Package com.wombat.mamda
Interface MamdaTradeRecap
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- All Superinterfaces:
MamdaBasicRecap
- All Known Implementing Classes:
MamdaTradeListener
public interface MamdaTradeRecap extends MamdaBasicRecap
MamdaTradeRecap is an interface that provides access to trade related fields.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description doublegetAccVolume()Total volume of shares traded in a security at the time it is disseminated.shortgetAccVolumeFieldState()com.wombat.mama.MamaPricegetAdjPrevClose()The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date.shortgetAdjPrevCloseFieldState()longgetBlockCount()The number of block trades (at least 10,000 shares) today.shortgetBlockCountFieldState()doublegetBlockVolume()Total volume of block trades today.shortgetBlockVolumeFieldState()com.wombat.mama.MamaPricegetClosePrice()Today's closing price.shortgetClosePriceFieldState()java.lang.StringgetCurrencyCode()Sequence number of trade.shortgetCurrencyCodeFieldState()longgetEventSeqNum()Sequence number of trade.shortgetEventSeqNumFieldState()com.wombat.mama.MamaPricegetHighPrice()Highest price paid for security during the trading day.shortgetHighPriceFieldState()longgetHighSeqNum()Sequence number of trade.shortgetHighSeqNumFieldState()java.lang.StringgetIrregPartId()Trade participant ID for the last irregular trade.shortgetIrregPartIdFieldState()com.wombat.mama.MamaPricegetIrregPrice()Monetary value of an individual share of the security at the time of the last irregular trade.shortgetIrregPriceFieldState()com.wombat.mama.MamaDateTimegetIrregTime()Time corresponding to the last irregular trade, as reported by the feed.shortgetIrregTimeFieldState()doublegetIrregVolume()Number of shares traded in a single transaction for an individual security.shortgetIrregVolumeFieldState()com.wombat.mama.MamaDateTimegetLastDate()Date corresponding to the last trade, as reported by the feed.shortgetLastDateFieldState()java.lang.StringgetLastPartId()Trade participant ID.shortgetLastPartIdFieldState()com.wombat.mama.MamaPricegetLastPrice()Monetary value of an individual share of the security at the time of the trade.shortgetLastPriceFieldState()longgetLastSeqNum()Sequence number of last trade.shortgetLastSeqNumFieldState()com.wombat.mama.MamaDateTimegetLastTime()Time corresponding to the last trade, as reported by the feed.shortgetLastTimeFieldState()doublegetLastVolume()Number of shares traded in a single transaction for an individual security.shortgetLastVolumeFieldState()com.wombat.mama.MamaPricegetLowPrice()Lowest price paid for security during the trading day.shortgetLowPriceFieldState()longgetLowSeqNum()Sequence number of trade.shortgetLowSeqNumFieldState()com.wombat.mama.MamaPricegetNetChange()Get the change in price compared with the previous closing price.shortgetNetChangeFieldState()doublegetOffExAccVolume()Total volume of shares traded off exchange in a security at the time it is disseminated.shortgetOffExAccVolumeFieldState()com.wombat.mama.MamaPricegetOffExchangeTradePrice()Monetary value of an individual off exchange share of the security at the time of the trade.shortgetOffExchangeTradePriceFieldState()doublegetOffExTotalValue()Total value of all shares traded off exchange in a security at the time it is disseminated.shortgetOffExTotalValueFieldState()doublegetOffExVwap()Volume-weighted average off exchange price of a security at the time it is disseminated.shortgetOffExVwapFieldState()doublegetOnExAccVolume()Total volume of shares traded on exchange in a security at the time it is disseminated.shortgetOnExAccVolumeFieldState()com.wombat.mama.MamaPricegetOnExchangeTradePrice()Monetary value of an individual on exchange share of the security at the time of the trade.shortgetOnExchangeTradePriceFieldState()doublegetOnExTotalValue()Total value of all shares traded on exchange in a security at the time it is disseminated.shortgetOnExTotalValueFieldState()doublegetOnExVwap()Volume-weighted average on exchange price of a security at the time it is disseminated.shortgetOnExVwapFieldState()com.wombat.mama.MamaPricegetOpenPrice()The price of the first qualifying trade in the security during the current trading day.shortgetOpenPriceFieldState()longgetOrderId()Get the order id, if available.shortgetOrderIdFieldState()doublegetPctChange()Change in price as a percentage.shortgetPctChangeFieldState()com.wombat.mama.MamaDateTimegetPrevCloseDate()Date corresponding to PrevClosePrice.shortgetPrevCloseDateFieldState()com.wombat.mama.MamaPricegetPrevClosePrice()The last qualifying trade price on the previous trading day.shortgetPrevClosePriceFieldState()com.wombat.mama.MamaDateTimegetSettleDate()Settle date of trade.shortgetSettleDateFieldState()com.wombat.mama.MamaPricegetSettlePrice()Settle of