedjava.lang.StringgetSymbol()Get the string symbol for the instrument.shortgetSymbolFieldState()voidonMsg(MamdaSubscription subscription, com.wombat.mama.MamaMsg msg, short msgType)Implementation of MamdaListener interface.
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Field Detail
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mGapBeginFieldState
public MamdaFieldState mGapBeginFieldState
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mGapEndFieldState
public MamdaFieldState mGapEndFieldState
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Method Detail
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clearCache
public void clearCache(com.wombat.mamda.MamdaQuoteListener.MamdaQuoteCache cache)
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addHandler
public void addHandler(MamdaQuoteHandler handler)
Add a specialized quote handler. Currently, only one handler can (and must) be registered.
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getSymbol
public java.lang.String getSymbol()
Description copied from interface:MamdaBasicRecapGet the string symbol for the instrument.- Specified by:
getSymbolin interfaceMamdaBasicRecap- Returns:
- Symbol. This is the "well-known" symbol for the security, including any symbology mapping performed by the publisher.
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getPartId
public java.lang.String getPartId()
Description copied from interface:MamdaBasicRecapGet the participant identifier.- Specified by:
getPartIdin interfaceMamdaBasicRecap- 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).
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getSrcTime
public com.wombat.mama.MamaDateTime getSrcTime()
Description copied from interface:MamdaBasicRecapSource time. Typically, the exchange generated feed- Specified by:
getSrcTimein interfaceMamdaBasicEvent- Specified by:
getSrcTimein interfaceMamdaBasicRecap- 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.
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getActivityTime
public com.wombat.mama.MamaDateTime getActivityTime()
Description copied from interface:MamdaBasicRecapActivity time. A feed handler generated time stamp representing when the data item was last updated.- Specified by:
getActivityTimein interfaceMamdaBasicEvent- Specified by:
getActivityTimein interfaceMamdaBasicRecap- Returns:
- Activity time. A feed handler generated time stamp representing when the data item was last updated.
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getLineTime
public com.wombat.mama.MamaDateTime getLineTime()
Description copied from interface:MamdaBasicRecapGet the line time of the update.- Specified by:
getLineTimein interfaceMamdaBasicRecap- 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.
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getSendTime
public com.wombat.mama.MamaDateTime getSendTime()
Description copied from interface:MamdaBasicRecapGet the send time of the update.- Specified by:
getSendTimein interfaceMamdaBasicRecap- 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).
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getPubId
public java.lang.String getPubId()
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getBidPrice
public com.wombat.mama.MamaPrice getBidPrice()
Description copied from interface:MamdaQuoteRecapGet the bid price.- Specified by:
getBidPricein interfaceMamdaQuoteClosing- Specified by:
getBidPricein interfaceMamdaQuoteRecap- Specified by:
getBidPricein interfaceMamdaQuoteUpdate- 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.
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getBidSize
public double getBidSize()
Description copied from interface:MamdaQuoteRecapGet the bid size.- Specified by:
getBidSizein interfaceMamdaQuoteClosing- Specified by:
getBidSizein interfaceMamdaQuoteRecap- Specified by:
getBidSizein interfaceMamdaQuoteUpdate- Returns:
- Total share size available for the current bid price.
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getBidPartId
public java.lang.String getBidPartId()
Description copied from interface:MamdaQuoteRecapGet the bid participant identifier.- Specified by:
getBidPartIdin interfaceMamdaQuoteClosing- Specified by:
getBidPartIdin interfaceMamdaQuoteRecap- Specified by:
getBidPartIdin interfaceMamdaQuoteUpdate- Returns:
- The identifier of the market participant (e.g. exchange or market maker) contributing the bid price field.
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getBidClosePrice
public com.wombat.mama.MamaPrice getBidClosePrice()
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getBidCloseDate
public com.wombat.mama.MamaDateTime getBidCloseDate()
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getBidPrevClosePrice
public com.wombat.mama.MamaPrice getBidPrevClosePrice()
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getBidPrevCloseDate
public com.wombat.mama.MamaDateTime getBidPrevCloseDate()
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getBidHigh
public com.wombat.mama.MamaPrice getBidHigh()
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getBidLow
public com.wombat.mama.MamaPrice getBidLow()
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getAskPrice
public com.wombat.mama.MamaPrice getAskPrice()
Description copied from interface:MamdaQuoteRecapGet the ask price.- Specified by:
getAskPricein interfaceMamdaQuoteClosing- Specified by:
getAskPricein interfaceMamdaQuoteRecap- Specified by:
getAskPricein interfaceMamdaQuoteUpdate- 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.
