OpenMAMA
Wombat::MamdaTradeCorrection Class Referenceabstract

MamdaTradeCorrection is an interface that provides access to trade correction related fields. More...

#include <MamdaTradeCorrection.h>

Inheritance diagram for Wombat::MamdaTradeCorrection:
Wombat::MamdaBasicEvent Wombat::MamdaTradeListener

Public Member Functions

virtual mama_seqnum_t getOrigSeqNum () const =0
 Get the original trade sequence number. More...
 
virtual MamdaFieldState getOrigSeqNumFieldState () const =0
 Get the original trade sequence number field state. More...
 
virtual const MamaPrice & getOrigPrice () const =0
 Get the original trade price. More...
 
virtual MamdaFieldState getOrigPriceFieldState () const =0
 Get the original trade price field state. More...
 
virtual mama_quantity_t getOrigVolume () const =0
 Get the original trade volume. More...
 
virtual MamdaFieldState getOrigVolumeFieldState () const =0
 Get the original trade volume field state. More...
 
virtual const char * getOrigPartId () const =0
 Get the original trade participant identifier. More...
 
virtual MamdaFieldState getOrigPartIdFieldState () const =0
 Get the field state. More...
 
virtual const char * getOrigQual () const =0
 Get original trade qualifier. More...
 
virtual MamdaFieldState getOrigQualFieldState () const =0
 Get the field state. More...
 
virtual const char * getOrigQualNative () const =0
 Get original trade condition. More...
 
virtual MamdaFieldState getOrigQualNativeFieldState () const =0
 Get the field state. More...
 
virtual mama_u32_t getOrigSellersSaleDays () const =0
 Get the original trade sellers days. More...
 
virtual MamdaFieldState getOrigSellersSaleDaysFieldState () const =0
 Get the field state. More...
 
virtual char getOrigStopStock () const =0
 Get the original stock stop indicator. More...
 
virtual MamdaFieldState getOrigStopStockFieldState () const =0
 Get the field state. More...
 
virtual const char * getCorrTradeId () const =0
 Get the corrected trade Id. More...
 
virtual MamdaFieldState getCorrTradeIdFieldState () const =0
 Get the field state. More...
 
virtual const MamaPrice & getCorrPrice () const =0
 Get the corrected trade price. More...
 
virtual MamdaFieldState getCorrPriceFieldState () const =0
 Get the field state. More...
 
virtual mama_quantity_t getCorrVolume () const =0
 Get the corrected trade volume. More...
 
virtual MamdaFieldState getCorrVolumeFieldState () const =0
 Get the field state. More...
 
virtual const char * getCorrPartId () const =0
 Get the corrected trade participant identifier. More...
 
virtual MamdaFieldState getCorrPartIdFieldState () const =0
 Get the field state. More...
 
virtual const char * getCorrQual () const =0
 Get corrected trade qualifier. More...
 
virtual MamdaFieldState getCorrQualFieldState () const =0
 Get the field state. More...
 
virtual const char * getCorrQualNative () const =0
 Get corrected trade condition. More...
 
virtual MamdaFieldState getCorrQualNativeFieldState () const =0
 Get the field state. More...
 
virtual mama_u32_t getCorrSellersSaleDays () const =0
 Get the corrected trade sellers days. More...
 
virtual MamdaFieldState getCorrSellersSaleDaysFieldState () const =0
 Get the field state. More...
 
virtual char getCorrStopStock () const =0
 Get the original stock stop indicator. More...
 
virtual MamdaFieldState getCorrStopStockFieldState () const =0
 Get the field state. More...
 
virtual const char * getTradeQual () const =0
 Get the NYSE Technologies normalized trade qualifier. More...
 
virtual MamdaFieldState getTradeQualFieldState () const =0
 The trade qual Field State. More...
 
virtual bool getIsIrregular () const =0
 Get whether the trade is irregular. More...
 
virtual MamdaFieldState getIsIrregularFieldState () const =0
 The isIrregular Field State. More...
 
virtual bool getGenericFlag () const =0
 
virtual MamdaFieldState getGenericFlagFieldState () const =0
 
virtual const char * getOrigTradeId () const =0
 Get the original trade id. More...
 
virtual MamdaFieldState getOrigTradeIdFieldState () const =0
 
virtual char getCorrShortSaleCircuitBreaker () const =0
 get the CorrShortSaleCircuitBreaker More...
 
virtual MamdaFieldState getCorrShortSaleCircuitBreakerFieldState () const =0
 
virtual ~MamdaTradeCorrection ()
 
- 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

MamdaTradeCorrection is an interface that provides access to trade correction related fields.

