OpenMAMA
Wombat::MamdaSecStatusListener Class Reference

MamdaSecurityStatusListener is a class that specializes in handling security status updates. More...

#include <MamdaSecStatusListener.h>

Inheritance diagram for Wombat::MamdaSecStatusListener:
Wombat::MamdaMsgListener Wombat::MamdaSecStatus Wombat::MamdaSecStatusRecap Wombat::MamdaBasicEvent Wombat::MamdaBasicRecap

Public Member Functions

 MamdaSecStatusListener ()
 Create a specialized security status listener. More...
 
virtual ~MamdaSecStatusListener ()
 
void addHandler (MamdaSecStatusHandler *handler)
 Add a specialized security status handler. More...
 
const char * getSymbol () const
 Get the instruments string symbol. More...
 
const char * getPartId () const
 Get the participant identifier. More...
 
const MamaDateTime & getSrcTime () const
 Get the source time. More...
 
const MamaDateTime & getActivityTime () const
 Get the activity time. More...
 
const MamaDateTime & getLineTime () const
 Get the line time. More...
 
const MamaDateTime & getSendTime () const
 Get the send time. More...
 
const MamaMsgQual & getMsgQual () const
 Get the message qualifier. More...
 
const MamaDateTime & getEventTime () const
 Get the event time. More...
 
mama_seqnum_t getEventSeqNum () const
 Get the event sequence number. More...
 
const MamaDateTime & getLuldTime () const
 
const char getLuldIndicator () const
 
MamdaFieldState getSymbolFieldState () const
 Get the string symbol field state. More...
 
MamdaFieldState getPartIdFieldState () const
 Get the participant identifier field state. More...
 
MamdaFieldState getSrcTimeFieldState () const
 Get the source time field state. More...
 
MamdaFieldState getActivityTimeFieldState () const
 Get the activity time field state. More...
 
MamdaFieldState getLineTimeFieldState () const
 Get the line time of the update. More...
 
MamdaFieldState getSendTimeFieldState () const
 Get the send time field state. More...
 
MamdaFieldState getMsgQualFieldState () const
 Get the message qualifier field state. More...
 
MamdaFieldState getEventTimeFieldState () const
 Get the event time field state. More...
 
MamdaFieldState getEventSeqNumFieldState () const
 Get the event sequence number field state. More...
 
MamdaFieldState getLuldIndicatorFieldState () const
 
MamdaFieldState getLuldTimeFieldState () const
 
const char * getIssueSymbol () const
 The "name" of the instrument (e.g. More...
 
const char * getReason () const
 Unnormalized (feed-specific) reason associated with the current status of the security (e.g. More...
 
char getSecurityAction () const
 Action related to this security. More...
 
char getShortSaleCircuitBreaker () const
 
const char * getSecurityType () const
 The security type. More...
 
const char * getSecurityStatus () const
 NYSE Technologies normalised security status. More...
 
const char * getSecurityStatusQual () const
 Security status qualifier. More...
 
const char * getSecurityStatusNative () const
 Original "security status" field sent by the feed. More...
 
const char * getSecurityStatusStr () const
 NYSE Technologies normalised security status. More...
 
const char * getSecurityStatusQualStr () const
 Security status qualifier. More...
 
MamdaSecurityStatus getSecurityStatusEnum () const
 NYSE Technologies normalised security status. More...
 
MamdaSecurityStatusQual getSecurityStatusQualifierEnum () const
 Security status qualifier. More...
 
const char * getFreeText () const
 Arbitrary free text associated with the security status change. More...
 
MamdaFieldState getIssueSymbolFieldState () const
 Get the issue symbol field state. More...
 
MamdaFieldState getReasonFieldState () const
 Get the reason field state. More...
 
MamdaFieldState getSecurityActionFieldState () const
 Get the security action field state. More...
 
MamdaFieldState getShortSaleCircuitBreakerFieldState () const
 
MamdaFieldState getSecurityTypeFieldState () const
 Get the security type field state. More...
 
MamdaFieldState getSecurityStatusFieldState () const
 Get the security status field state. More...
 
