OpenMAMA
Wombat::MamdaQuoteUpdate Class Referenceabstract

MamdaQuoteUpdate is an interface that provides access to fields related to quote updates. More...

#include <MamdaQuoteUpdate.h>

Inheritance diagram for Wombat::MamdaQuoteUpdate:
Wombat::MamdaBasicEvent Wombat::MamdaQuoteListener

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 participant identifier. 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 & getQuoteMidPrice () const =0
 Get the quote mid price. More...
 
virtual const char * getQuoteQualStr () const =0
 Get the quote qualifier. 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 ~MamdaQuoteUpdate ()
 
- 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

MamdaQuoteUpdate is an interface that provides access to fields related to quote updates.

Constructor & Destructor Documentation

◆ ~MamdaQuoteUpdate()

virtual Wombat::MamdaQuoteUpdate::~MamdaQuoteUpdate ( )
virtual
432 {};

Member Function Documentation

◆ getBidPrice()

virtual const MamaPrice& Wombat::MamdaQuoteUpdate::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.

◆ getBidSize()

virtual mama_quantity_t Wombat::MamdaQuoteUpdate::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.

◆ getBidDepth()

virtual mama_quantity_t Wombat::MamdaQuoteUpdate::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.

◆ getBidPartId()

virtual const char* Wombat::MamdaQuoteUpdate::getBidPartId ( ) const
pure virtual

Get the quote participant identifier.

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

Implemented in Wombat::MamdaQuoteListener.

◆ getAskPrice()

virtual const MamaPrice& Wombat::MamdaQuoteUpdate::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.

◆ getAskSize()

virtual mama_quantity_t Wombat::MamdaQuoteUpdate::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.

◆ getAskDepth()

virtual mama_quantity_t Wombat::MamdaQuoteUpdate::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.

◆ getAskPartId()

virtual const char* Wombat::MamdaQuoteUpdate::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.

◆ getQuoteMidPrice()

virtual const MamaPrice& Wombat::MamdaQuoteUpdate::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.

◆ getQuoteQualStr()

virtual const char* Wombat::MamdaQuoteUpdate::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.
See also
MamdaQuoteRecap::getQuoteQualStr()

Implemented in Wombat::MamdaQuoteListener.

◆ getQuoteQualNative()

virtual const char* Wombat::MamdaQuoteUpdate::getQuoteQualNative ( ) const
pure virtual

Get the native feed quote qualifier.

Returns
Native quote qualifier (a.k.a. "quote condition"). Feed-specific quote qualifier code(s). This field is provided primarily for completeness and/or troubleshooting.
See also
getQuoteQual.

Implemented in Wombat::MamdaQuoteListener.

◆ getShortSaleBidTick()

virtual char Wombat::MamdaQuoteUpdate::getShortSaleBidTick ( ) const
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).

ValueMeaning
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
Returns
The tick bid indicator.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskTime()

virtual const MamaDateTime& Wombat::MamdaQuoteUpdate::getAskTime ( ) const
pure virtual

Get the quote ask time.

Returns
The quote ask time.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidTime()

virtual const MamaDateTime& Wombat::MamdaQuoteUpdate::getBidTime ( ) const
pure virtual

Get the quote bid time.

Returns
The quote bid time.

Implemented in Wombat::MamdaQuoteListener.

◆ getQuoteDate()

virtual const MamaDateTime& Wombat::MamdaQuoteUpdate::getQuoteDate ( ) const
pure virtual

Get the quote date.

Returns
The quote date.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskIndicator()

virtual const char* Wombat::MamdaQuoteUpdate::getAskIndicator ( ) const
pure virtual

Get the quote ask indicator.

Returns
The quote ask indicator.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidIndicator()

virtual const char* Wombat::MamdaQuoteUpdate::getBidIndicator ( ) const
pure virtual

Get the quote bid indicator.

Returns
The quote bid indicator.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskUpdateCount()

virtual mama_u32_t Wombat::MamdaQuoteUpdate::getAskUpdateCount ( ) const
pure virtual

Get the quote ask update count.

