java.lang.Object
- com.wombat.mamda.MamdaTradeListener

All Implemented Interfaces:

MamdaBasicEvent, MamdaBasicRecap, MamdaMsgListener, MamdaTradeCancelOrError, MamdaTradeClosing, MamdaTradeCorrection, MamdaTradeGap, MamdaTradeRecap, MamdaTradeReport
```
public class MamdaTradeListener
extends java.lang.Object
implements MamdaMsgListener, MamdaTradeRecap, MamdaTradeReport, MamdaTradeGap, MamdaTradeCancelOrError, MamdaTradeCorrection, MamdaTradeClosing
```
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.

Nested Class Summary

Nested Classes
Modifier and Type Class Description

static class MamdaTradeListener.TradeLineTime

static class MamdaTradeListener.TradeSendTime

Constructor Summary

Constructors
Constructor Description

MamdaTradeListener()
Create a specialized trade listener.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`void`	`addHandler(MamdaTradeHandler handler)`	Add a specialized trade handler.
`void`	`clearCache(com.wombat.mamda.MamdaTradeListener.MamdaTradeCache cache)`
`double`	`getAccVolume()`	Total volume of shares traded in a security at the time it is disseminated.
`short`	`getAccVolumeFieldState()`
`com.wombat.mama.MamaDateTime`	`getActivityTime()`	Activity time.
`short`	`getActivityTimeFieldState()`	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 updated
`com.wombat.mama.MamaPrice`	`getAdjPrevClose()`	The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date.
`short`	`getAdjPrevCloseFieldState()`
`long`	`getBeginGapSeqNum()`	The starting sequence number of detected missing trades based on the trade count.
`short`	`getBeginGapSeqNumFieldState()`
`long`	`getBlockCount()`	The number of block trades (at least 10,000 shares) today.
`short`	`getBlockCountFieldState()`
`double`	`getBlockVolume()`	Total volume of block trades today.
`short`	`getBlockVolumeFieldState()`
`com.wombat.mama.MamaPrice`	`getClosePrice()`	Today's closing price.
`short`	`getClosePriceFieldState()`
`java.lang.String`	`getCorrCondition()`	Get corrected trade condition.
`short`	`getCorrConditionFieldState()`
`java.lang.String`	`getCorrPartId()`	Get the corrected trade participant identifier.
`short`	`getCorrPartIdFieldState()`
`double`	`getCorrPrice()`	Get the corrected trade price.
`short`	`getCorrPriceFieldState()`
`java.lang.String`	`getCorrQual()`	Get corrected trade qualifier.
`short`	`getCorrQualFieldState()`
`java.lang.String`	`getCorrQualNative()`	Get corrected trade condition.
`short`	`getCorrQualNativeFieldState()`
`long`	`getCorrSellersSaleDays()`	Get the corrected trade sellers days.
`short`	`getCorrSellersSaleDaysFieldState()`
`char`	`getCorrShortSaleCircuitBreaker()`	getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
`short`	`getCorrShortSaleCircuitBreakerFieldState()`
`char`	`getCorrStopStock()`	Get the original stock stop indicator.
`short`	`getCorrStopStockFieldState()`
`java.lang.String`	`getCorrTradeId()`	Get the corrected trade id.
`short`	`getCorrTradeIdFieldState()`
`double`	`getCorrVolume()`	Get the corrected trade volume.
`short`	`getCorrVolumeFieldState()`
`java.lang.String`	`getCurrencyCode()`	Sequence number of trade.
`short`	`getCurrencyCodeFieldState()`
`long`	`getEndGapSeqNum()`	The end sequence number of detected missing trades based on the trade count.
`short`	`getEndGapSeqNumFieldState()`
`long`	`getEventSeqNum()`	Sequence number of trade.
`short`	`getEventSeqNumFieldState()`	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 updated
`com.wombat.mama.MamaDateTime`	`getEventTime()`
`short`	`getEventTimeFieldState()`	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 updated
`com.wombat.mama.MamaPrice`	`getHighPrice()`	Highest price paid for security during the trading day.
`short`	`getHighPriceFieldState()`
`long`	`getHighSeqNum()`	Sequence number of trade.
`short`	`getHighSeqNumFieldState()`
`java.lang.String`	`getIrregPartId()`	Trade participant ID for the last irregular trade.
`short`	`getIrregPartIdFieldState()`
`com.wombat.mama.MamaPrice`	`getIrregPrice()`	Monetary value of an individual share of the security at the time of the last irregular trade.
`short`	`getIrregPriceFieldState()`
`com.wombat.mama.MamaDateTime`	`getIrregTime()`	Time corresponding to the last irregular trade, as reported by the feed.
`short`	`getIrregTimeFieldState()`
`double`	`getIrregVolume()`	Number of shares traded in a single transaction for an individual security.
`short`	`getIrregVolumeFieldState()`
`boolean`	`getIsCancel()`	Return whether this event is a trade cancel.
`short`	`getIsCancelFieldState()`
`boolean`	`getIsIndicative()`	Return whether this closing price is indicative or official.
`short`	`getIsIndicativeFieldState()`
`boolean`	`getIsIrregular()`	Return whether this is an irregular trade.
`short`	`getIsIrregularFieldState()`	Return the isIrreglar field state.
`com.wombat.mama.MamaDateTime`	`getLastDate()`	Date corresponding to the last trade, as reported by the feed.
`short`	`getLastDateFieldState()`
`com.wombat.mama.MamaDateTime`	`getLastDateTime()`
`java.lang.String`	`getLastPartId()`	Trade participant ID.
`short`	`getLastPartIdFieldState()`
`com.wombat.mama.MamaPrice`	`getLastPrice()`	Monetary value of an individual share of the security at the time of the trade.
`short`	`getLastPriceFieldState()`
`long`	`getLastSeqNum()`	Sequence number of last trade.
`short`	`getLastSeqNumFieldState()`
`com.wombat.mama.MamaDateTime`	`getLastTime()`	Time corresponding to the last trade, as reported by the feed.
`short`	`getLastTimeFieldState()`
`double`	`getLastVolume()`	Number of shares traded in a single transaction for an individual security.
`short`	`getLastVolumeFieldState()`
`com.wombat.mama.MamaDateTime`	`getLineTime()`	Get the line time of the update.
`short`	`getLineTimeFieldState()`
`com.wombat.mama.MamaPrice`	`getLowPrice()`	Lowest price paid for security during the trading day.
`short`	`getLowPriceFieldState()`
`long`	`getLowSeqNum()`	Sequence number of trade.
`short`	`getLowSeqNumFieldState()`
`com.wombat.mama.MamaPrice`	`getNetChange()`	Get the change in price compared with the previous closing price.
`short`	`getNetChangeFieldState()`
`double`	`getOffExAccVolume()`	Total volume of shares traded off exchange in a security at the time it is disseminated.
`short`	`getOffExAccVolumeFieldState()`
`com.wombat.mama.MamaPrice`	`getOffExchangeTradePrice()`	Monetary value of an individual off exchange share of the security at the time of the trade.
`short`	`getOffExchangeTradePriceFieldState()`
`double`	`getOffExTotalValue()`	Total value of all shares traded off exchange in a security at the time it is disseminated.
`short`	`getOffExTotalValueFieldState()`
`double`	`getOffExVwap()`	Volume-weighted average off exchange price of a security at the time it is disseminated.
`short`	`getOffExVwapFieldState()`
`double`	`getOnExAccVolume()`	Total volume of shares traded on exchange in a security at the time it is disseminated.
`short`	`getOnExAccVolumeFieldState()`
`com.wombat.mama.MamaPrice`	`getOnExchangeTradePrice()`	Monetary value of an individual on exchange share of the security at the time of the trade.
`short`	`getOnExchangeTradePriceFieldState()`
`double`	`getOnExTotalValue()`	Total value of all shares traded on exchange in a security at the time it is disseminated.
`short`	`getOnExTotalValueFieldState()`
`double`	`getOnExVwap()`	Volume-weighted average on exchange price of a security at the time it is disseminated.
`short`	`getOnExVwapFieldState()`
`com.wombat.mama.MamaPrice`	`getOpenPrice()`	The price of the first qualifying trade in the security during the current trading day.
`short`	`getOpenPriceFieldState()`
`long`	`getOrderId()`	Get the order id, if available.
`short`	`getOrderIdFieldState()`
`java.lang.String`	`getOrigCondition()`	Feed-specific trade qualifier code(s) for original trade.
`short`	`getOrigConditionFieldState()`
`java.lang.String`	`getOrigPartId()`	Original trade participant identifier in a correction/cancel/error.
`short`	`getOrigPartIdFieldState()`
`double`	`getOrigPrice()`	Original trade price in a correction/cancel/error.
`short`	`getOrigPriceFieldState()`
`java.lang.String`	`getOrigQual()`	A normalized set of qualifiers for the original trade for the security in a correction/cancel/error.
`short`	`getOrigQualFieldState()`
`java.lang.String`	`getOrigQualNative()`	Get original trade qualifier (non normalized).
`short`	`getOrigQualNativeFieldState()`
`long`	`getOrigSellersSaleDays()`	Seller's sale days for original trade.
`short`	`getOrigSellersSaleDaysFieldState()`
`long`	`getOrigSeqNum()`	Original feed-generated sequence for a correction/cancel/error.
`short`	`getOrigSeqNumFieldState()`
`char`	`getOrigShortSaleCircuitBreaker()`	getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
`short`	`getOrigShortSaleCircuitBreakerFieldState()`
`char`	`getOrigStopStock()`	Stopped stock indicator for original trade.
`short`	`getOrigStopStockFieldState()`
`java.lang.String`	`getOrigTradeId()`
`short`	`getOrigTradeIdFieldState()`
`double`	`getOrigVolume()`	Original trade size in a correction/cancel/error.
`short`	`getOrigVolumeFieldState()`
`java.lang.String`	`getPartId()`	Get the participant identifier.
`short`	`getPartIdFieldState()`
`double`	`getPctChange()`	Change in price as a percentage.
`short`	`getPctChangeFieldState()`
`com.wombat.mama.MamaDateTime`	`getPrevCloseDate()`	Date corresponding to PrevClosePrice.
`short`	`getPrevCloseDateFieldState()`
`com.wombat.mama.MamaPrice`	`getPrevClosePrice()`	The last qualifying trade price on the previous trading day.
`short`	`getPrevClosePriceFieldState()`
`java.lang.String`	`getPubId()`
`short`	`getPubIdFieldState()`
`com.wombat.mama.MamaDateTime`	`getSendTime()`	Get the send time of the update.
`short`	`getSendTimeFieldState()`
`com.wombat.mama.MamaDateTime`	`getSettleDate()`	Settle date of trade.
`short`	`getSettleDateFieldState()`
`com.wombat.mama.MamaPrice`	`getSettlePrice()`	Settle of trade.
`short`	`getSettlePriceFieldState()`
`char`	`getShortSaleCircuitBreaker()`	getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
`short`	`getShortSaleCircuitBreakerFieldState()`
`java.lang.String`	`getSide()`	Returns the Aggressor Side or TradeSide TradeSide 0 : No TradeSide is currently known/available. 1 or B : Buy 2 or S : Sell AggressorSide 0 : No AggressorSide is currently known/available. 1 or B : Buy 2 or S : Sell
`short`	`getSideFieldState()`
`com.wombat.mama.MamaDateTime`	`getSrcTime()`	Source time.
`short`	`getSrcTimeFieldState()`	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 updated
`double`	`getStdDev()`	Standard deviation of last trade price of a security at the time it is disseminated.
`short`	`getStdDevFieldState()`
`double`	`getStdDevSum()`
`short`	`getStdDevSumFieldState()`
`double`	`getStdDevSumSquares()`
`short`	`getStdDevSumSquaresFieldState()`
`java.lang.String`	`getSymbol()`	Get the string symbol for the instrument.
`short`	`getSymbolFieldState()`
`double`	`getTotalValue()`	Total value of all shares traded in a security at the time it is disseminated.
`short`	`getTotalValueFieldState()`
`long`	`getTotalVolumeSeqNum()`	Sequence number of trade.
`short`	`getTotalVolumeSeqNumFieldState()`
`java.lang.String`	`getTradeCondition()`	Return the exchange provided trade condition.
`short`	`getTradeConditionFieldState()`	Return the trade condition field state.
`long`	`getTradeCount()`	The number of trades today.
`short`	`getTradeCountFieldState()`
`com.wombat.mama.MamaDateTime`	`getTradeDate()`
`java.lang.String`	`getTradeDirection()`	Trade tick direction.
`short`	`getTradeDirectionFieldState()`
`java.lang.String`	`getTradeExecVenue()`	Trade execution venue.
`short`	`getTradeExecVenueFieldState()`
`java.lang.String`	`getTradeId()`	Return the trade id.
`short`	`getTradeIdFieldState()`	Return the trade ID field state.
`java.lang.String`	`getTradePartId()`	Return the participant identifier.
`short`	`getTradePartIdFieldState()`	Return the trade part ID field state.
`com.wombat.mama.MamaPrice`	`getTradePrice()`	Return the trade price.
`short`	`getTradePriceFieldState()`	Return the trade price field state.
`java.lang.String`	`getTradeQual()`	Return the normalized trade qualifier.
`short`	`getTradeQualFieldState()`	Return the trade qualifier field state.
`java.lang.String`	`getTradeQualNativeStr()`	The native, non normalized, trade qualifier.
`short`	`getTradeQualNativeStrFieldState()`	Return the trade qualifier native field state.
`long`	`getTradeSellersSaleDays()`	Return the seller trade days.
`short`	`getTradeSellersSaleDaysFieldState()`	Return the trade sellers sale days field state.
`char`	`getTradeStopStock()`	Return the stopped stock indicator.
`short`	`getTradeStopStockFieldState()`	Return the trade stop stock field state.
`java.lang.String`	`getTradeUnits()`	Reuters trade units.
`short`	`getTradeUnitsFieldState()`
`double`	`getTradeVolume()`	Return the trade volume.
`short`	`getTradeVolumeFieldState()`	Return the trade volume field state.
`double`	`getVwap()`	Volume-weighted average price of a security at the time it is disseminated.
`short`	`getVwapFieldState()`
`void`	`onMsg(MamdaSubscription subscription, com.wombat.mama.MamaMsg msg, short msgType)`	Implementation of MamdaListener interface.
`void`	`printCache(com.wombat.mamda.MamdaTradeListener.MamdaTradeCache cache)`

