MamdaQuoteRecap is an interface that provides access to quote related fields. More...
#include <MamdaQuoteRecap.h>
Public Member Functions | |
| virtual const MamaPrice & | getBidPrice () const =0 |
| Get the quote bid price. More... | |
| virtual mama_quantity_t | getBidSize () const =0 |
| Get the quote bid size. More... | |
| virtual mama_quantity_t | getBidDepth () const =0 |
| Get the quote bid depth. More... | |
| virtual const char * | getBidPartId () const =0 |
| Get the quote bid participant identifier. More... | |
| virtual const MamaPrice & | getBidClosePrice () const =0 |
| Get the bid closing price. More... | |
| virtual const MamaDateTime & | getBidCloseDate () const =0 |
| Get the bid closing date. More... | |
| virtual const MamaPrice & | getBidPrevClosePrice () const =0 |
| Get the previous bid closing price. More... | |
| virtual const MamaDateTime & | getBidPrevCloseDate () const =0 |
| Get the previous bid closing date. More... | |
| virtual const MamaPrice & | getBidHigh () const =0 |
| Get the high bid price for the day. More... | |
| virtual const MamaPrice & | getBidLow () const =0 |
| Get the low bid price for the day. More... | |
| virtual const MamaPrice & | getAskPrice () const =0 |
| Get the quote ask price. More... | |
| virtual mama_quantity_t | getAskSize () const =0 |
| Get the quote ask size. More... | |
| virtual mama_quantity_t | getAskDepth () const =0 |
| Get the quote ask depth. More... | |
| virtual const char * | getAskPartId () const =0 |
| Get the quote ask participant identifier. More... | |
| virtual const MamaPrice & | getAskClosePrice () const =0 |
| Get the ask quote closing price. More... | |
| virtual const MamaDateTime & | getAskCloseDate () const =0 |
| Get the ask quote closing date. More... | |
| virtual const MamaPrice & | getAskPrevClosePrice () const =0 |
| Get the previous ask closing price. More... | |
| virtual const MamaDateTime & | getAskPrevCloseDate () const =0 |
| Get the previous ask closing date. More... | |
| virtual const MamaPrice & | getAskHigh () const =0 |
| Get the high ask price for the day. More... | |
| virtual const MamaPrice & | getAskLow () const =0 |
| Get the low ask price for the day. More... | |
| virtual const MamaPrice & | getQuoteMidPrice () const =0 |
| Get the quote mid price. More... | |
| virtual mama_u32_t | getQuoteCount () const =0 |
| Get the quote count. More... | |
| virtual const char * | getQuoteQualStr () const =0 |
| Get quote qualifier as a string. More... | |
| virtual const char * | getQuoteQualNative () const =0 |
| Get the native feed quote qualifier. More... | |
| virtual char | getShortSaleBidTick () const =0 |
| NASDAQ Bid Tick Indicator for Short Sale Rule Compliance. More... | |
| virtual const MamaDateTime & | getAskTime () const =0 |
| Get the quote ask time. More... | |
| virtual const MamaDateTime & | getBidTime () const =0 |
| Get the quote bid time. More... | |
| virtual const MamaDateTime & | getQuoteDate () const =0 |
| Get the quote date. More... | |
| virtual const char * | getAskIndicator () const =0 |
| Get the quote ask indicator. More... | |
| virtual const char * | getBidIndicator () const =0 |
| Get the quote bid indicator. More... | |
| virtual mama_u32_t | getAskUpdateCount () const =0 |
| Get the quote ask update count. More... | |
| virtual mama_u32_t | getBidUpdateCount () const =0 |
| Get the quote bid update count. More... | |
| virtual double | getAskYield () const =0 |
| Get the quote ask yield. More... | |
| virtual double | getBidYield () const =0 |
| Get the quote bid yield. More... | |
| virtual const char * | getAskSizesList () const =0 |
| Get the ask sizes list. More... | |
| virtual const char * | getBidSizesList () const =0 |
| Get the bid sizes list. More... | |
| virtual char | getShortSaleCircuitBreaker () const =0 |
| get the ShortSaleCircuitBreaker More... | |
| virtual MamdaFieldState | getBidPriceFieldState () const =0 |
| Get the quote bid price fieldState. More... | |
| virtual MamdaFieldState | getBidSizeFieldState () const =0 |
