OpenMAMA
Wombat::MamdaQuotePossiblyDuplicate Class Referenceabstract

MamdaQuotePossiblyDuplicate is an interface that provides access to fields related to quote updates which are possible duplicates of previous quote updates. More...

#include <MamdaQuotePossiblyDuplicate.h>

Inheritance diagram for Wombat::MamdaQuotePossiblyDuplicate:
Wombat::MamdaBasicEvent Wombat::MamdaQuoteListener

Public Member Functions

virtual const MamaPrice & getBidPrice () const =0
 Get the quote bid price. More...
 
virtual MamdaFieldState getBidPriceFieldState () const =0
 Get the field state. More...
 
virtual mama_quantity_t getBidSize () const =0
 Get the quote bid size. More...
 
virtual MamdaFieldState getBidSizeFieldState () const =0
 Get the field state. More...
 
virtual mama_quantity_t getBidDepth () const =0
 Get the quote bid depth. More...
 
virtual MamdaFieldState getBidDepthFieldState () const =0
 Get the field state. More...
 
virtual const char * getBidPartId () const =0
 Get the quote bid participant identifier. More...
 
virtual MamdaFieldState getBidPartIdFieldState () const =0
 Get the field state. More...
 
virtual const MamaPrice & getAskPrice () const =0
 Get the quote ask price. More...
 
virtual MamdaFieldState getAskPriceFieldState () const =0
 Get the field state. More...
 
virtual mama_quantity_t getAskSize () const =0
 Get the quote ask size. More...
 
virtual MamdaFieldState getAskSizeFieldState () const =0
 Get the field state. More...
 
virtual mama_quantity_t getAskDepth () const =0
 Get the quote ask depth. More...
 
virtual MamdaFieldState getAskDepthFieldState () const =0
 Get the field state. More...
 
virtual const char * getAskPartId () const =0
 Get the quote ask participant identifier. More...
 
virtual MamdaFieldState getAskPartIdFieldState () const =0
 Get the field state. More...
 
virtual const MamaPrice & getQuoteMidPrice () const =0
 Get the quote mid price. More...
 
virtual MamdaFieldState getQuoteMidPriceFieldState () const =0
 Get the field state. More...
 
virtual const char * getQuoteQualStr () const =0
 Get the quote qualifier. More...
 
virtual MamdaFieldState getQuoteQualStrFieldState () const =0
 Get the field state. More...
 
virtual ~MamdaQuotePossiblyDuplicate ()
 
- 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

MamdaQuotePossiblyDuplicate is an interface that provides access to fields related to quote updates which are possible duplicates of previous quote updates.

Constructor & Destructor Documentation

virtual Wombat::MamdaQuotePossiblyDuplicate::~MamdaQuotePossiblyDuplicate ( )
virtual
293 {};

Member Function Documentation

virtual const MamaPrice& Wombat::MamdaQuotePossiblyDuplicate::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.

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

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

virtual mama_quantity_t Wombat::MamdaQuotePossiblyDuplicate::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.

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

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

virtual mama_quantity_t Wombat::MamdaQuotePossiblyDuplicate::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.

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

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

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

Get the quote bid participant identifier.

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

Implemented in Wombat::MamdaQuoteListener.

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

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

virtual const MamaPrice& Wombat::MamdaQuotePossiblyDuplicate::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.

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

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

virtual mama_quantity_t Wombat::MamdaQuotePossiblyDuplicate::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.

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

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

virtual mama_quantity_t Wombat::MamdaQuotePossiblyDuplicate::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.

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

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

virtual const char* Wombat::MamdaQuotePossiblyDuplicate::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.

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

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

virtual const MamaPrice& Wombat::MamdaQuotePossiblyDuplicate::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.

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

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.

virtual const char* Wombat::MamdaQuotePossiblyDuplicate::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.
ValueMeaning
Normal Regular quote; no special condition
DepthAsk Depth on ask side
DepthBid Depth on bid side
Fast Fast trading
NonFirm Non-firm quote
Rotation ?
Auto Automatic trade
Inactive ?
SpecBid Specialist bid
SpecAsk Specialist ask
Locked Locked market - Bid is equal to Ask for OTCBB issues (Recaps only)
Crossed Crossed market - Bid is greater than Ask for OTCBB (Recaps only)
Synd Syndicate bid
PreSynd Pre-syndicate bid
Penalty Penalty bid
UnsolBid Unsolicited bid
UnsolAsk Unsolicited ask
UnsolQuote Unsolicited quote
Firm ?
RangeInd ?
XpressBid NYSE LiquidityQuote Xpress bid indicator
XpressAsk NYSE LiquidityQuote Xpress ask indicator

Implemented in Wombat::MamdaQuoteListener.

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

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaQuoteListener.


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


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