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getAskSize
public double getAskSize()
Description copied from interface:MamdaQuoteRecapGet the ask size.- Specified by:
getAskSizein interfaceMamdaQuoteClosing- Specified by:
getAskSizein interfaceMamdaQuoteRecap- Specified by:
getAskSizein interfaceMamdaQuoteUpdate- Returns:
- Total share size available for the current ask price.
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getAskPartId
public java.lang.String getAskPartId()
Description copied from interface:MamdaQuoteRecapGet the ask participant identifier.- Specified by:
getAskPartIdin interfaceMamdaQuoteClosing- Specified by:
getAskPartIdin interfaceMamdaQuoteRecap- Specified by:
getAskPartIdin interfaceMamdaQuoteUpdate- Returns:
- The identifier of the market participant (e.g. exchange or market maker) contributing the ask price field.
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getAskDepth
public double getAskDepth()
- Specified by:
getAskDepthin interfaceMamdaQuoteRecap- Specified by:
getAskDepthin interfaceMamdaQuoteUpdate- Returns:
- the quote bid depth
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getBidDepth
public double getBidDepth()
- Specified by:
getBidDepthin interfaceMamdaQuoteRecap- Specified by:
getBidDepthin interfaceMamdaQuoteUpdate- Returns:
- the quote bid depth
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getAskClosePrice
public com.wombat.mama.MamaPrice getAskClosePrice()
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getAskCloseDate
public com.wombat.mama.MamaDateTime getAskCloseDate()
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getAskPrevClosePrice
public com.wombat.mama.MamaPrice getAskPrevClosePrice()
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getAskPrevCloseDate
public com.wombat.mama.MamaDateTime getAskPrevCloseDate()
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getAskHigh
public com.wombat.mama.MamaPrice getAskHigh()
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getAskLow
public com.wombat.mama.MamaPrice getAskLow()
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getQuoteMidPrice
public com.wombat.mama.MamaPrice getQuoteMidPrice()
Description copied from interface:MamdaQuoteRecapGet the quote mid price.- Specified by:
getQuoteMidPricein interfaceMamdaQuoteRecap- 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).
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getQuoteQual
public java.lang.String getQuoteQual()
Description copied from interface:MamdaQuoteRecapGet the normalized quote qualifier.- Specified by:
getQuoteQualin interfaceMamdaQuoteRecap- Specified by:
getQuoteQualin interfaceMamdaQuoteUpdate- 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.
- See Also:
MamdaQuoteUpdate.getQuoteQual()
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getQuoteQualNative
public java.lang.String getQuoteQualNative()
Description copied from interface:MamdaQuoteUpdateThe exchange specific non normalized quote qualifier.- Specified by:
getQuoteQualNativein interfaceMamdaQuoteRecap- Specified by:
getQuoteQualNativein interfaceMamdaQuoteUpdate- Returns:
- The exchange specific quote qualifier.
- See Also:
MamdaQuoteUpdate.getQuoteQualNative()
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getShortSaleBidTick
public char getShortSaleBidTick()
Description copied from interface:MamdaQuoteUpdateNASDAQ Bid Tick Indicator for Short Sale Rule Compliance. National Bid Tick Indicator based on changes to the bid price of the National Best Bid or Offer (National BBO).Value Meaning U Up Tick. The current Best Bid Price price is higher than the previous Best Bid Price for the given NNM security. D Down Tick. The current Best Bid Price price is lower than the previous Best Bid Price for the given NNM security. N No Tick. The NASD Short Sale Rule does not apply to issue (i.e. NASDAQ SmallCap listed security). Z Unset - default value within the API - Specified by:
getShortSaleBidTickin interfaceMamdaQuoteRecap- Specified by:
getShortSaleBidTickin interfaceMamdaQuoteUpdate- Returns:
- The tick bid indicator.