MamdaFieldState getSecurityStatusQualFieldState () const
 Get the security status qualifier field state. More...
 
MamdaFieldState getSecurityStatusNativeFieldState () const
 Get the native security status field state. More...
 
MamdaFieldState getSecurityStatusStrFieldState () const
 
MamdaFieldState getSecurityStatusQualStrFieldState () const
 
MamdaFieldState getSecurityStatusEnumFieldState () const
 
MamdaFieldState getSecurityStatusQualifierEnumFieldState () const
 
MamdaFieldState getFreeTextFieldState () const
 Get the free text field field state. More...
 
virtual void onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType)
 Implementation of MamdaListener interface. More...
 
- Public Member Functions inherited from Wombat::MamdaMsgListener
virtual ~MamdaMsgListener ()
 
- Public Member Functions inherited from Wombat::MamdaSecStatus
virtual ~MamdaSecStatus ()
 
- Public Member Functions inherited from Wombat::MamdaBasicEvent
virtual ~MamdaBasicEvent ()
 Destructor. More...
 
- Public Member Functions inherited from Wombat::MamdaSecStatusRecap
virtual ~MamdaSecStatusRecap ()
 
- Public Member Functions inherited from Wombat::MamdaBasicRecap
virtual ~MamdaBasicRecap ()
 Destructor. More...
 

Detailed Description

MamdaSecurityStatusListener is a class that specializes in handling security status updates.

Developers provide their own implementation of the MamdaSecurityStatusHandler interface and will be delivered notifications for security status updates.

Note: The MamdaSecurityStatusListener class caches some field values. Among other reasons, caching of these fields makes it possible to provide complete certain callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.

MamdaSecStatusListener should initialize the MamdaSecStatusFields class prior to receiving the first message by calling MamdaSecStatusFields::setDictionary() with a valid dictionary object which contains SecStatus related fields.

Constructor & Destructor Documentation

◆ MamdaSecStatusListener()

Wombat::MamdaSecStatusListener::MamdaSecStatusListener ( )

Create a specialized security status listener.

◆ ~MamdaSecStatusListener()

virtual Wombat::MamdaSecStatusListener::~MamdaSecStatusListener ( )
virtual

Member Function Documentation

◆ addHandler()

void Wombat::MamdaSecStatusListener::addHandler ( MamdaSecStatusHandler handler)

Add a specialized security status handler.

◆ getSymbol()

const char* Wombat::MamdaSecStatusListener::getSymbol ( ) const
virtual

Get the instruments string symbol.

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

Implements Wombat::MamdaBasicEvent.

◆ getPartId()

const char* Wombat::MamdaSecStatusListener::getPartId ( ) const
virtual

Get the participant identifier.

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).

Implements Wombat::MamdaBasicEvent.

◆ getSrcTime()

const MamaDateTime& Wombat::MamdaSecStatusListener::getSrcTime ( ) const
virtual

Get the source time.

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.

Implements Wombat::MamdaBasicEvent.

◆ getActivityTime()

const MamaDateTime& Wombat::MamdaSecStatusListener::getActivityTime ( ) const
virtual

Get the activity time.

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

Implements Wombat::MamdaBasicEvent.

◆ getLineTime()

const MamaDateTime& Wombat::MamdaSecStatusListener::getLineTime ( ) const
virtual

Get the line time.

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.

Implements Wombat::MamdaBasicEvent.

◆ getSendTime()

const MamaDateTime& Wombat::MamdaSecStatusListener::getSendTime ( ) const
virtual

Get the send time.

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). See MAMA API: MamaDateTime::currentTime()).

Implements Wombat::MamdaBasicEvent.

◆ getMsgQual()

const MamaMsgQual& Wombat::MamdaSecStatusListener::getMsgQual ( ) const
virtual

Get the message qualifier.

Returns
Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Implements Wombat::MamdaBasicEvent.

◆ getEventTime()

const MamaDateTime& Wombat::MamdaSecStatusListener::getEventTime ( ) const
virtual

Get the event time.

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.