| Get the quote bid size fieldState. More... | |
| virtual MamdaFieldState | getBidDepthFieldState () const =0 |
| Get the quote bid depth fieldState. More... | |
| virtual MamdaFieldState | getBidPartIdFieldState () const =0 |
| Get the quote participant identifier fieldState. More... | |
| virtual MamdaFieldState | getAskPriceFieldState () const =0 |
| Get the quote ask price fieldState. More... | |
| virtual MamdaFieldState | getAskSizeFieldState () const =0 |
| Get the quote ask size fieldState. More... | |
| virtual MamdaFieldState | getAskDepthFieldState () const =0 |
| Get the quote ask depth fieldState. More... | |
| virtual MamdaFieldState | getAskPartIdFieldState () const =0 |
| Get the quote ask participant identifier fieldState. More... | |
| virtual MamdaFieldState | getQuoteMidPriceFieldState () const =0 |
| Get the quote mid price fieldState. More... | |
| virtual MamdaFieldState | getQuoteQualStrFieldState () const =0 |
| Get the quote qualifier fieldState. More... | |
| virtual MamdaFieldState | getQuoteQualNativeFieldState () const =0 |
| Get the native feed quote qualifier fieldState. More... | |
| virtual MamdaFieldState | getShortSaleBidTickFieldState () const =0 |
| Get the short sale bid tick fieldState. More... | |
| virtual MamdaFieldState | getAskTimeFieldState () const =0 |
| Get the quote ask time fieldState. More... | |
| virtual MamdaFieldState | getBidTimeFieldState () const =0 |
| Get the quote bid time fieldState. More... | |
| virtual MamdaFieldState | getQuoteDateFieldState () const =0 |
| Get the quote date fieldState. More... | |
| virtual MamdaFieldState | getAskIndicatorFieldState () const =0 |
| Get the quote ask indicator fieldState. More... | |
| virtual MamdaFieldState | getBidIndicatorFieldState () const =0 |
| Get the quote bid indicator fieldState. More... | |
| virtual MamdaFieldState | getAskUpdateCountFieldState () const =0 |
| Get the quote ask update count fieldState. More... | |
| virtual MamdaFieldState | getBidUpdateCountFieldState () const =0 |
| Get the quote bid update count fieldState. More... | |
| virtual MamdaFieldState | getAskYieldFieldState () const =0 |
| Get the quote ask yield fieldState. More... | |
| virtual MamdaFieldState | getBidYieldFieldState () const =0 |
| Get the quote bid yield fieldState. More... | |
| virtual MamdaFieldState | getAskSizesListFieldState () const =0 |
| Get the ask sizes list fieldState. More... | |
| virtual MamdaFieldState | getBidSizesListFieldState () const =0 |
| Get the bid sizes list fieldState. More... | |
| virtual MamdaFieldState | getShortSaleCircuitBreakerFieldState () const =0 |
| virtual | ~MamdaQuoteRecap () |
Public Member Functions inherited from Wombat::MamdaBasicRecap | |
| virtual const char * | getSymbol () const =0 |
| Get the string symbol for the instrument. More... | |
| virtual MamdaFieldState | getSymbolFieldState () const =0 |
| Get the string symbol field state for the instrument. 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 const MamaDateTime & | getSrcTime () const =0 |
| Get the source time of the update. More... | |
| virtual MamdaFieldState | getSrcTimeFieldState () const =0 |
| Get the source time field state. More... | |
| virtual const MamaDateTime & | getActivityTime () const =0 |
| Get the activity time of the update. More... | |
| virtual MamdaFieldState | getActivityTimeFieldState () const =0 |
| Get the activity time field state. More... | |
| virtual const MamaDateTime & | getLineTime () const =0 |
| Get the line time of the update. More... | |
| virtual MamdaFieldState | getLineTimeFieldState () const =0 |
| Get the line time field state. More... | |
| virtual const MamaDateTime & | getSendTime () const =0 |
| Get the send time of the update. More... | |
| virtual MamdaFieldState | getSendTimeFieldState () const =0 |
| Get the send time field state. More... | |
| virtual | ~MamdaBasicRecap () |
| Destructor. More... | |
MamdaQuoteRecap is an interface that provides access to quote related fields.