Returns
The quote ask update count.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidUpdateCount()

virtual mama_u32_t Wombat::MamdaQuoteUpdate::getBidUpdateCount ( ) const
pure virtual

Get the quote bid update count.

Returns
The quote bid update count.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskYield()

virtual double Wombat::MamdaQuoteUpdate::getAskYield ( ) const
pure virtual

Get the quote ask yield.

Returns
The quote ask yield.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidYield()

virtual double Wombat::MamdaQuoteUpdate::getBidYield ( ) const
pure virtual

Get the quote bid yield.

Returns
The quote bid yield.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskSizesList()

virtual const char* Wombat::MamdaQuoteUpdate::getAskSizesList ( ) const
pure virtual

Get the ask sizes list.

Returns
The ask sizes list.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidSizesList()

virtual const char* Wombat::MamdaQuoteUpdate::getBidSizesList ( ) const
pure virtual

Get the bid sizes list.

Returns
The bid sizes list.

Implemented in Wombat::MamdaQuoteListener.

◆ getShortSaleCircuitBreaker()

virtual char Wombat::MamdaQuoteUpdate::getShortSaleCircuitBreaker ( ) const
pure virtual

get the ShortSaleCircuitBreaker

Returns
ShortSaleCircuitBreaker
  • return values:
  • Blank: Short Sale Restriction Not in Effect.
  • A: Short Sale Restriction Activiated.
  • C: Short Sale Restriction Continued.
  • D: Sale Restriction Deactivated.
  • E: Sale Restriction in Effect.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidPriceFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getBidPriceFieldState ( ) const
pure virtual

Get the quote bid price fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidSizeFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getBidSizeFieldState ( ) const
pure virtual

Get the quote bid size fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidDepthFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getBidDepthFieldState ( ) const
pure virtual

Get the quote bid depth fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidPartIdFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getBidPartIdFieldState ( ) const
pure virtual

Get the quote participant identifier fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskPriceFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getAskPriceFieldState ( ) const
pure virtual

Get the quote ask price fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskSizeFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getAskSizeFieldState ( ) const
pure virtual

Get the quote ask size fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskDepthFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getAskDepthFieldState ( ) const
pure virtual

Get the quote ask depth fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskPartIdFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getAskPartIdFieldState ( ) const
pure virtual

Get the quote ask participant identifier fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getQuoteMidPriceFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getQuoteMidPriceFieldState ( ) const
pure virtual

Get the quote mid price fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getQuoteQualStrFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getQuoteQualStrFieldState ( ) const
pure virtual

Get the quote qualifier fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getQuoteQualNativeFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getQuoteQualNativeFieldState ( ) const
pure virtual

Get the native feed quote qualifier fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getShortSaleBidTickFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getShortSaleBidTickFieldState ( ) const
pure virtual

Get the short sale bid tick fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskTimeFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getAskTimeFieldState ( ) const
pure virtual

Get the quote ask time fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidTimeFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getBidTimeFieldState ( ) const
pure virtual

Get the quote bid time fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getQuoteDateFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getQuoteDateFieldState ( ) const
pure virtual

Get the quote date fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskIndicatorFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getAskIndicatorFieldState ( ) const
pure virtual

Get the quote ask indicator fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidIndicatorFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getBidIndicatorFieldState ( ) const
pure virtual

Get the quote bid indicator fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskUpdateCountFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getAskUpdateCountFieldState ( ) const
pure virtual

Get the quote ask update count fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidUpdateCountFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getBidUpdateCountFieldState ( ) const
pure virtual

Get the quote bid update count fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskYieldFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getAskYieldFieldState ( ) const
pure virtual

Get the quote ask yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidYieldFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getBidYieldFieldState ( ) const
pure virtual

Get the quote bid yield fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getAskSizesListFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getAskSizesListFieldState ( ) const
pure virtual

Get the ask sizes list fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getBidSizesListFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getBidSizesListFieldState ( ) const
pure virtual

Get the bid sizes list fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

◆ getShortSaleCircuitBreakerFieldState()

virtual MamdaFieldState Wombat::MamdaQuoteUpdate::getShortSaleCircuitBreakerFieldState ( ) const
pure virtual
Returns
The ShortSaleCircuitBreaker Field State. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.


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


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