Implements Wombat::MamdaBasicEvent.

◆ getEventSeqNum()

mama_seqnum_t Wombat::MamdaSecStatusListener::getEventSeqNum ( ) const
virtual

Get the event sequence number.

Returns
Source sequence number. The exchange generated sequence number.

Implements Wombat::MamdaBasicEvent.

◆ getLuldTime()

const MamaDateTime& Wombat::MamdaSecStatusListener::getLuldTime ( ) const

◆ getLuldIndicator()

const char Wombat::MamdaSecStatusListener::getLuldIndicator ( ) const

◆ getSymbolFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSymbolFieldState ( ) const
virtual

Get the string symbol field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getPartIdFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getPartIdFieldState ( ) const
virtual

Get the participant identifier field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getSrcTimeFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSrcTimeFieldState ( ) const
virtual

Get the source time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getActivityTimeFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getActivityTimeFieldState ( ) const
virtual

Get the activity time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getLineTimeFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getLineTimeFieldState ( ) const
virtual

Get the line time of the update.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getSendTimeFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSendTimeFieldState ( ) const
virtual

Get the send time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getMsgQualFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getMsgQualFieldState ( ) const
virtual

Get the message qualifier field state.

Returns
Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Implements Wombat::MamdaBasicEvent.

◆ getEventTimeFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getEventTimeFieldState ( ) const
virtual

Get the event time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getEventSeqNumFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getEventSeqNumFieldState ( ) const
virtual

Get the event sequence number field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getLuldIndicatorFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getLuldIndicatorFieldState ( ) const

◆ getLuldTimeFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getLuldTimeFieldState ( ) const

◆ getIssueSymbol()

const char* Wombat::MamdaSecStatusListener::getIssueSymbol ( ) const
virtual

The "name" of the instrument (e.g.

IBM, CSCO, MSFT.INCA, etc.).

Returns
The symbol name.

Implements Wombat::MamdaSecStatus.

◆ getReason()

const char* Wombat::MamdaSecStatusListener::getReason ( ) const
virtual

Unnormalized (feed-specific) reason associated with the current status of the security (e.g.

halted, delayed, etc.). For normalized field, see getSecurityStatusQual.

Returns
The reason for the current status.
See also
getSecurityStatusQual()

Implements Wombat::MamdaSecStatus.

◆ getSecurityAction()

char Wombat::MamdaSecStatusListener::getSecurityAction ( ) const
virtual

Action related to this security.

  • A : Add this new security.
Returns
The security action.

Implements Wombat::MamdaSecStatus.

◆ getShortSaleCircuitBreaker()

char Wombat::MamdaSecStatusListener::getShortSaleCircuitBreaker ( ) const
virtual

◆ getSecurityType()

const char* Wombat::MamdaSecStatusListener::getSecurityType ( ) const
virtual

The security type.

  • Equity Option
  • NEO Option : NEO (Index) Option
  • ICS Option : ICS (Foreign Currency) Option
Returns
The security type.

Implements Wombat::MamdaSecStatus.

◆ getSecurityStatus()

const char* Wombat::MamdaSecStatusListener::getSecurityStatus ( ) const
virtual

NYSE Technologies normalised security status.

See getSecurityStatusOrig for the original exchange value.

  • None : No security status is known/available for this security.
  • Normal : Security is open for normal quoting and trading
  • Closed : Security is closed (usually before or after market open)
  • Halted : Security has been halted by exchange.
  • NotExist : Security does not currently exist in cache (but it might in the future).
  • Deleted : Security has been deleted (e.g., merger, expiration, etc.)
Returns
The normalized security status.

Implements Wombat::MamdaSecStatus.

◆ getSecurityStatusQual()

const char* Wombat::MamdaSecStatusListener::getSecurityStatusQual ( ) const
virtual

Security status qualifier.