trade.shortgetSettlePriceFieldState()chargetShortSaleCircuitBreaker()getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreakershortgetShortSaleCircuitBreakerFieldState()java.lang.StringgetSide()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 : SellshortgetSideFieldState()doublegetStdDev()Standard deviation of last trade price of a security at the time it is disseminated.shortgetStdDevFieldState()doublegetStdDevSum()shortgetStdDevSumFieldState()doublegetStdDevSumSquares()shortgetStdDevSumSquaresFieldState()doublegetTotalValue()Total value of all shares traded in a security at the time it is disseminated.shortgetTotalValueFieldState()longgetTotalVolumeSeqNum()Sequence number of trade.shortgetTotalVolumeSeqNumFieldState()longgetTradeCount()The number of trades today.shortgetTradeCountFieldState()java.lang.StringgetTradeDirection()Trade tick direction.shortgetTradeDirectionFieldState()java.lang.StringgetTradeExecVenue()Trade execution venue.shortgetTradeExecVenueFieldState()java.lang.StringgetTradeUnits()Reuters trade units.shortgetTradeUnitsFieldState()doublegetVwap()Volume-weighted average price of a security at the time it is disseminated.shortgetVwapFieldState()-
Methods inherited from interface com.wombat.mamda.MamdaBasicRecap
getActivityTime, getActivityTimeFieldState, getLineTime, getLineTimeFieldState, getPartId, getPartIdFieldState, getSendTime, getSendTimeFieldState, getSrcTime, getSrcTimeFieldState, getSymbol, getSymbolFieldState
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Method Detail
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getLastPrice
com.wombat.mama.MamaPrice getLastPrice()
Monetary value of an individual share of the security at the time of the trade.
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getLastPriceFieldState
short getLastPriceFieldState()
- Returns:
- the last price Field State
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getLastVolume
double getLastVolume()
Number of shares traded in a single transaction for an individual security.
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getLastVolumeFieldState
short getLastVolumeFieldState()
- Returns:
- the last volume Field State
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getLastPartId
java.lang.String getLastPartId()
Trade participant ID. This is typically an exchange ID, sometimes a market maker ID.
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getLastPartIdFieldState
short getLastPartIdFieldState()
- Returns:
- the last part ID Field State
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getLastDate
com.wombat.mama.MamaDateTime getLastDate()
Date corresponding to the last trade, as reported by the feed.
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getLastDateFieldState
short getLastDateFieldState()
- Returns:
- the last date Field State
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getShortSaleCircuitBreaker
char getShortSaleCircuitBreaker()
getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker- Returns:
- ShortSaleCircuitBreaker
- See Also:
MamdaTradeReport.getShortSaleCircuitBreaker()
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getShortSaleCircuitBreakerFieldState
short getShortSaleCircuitBreakerFieldState()
- Returns:
- Returns the FieldState, always MODIFIED.
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getLastTime
com.wombat.mama.MamaDateTime getLastTime()
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.
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getLastTimeFieldState
short getLastTimeFieldState()
- Returns:
- the last time Field State
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getIrregPrice
com.wombat.mama.MamaPrice getIrregPrice()
Monetary value of an individual share of the security at the time of the last irregular trade.
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getIrregPriceFieldState
short getIrregPriceFieldState()
- Returns:
- the irreg price Field State
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getIrregVolume
double getIrregVolume()
Number of shares traded in a single transaction for an individual security.
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getIrregVolumeFieldState
short getIrregVolumeFieldState()
- Returns:
- the irreg volume Field State
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getIrregPartId
java.lang.String getIrregPartId()
Trade participant ID for the last irregular trade. This is typically an exchange ID, sometimes a market maker ID.
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getIrregPartIdFieldState
short getIrregPartIdFieldState()
- Returns:
- the irreg part ID Field State
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getIrregTime
com.wombat.mama.MamaDateTime getIrregTime()
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.