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail
- MamdaTradeListener
```
public MamdaTradeListener()
```
  Create a specialized trade listener. This listener handles trade reports, trade recaps, trade errors/cancels, trade corrections, and trade gap notifications.

Method Detail

printCache

public void printCache(com.wombat.mamda.MamdaTradeListener.MamdaTradeCache cache)

clearCache

public void clearCache(com.wombat.mamda.MamdaTradeListener.MamdaTradeCache cache)

addHandler
```
public void addHandler(MamdaTradeHandler handler)
```
Add a specialized trade handler. Currently, only one handler can (and must) be registered.

getSymbol
```
public java.lang.String getSymbol()
```
Description copied from interface: MamdaBasicRecap

Get the string symbol for the instrument.

Specified by:

getSymbol in interface MamdaBasicRecap

Returns:

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

getPartId
```
public java.lang.String getPartId()
```
Description copied from interface: MamdaBasicRecap

Get the participant identifier.

Specified by:

getPartId in interface MamdaBasicRecap

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).

getSrcTime
```
public com.wombat.mama.MamaDateTime getSrcTime()
```
Description copied from interface: MamdaBasicRecap

Source time. Typically, the exchange generated feed

Specified by:

getSrcTime in interface MamdaBasicEvent

Specified by:

getSrcTime in interface MamdaBasicRecap

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.

See Also:

MamdaBasicEvent.getSrcTime()

getActivityTime
```
public com.wombat.mama.MamaDateTime getActivityTime()
```
Description copied from interface: MamdaBasicRecap

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

Specified by:

getActivityTime in interface MamdaBasicEvent

Specified by:

getActivityTime in interface MamdaBasicRecap

Returns:

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

See Also:

MamdaBasicEvent.getActivityTime()

getLineTime
```
public com.wombat.mama.MamaDateTime getLineTime()
```
Description copied from interface: MamdaBasicRecap

Get the line time of the update.

Specified by:

getLineTime in interface MamdaBasicRecap

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.

getSendTime
```
public com.wombat.mama.MamaDateTime getSendTime()
```
Description copied from interface: MamdaBasicRecap

Get the send time of the update.

Specified by:

getSendTime in interface MamdaBasicRecap

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).

getPubId
```
public java.lang.String getPubId()
```

getEventSeqNum
```
public long getEventSeqNum()
```
Description copied from interface: MamdaTradeRecap

Sequence number of trade.