- See Also:
MamdaQuoteUpdate.getShortSaleBidTick()
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getShortSaleCircuitBreaker
public char getShortSaleCircuitBreaker()
Description copied from interface:MamdaQuoteRecapgetShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker- Specified by:
getShortSaleCircuitBreakerin interfaceMamdaQuoteRecap- Specified by:
getShortSaleCircuitBreakerin interfaceMamdaQuoteUpdate- Returns:
- ShortSaleCircuitBreaker
- See Also:
MamdaQuoteUpdate.getShortSaleCircuitBreaker()
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getAskTime
public com.wombat.mama.MamaDateTime getAskTime()
- Specified by:
getAskTimein interfaceMamdaQuoteRecap- Specified by:
getAskTimein interfaceMamdaQuoteUpdate
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getBidTime
public com.wombat.mama.MamaDateTime getBidTime()
- Specified by:
getBidTimein interfaceMamdaQuoteRecap- Specified by:
getBidTimein interfaceMamdaQuoteUpdate
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getAskIndicator
public java.lang.String getAskIndicator()
- Specified by:
getAskIndicatorin interfaceMamdaQuoteRecap- Specified by:
getAskIndicatorin interfaceMamdaQuoteUpdate
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getBidIndicator
public java.lang.String getBidIndicator()
- Specified by:
getBidIndicatorin interfaceMamdaQuoteRecap- Specified by:
getBidIndicatorin interfaceMamdaQuoteUpdate
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getAskUpdateCount
public long getAskUpdateCount()
- Specified by:
getAskUpdateCountin interfaceMamdaQuoteRecap- Specified by:
getAskUpdateCountin interfaceMamdaQuoteUpdate
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getBidUpdateCount
public long getBidUpdateCount()
- Specified by:
getBidUpdateCountin interfaceMamdaQuoteRecap- Specified by:
getBidUpdateCountin interfaceMamdaQuoteUpdate
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getAskYield
public double getAskYield()
- Specified by:
getAskYieldin interfaceMamdaQuoteRecap- Specified by:
getAskYieldin interfaceMamdaQuoteUpdate
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getBidYield
public double getBidYield()
- Specified by:
getBidYieldin interfaceMamdaQuoteRecap- Specified by:
getBidYieldin interfaceMamdaQuoteUpdate
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getQuoteCount
public long getQuoteCount()
Description copied from interface:MamdaQuoteRecapGet the quote count.- Specified by:
getQuoteCountin interfaceMamdaQuoteRecap- Returns:
- The number of quotes generated for this security during the current trading session.
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getEventSeqNum
public long getEventSeqNum()
- Specified by:
getEventSeqNumin interfaceMamdaBasicEvent- Returns:
- Source sequence number. The exchange generated sequence number.
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getEventDate
public com.wombat.mama.MamaDateTime getEventDate()
Description copied from interface:MamdaQuoteRecapDate corresponding to the last quote, as reported by the feed.- Specified by:
getEventDatein interfaceMamdaQuoteRecap
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getEventTime
public com.wombat.mama.MamaDateTime getEventTime()
Description copied from interface:MamdaQuoteRecapTime corresponding to the last quote, as reported by the feed.- Specified by:
getEventTimein interfaceMamdaBasicEvent- Specified by:
getEventTimein interfaceMamdaQuoteRecap- 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.
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getAskSizesList
public java.lang.String getAskSizesList()
- Specified by:
getAskSizesListin interfaceMamdaQuoteRecap- Specified by:
getAskSizesListin interfaceMamdaQuoteUpdate
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getBidSizesList
public java.lang.String getBidSizesList()
- Specified by:
getBidSizesListin interfaceMamdaQuoteRecap- Specified by:
getBidSizesListin interfaceMamdaQuoteUpdate
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getEventDateTime
public com.wombat.mama.MamaDateTime getEventDateTime()
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getQuoteDate
public com.wombat.mama.MamaDateTime getQuoteDate()
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getBeginGapSeqNum
public long getBeginGapSeqNum()
Description copied from interface:MamdaQuoteGapThe starting sequence number of detected missing quotes based on the quote count.- Specified by:
getBeginGapSeqNumin interfaceMamdaQuoteGap
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getEndGapSeqNum
public long getEndGapSeqNum()
Description copied from interface:MamdaQuoteGapThe end sequence number of detected missing quotes based on the quote count.- Specified by:
getEndGapSeqNumin interfaceMamdaQuoteGap
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getSymbolFieldState
public short getSymbolFieldState()
- Specified by:
getSymbolFieldStatein interfaceMamdaBasicRecap- Returns:
- symbol Field State
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getPartIdFieldState
public short getPartIdFieldState()
- Specified by:
getPartIdFieldStatein interfaceMamdaBasicRecap- Returns:
- participant ID Field State
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getSrcTimeFieldState
public short getSrcTimeFieldState()
Description copied from interface:MamdaBasicEventreturn Source time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated- Specified by:
getSrcTimeFieldStatein interfaceMamdaBasicEvent- Specified by:
getSrcTimeFieldStatein interfaceMamdaBasicRecap- Returns:
- source time Field State
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getActivityTimeFieldState
public short getActivityTimeFieldState()
Description copied from interface:MamdaBasicEventreturn Activity time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated- Specified by:
getActivityTimeFieldStatein interfaceMamdaBasicEvent- Specified by:
getActivityTimeFieldStatein interfaceMamdaBasicRecap- Returns:
- activity time Field State
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getLineTimeFieldState
