22 #ifndef MamdaTradeRecapH 23 #define MamdaTradeRecapH 48 virtual const MamaPrice& getLastPrice()
const = 0;
56 virtual mama_quantity_t getLastVolume()
const = 0;
64 virtual const char* getLastPartId()
const = 0;
74 virtual const MamaDateTime& getLastTime()
const = 0;
82 virtual const MamaPrice& getIrregPrice()
const = 0;
90 virtual mama_quantity_t getIrregVolume()
const = 0;
98 virtual const char* getIrregPartId()
const = 0;
108 virtual const MamaDateTime& getIrregTime()
const = 0;
118 virtual const MamaDateTime& getTradeDate()
const = 0;
125 virtual mama_u32_t getTradeCount()
const = 0;
133 virtual mama_quantity_t getAccVolume()
const = 0;
141 virtual mama_quantity_t getOffExAccVolume()
const = 0;
149 virtual mama_quantity_t getOnExAccVolume()
const = 0;
157 virtual const MamaPrice& getNetChange()
const = 0;
165 virtual double getPctChange()
const = 0;
180 virtual const MamaPrice& getOpenPrice()
const = 0;
187 virtual const MamaPrice& getHighPrice()
const = 0;
194 virtual const MamaPrice& getLowPrice()
const = 0;
203 virtual const MamaPrice& getClosePrice()
const = 0;
214 virtual const MamaPrice& getPrevClosePrice()
const = 0;
223 virtual const MamaPrice& getAdjPrevClosePrice()
const = 0;
231 virtual const MamaDateTime& getPrevCloseDate()
const = 0;
238 virtual mama_u32_t getBlockCount()
const = 0;
245 virtual mama_quantity_t getBlockVolume()
const = 0;
254 virtual double getVwap()
const = 0;
263 virtual double getOffExVwap()
const = 0;
272 virtual double getOnExVwap()
const = 0;
281 virtual double getTotalValue()
const = 0;
290 virtual double getOffExTotalValue()
const = 0;
299 virtual double getOnExTotalValue()
const = 0;
307 virtual double getStdDev()
const = 0;
314 virtual double getStdDevSum()
const = 0;
321 virtual double getStdDevSumSquares()
const = 0;
328 virtual const char* getTradeUnits()
const = 0;
335 virtual mama_seqnum_t getLastSeqNum()
const = 0;
342 virtual mama_seqnum_t getHighSeqNum()
const = 0;
349 virtual mama_seqnum_t getLowSeqNum()
const = 0;
356 virtual mama_seqnum_t getEventSeqNum()
const = 0;
358 virtual mama_seqnum_t getTotalVolumeSeqNum()
const = 0;
365 virtual const char* getCurrencyCode()
const = 0;
372 virtual const MamaPrice& getSettlePrice()
const = 0;
379 virtual const MamaDateTime& getSettleDate()
const = 0;
394 virtual const MamaPrice& getOffExchangeTradePrice()
const = 0;
402 virtual const MamaPrice& getOnExchangeTradePrice()
const = 0;
419 virtual const char* getSide()
const = 0;
433 virtual char getShortSaleCircuitBreaker()
const=0;
700 virtual MamdaFieldState getOffExchangeTradePriceFieldState()
const = 0;
718 virtual MamdaFieldState getShortSaleCircuitBreakerFieldState()
const = 0;
725 #endif // MamdaTradeRecapH
MamdaBasicRecap is an interface that provides access to recap related fields.
Definition: MamdaBasicRecap.h:36
virtual ~MamdaTradeRecap()
Definition: MamdaTradeRecap.h:720
MamdaTradeRecap is an interface that provides access to trade related fields.
Definition: MamdaTradeRecap.h:38
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaTradeExecVenue
An enumeration representing trade execution venue.
Definition: MamdaTradeExecVenue.h:36
MamdaTradeDirection
An enumeration representing trade tick direction, relative to the previous "last" trade...
Definition: MamdaTradeDirection.h:37
MamdaFieldState
An enumeration representing field state.
Definition: MamdaFieldState.h:37