Specified by:

getEventSeqNum in interface MamdaBasicEvent

Specified by:

getEventSeqNum in interface MamdaTradeRecap

Returns:

Source sequence number. The exchange generated sequence number.

See Also:

MamdaBasicEvent.getEventSeqNum()

getEventTime
```
public com.wombat.mama.MamaDateTime getEventTime()
```
Specified by:

getEventTime in interface MamdaBasicEvent

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.

See Also:

MamdaBasicEvent.getEventTime()

getLastPrice
```
public com.wombat.mama.MamaPrice getLastPrice()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getLastPrice in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getLastPrice()

getLastVolume
```
public double getLastVolume()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getLastVolume in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getLastVolume()

getShortSaleCircuitBreaker
```
public char getShortSaleCircuitBreaker()
```
Description copied from interface: MamdaTradeRecap

getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker

Specified by:

getShortSaleCircuitBreaker in interface MamdaTradeRecap

Specified by:

getShortSaleCircuitBreaker in interface MamdaTradeReport

Returns:

ShortSaleCircuitBreaker

See Also:

MamdaTradeReport.getShortSaleCircuitBreaker()

getOrigShortSaleCircuitBreaker
```
public char getOrigShortSaleCircuitBreaker()
```
Description copied from interface: MamdaTradeCancelOrError

getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker

Specified by:

getOrigShortSaleCircuitBreaker in interface MamdaTradeCancelOrError

Returns:

ShortSaleCircuitBreaker

See Also:

MamdaTradeReport#getOrigShortSaleCircuitBreaker()

getCorrShortSaleCircuitBreaker
```
public char getCorrShortSaleCircuitBreaker()
```
Description copied from interface: MamdaTradeCorrection

getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker

Specified by:

getCorrShortSaleCircuitBreaker in interface MamdaTradeCorrection

Returns:

ShortSaleCircuitBreaker

See Also:

MamdaTradeReport#getCorrShortSaleCircuitBreaker()

getLastPartId
```
public java.lang.String getLastPartId()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getLastPartId in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getLastPartId()

getLastDate
```
public com.wombat.mama.MamaDateTime getLastDate()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getLastDate in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getLastDate()

getLastTime
```
public com.wombat.mama.MamaDateTime getLastTime()
```
Description copied from interface: MamdaTradeRecap

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.

Specified by:

getLastTime in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getLastTime()

getLastDateTime

public com.wombat.mama.MamaDateTime getLastDateTime()

See Also:: MamdaTradeRecap.getLastTime()

getIrregPrice
```
public com.wombat.mama.MamaPrice getIrregPrice()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getIrregPrice in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getIrregPrice()

getIrregVolume
```
public double getIrregVolume()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getIrregVolume in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getIrregVolume()

getIrregPartId
```
public java.lang.String getIrregPartId()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getIrregPartId in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getIrregPartId()

getIrregTime
```
public com.wombat.mama.MamaDateTime getIrregTime()
```
Description copied from interface: MamdaTradeRecap

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.

Specified by:

getIrregTime in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getLastTime()

getTradeDate

public com.wombat.mama.MamaDateTime getTradeDate()

getAccVolume
```
public double getAccVolume()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getAccVolume in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getAccVolume()

getOffExAccVolume
```
public double getOffExAccVolume()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getOffExAccVolume in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getOffExAccVolume()

getOnExAccVolume
```
public double getOnExAccVolume()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getOnExAccVolume in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getOnExAccVolume()

getNetChange
```
public com.wombat.mama.MamaPrice getNetChange()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getNetChange in interface MamdaTradeRecap

Returns:

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

See Also:

MamdaTradeRecap.getNetChange()

getPctChange
```
public double getPctChange()
```
Description copied from interface: MamdaTradeRecap

Change in price as a percentage.

Specified by:

getPctChange in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getPctChange()

getTradeDirection
```
public java.lang.String getTradeDirection()
```
Description copied from interface: MamdaTradeRecap
Trade tick direction.
- 0 : No direction is currently known/available.
- + : Up tick.
- - : Down tick.
- 0+ : Unchanged; Previous move was up tick.
- 0- : Unchanged; Previous move was down tick.
- NA : Not applicable. (If it is meaningful to have such a value for some exchanges.)
Specified by:

getTradeDirection in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getTradeDirection()

getSide
```
public java.lang.String getSide()
```
Description copied from interface: MamdaTradeRecap
Returns the Aggressor Side or TradeSide TradeSide
- 0 : No TradeSide is currently known/available.
- 1 or B : Buy
- 2 or S : Sell
Specified by:

getSide in interface MamdaTradeRecap

Specified by:

getSide in interface MamdaTradeReport

See Also:

MamdaTradeRecap.getSide()

getOpenPrice
```
public com.wombat.mama.MamaPrice getOpenPrice()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getOpenPrice in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getOpenPrice()

getHighPrice
```
public com.wombat.mama.MamaPrice getHighPrice()
```
Description copied from interface: MamdaTradeRecap

Highest price paid for security during the trading day.

Specified by:

getHighPrice in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getHighPrice()

getLowPrice
```
public com.wombat.mama.MamaPrice getLowPrice()
```
Description copied from interface: MamdaTradeRecap

Lowest price paid for security during the trading day.

Specified by:

getLowPrice in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getLowPrice()

getClosePrice
```
public com.wombat.mama.MamaPrice getClosePrice()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getClosePrice in interface MamdaTradeClosing

Specified by:

getClosePrice in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getClosePrice()

getPrevClosePrice
```
public com.wombat.mama.MamaPrice getPrevClosePrice()
```
Description copied from interface: MamdaTradeRecap

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.

Specified by:

getPrevClosePrice in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getPrevClosePrice()

getPrevCloseDate
```
public com.wombat.mama.MamaDateTime getPrevCloseDate()
```
Description copied from interface: MamdaTradeRecap

Date corresponding to PrevClosePrice.

Specified by:

getPrevCloseDate in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getPrevCloseDate()

getAdjPrevClose
```
public com.wombat.mama.MamaPrice getAdjPrevClose()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getAdjPrevClose in interface MamdaTradeRecap

Returns:

The adjusted previous closing price.

See Also:

MamdaTradeRecap.getAdjPrevClose()

getBlockCount
```
public long getBlockCount()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getBlockCount in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getBlockCount()

getBlockVolume
```
public double getBlockVolume()
```
Description copied from interface: MamdaTradeRecap

Total volume of block trades today.

Specified by:

getBlockVolume in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getBlockVolume()

getVwap
```
public double getVwap()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getVwap in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getVwap()

getOffExVwap
```
public double getOffExVwap()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getOffExVwap in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getOffExVwap()

getOnExVwap
```
public double getOnExVwap()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getOnExVwap in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getOnExVwap()

getTotalValue
```
public double getTotalValue()
```
Description copied from interface: MamdaTradeRecap

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.

Specified by:

getTotalValue in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getTotalValue()

getOffExTotalValue
```
public double getOffExTotalValue()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getOffExTotalValue in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getOffExTotalValue()

getOnExTotalValue
```
public double getOnExTotalValue()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getOnExTotalValue in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getOnExTotalValue()