  • None : No security status qualifier is known/available for this security.
  • Excused : An Excused withdrawal from the market.
  • Withdrawn : Non-excused withdrawal by the market maker.
  • Suspended : Suspended Trading
  • Resume : Resume trading/quoting after halt.
  • QuoteResume : Resume quoting after halt. NASDAQ distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • TradeResume : Resume trading after halt. NASDAQ distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • ResumeTime : When the security is expected to resume trading.
  • MktImbBuy : Market Imbalance - Buy. A 50,000 share or more excess of market orders to buy over market orders to sell as of 9:00am on expiration days. A MktImbBuy implies an ordinary order imbalance (OrdImbBuy).
  • MktImbSell : Market Imbalance - Sell. A 50,000 share or more excess of market orders to sell over market orders to buy as of 9:00am on expiration days. A MktImbSell implies an ordinary order imbalance (OrdImbSell).
  • NoMktImb : No Market Imbalance. Indicates that the imbalance of market orders for a security is less than 50,000 shares as of 9:00am on expiration days.
  • MocImbBuy : Market On Close Imbalance - Buy. An excess of 50,000 share or more of MOC orders to buy over MOC orders to sell (including MOC sell plus and MOC sell short orders). A MocImbBuy implies an ordinary order imbalance (OrdImbBuy).
  • MocImbSell : Market On Close Imbalance - Sell. An excess of 50,000 share or more of MOC orders to sell (not including MOC sell short and MOC sell plus orders) over orders to buy (including MOC orders to buy minus). A MocImbSell implies an ordinary order imbalance (OrdImbSell).
  • NoMocImb : No Market On Close (MOC) Imbalance. The difference between the number of shares to buy MOC and the number of shares to sell MOC is less than 50,000.
  • OrderImb : Non-regulatory condition: a significant imbalance of buy or sell orders exists for this security.
  • OrderInf : Non-regulatory condition where there is a significant influx of orders.
  • OrderImbBuy : Non-regulatory condition: a significant imbalance of buy orders exists for this security.
  • OrderImbSell : Non-regulatory condition: a significant imbalance of sell orders exists for this security.
  • OrderImbNone : The earlier imbalance of buy or sell orders no longer exists for this security. It also might mean that there is no imbalance to begin with.
  • RangeInd : Trading Range Indication. Not an Opening Delay or Trading Halted condition: this condition is used prior to the opening of a security to denote a probable trading range (bid and offer prices, no sizes).
  • ItsPreOpen : ITS pre-opening indication.
  • Reserved : Reserved (e.g., CME).
  • Frozen : Frozen (e.g., CME).
  • PreOpen : Preopening state (e.g., CME).
  • AddInfo : Additional Information. For a security that is Opening Delayed or Trading Halted, if inadequate information is disclosed during a "news dissemination or news pending" Opening Delay or Trading Halt, the Opening Delay or Trading Halt reason could be subsequently reported as "Additional Information."
  • OpenDelay : Security's opening has been delayed by exchange. This value is usually followed by another value specifying the reason for the opening delay.
  • NoOpenNoResume : Indicates that trading halt or opening delay will be in effect for the remainder of the trading day.
  • PriceInd : An approximation of what a security's opening or re-opening price range (bid and offer prices, no sizes) will be when trading resumes after a delayed opening or after a trading halt.
  • Equipment : Non-regulatory condition: the ability to trade this security by a participant is temporarily inhibited due to a systems, equipment or communications facility problem, or for other technical reasons.
  • Filings : Not current in regulatory filings.
  • News : News pending. Denotes a regulatory trading halt due to an expected news announcement which influence the security. An Opening Delay or Trading Halt may be continued once the news has been disseminated.
  • NewsDissem : News Dissemination. Denotes a regulatory trading halt when relevant news influencing the security is being disseminated. Trading is suspended until the primary market determines that an adequate publication or disclosure of information has occurred.
  • Listing : Listing Noncompliance.
  • Operation : Operational Halt
  • Info : Information Requested. Regulatory condition: more disclosure of information is requested by the exchange for this security.
  • SEC : SEC Suspension.
  • Times : News Resumption Times.
  • Other : Other Regulatory Halt.
  • Related : Related Security; In View Of Common. Non-regulatory condition: the halt or opening delay in this security is due to its relationship with another security. This condition also applies to non-common associated securities (e.g. warrants, rights, preferreds, classes, etc.) in view of the common stock.
  • IPO : Upcoming IPO issue not yet trading.
Returns
The normalized security status qualifier.