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getIrregTimeFieldState
short getIrregTimeFieldState()
- Returns:
- the irreg time Field State
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getTradeCount
long getTradeCount()
The number of trades today.
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getTradeCountFieldState
short getTradeCountFieldState()
- Returns:
- the trade count Field State
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getAccVolume
double getAccVolume()
Total volume of shares traded in a security at the time it is disseminated.
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getAccVolumeFieldState
short getAccVolumeFieldState()
- Returns:
- the accumulated volume Field State
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getOffExAccVolume
double getOffExAccVolume()
Total volume of shares traded off exchange in a security at the time it is disseminated.
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getOffExAccVolumeFieldState
short getOffExAccVolumeFieldState()
- Returns:
- the off exchange accumulated volume Field State
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getOnExAccVolume
double getOnExAccVolume()
Total volume of shares traded on exchange in a security at the time it is disseminated.
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getOnExAccVolumeFieldState
short getOnExAccVolumeFieldState()
- Returns:
- the on exchange accumulated volume Field State
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getNetChange
com.wombat.mama.MamaPrice getNetChange()
Get the change in price compared with the previous closing price.- Returns:
- Change in price compared with the previous closing price (i.e. previous closing price - trade price).
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getNetChangeFieldState
short getNetChangeFieldState()
- Returns:
- the net change Field State
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getPctChange
double getPctChange()
Change in price as a percentage.
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getPctChangeFieldState
short getPctChangeFieldState()
- Returns:
- the percentage change Field State
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getTradeDirection
java.lang.String getTradeDirection()
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.)
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getTradeDirectionFieldState
short getTradeDirectionFieldState()
- Returns:
- the trade direction Field State
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getSide
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
- 0 : No AggressorSide is currently known/available.
- 1 or B : Buy
- 2 or S : Sell
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AggressorSide
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getSideFieldState
short getSideFieldState()
- Returns:
- the aggressor side or trade side Field State
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getOpenPrice
com.wombat.mama.MamaPrice getOpenPrice()
The price of the first qualifying trade in the security during the current trading day.
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getOpenPriceFieldState
short getOpenPriceFieldState()
- Returns:
- the open price Field Stated
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getHighPrice
com.wombat.mama.MamaPrice getHighPrice()
Highest price paid for security during the trading day.
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getHighPriceFieldState
short getHighPriceFieldState()
- Returns:
- the high price Field State
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getLowPrice
com.wombat.mama.MamaPrice getLowPrice()
Lowest price paid for security during the trading day.
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getLowPriceFieldState
short getLowPriceFieldState()
- Returns:
- the low price Field State
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getClosePrice
com.wombat.mama.MamaPrice getClosePrice()
Today's closing price. The closing price field is populated when official closing prices are sent by the feed after the session close.
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getClosePriceFieldState
short getClosePriceFieldState()
- Returns:
- the close price Field State
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getPrevClosePrice
com.wombat.mama.MamaPrice getPrevClosePrice()
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.
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getPrevClosePriceFieldState
short getPrevClosePriceFieldState()
- Returns:
- the prev close price Field State
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getPrevCloseDate
com.wombat.mama.MamaDateTime getPrevCloseDate()
Date corresponding to PrevClosePrice.- See Also:
getPrevClosePrice()
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getPrevCloseDateFieldState
short getPrevCloseDateFieldState()
- Returns:
- the prev close date Field State
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getAdjPrevClose
com.wombat.mama.MamaPrice getAdjPrevClose()
The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date.- Returns:
- The adjusted previous closing price.
- See Also:
getPrevClosePrice()
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getAdjPrevCloseFieldState
short getAdjPrevCloseFieldState()
- Returns:
- the adjusted prev close Field State
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getBlockCount
long getBlockCount()
The number of block trades (at least 10,000 shares) today.
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getBlockCountFieldState
short getBlockCountFieldState()
- Returns:
- the block count Field State
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getBlockVolume
double getBlockVolume()
Total volume of block trades today.
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getBlockVolumeFieldState
short getBlockVolumeFieldState()
- Returns:
- the block volume Field State
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getVwap
double getVwap()
Volume-weighted average price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
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getVwapFieldState
short getVwapFieldState()
- Returns:
- the Volume-weighted average price Field State
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getOffExVwap
double getOffExVwap()
Volume-weighted average off exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
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getOffExVwapFieldState
short getOffExVwapFieldState()
- Returns:
- the Volume-weighted average off exchange price Field State
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getOnExVwap
double getOnExVwap()
Volume-weighted average on exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
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getOnExVwapFieldState
short getOnExVwapFieldState()
- Returns:
- the Volume-weighted average on exchange price Field State
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getTotalValue
double getTotalValue()
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.