getStdDev
```
public double getStdDev()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getStdDev in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getStdDev()

getStdDevSum
```
public double getStdDevSum()
```
Specified by:

getStdDevSum in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getStdDevSum()

getStdDevSumSquares
```
public double getStdDevSumSquares()
```
Specified by:

getStdDevSumSquares in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getStdDevSumSquares()

getOrderId
```
public long getOrderId()
```
Description copied from interface: MamdaTradeRecap

Get the order id, if available.

Specified by:

getOrderId in interface MamdaTradeRecap

Returns:

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

See Also:

MamdaTradeRecap.getOrderId()

getSettlePrice
```
public com.wombat.mama.MamaPrice getSettlePrice()
```
Description copied from interface: MamdaTradeRecap

Settle of trade.

Specified by:

getSettlePrice in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getSettlePrice()

getSettleDate
```
public com.wombat.mama.MamaDateTime getSettleDate()
```
Description copied from interface: MamdaTradeRecap

Settle date of trade.

Specified by:

getSettleDate in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getSettleDate()

getTradePrice
```
public com.wombat.mama.MamaPrice getTradePrice()
```
Description copied from interface: MamdaTradeReport

Return the trade price.

Specified by:

getTradePrice in interface MamdaTradeReport

Returns:

The monetary value of an individual share of the security at the time of the trade.

See Also:

MamdaTradeReport.getTradePrice()

getTradeVolume
```
public double getTradeVolume()
```
Description copied from interface: MamdaTradeReport

Return the trade volume.

Specified by:

getTradeVolume in interface MamdaTradeReport

Returns:

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

See Also:

MamdaTradeReport.getTradeVolume()

getTradePartId
```
public java.lang.String getTradePartId()
```
Description copied from interface: MamdaTradeReport

Return the participant identifier.

Specified by:

getTradePartId in interface MamdaTradeReport

Returns:

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

See Also:

MamdaTradeReport.getTradePartId()

getTradeId
```
public java.lang.String getTradeId()
```
Description copied from interface: MamdaTradeReport

Return the trade id.

Specified by:

getTradeId in interface MamdaTradeReport

Returns:

Trade ID. This is typically an exchange ID or a market maker ID.

See Also:

MamdaTradeReport.getTradeId()

getOrigTradeId
```
public java.lang.String getOrigTradeId()
```
Specified by:

getOrigTradeId in interface MamdaTradeCancelOrError

Specified by:

getOrigTradeId in interface MamdaTradeCorrection

Returns:

Returns the OrigTradeId.

See Also:

MamdaTradeCancelOrError.getOrigTradeId()

getCorrTradeId
```
public java.lang.String getCorrTradeId()
```
Description copied from interface: MamdaTradeCorrection

Get the corrected trade id.

Specified by:

getCorrTradeId in interface MamdaTradeCorrection

See Also:

MamdaTradeCorrection.getCorrTradeId()

getTradeQual

public java.lang.String getTradeQual()

Description copied from interface: MamdaTradeReport

Return the normalized trade qualifier.

Specified by:

getTradeQual in interface MamdaTradeReport

Returns:

Trade qualifier. A normalized set of qualifiers for the current trade for the security. This field may contain multiple string values, separated by the colon(:) character.

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

See Also:

MamdaTradeReport.getTradeQual()

getTradeQualNativeStr
```
public java.lang.String getTradeQualNativeStr()
```
Description copied from interface: MamdaTradeReport

The native, non normalized, trade qualifier.

Specified by:

getTradeQualNativeStr in interface MamdaTradeReport

See Also:

MamdaTradeReport.getTradeQualNativeStr()

getTradeCondition
```
public java.lang.String getTradeCondition()
```
Description copied from interface: MamdaTradeReport

Return the exchange provided trade condition.

Specified by:

getTradeCondition in interface MamdaTradeReport

Returns:

Trade condition (a.k.a. "sale condition"). Feed-specific trade qualifier code(s). This field is provided primarily for completeness and/or troubleshooting.

See Also:

MamdaTradeReport.getTradeCondition()

getTradeSellersSaleDays
```
public long getTradeSellersSaleDays()
```
Description copied from interface: MamdaTradeReport

Return the seller trade days.

Specified by:

getTradeSellersSaleDays in interface MamdaTradeReport

Returns:

Seller's sale days. Used when the trade qualifier is "Seller". Specifies the number of days that may elapse before delivery of the security.

See Also:

MamdaTradeReport.getTradeSellersSaleDays()

getTradeStopStock
```
public char getTradeStopStock()
```
Description copied from interface: MamdaTradeReport

Return the stopped stock indicator.

Specified by:

getTradeStopStock in interface MamdaTradeReport

Returns:

Stopped stock indicator. Condition related to certain NYSE trading rules. This is not related to a halted security status. (0 == N/A; 1 == Applicable)

See Also:

MamdaTradeReport.getTradeStopStock()

getTradeExecVenue
```
public java.lang.String getTradeExecVenue()
```
Description copied from interface: MamdaTradeRecap
Trade execution venue.
- Unknown
- OnExchange
- OnExchangeOffBook
- OffExchange
Specified by:

getTradeExecVenue in interface MamdaTradeRecap

See Also:

MamdaTradeReport#gettradeExecVenue()

getOffExchangeTradePrice
```
public com.wombat.mama.MamaPrice getOffExchangeTradePrice()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getOffExchangeTradePrice in interface MamdaTradeRecap

See Also:

MamdaTradeReport#geOffExchangetTradePrice()

getOnExchangeTradePrice
```
public com.wombat.mama.MamaPrice getOnExchangeTradePrice()
```
Description copied from interface: MamdaTradeRecap

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

Specified by:

getOnExchangeTradePrice in interface MamdaTradeRecap

See Also:

MamdaTradeReport#getOnExchangeTradePrice()

getTradeCount
```
public long getTradeCount()
```
Description copied from interface: MamdaTradeRecap

The number of trades today.

Specified by:

getTradeCount in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getTradeCount()

getTradeUnits
```
public java.lang.String getTradeUnits()
```
Description copied from interface: MamdaTradeRecap

Reuters trade units.

Specified by:

getTradeUnits in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getTradeUnits()

getLastSeqNum
```
public long getLastSeqNum()
```
Description copied from interface: MamdaTradeRecap

Sequence number of last trade.

Specified by:

getLastSeqNum in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getLastSeqNum()

getHighSeqNum
```
public long getHighSeqNum()
```
Description copied from interface: MamdaTradeRecap

Sequence number of trade.

Specified by:

getHighSeqNum in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getHighSeqNum()

getLowSeqNum
```
public long getLowSeqNum()
```
Description copied from interface: MamdaTradeRecap

Sequence number of trade.

Specified by:

getLowSeqNum in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getLowSeqNum()

getTotalVolumeSeqNum
```
public long getTotalVolumeSeqNum()
```
Description copied from interface: MamdaTradeRecap

Sequence number of trade.

Specified by:

getTotalVolumeSeqNum in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getTotalVolumeSeqNum()

getCurrencyCode
```
public java.lang.String getCurrencyCode()
```
Description copied from interface: MamdaTradeRecap

Sequence number of trade.

Specified by:

getCurrencyCode in interface MamdaTradeRecap

See Also:

MamdaTradeRecap.getCurrencyCode()

getIsIrregular
```
public boolean getIsIrregular()
```
Description copied from interface: MamdaTradeReport

Return whether this is an irregular trade.

Specified by:

getIsIrregular in interface MamdaTradeReport

Returns:

Whether or not the trade qualifies as an irregular trade. In general, only "regular" trades qualify to update the official last price and high/low prices.

See Also:

MamdaTradeReport.getIsIrregular()

getBeginGapSeqNum
```
public long getBeginGapSeqNum()
```
Description copied from interface: MamdaTradeGap

The starting sequence number of detected missing trades based on the trade count.

Specified by:

getBeginGapSeqNum in interface MamdaTradeGap

See Also:

MamdaTradeGap.getBeginGapSeqNum()

getEndGapSeqNum
```
public long getEndGapSeqNum()
```
Description copied from interface: MamdaTradeGap

The end sequence number of detected missing trades based on the trade count.

Specified by:

getEndGapSeqNum in interface MamdaTradeGap

See Also:

MamdaTradeGap.getEndGapSeqNum()

getIsCancel
```
public boolean getIsCancel()
```
Description copied from interface: MamdaTradeCancelOrError

Return whether this event is a trade cancel. If false, the event is a trade error.

Specified by:

getIsCancel in interface MamdaTradeCancelOrError

See Also:

MamdaTradeCancelOrError.getIsCancel()

getOrigSeqNum
```
public long getOrigSeqNum()
```
Description copied from interface: MamdaTradeCancelOrError

Original feed-generated sequence for a correction/cancel/error.

Specified by:

getOrigSeqNum in interface MamdaTradeCancelOrError

Specified by:

getOrigSeqNum in interface MamdaTradeCorrection

See Also:

MamdaTradeCancelOrError.getOrigSeqNum()

getOrigPrice
```
public double getOrigPrice()
```
Description copied from interface: MamdaTradeCancelOrError

Original trade price in a correction/cancel/error.

Specified by:

getOrigPrice in interface MamdaTradeCancelOrError

Specified by:

getOrigPrice in interface MamdaTradeCorrection

See Also:

MamdaTradeCancelOrError.getOrigPrice()

getOrigVolume
```
public double getOrigVolume()
```
Description copied from interface: MamdaTradeCancelOrError

Original trade size in a correction/cancel/error.

