MamdaQuotePossiblyDuplicate is an interface that provides access to fields related to quote updates which are possible duplicates of previous quote updates. More...

#include <MamdaQuotePossiblyDuplicate.h>

Inheritance diagram for Wombat::MamdaQuotePossiblyDuplicate:

Public Member Functions
virtual const MamaPrice &	getBidPrice () const =0
	Get the quote bid price. More...

virtual MamdaFieldState	getBidPriceFieldState () const =0
	Get the field state. More...

virtual mama_quantity_t	getBidSize () const =0
	Get the quote bid size. More...

virtual MamdaFieldState	getBidSizeFieldState () const =0
	Get the field state. More...

virtual mama_quantity_t	getBidDepth () const =0
	Get the quote bid depth. More...

virtual MamdaFieldState	getBidDepthFieldState () const =0
	Get the field state. More...

virtual const char *	getBidPartId () const =0
	Get the quote bid participant identifier. More...

virtual MamdaFieldState	getBidPartIdFieldState () const =0
	Get the field state. More...

virtual const MamaPrice &	getAskPrice () const =0
	Get the quote ask price. More...

virtual MamdaFieldState	getAskPriceFieldState () const =0
	Get the field state. More...

virtual mama_quantity_t	getAskSize () const =0
	Get the quote ask size. More...

virtual MamdaFieldState	getAskSizeFieldState () const =0
	Get the field state. More...

virtual mama_quantity_t	getAskDepth () const =0
	Get the quote ask depth. More...

virtual MamdaFieldState	getAskDepthFieldState () const =0
	Get the field state. More...

virtual const char *	getAskPartId () const =0
	Get the quote ask participant identifier. More...

virtual MamdaFieldState	getAskPartIdFieldState () const =0
	Get the field state. More...

virtual const MamaPrice &	getQuoteMidPrice () const =0
	Get the quote mid price. More...

virtual MamdaFieldState	getQuoteMidPriceFieldState () const =0
	Get the field state. More...

virtual const char *	getQuoteQualStr () const =0
	Get the quote qualifier. More...

virtual MamdaFieldState	getQuoteQualStrFieldState () const =0
	Get the field state. More...

virtual	~MamdaQuotePossiblyDuplicate ()

Public Member Functions inherited from Wombat::MamdaBasicEvent
virtual const char *	getSymbol () const =0
	Get the instruments string symbol. More...

virtual MamdaFieldState	getSymbolFieldState () const =0
	Get the string symbol field state. More...

virtual const char *	getPartId () const =0
	Get the participant identifier. More...

virtual MamdaFieldState	getPartIdFieldState () const =0
	Get the participant identifier field state. More...

virtual mama_seqnum_t	getEventSeqNum () const =0
	Get the event sequence number. More...

virtual MamdaFieldState	getEventSeqNumFieldState () const =0
	Get the event sequence number field state. More...

virtual const MamaDateTime &	getEventTime () const =0
	Get the event time. More...

virtual MamdaFieldState	getEventTimeFieldState () const =0
	Get the event time field state. More...

virtual const MamaDateTime &	getSrcTime () const =0
	Get the source time. More...

virtual MamdaFieldState	getSrcTimeFieldState () const =0
	Get the source time field state. More...

virtual const MamaDateTime &	getActivityTime () const =0
	Get the activity time. More...

virtual MamdaFieldState	getActivityTimeFieldState () const =0
	Get the activity time field state. More...

virtual const MamaDateTime &	getLineTime () const =0
	Get the line time. More...

virtual MamdaFieldState	getLineTimeFieldState () const =0
	Get the line time of the update. More...

virtual const MamaDateTime &	getSendTime () const =0
	Get the send time. More...

virtual MamdaFieldState	getSendTimeFieldState () const =0
	Get the send time field state. More...

virtual const MamaMsgQual &	getMsgQual () const =0
	Get the message qualifier. More...

virtual MamdaFieldState	getMsgQualFieldState () const =0
	Get the message qualifier field state. More...

virtual	~MamdaBasicEvent ()
	Destructor. More...

Detailed Description

MamdaQuotePossiblyDuplicate is an interface that provides access to fields related to quote updates which are possible duplicates of previous quote updates.

Constructor & Destructor Documentation

◆ ~MamdaQuotePossiblyDuplicate()

virtual Wombat::MamdaQuotePossiblyDuplicate::~MamdaQuotePossiblyDuplicate ( )

virtual

293 {};

Member Function Documentation

◆ getBidPrice()

virtual const MamaPrice& Wombat::MamdaQuotePossiblyDuplicate::getBidPrice ( ) const

pure virtual

Get the quote bid price.