public short getLineTimeFieldState()
- Specified by:
getLineTimeFieldStatein interfaceMamdaBasicRecap- Returns:
- line time Field State
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getSendTimeFieldState
public short getSendTimeFieldState()
- Specified by:
getSendTimeFieldStatein interfaceMamdaBasicRecap- Returns:
- send time Field State
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getPubIdFieldState
public short getPubIdFieldState()
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getBidPriceFieldState
public short getBidPriceFieldState()
- Specified by:
getBidPriceFieldStatein interfaceMamdaQuoteClosing- Specified by:
getBidPriceFieldStatein interfaceMamdaQuoteRecap- Specified by:
getBidPriceFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the bid price Field State
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getBidSizeFieldState
public short getBidSizeFieldState()
- Specified by:
getBidSizeFieldStatein interfaceMamdaQuoteClosing- Specified by:
getBidSizeFieldStatein interfaceMamdaQuoteRecap- Specified by:
getBidSizeFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the bid size Field State
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getBidPartIdFieldState
public short getBidPartIdFieldState()
- Specified by:
getBidPartIdFieldStatein interfaceMamdaQuoteClosing- Specified by:
getBidPartIdFieldStatein interfaceMamdaQuoteRecap- Specified by:
getBidPartIdFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the bid part ID Field State
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getBidClosePriceFieldState
public short getBidClosePriceFieldState()
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getBidCloseDateFieldState
public short getBidCloseDateFieldState()
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getBidPrevClosePriceFieldState
public short getBidPrevClosePriceFieldState()
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getBidPrevCloseDateFieldState
public short getBidPrevCloseDateFieldState()
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getBidHighFieldState
public short getBidHighFieldState()
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getBidLowFieldState
public short getBidLowFieldState()
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getAskPriceFieldState
public short getAskPriceFieldState()
- Specified by:
getAskPriceFieldStatein interfaceMamdaQuoteClosing- Specified by:
getAskPriceFieldStatein interfaceMamdaQuoteRecap- Specified by:
getAskPriceFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the ask price Field State
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getAskSizeFieldState
public short getAskSizeFieldState()
- Specified by:
getAskSizeFieldStatein interfaceMamdaQuoteClosing- Specified by:
getAskSizeFieldStatein interfaceMamdaQuoteRecap- Specified by:
getAskSizeFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the ask size Field State
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getAskPartIdFieldState
public short getAskPartIdFieldState()
- Specified by:
getAskPartIdFieldStatein interfaceMamdaQuoteClosing- Specified by:
getAskPartIdFieldStatein interfaceMamdaQuoteRecap- Specified by:
getAskPartIdFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the ask part ID Field State
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getAskClosePriceFieldState
public short getAskClosePriceFieldState()
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getAskCloseDateFieldState
public short getAskCloseDateFieldState()
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getAskPrevClosePriceFieldState
public short getAskPrevClosePriceFieldState()
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getAskPrevCloseDateFieldState
public short getAskPrevCloseDateFieldState()
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getAskHighFieldState
public short getAskHighFieldState()
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getAskLowFieldState
public short getAskLowFieldState()
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getAskDepthFieldState
public short getAskDepthFieldState()
- Specified by:
getAskDepthFieldStatein interfaceMamdaQuoteRecap- Specified by:
getAskDepthFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the ask depth Field State
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getBidDepthFieldState
public short getBidDepthFieldState()
- Specified by:
getBidDepthFieldStatein interfaceMamdaQuoteRecap- Specified by:
getBidDepthFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the bid depth Field State
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getQuoteMidPriceFieldState
public short getQuoteMidPriceFieldState()
- Specified by:
getQuoteMidPriceFieldStatein interfaceMamdaQuoteRecap- Returns:
- the quote mid price Field State
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getQuoteQualFieldState
public short getQuoteQualFieldState()
- Specified by:
getQuoteQualFieldStatein interfaceMamdaQuoteRecap- Specified by:
getQuoteQualFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the quote qual Field State
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getQuoteQualNativeFieldState
public short getQuoteQualNativeFieldState()
- Specified by:
getQuoteQualNativeFieldStatein interfaceMamdaQuoteRecap- Specified by:
getQuoteQualNativeFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the quote qual native Field State
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getShortSaleBidTickFieldState
public short getShortSaleBidTickFieldState()
- Specified by:
getShortSaleBidTickFieldStatein interfaceMamdaQuoteRecap- Specified by:
getShortSaleBidTickFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the short sale bid tick Field State
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getShortSaleCircuitBreakerFieldState
public short getShortSaleCircuitBreakerFieldState()
- Specified by:
getShortSaleCircuitBreakerFieldStatein interfaceMamdaQuoteRecap- Specified by:
getShortSaleCircuitBreakerFieldStatein interfaceMamdaQuoteUpdate- Returns:
- Returns the FieldState, always MODIFIED.