Specified by:

getOrigVolume in interface MamdaTradeCancelOrError

Specified by:

getOrigVolume in interface MamdaTradeCorrection

See Also:

MamdaTradeCancelOrError.getOrigVolume()

getOrigPartId
```
public java.lang.String getOrigPartId()
```
Description copied from interface: MamdaTradeCancelOrError

Original trade participant identifier in a correction/cancel/error.

Specified by:

getOrigPartId in interface MamdaTradeCancelOrError

Specified by:

getOrigPartId in interface MamdaTradeCorrection

See Also:

MamdaTradeCancelOrError.getOrigPartId()

getOrigQual
```
public java.lang.String getOrigQual()
```
Description copied from interface: MamdaTradeCancelOrError

A normalized set of qualifiers for the original trade for the security in a correction/cancel/error.

Specified by:

getOrigQual in interface MamdaTradeCancelOrError

Specified by:

getOrigQual in interface MamdaTradeCorrection

See Also:

MamdaTradeCancelOrError.getOrigQual()

getOrigQualNative
```
public java.lang.String getOrigQualNative()
```
Description copied from interface: MamdaTradeCancelOrError

Get original trade qualifier (non normalized).

Specified by:

getOrigQualNative in interface MamdaTradeCancelOrError

Specified by:

getOrigQualNative in interface MamdaTradeCorrection

See Also:

MamdaTradeCancelOrError.getOrigQualNative()

getOrigCondition
```
public java.lang.String getOrigCondition()
```
Description copied from interface: MamdaTradeCancelOrError

Feed-specific trade qualifier code(s) for original trade. This field is provided primarily for completeness and/or troubleshooting.

Specified by:

getOrigCondition in interface MamdaTradeCancelOrError

Specified by:

getOrigCondition in interface MamdaTradeCorrection

See Also:

MamdaTradeCancelOrError.getOrigCondition()

getOrigSellersSaleDays
```
public long getOrigSellersSaleDays()
```
Description copied from interface: MamdaTradeCancelOrError

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.

Specified by:

getOrigSellersSaleDays in interface MamdaTradeCancelOrError

Specified by:

getOrigSellersSaleDays in interface MamdaTradeCorrection

See Also:

MamdaTradeCancelOrError.getOrigSellersSaleDays()

getOrigStopStock
```
public char getOrigStopStock()
```
Description copied from interface: MamdaTradeCancelOrError

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)

Specified by:

getOrigStopStock in interface MamdaTradeCancelOrError

Specified by:

getOrigStopStock in interface MamdaTradeCorrection

See Also:

MamdaTradeCancelOrError.getOrigStopStock()

getCorrPrice
```
public double getCorrPrice()
```
Description copied from interface: MamdaTradeCorrection

Get the corrected trade price.

Specified by:

getCorrPrice in interface MamdaTradeCorrection

See Also:

MamdaTradeCorrection.getCorrPrice()

getCorrVolume
```
public double getCorrVolume()
```
Description copied from interface: MamdaTradeCorrection

Get the corrected trade volume.

Specified by:

getCorrVolume in interface MamdaTradeCorrection

See Also:

MamdaTradeCorrection.getCorrVolume()

getCorrPartId
```
public java.lang.String getCorrPartId()
```
Description copied from interface: MamdaTradeCorrection

Get the corrected trade participant identifier.

Specified by:

getCorrPartId in interface MamdaTradeCorrection

See Also:

MamdaTradeCorrection.getCorrPartId()

getCorrQual
```
public java.lang.String getCorrQual()
```
Description copied from interface: MamdaTradeCorrection

Get corrected trade qualifier.

Specified by:

getCorrQual in interface MamdaTradeCorrection

See Also:

MamdaTradeCorrection.getCorrQual()

getCorrQualNative
```
public java.lang.String getCorrQualNative()
```
Description copied from interface: MamdaTradeCorrection

Get corrected trade condition.

Specified by:

getCorrQualNative in interface MamdaTradeCorrection

See Also:

MamdaTradeCorrection.getCorrQualNative()

getCorrCondition
```
public java.lang.String getCorrCondition()
```
Description copied from interface: MamdaTradeCorrection

Get corrected trade condition.

Specified by:

getCorrCondition in interface MamdaTradeCorrection

See Also:

MamdaTradeCorrection.getCorrCondition()

getCorrSellersSaleDays
```
public long getCorrSellersSaleDays()
```
Description copied from interface: MamdaTradeCorrection

Get the corrected trade sellers days.

Specified by:

getCorrSellersSaleDays in interface MamdaTradeCorrection

See Also:

MamdaTradeCorrection.getCorrSellersSaleDays()

getCorrStopStock
```
public char getCorrStopStock()
```
Description copied from interface: MamdaTradeCorrection

Get the original stock stop indicator.

Specified by:

getCorrStopStock in interface MamdaTradeCorrection

See Also:

MamdaTradeCorrection.getCorrStopStock()

getIsIndicative
```
public boolean getIsIndicative()
```
Description copied from interface: MamdaTradeClosing

Return whether this closing price is indicative or official.

Specified by:

getIsIndicative in interface MamdaTradeClosing

See Also:

MamdaTradeClosing.getIsIndicative()

getSymbolFieldState
```
public short getSymbolFieldState()
```
Specified by:

getSymbolFieldState in interface MamdaBasicRecap

Returns:

symbol Field State

getPartIdFieldState
```
public short getPartIdFieldState()
```
Specified by:

getPartIdFieldState in interface MamdaBasicRecap

Returns:

participant ID Field State

getSrcTimeFieldState
```
public short getSrcTimeFieldState()
```
Description copied from interface: MamdaBasicEvent

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 updated

Specified by:

getSrcTimeFieldState in interface MamdaBasicEvent

Specified by:

getSrcTimeFieldState in interface MamdaBasicRecap

Returns:

source time Field State

See Also:

MamdaBasicEvent.getSrcTimeFieldState()

getActivityTimeFieldState
```
public short getActivityTimeFieldState()
```
Description copied from interface: MamdaBasicEvent

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 updated

Specified by:

getActivityTimeFieldState in interface MamdaBasicEvent

Specified by:

getActivityTimeFieldState in interface MamdaBasicRecap

Returns:

activity time Field State

See Also:

MamdaBasicEvent.getActivityTimeFieldState()

getLineTimeFieldState
```
public short getLineTimeFieldState()
```
Specified by:

getLineTimeFieldState in interface MamdaBasicRecap

Returns:

line time Field State

getSendTimeFieldState
```
public short getSendTimeFieldState()
```
Specified by:

getSendTimeFieldState in interface MamdaBasicRecap

Returns:

send time Field State

getShortSaleCircuitBreakerFieldState
```
public short getShortSaleCircuitBreakerFieldState()
```
Specified by:

getShortSaleCircuitBreakerFieldState in interface MamdaTradeRecap

Specified by:

getShortSaleCircuitBreakerFieldState in interface MamdaTradeReport

Returns:

Returns the FieldState, always MODIFIED.

getOrigShortSaleCircuitBreakerFieldState
```
public short getOrigShortSaleCircuitBreakerFieldState()
```
Specified by:

getOrigShortSaleCircuitBreakerFieldState in interface MamdaTradeCancelOrError

Returns:

Returns the FieldState, always MODIFIED.

getCorrShortSaleCircuitBreakerFieldState
```
public short getCorrShortSaleCircuitBreakerFieldState()
```
Specified by:

getCorrShortSaleCircuitBreakerFieldState in interface MamdaTradeCorrection

Returns:

Returns the FieldState, always MODIFIED.

getPubIdFieldState
```
public short getPubIdFieldState()
```

getEventSeqNumFieldState
```
public short getEventSeqNumFieldState()
```
Description copied from interface: MamdaBasicEvent

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 updated

Specified by:

getEventSeqNumFieldState in interface MamdaBasicEvent

Specified by:

getEventSeqNumFieldState in interface MamdaTradeRecap

Returns:

the event seq num Field State

See Also:

MamdaBasicEvent.getEventSeqNumFieldState()

getEventTimeFieldState
```
public short getEventTimeFieldState()
```
Description copied from interface: MamdaBasicEvent

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 updated

Specified by:

getEventTimeFieldState in interface MamdaBasicEvent

See Also:

MamdaBasicEvent.getEventTimeFieldState()

getLastPriceFieldState
```
public short getLastPriceFieldState()
```
Specified by:

getLastPriceFieldState in interface MamdaTradeRecap

Returns:

the last price Field State

See Also:

MamdaTradeRecap.getLastPriceFieldState()

getLastVolumeFieldState
```
public short getLastVolumeFieldState()
```
Specified by:

getLastVolumeFieldState in interface MamdaTradeRecap

Returns:

the last volume Field State

See Also:

MamdaTradeRecap.getLastVolumeFieldState()

getLastPartIdFieldState
```
public short getLastPartIdFieldState()
```
Specified by:

getLastPartIdFieldState in interface MamdaTradeRecap

Returns:

the last part ID Field State

See Also:

MamdaTradeRecap.getLastPartIdFieldState()

getLastDateFieldState
```
public short getLastDateFieldState()
```
Specified by:

getLastDateFieldState in interface MamdaTradeRecap

Returns:

the last date Field State

See Also:

MamdaTradeRecap.getLastDateFieldState()

getLastTimeFieldState
```
public short getLastTimeFieldState()
```
Specified by:

getLastTimeFieldState in interface MamdaTradeRecap

Returns:

the last time Field State

See Also:

MamdaTradeRecap.getLastTimeFieldState()

getIrregPriceFieldState
```
public short getIrregPriceFieldState()
```
Specified by:

getIrregPriceFieldState in interface MamdaTradeRecap

Returns:

the irreg price Field State

See Also:

MamdaTradeRecap.getIrregPriceFieldState()

getIrregVolumeFieldState
```
public short getIrregVolumeFieldState()
```
Specified by:

getIrregVolumeFieldState in interface MamdaTradeRecap

Returns:

the irreg volume Field State

See Also:

MamdaTradeRecap.getIrregVolumeFieldState()

getIrregPartIdFieldState
```
public short getIrregPartIdFieldState()
```
Specified by:

getIrregPartIdFieldState in interface MamdaTradeRecap

Returns:

the irreg part ID Field State

See Also:

MamdaTradeRecap.getIrregPartIdFieldState()

getIrregTimeFieldState
```
public short getIrregTimeFieldState()
```
Specified by:

getIrregTimeFieldState in interface MamdaTradeRecap

Returns:

the irreg time Field State

See Also:

MamdaTradeRecap.getLastTimeFieldState()

getAccVolumeFieldState
```
public short getAccVolumeFieldState()
```
Specified by:

getAccVolumeFieldState in interface MamdaTradeRecap

Returns:

the accumulated volume Field State

See Also:

MamdaTradeRecap.getAccVolumeFieldState()

getOffExAccVolumeFieldState
```
public short getOffExAccVolumeFieldState()
```
Specified by:

getOffExAccVolumeFieldState in interface MamdaTradeRecap

Returns:

the off exchange accumulated volume Field State

See Also:

MamdaTradeRecap.getOffExAccVolumeFieldState()

getOnExAccVolumeFieldState
```
public short getOnExAccVolumeFieldState()
```
Specified by:

getOnExAccVolumeFieldState in interface MamdaTradeRecap

Returns:

the on exchange accumulated volume Field State

See Also:

MamdaTradeRecap.getOnExAccVolumeFieldState()

getNetChangeFieldState
```
public short getNetChangeFieldState()
```
Specified by:

getNetChangeFieldState in interface MamdaTradeRecap

Returns:

the net change Field State

See Also:

MamdaTradeRecap.getNetChangeFieldState()

getPctChangeFieldState
```
public short getPctChangeFieldState()
```
Specified by:

getPctChangeFieldState in interface MamdaTradeRecap

Returns:

the percentage change Field State

See Also:

MamdaTradeRecap.getPctChangeFieldState()

getTradeDirectionFieldState
```
public short getTradeDirectionFieldState()
```
Specified by:

getTradeDirectionFieldState in interface MamdaTradeRecap

Returns:

the trade direction Field State

See Also:

MamdaTradeRecap.getTradeDirectionFieldState()

getSideFieldState
```
public short getSideFieldState()
```
Specified by:

getSideFieldState in interface MamdaTradeRecap

Specified by:

getSideFieldState in interface MamdaTradeReport

Returns:

the aggressor side or trade side Field State

See Also:

MamdaTradeRecap.getSideFieldState()

getOpenPriceFieldState
```
public short getOpenPriceFieldState()
```
Specified by:

getOpenPriceFieldState in interface MamdaTradeRecap

Returns:

the open price Field Stated

See Also:

MamdaTradeRecap.getOpenPriceFieldState()

getHighPriceFieldState
```
public short getHighPriceFieldState()
```
Specified by:

getHighPriceFieldState in interface MamdaTradeRecap

Returns:

the high price Field State

See Also:

MamdaTradeRecap.getHighPriceFieldState()

getLowPriceFieldState
```
public short getLowPriceFieldState()
```
Specified by:

getLowPriceFieldState in interface MamdaTradeRecap

Returns:

the low price Field State

See Also:

MamdaTradeRecap.getLowPriceFieldState()

getClosePriceFieldState
```
public short getClosePriceFieldState()
```
Specified by:

getClosePriceFieldState in interface MamdaTradeClosing

Specified by:

getClosePriceFieldState in interface MamdaTradeRecap

Returns:

the close price Field State

See Also:

MamdaTradeRecap.getClosePriceFieldState()

getPrevClosePriceFieldState
```
public short getPrevClosePriceFieldState()
```
Specified by:

getPrevClosePriceFieldState in interface MamdaTradeRecap

Returns:

the prev close price Field State

See Also:

MamdaTradeRecap.getPrevClosePriceFieldState()

getPrevCloseDateFieldState
```
public short getPrevCloseDateFieldState()
```
Specified by:

getPrevCloseDateFieldState in interface MamdaTradeRecap

Returns:

the prev close date Field State

See Also:

MamdaTradeRecap.getPrevCloseDateFieldState()

getAdjPrevCloseFieldState
```
public short getAdjPrevCloseFieldState()
```
Specified by:

getAdjPrevCloseFieldState in interface MamdaTradeRecap

Returns:

the adjusted prev close Field State

See Also:

MamdaTradeRecap.getAdjPrevCloseFieldState()

getBlockCountFieldState
```
public short getBlockCountFieldState()
```
Specified by:

getBlockCountFieldState in interface MamdaTradeRecap

Returns:

the block count Field State

See Also:

MamdaTradeRecap.getBlockCountFieldState()

getBlockVolumeFieldState
```
public short getBlockVolumeFieldState()
```
Specified by:

getBlockVolumeFieldState in interface MamdaTradeRecap

Returns:

the block volume Field State

See Also:

MamdaTradeRecap.getBlockVolumeFieldState()

getVwapFieldState
```
public short getVwapFieldState()
```
Specified by:

getVwapFieldState in interface MamdaTradeRecap

Returns:

the Volume-weighted average price Field State

See Also:

MamdaTradeRecap.getVwapFieldState()

getOffExVwapFieldState
```
public short getOffExVwapFieldState()
```
Specified by:

getOffExVwapFieldState in interface MamdaTradeRecap

Returns:

the Volume-weighted average off exchange price Field State

See Also:

MamdaTradeRecap.getOffExVwapFieldState()

getOnExVwapFieldState
```
public short getOnExVwapFieldState()
```
Specified by:

getOnExVwapFieldState in interface MamdaTradeRecap

Returns:

the Volume-weighted average on exchange price Field State

See Also:

MamdaTradeRecap.getOnExVwapFieldState()

getTotalValueFieldState
```
public short getTotalValueFieldState()
```
Specified by:

getTotalValueFieldState in interface MamdaTradeRecap

Returns:

the total value Field State

See Also:

MamdaTradeRecap.getTotalValueFieldState()

getOffExTotalValueFieldState
```
public short getOffExTotalValueFieldState()
```
Specified by:

getOffExTotalValueFieldState in interface MamdaTradeRecap

Returns:

the off exchange total value Field State

See Also:

MamdaTradeRecap.getOffExTotalValueFieldState()

getOnExTotalValueFieldState
```
public short getOnExTotalValueFieldState()
```
Specified by:

getOnExTotalValueFieldState in interface MamdaTradeRecap

Returns:

the on exchange total value Field State

See Also:

MamdaTradeRecap.getOnExTotalValueFieldState()

getStdDevFieldState
```
public short getStdDevFieldState()
```
Specified by:

getStdDevFieldState in interface MamdaTradeRecap

Returns:

the stddev Field State

See Also:

MamdaTradeRecap.getStdDevFieldState()

getStdDevSumFieldState
```
public short getStdDevSumFieldState()
```
Specified by:

getStdDevSumFieldState in interface MamdaTradeRecap

Returns:

the stddev sum Field State

See Also:

MamdaTradeRecap.getStdDevSumFieldState()

getStdDevSumSquaresFieldState
```
public short getStdDevSumSquaresFieldState()
```
Specified by:

getStdDevSumSquaresFieldState in interface MamdaTradeRecap

Returns:

the stddev sum squares Field State

See Also:

MamdaTradeRecap.getStdDevSumSquaresFieldState()

getOrderIdFieldState
```
public short getOrderIdFieldState()
```
Specified by:

getOrderIdFieldState in interface MamdaTradeRecap

Returns:

the order id Field State

See Also:

MamdaTradeRecap.getOrderId()

getSettlePriceFieldState
```
public short getSettlePriceFieldState()
```
Specified by:

getSettlePriceFieldState in interface MamdaTradeRecap

Returns:

the settle price Field State

See Also:

MamdaTradeRecap.getSettlePriceFieldState()

getSettleDateFieldState
```
public short getSettleDateFieldState()
```
Specified by:

getSettleDateFieldState in interface MamdaTradeRecap

Returns:

the settle date Field State

See Also:

MamdaTradeRecap.getSettleDateFieldState()

getTradePriceFieldState
```
public short getTradePriceFieldState()
```
Description copied from interface: MamdaTradeReport

Return the trade price field state.