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getTotalValueFieldState
short getTotalValueFieldState()
- Returns:
- the total value Field State
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getOffExTotalValue
double getOffExTotalValue()
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.
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getOffExTotalValueFieldState
short getOffExTotalValueFieldState()
- Returns:
- the off exchange total value Field State
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getOnExTotalValue
double getOnExTotalValue()
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.
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getOnExTotalValueFieldState
short getOnExTotalValueFieldState()
- Returns:
- the on exchange total value Field State
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getStdDev
double getStdDev()
Standard deviation of last trade price of a security at the time it is disseminated.
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getStdDevFieldState
short getStdDevFieldState()
- Returns:
- the stddev Field State
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getStdDevSum
double getStdDevSum()
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getStdDevSumFieldState
short getStdDevSumFieldState()
- Returns:
- the stddev sum Field State
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getStdDevSumSquares
double getStdDevSumSquares()
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getStdDevSumSquaresFieldState
short getStdDevSumSquaresFieldState()
- Returns:
- the stddev sum squares Field State
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getOrderId
long getOrderId()
Get the order id, if available.- Returns:
- The trade message unique order id number (if available).
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getOrderIdFieldState
short getOrderIdFieldState()
- Returns:
- the order id Field State
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getTradeExecVenue
java.lang.String getTradeExecVenue()
Trade execution venue.- Unknown
- OnExchange
- OnExchangeOffBook
- OffExchange
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getTradeExecVenueFieldState
short getTradeExecVenueFieldState()
- Returns:
- the trade execution venue Field State
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getOffExchangeTradePrice
com.wombat.mama.MamaPrice getOffExchangeTradePrice()
Monetary value of an individual off exchange share of the security at the time of the trade.
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getOffExchangeTradePriceFieldState
short getOffExchangeTradePriceFieldState()
- Returns:
- the off exchange trade price Field State
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getOnExchangeTradePrice
com.wombat.mama.MamaPrice getOnExchangeTradePrice()
Monetary value of an individual on exchange share of the security at the time of the trade.
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getOnExchangeTradePriceFieldState
short getOnExchangeTradePriceFieldState()
- Returns:
- the on exchange trade price Field State
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getTradeUnits
java.lang.String getTradeUnits()
Reuters trade units.
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getTradeUnitsFieldState
short getTradeUnitsFieldState()
- Returns:
- the trade units Field State
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getEventSeqNum
long getEventSeqNum()
Sequence number of trade.
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getEventSeqNumFieldState
short getEventSeqNumFieldState()
- Returns:
- the event seq num Field State
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getLastSeqNum
long getLastSeqNum()
Sequence number of last trade.
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getLastSeqNumFieldState
short getLastSeqNumFieldState()
- Returns:
- the last seq num Field State
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getHighSeqNum
long getHighSeqNum()
Sequence number of trade.
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getHighSeqNumFieldState
short getHighSeqNumFieldState()
- Returns:
- the high seq num Field State
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getLowSeqNum
long getLowSeqNum()
Sequence number of trade.
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getLowSeqNumFieldState
short getLowSeqNumFieldState()
- Returns:
- the low seq num Field State
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getTotalVolumeSeqNum
long getTotalVolumeSeqNum()
Sequence number of trade.
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getTotalVolumeSeqNumFieldState
short getTotalVolumeSeqNumFieldState()
- Returns:
- the total volume seq num Field State
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getCurrencyCode
java.lang.String getCurrencyCode()
Sequence number of trade.
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getCurrencyCodeFieldState
short getCurrencyCodeFieldState()
- Returns:
- the currency code Field State
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getSettlePrice
com.wombat.mama.MamaPrice getSettlePrice()
Settle of trade.
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getSettlePriceFieldState
short getSettlePriceFieldState()
- Returns:
- the settle price Field State
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getSettleDate
com.wombat.mama.MamaDateTime getSettleDate()
Settle date of trade.
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getSettleDateFieldState
short getSettleDateFieldState()
- Returns:
- the settle date Field State
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