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getAskTimeFieldState
public short getAskTimeFieldState()
- Specified by:
getAskTimeFieldStatein interfaceMamdaQuoteRecap- Specified by:
getAskTimeFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the ask time Field State
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getBidTimeFieldState
public short getBidTimeFieldState()
- Specified by:
getBidTimeFieldStatein interfaceMamdaQuoteRecap- Specified by:
getBidTimeFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the bid time Field State
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getAskIndicatorFieldState
public short getAskIndicatorFieldState()
- Specified by:
getAskIndicatorFieldStatein interfaceMamdaQuoteRecap- Specified by:
getAskIndicatorFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the ask indicator Field State
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getBidIndicatorFieldState
public short getBidIndicatorFieldState()
- Specified by:
getBidIndicatorFieldStatein interfaceMamdaQuoteRecap- Specified by:
getBidIndicatorFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the bid indicator Field State
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getAskUpdateCountFieldState
public short getAskUpdateCountFieldState()
- Specified by:
getAskUpdateCountFieldStatein interfaceMamdaQuoteRecap- Specified by:
getAskUpdateCountFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the ask update count Field State
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getBidUpdateCountFieldState
public short getBidUpdateCountFieldState()
- Specified by:
getBidUpdateCountFieldStatein interfaceMamdaQuoteRecap- Specified by:
getBidUpdateCountFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the bid update count Field State
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getAskYieldFieldState
public short getAskYieldFieldState()
- Specified by:
getAskYieldFieldStatein interfaceMamdaQuoteRecap- Specified by:
getAskYieldFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the ask yield Field State
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getBidYieldFieldState
public short getBidYieldFieldState()
- Specified by:
getBidYieldFieldStatein interfaceMamdaQuoteRecap- Specified by:
getBidYieldFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the bid yield Field State
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getQuoteCountFieldState
public short getQuoteCountFieldState()
- Specified by:
getQuoteCountFieldStatein interfaceMamdaQuoteRecap- Returns:
- the quote count Field State
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getEventSeqNumFieldState
public short getEventSeqNumFieldState()
Description copied from interface:MamdaBasicEventreturn source sequence number Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated- Specified by:
getEventSeqNumFieldStatein interfaceMamdaBasicEvent
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getEventDateFieldState
public short getEventDateFieldState()
- Specified by:
getEventDateFieldStatein interfaceMamdaQuoteRecap- Returns:
- event date Field State
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getEventTimeFieldState
public short getEventTimeFieldState()
Description copied from interface:MamdaBasicEventreturn event time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated- Specified by:
getEventTimeFieldStatein interfaceMamdaBasicEvent- Specified by:
getEventTimeFieldStatein interfaceMamdaQuoteRecap- Returns:
- the event time Field State
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getAskSizesListFieldState
public short getAskSizesListFieldState()
- Specified by:
getAskSizesListFieldStatein interfaceMamdaQuoteRecap- Specified by:
getAskSizesListFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the ask sizes list Field State
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getBidSizesListFieldState
public short getBidSizesListFieldState()
- Specified by:
getBidSizesListFieldStatein interfaceMamdaQuoteRecap- Specified by:
getBidSizesListFieldStatein interfaceMamdaQuoteUpdate- Returns:
- the bid sizes list Field State
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getBeginGapSeqNumFieldState
public short getBeginGapSeqNumFieldState()
- Specified by:
getBeginGapSeqNumFieldStatein interfaceMamdaQuoteGap- Returns:
- the begin gap seq num Field State
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getEndGapSeqNumFieldState
public short getEndGapSeqNumFieldState()
- Specified by:
getEndGapSeqNumFieldStatein interfaceMamdaQuoteGap- Returns:
- the end gap seq num Field State
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onMsg
public void onMsg(MamdaSubscription subscription, com.wombat.mama.MamaMsg msg, short msgType)
Implementation of MamdaListener interface. NB! For internal use only.- Specified by:
onMsgin interfaceMamdaMsgListener- Parameters:
subscription- The MamdaSubscription to which this listener was registered.msg- The MamaMsg received by the underlying MAMA API and which resulted in this callback being invoked.msgType- The message type. e.g. INITIAL, RECAP, UPDATE etc.
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