Specified by:

getTradePriceFieldState in interface MamdaTradeReport

Returns:

The field state

See Also:

MamdaTradeReport.getTradePriceFieldState()

getTradeVolumeFieldState
```
public short getTradeVolumeFieldState()
```
Description copied from interface: MamdaTradeReport

Return the trade volume field state.

Specified by:

getTradeVolumeFieldState in interface MamdaTradeReport

Returns:

The field state

See Also:

MamdaTradeReport.getTradeVolumeFieldState()

getTradePartIdFieldState
```
public short getTradePartIdFieldState()
```
Description copied from interface: MamdaTradeReport

Return the trade part ID field state.

Specified by:

getTradePartIdFieldState in interface MamdaTradeReport

Returns:

The field state

See Also:

MamdaTradeReport.getTradePartIdFieldState()

getTradeIdFieldState
```
public short getTradeIdFieldState()
```
Description copied from interface: MamdaTradeReport

Return the trade ID field state.

Specified by:

getTradeIdFieldState in interface MamdaTradeReport

Returns:

The field state

See Also:

MamdaTradeReport.getTradeIdFieldState()

getOrigTradeIdFieldState
```
public short getOrigTradeIdFieldState()
```
Specified by:

getOrigTradeIdFieldState in interface MamdaTradeCancelOrError

Specified by:

getOrigTradeIdFieldState in interface MamdaTradeCorrection

Returns:

Returns the OrigPartId Field State.

See Also:

MamdaTradeCancelOrError.getOrigTradeIdFieldState()

getCorrTradeIdFieldState
```
public short getCorrTradeIdFieldState()
```
Specified by:

getCorrTradeIdFieldState in interface MamdaTradeCorrection

Returns:

Returns the CorrTradeId Field State.

See Also:

MamdaTradeCorrection.getCorrTradeIdFieldState()

getTradeQualFieldState
```
public short getTradeQualFieldState()
```
Description copied from interface: MamdaTradeReport

Return the trade qualifier field state.

Specified by:

getTradeQualFieldState in interface MamdaTradeReport

Returns:

The field state

See Also:

MamdaTradeReport.getTradeQualFieldState()

getTradeQualNativeStrFieldState
```
public short getTradeQualNativeStrFieldState()
```
Description copied from interface: MamdaTradeReport

Return the trade qualifier native field state.

Specified by:

getTradeQualNativeStrFieldState in interface MamdaTradeReport

Returns:

The field state

See Also:

MamdaTradeReport.getTradeQualNativeStrFieldState()

getTradeConditionFieldState
```
public short getTradeConditionFieldState()
```
Description copied from interface: MamdaTradeReport

Return the trade condition field state.

Specified by:

getTradeConditionFieldState in interface MamdaTradeReport

Returns:

The field state

See Also:

MamdaTradeReport.getTradeConditionFieldState()

getTradeSellersSaleDaysFieldState
```
public short getTradeSellersSaleDaysFieldState()
```
Description copied from interface: MamdaTradeReport

Return the trade sellers sale days field state.

Specified by:

getTradeSellersSaleDaysFieldState in interface MamdaTradeReport

Returns:

The field state

See Also:

MamdaTradeReport.getTradeSellersSaleDaysFieldState()

getTradeStopStockFieldState
```
public short getTradeStopStockFieldState()
```
Description copied from interface: MamdaTradeReport

Return the trade stop stock field state.

Specified by:

getTradeStopStockFieldState in interface MamdaTradeReport

Returns:

The field state

See Also:

MamdaTradeReport.getTradeStopStockFieldState()

getTradeExecVenueFieldState
```
public short getTradeExecVenueFieldState()
```
Specified by:

getTradeExecVenueFieldState in interface MamdaTradeRecap

Returns:

the trade execution venue Field State

See Also:

MamdaTradeReport#gettradeExecVenueFieldState()

getOffExchangeTradePriceFieldState
```
public short getOffExchangeTradePriceFieldState()
```
Specified by:

getOffExchangeTradePriceFieldState in interface MamdaTradeRecap

Returns:

the off exchange trade price Field State

See Also:

MamdaTradeReport#geOffExchangetTradePriceFieldState()

getOnExchangeTradePriceFieldState
```
public short getOnExchangeTradePriceFieldState()
```
Specified by:

getOnExchangeTradePriceFieldState in interface MamdaTradeRecap

Returns:

the on exchange trade price Field State

See Also:

MamdaTradeReport#getOnExchangeTradePriceFieldState()

getTradeCountFieldState
```
public short getTradeCountFieldState()
```
Specified by:

getTradeCountFieldState in interface MamdaTradeRecap

Returns:

the trade count Field State

See Also:

MamdaTradeRecap.getTradeCountFieldState()

getTradeUnitsFieldState
```
public short getTradeUnitsFieldState()
```
Specified by:

getTradeUnitsFieldState in interface MamdaTradeRecap

Returns:

the trade units Field State

See Also:

MamdaTradeRecap.getTradeUnitsFieldState()

getLastSeqNumFieldState
```
public short getLastSeqNumFieldState()
```
Specified by:

getLastSeqNumFieldState in interface MamdaTradeRecap

Returns:

the last seq num Field State

See Also:

MamdaTradeRecap.getLastSeqNumFieldState()

getHighSeqNumFieldState
```
public short getHighSeqNumFieldState()
```
Specified by:

getHighSeqNumFieldState in interface MamdaTradeRecap

Returns:

the high seq num Field State

See Also:

MamdaTradeRecap.getHighSeqNumFieldState()

getLowSeqNumFieldState
```
public short getLowSeqNumFieldState()
```
Specified by:

getLowSeqNumFieldState in interface MamdaTradeRecap

Returns:

the low seq num Field State

See Also:

MamdaTradeRecap.getLowSeqNumFieldState()

getTotalVolumeSeqNumFieldState
```
public short getTotalVolumeSeqNumFieldState()
```
Specified by:

getTotalVolumeSeqNumFieldState in interface MamdaTradeRecap

Returns:

the total volume seq num Field State

See Also:

MamdaTradeRecap.getTotalVolumeSeqNumFieldState()

getCurrencyCodeFieldState
```
public short getCurrencyCodeFieldState()
```
Specified by:

getCurrencyCodeFieldState in interface MamdaTradeRecap

Returns:

the currency code Field State

See Also:

MamdaTradeRecap.getCurrencyCodeFieldState()

getIsIrregularFieldState
```
public short getIsIrregularFieldState()
```
Description copied from interface: MamdaTradeReport

Return the isIrreglar field state.

Specified by:

getIsIrregularFieldState in interface MamdaTradeReport

Returns:

The field state

See Also:

MamdaTradeReport.getIsIrregularFieldState()

getBeginGapSeqNumFieldState
```
public short getBeginGapSeqNumFieldState()
```
Specified by:

getBeginGapSeqNumFieldState in interface MamdaTradeGap

Returns:

Returns the BeginGapSeqNum Field State.

See Also:

MamdaTradeGap.getBeginGapSeqNumFieldState()

getEndGapSeqNumFieldState
```
public short getEndGapSeqNumFieldState()
```
Specified by:

getEndGapSeqNumFieldState in interface MamdaTradeGap

Returns:

Returns the EndGapSeqNum Field State.