Implements Wombat::MamdaSecStatus.

◆ getSecurityStatusNative()

const char* Wombat::MamdaSecStatusListener::getSecurityStatusNative ( ) const
virtual

Original "security status" field sent by the feed.

NYSE Technologies feed handlers also send normalized security status.

Returns
The exchange provided security status.
See also
getSecurityStatus()

Implements Wombat::MamdaSecStatus.

◆ getSecurityStatusStr()

const char* Wombat::MamdaSecStatusListener::getSecurityStatusStr ( ) const
virtual

NYSE Technologies normalised security status.

See getSecurityStatusOrig for the original exchange value.

  • None : No security status is known/available for this security.
  • Normal : Security is open for normal quoting and trading
  • Closed : Security is closed (usually before or after market open)
  • Halted : Security has been halted by exchange.
  • NotExist : Security does not currently exist in cache (but it might in the future).
  • Deleted : Security has been deleted (e.g., merger, expiration, etc.)
  • Auction : Security has done into auction.
  • Crossing : Security crossing
  • Unknown : Security status is currently unknown.
Returns
The normalized security status.

Implements Wombat::MamdaSecStatusRecap.

◆ getSecurityStatusQualStr()

const char* Wombat::MamdaSecStatusListener::getSecurityStatusQualStr ( ) const
virtual

Security status qualifier.

  • None : No security status qualifier is known/available for this security.
  • Excused : An Excused withdrawl from the market.
  • Withdrawn : Non-excused withdrawl by the market maker.
  • Suspended : Suspended Trading
  • Resume : Resume trading/quoting after halt.
  • QuoteResume : Resume quoting after halt. Nasdaq distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • TradeResume : Resume trading after halt. Nasdaq distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • ResumeTime : When the security is expected to resume trading.
  • MktImbBuy : Market Imbalance - Buy. A 50,000 share or more excess of market orders to buy over market orders to sell as of 9:00am on expiration days. A MktImbBuy implies an ordinary order imbalance (OrdImbBuy).
  • MktImbSell : Market Imbalance - Sell. A 50,000 share or more excess of market orders to sell over market orders to buy as of 9:00am on expiration days. A MktImbSell implies an ordinary order imbalance (OrdImbSell).
  • NoMktImb : No Market Imbalance. Indicates that the imbalance of market orders for a security is less than 50,000 shares as of 9:00am on expiration days.
  • MocImbBuy : Market On Close Imbalance - Buy. An excess of 50,000 share or more of MOC orders to buy over MOC orders to sell (including MOC sell plus and MOC sell short orders). A MocImbBuy implies an ordinary order imbalance (OrdImbBuy).
  • MocImbSell : Market On Close Imbalance - Sell. An excess of 50,000 share or more of MOC orders to sell (not including MOC sell short and MOC sell plus orders) over orders to buy (including MOC orders to buy minus). A MocImbSell implies an ordinary order imbalance (OrdImbSell).
  • NoMocImb : No Market On Close (MOC) Imbalance. The difference between the number of shares to buy MOC and the number of shares to sell MOC is less than 50,000.
  • OrderImb : Non-regulatory condition: a significant imbalance of buy or sell orders exists for this security.
  • OrderInf : Non-regulatory condition where there is a significant influx of orders.
  • OrderImbBuy : Non-regulatory condition: a significant imbalance of buy orders exists for this security.
  • OrderImbSell : Non-regulatory condition: a significant imbalance of sell orders exists for this security.
  • OrderImbNone : The earlier imbalance of buy or sell orders no longer exists for this security. It also might mean that there is no imbalance to begin with.
  • RangeInd : Trading Range Indication. Not an Opening Delay or Trading Halted condition: this condition is used prior to the opening of a security to denote a probable trading range (bid and offer prices, no sizes).
  • ItsPreOpen : ITS pre-opening indication.
  • Reserved : Reserved (e.g., CME).
  • Frozen : Frozen (e.g., CME).
  • PreOpen : Preopening state (e.g., CME).
  • AddInfo : Additional Information. For a security that is Opening Delayed or Trading Halted, if inadequate information is disclosed during a "news dissemination or news pending" Opening Delay or Trading Halt, the Opening Delay or Trading Halt reason could be subsequently reported as "Additional Information."
  • OpenDelay : Security's opening has been delayed by exchange. This value is usually followed by another value specifying the reason for the opening delay.
  • NoOpenNoResume : Indicates that trading halt or opening delay will be in effect for the remainder of the trading day.
  • PriceInd : An approximation of what a security's opening or re-opening price range (bid and offer prices, no sizes) will be when trading resumes after a delayed opening or after a trading halt.
  • Equipment : Non-regulatory condition: the ability to trade this security by a participant is temporarily inhibited due to a systems, equipment or communications facility problem, or for other technical reasons.
  • Filings : Not current in regulatory filings.
  • News : News pending. Denotes a regulatory trading halt due to an expected news announcement which influence the security. An Opening Delay or Trading Halt may be continued once the news has been disseminated.
  • NewsDissem : News Dissemination. Denotes a regulatory trading halt when relevant news influencing the security is being disseminated. Trading is suspended until the primary market determines that an adequate publication or disclosure of information has occurred.
  • Listing : Listing Noncompliance.
  • Operation : Operational Halt
  • Info : Information Requested. Regulatory condition: more disclosure of information is requested by the exchange for this security.
  • SEC : SEC Suspension.
  • Times : News Resumption Times.
  • Other : Other Regulatory Halt.
  • Related : Related Security; In View Of Common. Non-regulatory condition: the halt or opening delay in this security is due to its relationship with another security. This condition also applies to non-common associated securities (e.g. warrants, rights, preferreds, classes, etc.) in view of the common stock.
  • IPO : Upcoming IPO issue not yet trading.
Returns
The normalized security status qualifier.