Constructor & Destructor Documentation

◆ ~MamdaTradeCorrection()

virtual Wombat::MamdaTradeCorrection::~MamdaTradeCorrection ( )
virtual
527 {};

Member Function Documentation

◆ getOrigSeqNum()

virtual mama_seqnum_t Wombat::MamdaTradeCorrection::getOrigSeqNum ( ) const
pure virtual

Get the original trade sequence number.

See also
MamdaBasicEvent::getEventSeqNum()

Implemented in Wombat::MamdaTradeListener.

◆ getOrigSeqNumFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getOrigSeqNumFieldState ( ) const
pure virtual

Get the original trade sequence number field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOrigPrice()

virtual const MamaPrice& Wombat::MamdaTradeCorrection::getOrigPrice ( ) const
pure virtual

Get the original trade price.

See also
MamdaTradeReport::getTradePrice()

Implemented in Wombat::MamdaTradeListener.

◆ getOrigPriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getOrigPriceFieldState ( ) const
pure virtual

Get the original trade price field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOrigVolume()

virtual mama_quantity_t Wombat::MamdaTradeCorrection::getOrigVolume ( ) const
pure virtual

Get the original trade volume.

See also
MamdaTradeReport::getTradeVolume()

Implemented in Wombat::MamdaTradeListener.

◆ getOrigVolumeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getOrigVolumeFieldState ( ) const
pure virtual

Get the original trade volume field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOrigPartId()

virtual const char* Wombat::MamdaTradeCorrection::getOrigPartId ( ) const
pure virtual

Get the original trade participant identifier.

See also
MamdaTradeReport::getTradePartId()

Implemented in Wombat::MamdaTradeListener.

◆ getOrigPartIdFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getOrigPartIdFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOrigQual()

virtual const char* Wombat::MamdaTradeCorrection::getOrigQual ( ) const
pure virtual

Get original trade qualifier.

See also
MamdaTradeReport::getTradeQual()

Implemented in Wombat::MamdaTradeListener.

◆ getOrigQualFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getOrigQualFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOrigQualNative()

virtual const char* Wombat::MamdaTradeCorrection::getOrigQualNative ( ) const
pure virtual

Get original trade condition.

See also
MamdaTradeReport::getTradeCondition()

Implemented in Wombat::MamdaTradeListener.

◆ getOrigQualNativeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getOrigQualNativeFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOrigSellersSaleDays()

virtual mama_u32_t Wombat::MamdaTradeCorrection::getOrigSellersSaleDays ( ) const
pure virtual

Get the original trade sellers days.

See also
MamdaTradeReport::getTradeSellersSaleDays()

Implemented in Wombat::MamdaTradeListener.

◆ getOrigSellersSaleDaysFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getOrigSellersSaleDaysFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOrigStopStock()

virtual char Wombat::MamdaTradeCorrection::getOrigStopStock ( ) const
pure virtual

Get the original stock stop indicator.

See also
MamdaTradeReport::getTradeStopStock()

Implemented in Wombat::MamdaTradeListener.

◆ getOrigStopStockFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getOrigStopStockFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getCorrTradeId()

virtual const char* Wombat::MamdaTradeCorrection::getCorrTradeId ( ) const
pure virtual

Get the corrected trade Id.

Implemented in Wombat::MamdaTradeListener.

◆ getCorrTradeIdFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getCorrTradeIdFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getCorrPrice()

virtual const MamaPrice& Wombat::MamdaTradeCorrection::getCorrPrice ( ) const
pure virtual

Get the corrected trade price.