See Also:

MamdaTradeGap.getEndGapSeqNumFieldState()

getIsCancelFieldState
```
public short getIsCancelFieldState()
```
Specified by:

getIsCancelFieldState in interface MamdaTradeCancelOrError

Returns:

Returns the IsCancel Field State.

See Also:

MamdaTradeCancelOrError.getIsCancelFieldState()

getOrigSeqNumFieldState
```
public short getOrigSeqNumFieldState()
```
Specified by:

getOrigSeqNumFieldState in interface MamdaTradeCancelOrError

Specified by:

getOrigSeqNumFieldState in interface MamdaTradeCorrection

Returns:

Returns the OrigSeqNum Field State.

See Also:

MamdaTradeCancelOrError.getOrigSeqNumFieldState()

getOrigPriceFieldState
```
public short getOrigPriceFieldState()
```
Specified by:

getOrigPriceFieldState in interface MamdaTradeCancelOrError

Specified by:

getOrigPriceFieldState in interface MamdaTradeCorrection

Returns:

Returns the OrigPrice Field State.

See Also:

MamdaTradeCancelOrError.getOrigPriceFieldState()

getOrigVolumeFieldState
```
public short getOrigVolumeFieldState()
```
Specified by:

getOrigVolumeFieldState in interface MamdaTradeCancelOrError

Specified by:

getOrigVolumeFieldState in interface MamdaTradeCorrection

Returns:

Returns the OrigVolume Field State.

See Also:

MamdaTradeCancelOrError.getOrigVolumeFieldState()

getOrigPartIdFieldState
```
public short getOrigPartIdFieldState()
```
Specified by:

getOrigPartIdFieldState in interface MamdaTradeCancelOrError

Specified by:

getOrigPartIdFieldState in interface MamdaTradeCorrection

Returns:

Returns the OrigPartId Field State.

See Also:

MamdaTradeCancelOrError.getOrigPartIdFieldState()

getOrigQualFieldState
```
public short getOrigQualFieldState()
```
Specified by:

getOrigQualFieldState in interface MamdaTradeCancelOrError

Specified by:

getOrigQualFieldState in interface MamdaTradeCorrection

Returns:

Returns the OrigQual Field State.

See Also:

MamdaTradeCancelOrError.getOrigQualFieldState()

getOrigQualNativeFieldState
```
public short getOrigQualNativeFieldState()
```
Specified by:

getOrigQualNativeFieldState in interface MamdaTradeCancelOrError

Specified by:

getOrigQualNativeFieldState in interface MamdaTradeCorrection

Returns:

Returns the OrigQualNative Field State.

See Also:

MamdaTradeCancelOrError.getOrigQualNativeFieldState()

getOrigConditionFieldState
```
public short getOrigConditionFieldState()
```
Specified by:

getOrigConditionFieldState in interface MamdaTradeCancelOrError

Specified by:

getOrigConditionFieldState in interface MamdaTradeCorrection

Returns:

Returns the OrigCondition Field State.

See Also:

MamdaTradeCancelOrError.getOrigConditionFieldState()

getOrigSellersSaleDaysFieldState
```
public short getOrigSellersSaleDaysFieldState()
```
Specified by:

getOrigSellersSaleDaysFieldState in interface MamdaTradeCancelOrError

Specified by:

getOrigSellersSaleDaysFieldState in interface MamdaTradeCorrection

Returns:

Returns the OrigSellersSaleDays Field State.

See Also:

MamdaTradeCancelOrError.getOrigSellersSaleDaysFieldState()

getOrigStopStockFieldState
```
public short getOrigStopStockFieldState()
```
Specified by:

getOrigStopStockFieldState in interface MamdaTradeCancelOrError

Specified by:

getOrigStopStockFieldState in interface MamdaTradeCorrection

Returns:

Returns the OrigStopStock Field State.

See Also:

MamdaTradeCancelOrError.getOrigStopStockFieldState()

getCorrPriceFieldState
```
public short getCorrPriceFieldState()
```
Specified by:

getCorrPriceFieldState in interface MamdaTradeCorrection

Returns:

Returns the CorrPrice Field State.

See Also:

MamdaTradeCorrection.getCorrPriceFieldState()

getCorrVolumeFieldState
```
public short getCorrVolumeFieldState()
```
Specified by:

getCorrVolumeFieldState in interface MamdaTradeCorrection

Returns:

Returns the CorrVolume Field State.

See Also:

MamdaTradeCorrection.getCorrVolumeFieldState()

getCorrPartIdFieldState
```
public short getCorrPartIdFieldState()
```
Specified by:

getCorrPartIdFieldState in interface MamdaTradeCorrection

Returns:

Returns the CorrPartId Field State.

See Also:

MamdaTradeCorrection.getCorrPartIdFieldState()

getCorrQualFieldState
```
public short getCorrQualFieldState()
```
Specified by:

getCorrQualFieldState in interface MamdaTradeCorrection

Returns:

Returns the CorrQual Field State.

See Also:

MamdaTradeCorrection.getCorrQualFieldState()

getCorrQualNativeFieldState
```
public short getCorrQualNativeFieldState()
```
Specified by:

getCorrQualNativeFieldState in interface MamdaTradeCorrection

Returns:

Returns the CorrQualNative Field State.

See Also:

MamdaTradeCorrection.getCorrQualNativeFieldState()

getCorrConditionFieldState
```
public short getCorrConditionFieldState()
```
Specified by:

getCorrConditionFieldState in interface MamdaTradeCorrection

Returns:

Returns the CorrCondition Field State.

See Also:

MamdaTradeCorrection.getCorrConditionFieldState()

getCorrSellersSaleDaysFieldState
```
public short getCorrSellersSaleDaysFieldState()
```
Specified by:

getCorrSellersSaleDaysFieldState in interface MamdaTradeCorrection

Returns:

Returns the CorrSellersSaleDays Field State.

See Also:

MamdaTradeCorrection.getCorrSellersSaleDaysFieldState()

getCorrStopStockFieldState
```
public short getCorrStopStockFieldState()
```
Specified by:

getCorrStopStockFieldState in interface MamdaTradeCorrection

Returns:

Returns the CorrStopStock Field State.

See Also:

MamdaTradeCorrection.getCorrStopStockFieldState()

getIsIndicativeFieldState
```
public short getIsIndicativeFieldState()
```
Specified by:

getIsIndicativeFieldState in interface MamdaTradeClosing

Returns:

Returns the IsIndicative Field State.

See Also:

MamdaTradeClosing.getIsIndicativeFieldState()

onMsg
```
public void onMsg(MamdaSubscription subscription,
                  com.wombat.mama.MamaMsg msg,
                  short msgType)
```
Implementation of MamdaListener interface.

Specified by:

onMsg in interface MamdaMsgListener

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.

Modifier and Type	Class	Description
`static class`	`MamdaTradeListener.TradeLineTime`
`static class`	`MamdaTradeListener.TradeSendTime`

Class MamdaTradeListener

Nested Class Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

MamdaTradeListener

Method Detail

printCache

clearCache

addHandler

getSymbol

getPartId

getSrcTime

getActivityTime

getLineTime

getSendTime

getPubId

getEventSeqNum

getEventTime

getLastPrice

getLastVolume

getShortSaleCircuitBreaker

getOrigShortSaleCircuitBreaker

getCorrShortSaleCircuitBreaker

getLastPartId

getLastDate

getLastTime

getLastDateTime

getIrregPrice

getIrregVolume

getIrregPartId

getIrregTime

getTradeDate

getAccVolume

getOffExAccVolume

getOnExAccVolume

getNetChange

getPctChange

getTradeDirection

getSide

getOpenPrice

getHighPrice

getLowPrice

getClosePrice

getPrevClosePrice

getPrevCloseDate

getAdjPrevClose

getBlockCount

getBlockVolume

getVwap

getOffExVwap

getOnExVwap

getTotalValue

getOffExTotalValue

getOnExTotalValue

getStdDev

getStdDevSum

getStdDevSumSquares

getOrderId

getSettlePrice

getSettleDate

getTradePrice

getTradeVolume

getTradePartId

getTradeId

getOrigTradeId

getCorrTradeId

getTradeQual

getTradeQualNativeStr

getTradeCondition

getTradeSellersSaleDays

getTradeStopStock

getTradeExecVenue

getOffExchangeTradePrice

getOnExchangeTradePrice

getTradeCount

getTradeUnits

getLastSeqNum

getHighSeqNum