Implements Wombat::MamdaSecStatusRecap.

◆ getSecurityStatusEnum()

MamdaSecurityStatus Wombat::MamdaSecStatusListener::getSecurityStatusEnum ( ) const
virtual

NYSE Technologies normalised security status.

See getSecurityStatusOrig for the original exchange value.

  • SECURITY_STATUS_NONE : No security status is known/available for this security.
  • SECURITY_STATUS_NORMAL : Security is open for normal quoting and trading
  • SECURITY_STATUS_CLOSED : Security is closed (usually before or after market open)
  • SECURITY_STATUS_HALTED : Security has been halted by exchange.
  • SECURITY_STATUS_NOT_EXIST : Security does not currently exist in cache (but it might in the future).
  • SECURITY_STATUS_DELETED : Security has been deleted (e.g., merger, expiration, etc.)
  • SECURITY_STATUS_AUCTION : Security has gone into auction.
  • SECURITY_STATUS_CROSSING : Security crossing
  • SECURITY_STATUS_UNKNOWN : Security status is currently unknown.
Returns
The normalized security status as an enumerated value.

Implements Wombat::MamdaSecStatusRecap.

◆ getSecurityStatusQualifierEnum()

MamdaSecurityStatusQual Wombat::MamdaSecStatusListener::getSecurityStatusQualifierEnum ( ) const
virtual

Security status qualifier.