See also
MamdaTradeReport::getTradePrice()

Implemented in Wombat::MamdaTradeListener.

◆ getCorrPriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getCorrPriceFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getCorrVolume()

virtual mama_quantity_t Wombat::MamdaTradeCorrection::getCorrVolume ( ) const
pure virtual

Get the corrected trade volume.

See also
MamdaTradeReport::getTradeVolume()

Implemented in Wombat::MamdaTradeListener.

◆ getCorrVolumeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getCorrVolumeFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getCorrPartId()

virtual const char* Wombat::MamdaTradeCorrection::getCorrPartId ( ) const
pure virtual

Get the corrected trade participant identifier.

See also
MamdaTradeReport::getTradePartId()

Implemented in Wombat::MamdaTradeListener.

◆ getCorrPartIdFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getCorrPartIdFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getCorrQual()

virtual const char* Wombat::MamdaTradeCorrection::getCorrQual ( ) const
pure virtual

Get corrected trade qualifier.

See also
MamdaTradeReport::getTradeQual()

Implemented in Wombat::MamdaTradeListener.

◆ getCorrQualFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getCorrQualFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getCorrQualNative()

virtual const char* Wombat::MamdaTradeCorrection::getCorrQualNative ( ) const
pure virtual

Get corrected trade condition.

See also
MamdaTradeReport::getTradeCondition()

Implemented in Wombat::MamdaTradeListener.

◆ getCorrQualNativeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getCorrQualNativeFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getCorrSellersSaleDays()

virtual mama_u32_t Wombat::MamdaTradeCorrection::getCorrSellersSaleDays ( ) const
pure virtual

Get the corrected trade sellers days.

See also
MamdaTradeReport::getTradeSellersSaleDays()

Implemented in Wombat::MamdaTradeListener.

◆ getCorrSellersSaleDaysFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getCorrSellersSaleDaysFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getCorrStopStock()

virtual char Wombat::MamdaTradeCorrection::getCorrStopStock ( ) const
pure virtual

Get the original stock stop indicator.

See also
MamdaTradeReport::getTradeStopStock()

Implemented in Wombat::MamdaTradeListener.

◆ getCorrStopStockFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getCorrStopStockFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getTradeQual()

virtual const char* Wombat::MamdaTradeCorrection::getTradeQual ( ) const
pure virtual

Get the NYSE Technologies normalized trade qualifier.