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pure virtual |
Get the quote bid price.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid size.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid depth.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid participant identifier.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the bid closing price.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the bid closing date.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the previous bid closing price.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the previous bid closing date.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the high bid price for the day.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
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pure virtual |
Get the quote ask price.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask size.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask depth.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask participant identifier.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the ask quote closing price.
getAskPrevClosePrice(). This value is always zero at the start of a trading day. Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the ask quote closing date.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the previous ask closing price.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the previous ask closing date.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the high ask price for the day.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
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pure virtual |
Get the quote mid price.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote count.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get quote qualifier as a string.
| Value | Meaning |
| Normal | Regular quote; no special condition |
| DepthAsk | Depth on ask side |
| DepthBid | Depth on bid side |
| SlowQuoteOnAskSide | This indicates that a market participants Ask is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements. |
| SlowQuoteOnBidSide | This indicates that a market participants Bid is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements. |
| Fast | Fast trading |
| NonFirm | Non-firm quote |
| Rotation | OPRA only. Quote relates to a trading rotation (Where a participant rotates through various clients that they are trading for) |
| Auto | Automatic trade |
| Inactive | |
| SpecBid | Specialist bid |
| SpecAsk | Specialist ask |
| OneSided | One sided. No orders, or only market orders, exist on one side of the book. |
| PassiveMarketMaker | Market Maker is both underwriter and buyer of security. |
| LockedMarket | Locked market - Bid is equal to Ask for OTCBB issues |
| Crossed | Crossed market - Bid is greater than Ask for OTCBB |
| Synd | Syndicate bid |
| PreSynd | Pre-syndicate bid |
| Penalty | Penalty bid |
| UnsolBid | Unsolicited bid |
| UnsolAsk | Unsolicited ask |
| UnsolQuote | Unsolicited quote |
| Empty | Empty quote (no quote) |
| XpressBid | NYSE LiquidityQuote Xpress bid indicator |
| XpressAsk | NYSE LiquidityQuote Xpress ask indicator |
| BestOrder | |
| WillSell | |
| WillBuy | |
| AnyOrder | |
| MktOnly | Market orders only. |
| ManualAsk | This indicates that a market participants Ask is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements. |
| ManualBid | This indicates that a market participants Bid is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements. |
| AutomaticAsk | This indicates that the market participant's Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid) |
| AutomaticBid | This indicates that the market participant's Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid) |
| Closing | Closing quote. |
| Unknown | Quote condition unknown. |
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the native feed quote qualifier.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
NASDAQ Bid Tick Indicator for Short Sale Rule Compliance.
National Bid Tick Indicator based on changes to the bid price of the National Best Bid or Offer (National BBO).
| Value | Meaning |
| U | Up Tick. The current Best Bid Price price is higher than the previous Best Bid Price for the given NNM security. |
| D | Down Tick. The current Best Bid Price price is lower than the previous Best Bid Price for the given NNM security. |
| N | No Tick. The NASD Short Sale Rule does not apply to issue (i.e. NASDAQ SmallCap listed security). |
| Z | Unset - default value within the API |
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
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pure virtual |
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pure virtual |
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pure virtual |
Get the quote ask indicator.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid indicator.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask update count.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid update count.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
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pure virtual |
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pure virtual |
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pure virtual |
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pure virtual |
get the ShortSaleCircuitBreaker
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid price fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid size fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid depth fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote participant identifier fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask price fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask size fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask depth fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask participant identifier fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote mid price fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote qualifier fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the native feed quote qualifier fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the short sale bid tick fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask time fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid time fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote date fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask indicator fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid indicator fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask update count fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid update count fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the ask sizes list fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the bid sizes list fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Implemented in Wombat::MamdaQuoteListener.