  • SECURITY_STATUS_QUAL_NONE : No security status qualifier is known/available for this security.
  • SECURITY_STATUS_QUAL_EXCUSED : An Excused withdrawl from the market.
  • SECURITY_STATUS_QUAL_WITHDRAWN : Non-excused withdrawl by the market maker.
  • SECURITY_STATUS_QUAL_SUSPENDED : Suspended Trading
  • SECURITY_STATUS_QUAL_RESUME : Resume trading/quoting after halt.
  • SECURITY_STATUS_QUAL_QUOTE_RESUME : Resume quoting after halt. Nasdaq distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • SECURITY_STATUS_QUAL_TRADE_RESUME : Resume trading after halt. Nasdaq distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • SECURITY_STATUS_QUAL_RESUME_TIME : When the security is expected to resume trading.
  • SECURITY_STATUS_QUAL_MKT_IMB_BUY : Market Imbalance - Buy. A 50,000 share or more excess of market orders to buy over market orders to sell as of 9:00am on expiration days. A MktImbBuy implies an ordinary order imbalance (OrdImbBuy).
  • SECURITY_STATUS_QUAL_MKT_IMB_SELL : Market Imbalance - Sell. A 50,000 share or more excess of market orders to sell over market orders to buy as of 9:00am on expiration days. A MktImbSell implies an ordinary order imbalance (OrdImbSell).
  • SECURITY_STATUS_QUAL_NO_MKT_IMB : No Market Imbalance. Indicates that the imbalance of market orders for a security is less than 50,000 shares as of 9:00am on expiration days.
  • SECURITY_STATUS_QUAL_MOC_IMB_BUY : Market On Close Imbalance - Buy. An excess of 50,000 share or more of MOC orders to buy over MOC orders to sell (including MOC sell plus and MOC sell short orders). A MocImbBuy implies an ordinary order imbalance (OrdImbBuy).
  • SECURITY_STATUS_QUAL_MOC_IMB_SELL : Market On Close Imbalance - Sell. An excess of 50,000 share or more of MOC orders to sell (not including MOC sell short and MOC sell plus orders) over orders to buy (including MOC orders to buy minus). A MocImbSell implies an ordinary order imbalance (OrdImbSell).
  • SECURITY_STATUS_QUAL_NO_MOC_IMB : No Market On Close (MOC) Imbalance. The difference between the number of shares to buy MOC and the number of shares to sell MOC is less than 50,000.
  • SECURITY_STATUS_QUAL_ORDER_IMB : Non-regulatory condition: a significant imbalance of buy orders exists for this security.
  • SECURITY_STATUS_QUAL_ORDER_IMB_SELL : Non-regulatory condition: a significant imbalance of sell orders exists for this security.
  • SECURITY_STATUS_QUAL_ORDER_OMB_NONE : The earlier imbalance of buy or sell orders no longer exists for this security. It also might mean that there is no imbalance to begin with.
  • SECURITY_STATUS_QUAL_RANGE_IND : Trading Range Indication. Not an Opening Delay or Trading Halted condition: this condition is used prior to the opening of a security to denote a probable trading range (bid and offer prices, no sizes).
  • SECURITY_STATUS_QUAL_ITS_PRE_OPEN : ITS pre-opening indication.
  • SECURITY_STATUS_QUAL_RESERVED : Reserved (e.g., CME).
  • SECURITY_STATUS_QUAL_FROZEN : Frozen (e.g., CME).
  • SECURITY_STATUS_QUAL_PRE_OPEN : Preopening state (e.g., CME).
  • SECURITY_STATUS_QUAL_ADD_INFO : Additional Information. For a security that is Opening Delayed or Trading Halted, if inadequate information is disclosed during a "news dissemination or news pending" Opening Delay or Trading Halt, the Opening Delay or Trading Halt reason could be subsequently reported as "Additional Information."
  • SECURITY_STATUS_QUAL_OPEN_DELAY : Security's opening has been delayed by exchange. This value is usually followed by another value specifying the reason for the opening delay.
  • SECURITY_STATUS_QUAL_NO_OPEN_RESUME : Indicates that trading halt or opening delay will be in effect for the remainder of the trading day.
  • SECURITY_STATUS_QUAL_PRICE_IND : An approximation of what a security's opening or re-opening price range (bid and offer prices, no sizes) will be when trading resumes after a delayed opening or after a trading halt.
  • SECURITY_STATUS_QUAL_EQUIPMENT : Non-regulatory condition: the ability to trade this security by a participant is temporarily inhibited due to a systems, equipment or communications facility problem, or for other technical reasons.
  • SECURITY_STATUS_QUAL_FILINGS : Not current in regulatory filings.
  • SECURITY_STATUS_QUAL_NEWS : News pending. Denotes a regulatory trading halt due to an expected news announcement which influence the security. An Opening Delay or Trading Halt may be continued once the news has been disseminated.
  • SECURITY_STATUS_QUAL_NEWS_DISSEM : News Dissemination. Denotes a regulatory trading halt when relevant news influencing the security is being disseminated. Trading is suspended until the primary market determines that an adequate publication or disclosure of information has occurred. v
  • SECURITY_STATUS_QUAL_LISTING : Listing Noncompliance.
  • SECURITY_STATUS_QUAL_OPERATION : Operational Halt
  • SECURITY_STATUS_QUAL_INFO : Information Requested. Regulatory condition: more disclosure of information is requested by the exchange for this security.
  • SECURITY_STATUS_QUAL_SEC : SEC Suspension.
  • SECURITY_STATUS_QUAL_TIMES : News Resumption Times.
  • SECURITY_STATUS_QUAL_OTHER : Other Regulatory Halt.
  • SECURITY_STATUS_QUAL_RELATED : Related Security; In View Of Common. Non-regulatory condition: the halt or opening delay in this security is due to its relationship with another security. This condition also applies to non-common associated securities (e.g. warrants, rights, preferreds, classes, etc.) in view of the common stock.
  • SECURITY_STATUS_QUAL_IPO : Upcoming IPO issue not yet trading.
Returns
The normalized security status qualifier.