Returns
Trade qualifier. A normalized set of qualifiers for the current trade for the security. This field may contain multiple string values, separated by the colon(:) character.
ValueMeaning
Normal Regular trade. A trade made without stated conditions is deemed regular way for settlement on the third * business day following the transaction * date.
Acquisition A transaction made on the Exchange as a result of an Exchange acquisition.
Bunched A trade representing an aggregate of two or more regular trades in a security occurring at the same price either simultaneously or within the same 60 second period, with no individual trade exceeding 10,000 shares.
Cash A transaction which calls for the delivery of securities and payment on the same day the trade takes place.
Distribution Sale of a large block of stock in such a manner that the price is not adversely affected.
BunchedSold A bunched trade which is reported late
Rule155 To qualify as a 155 print, a specialist arranges for the sale of the block at one "clean-up" price or at the different price limits on his book. If the block is sold at a "clean-up" price, the specialist should execute at the same price all the executable buy orders on his book. The sale qualifier is only applicable for AMEX trades.
SoldLast Sold Last is used when a trade prints in sequence but is reported late or printed in conformance to the One or Two Point Rule.
NextDay A transaction which calls for delivery of securities on the first business day after the trade date.
Opened Indicates an opening transaction that is printed out of sequence or reported late or printed in conformance to the One or Two Point Rule.
PriorRef An executed trade that relates to an obligation to trade at an earlier point in the trading day or that refer to a prior reference price. This may be the result of an order that was lost or misplaced or a SelectNet order that was not executed on a timely basis.
Seller A Seller's option transaction is a special transaction which gives the seller the right to deliver the stock at any time within a specific period, ranging from not less than four calendar days to no more than 60 calendar days.
SplitTrade An execution in two markets when the specialist or Market Maker in the market first receiving the order agrees to execute a portion of it at whatever price is realized in another market to which the balance of the order is forwarded for execution.
FormT See PrePostMkt. Currently, all feed handlers that post Form-T trades - except CTA - send this qualifier for Form-T trades. In the next major release, all fields will use PrePostMkt and FormT will be obsolete.
PrePostMkt A trade reported before or after the normal trade reporting day. This is also known as a Form-T trade. The volume of Form-T trades will be included in the calculation of total volume. The price information in Form-T trades will not be used to update high, low and last sale data for individual securities or Indices since they occur outside of normal trade reporting hours. Currently, all feed handlers that post Form-T trades - except CTA - send the "FormT" qualifier for Fot-T trades. In the next major release, all feed handlers will use PrePostMkt and FormT will be obsolete.
AvPrice A trade where the price reported is based upon an average of the prices for transactions in a security during all or any portion of the trading day.
Sold Sold is used when a trade is printed (reported) out of sequence and at a time different from the actual transaction time.
Adjusted  
Auto A sale condition code that identifies a NYSE trade that has been automatically executed without the potential benefit of price improvement.
Basket  
CashOnly  
NextDayOnly  
SpecTerms  
Stopped  
CATS  
VCT  
Rule127  
BurstBasket A burst basket execution signifies a trade wherein the equity Specialists, acting in the aggregate as a market maker, purchase or sell the component stocks required for execution of a specific basket trade.
OpenDetail Opening trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published.
Detail Trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published.
Reserved  
BasketCross  
BasketIndexOnClose A basket index on close transaction signifies a trade involving paired basket orders,the execution of which is based on the closing value of the index. These trades are reported after the close when the index closing value is determined.
IntermarketSweep Indicates to CTS data recipients that the execution price reflects the order instruction not to send the order to another market that may have a superior price.
YellowFlag Regular trades reported during specific events as out of the ordinary.
MarketCenterOpen  
MarketCenterClose  
Unknown  

Implemented in Wombat::MamdaTradeListener.

◆ getTradeQualFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getTradeQualFieldState ( ) const
pure virtual

The trade qual Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getIsIrregular()

virtual bool Wombat::MamdaTradeCorrection::getIsIrregular ( ) const
pure virtual

Get whether the trade is irregular.

Returns
Whether or not the trade qualifies as an irregular trade. In general, only "regular" trades qualify to update the official last price and high/low prices.

Implemented in Wombat::MamdaTradeListener.

◆ getIsIrregularFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getIsIrregularFieldState ( ) const
pure virtual

The isIrregular Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getGenericFlag()

virtual bool Wombat::MamdaTradeCorrection::getGenericFlag ( ) const
pure virtual

Implemented in Wombat::MamdaTradeListener.

◆ getGenericFlagFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getGenericFlagFieldState ( ) const
pure virtual

Implemented in Wombat::MamdaTradeListener.

◆ getOrigTradeId()

virtual const char* Wombat::MamdaTradeCorrection::getOrigTradeId ( ) const
pure virtual

Get the original trade id.

Returns
the original trade id

Implemented in Wombat::MamdaTradeListener.

◆ getOrigTradeIdFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getOrigTradeIdFieldState ( ) const
pure virtual

Implemented in Wombat::MamdaTradeListener.

◆ getCorrShortSaleCircuitBreaker()

virtual char Wombat::MamdaTradeCorrection::getCorrShortSaleCircuitBreaker ( ) const
pure virtual

get the CorrShortSaleCircuitBreaker

Returns
CorrShortSaleCircuitBreaker
  • 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::MamdaTradeListener.

◆ getCorrShortSaleCircuitBreakerFieldState()

virtual MamdaFieldState Wombat::MamdaTradeCorrection::getCorrShortSaleCircuitBreakerFieldState ( ) const
pure virtual
Returns
The OrigShortSaleCircuitBreaker Field State.

Implemented in Wombat::MamdaTradeListener.


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


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