Returns: Bid price. The highest price that the representative party/group is willing to pay to buy the security. For most feeds, this size is represented in round lots.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidPriceFieldState()

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

pure virtual

Get the field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidSize()

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

pure virtual

Get the quote bid size.

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

Implemented in Wombat::MamdaQuoteListener.

◆ getBidSizeFieldState()

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

pure virtual

Get the field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidDepth()

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

pure virtual

Get the quote bid depth.

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

Implemented in Wombat::MamdaQuoteListener.

◆ getBidDepthFieldState()

virtual MamdaFieldState Wombat::MamdaQuotePossiblyDuplicate::getBidDepthFieldState ( ) const

pure virtual

Get the field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidPartId()

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

pure virtual

Get the quote bid participant identifier.

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

Implemented in Wombat::MamdaQuoteListener.

◆ getBidPartIdFieldState()

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

pure virtual

Get the field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskPrice()

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

pure virtual

Get the quote ask price.

Returns: Ask price. The lowest price that the representative party/group is willing to take to sell the security. For most feeds, this size is represented in round lots.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskPriceFieldState()

virtual MamdaFieldState Wombat::MamdaQuotePossiblyDuplicate::getAskPriceFieldState ( ) const

pure virtual

Get the field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskSize()

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

pure virtual

Get the quote ask size.

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

Implemented in Wombat::MamdaQuoteListener.

◆ getAskSizeFieldState()

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

pure virtual

Get the field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskDepth()

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

pure virtual

Get the quote ask depth.

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

Implemented in Wombat::MamdaQuoteListener.

◆ getAskDepthFieldState()

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

pure virtual

Get the field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskPartId()

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

pure virtual

Get the quote ask participant identifier.

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

Implemented in Wombat::MamdaQuoteListener.

◆ getAskPartIdFieldState()

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

pure virtual

Get the field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getQuoteMidPrice()

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

pure virtual

Get the quote mid price.

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

Implemented in Wombat::MamdaQuoteListener.

◆ getQuoteMidPriceFieldState()

virtual MamdaFieldState Wombat::MamdaQuotePossiblyDuplicate::getQuoteMidPriceFieldState ( ) const

pure virtual

Get the field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getQuoteQualStr()

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

pure virtual

Get the quote qualifier.

Returns: A normalized set of qualifiers for the last quote for the security. This field may contain multiple string values, separated by the colon(:) character.

Value	Meaning
Normal	Regular quote; no special condition
DepthAsk	Depth on ask side
DepthBid	Depth on bid side
Fast	Fast trading
NonFirm	Non-firm quote
Rotation	?
Auto	Automatic trade
Inactive	?
SpecBid	Specialist bid
SpecAsk	Specialist ask
Locked	Locked market - Bid is equal to Ask for OTCBB issues (Recaps only)
Crossed	Crossed market - Bid is greater than Ask for OTCBB (Recaps only)
Synd	Syndicate bid
PreSynd	Pre-syndicate bid
Penalty	Penalty bid
UnsolBid	Unsolicited bid
UnsolAsk	Unsolicited ask
UnsolQuote	Unsolicited quote
Firm	?
RangeInd	?
XpressBid	NYSE LiquidityQuote Xpress bid indicator
XpressAsk	NYSE LiquidityQuote Xpress ask indicator

Implemented in Wombat::MamdaQuoteListener.

◆ getQuoteQualStrFieldState()

virtual MamdaFieldState Wombat::MamdaQuotePossiblyDuplicate::getQuoteQualStrFieldState ( ) const

pure virtual

Get the field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

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

MamdaQuotePossiblyDuplicate.h

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ ~MamdaQuotePossiblyDuplicate()

Member Function Documentation

◆ getBidPrice()

◆ getBidPriceFieldState()

◆ getBidSize()

◆ getBidSizeFieldState()

◆ getBidDepth()

◆ getBidDepthFieldState()

◆ getBidPartId()

◆ getBidPartIdFieldState()

◆ getAskPrice()

◆ getAskPriceFieldState()

◆ getAskSize()

◆ getAskSizeFieldState()

◆ getAskDepth()

◆ getAskDepthFieldState()

◆ getAskPartId()

◆ getAskPartIdFieldState()

◆ getQuoteMidPrice()

◆ getQuoteMidPriceFieldState()

◆ getQuoteQualStr()

◆ getQuoteQualStrFieldState()