Implements Wombat::MamdaSecStatusRecap.

◆ getFreeText()

const char* Wombat::MamdaSecStatusListener::getFreeText ( ) const
virtual

Arbitrary free text associated with the security status change.

Returns
Free text associated with the security status change.

Implements Wombat::MamdaSecStatus.

◆ getIssueSymbolFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getIssueSymbolFieldState ( ) const
virtual

Get the issue symbol field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaSecStatus.

◆ getReasonFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getReasonFieldState ( ) const
virtual

Get the reason field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaSecStatus.

◆ getSecurityActionFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSecurityActionFieldState ( ) const
virtual

Get the security action field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaSecStatus.

◆ getShortSaleCircuitBreakerFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getShortSaleCircuitBreakerFieldState ( ) const
virtual

◆ getSecurityTypeFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSecurityTypeFieldState ( ) const
virtual

Get the security type field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaSecStatus.

◆ getSecurityStatusFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSecurityStatusFieldState ( ) const
virtual

Get the security status field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaSecStatus.

◆ getSecurityStatusQualFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSecurityStatusQualFieldState ( ) const
virtual

Get the security status qualifier field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaSecStatus.

◆ getSecurityStatusNativeFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSecurityStatusNativeFieldState ( ) const
virtual

Get the native security status field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaSecStatus.

◆ getSecurityStatusStrFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSecurityStatusStrFieldState ( ) const
virtual
Returns
The normalized security status field state.

Implements Wombat::MamdaSecStatusRecap.

◆ getSecurityStatusQualStrFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSecurityStatusQualStrFieldState ( ) const
virtual
Returns
The normalized security status qualifier field state.

Implements Wombat::MamdaSecStatusRecap.

◆ getSecurityStatusEnumFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSecurityStatusEnumFieldState ( ) const
virtual
Returns
The normalized security status (enumerated value) field State

Implements Wombat::MamdaSecStatusRecap.

◆ getSecurityStatusQualifierEnumFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getSecurityStatusQualifierEnumFieldState ( ) const
virtual
Returns
The normalized security status qualifier field state

Implements Wombat::MamdaSecStatusRecap.

◆ getFreeTextFieldState()

MamdaFieldState Wombat::MamdaSecStatusListener::getFreeTextFieldState ( ) const
virtual

Get the free text field field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaSecStatus.

◆ onMsg()

virtual void Wombat::MamdaSecStatusListener::onMsg ( MamdaSubscription subscription,
const MamaMsg &  msg,
short  msgType 
)
virtual

Implementation of MamdaListener interface.

Implements Wombat::MamdaMsgListener.


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


© 2012 Linux Foundation