OpenMAMA
Wombat::MamdaBasicEvent Class Referenceabstract

MamdaBasicEvent is a superclass interface that provides access to common event related fields. More...

#include <MamdaBasicEvent.h>

Inheritance diagram for Wombat::MamdaBasicEvent:
Wombat::MamdaAuctionUpdate Wombat::MamdaBookAtomicGap Wombat::MamdaConcreteBasicEvent Wombat::MamdaCurrencyUpdate Wombat::MamdaNewsMetaData Wombat::MamdaOptionSeriesUpdate Wombat::MamdaOrderBookClear Wombat::MamdaOrderBookComplexDelta Wombat::MamdaOrderBookDelta Wombat::MamdaOrderBookGap Wombat::MamdaOrderBookRecap Wombat::MamdaOrderBookSimpleDelta Wombat::MamdaOrderImbalanceUpdate Wombat::MamdaQuoteClosing Wombat::MamdaQuoteGap Wombat::MamdaQuoteOutOfSequence Wombat::MamdaQuotePossiblyDuplicate Wombat::MamdaQuoteUpdate Wombat::MamdaSecStatus Wombat::MamdaTradeCancelOrError Wombat::MamdaTradeClosing Wombat::MamdaTradeCorrection Wombat::MamdaTradeGap Wombat::MamdaTradeOutOfSequence Wombat::MamdaTradePossiblyDuplicate Wombat::MamdaTradeReport

Public Member Functions

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

MamdaBasicEvent is a superclass interface that provides access to common event related fields.

Events types include trades, quotes, order book updates, closing summaries, etc. See the individual subclasses for specific information about each event type.

Note: Different types of time stamps are available representing the time that the event (trade ,quote,etc) actually occurred, the time the data source/exchange reported it, and the time the NYSE Technologies feed handler applied an action to the given data item (record, order book, etc.). Many feeds to not provide a distinction between the event time and the source time (they may be the same) and the granularity of time stamps also varies between data sources.

Constructor & Destructor Documentation

virtual Wombat::MamdaBasicEvent::~MamdaBasicEvent ( )
virtual

Destructor.

205 {};

Member Function Documentation

virtual const char* Wombat::MamdaBasicEvent::getSymbol ( ) const
pure virtual
virtual const char* Wombat::MamdaBasicEvent::getPartId ( ) const
pure virtual
virtual const MamaDateTime& Wombat::MamdaBasicEvent::getEventTime ( ) const
pure 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.

Implemented in Wombat::MamdaNewsHeadline, Wombat::MamdaOptionChainListener, Wombat::MamdaQuoteListener, Wombat::MamdaOrderImbalanceListener, Wombat::MamdaTradeListener, Wombat::MamdaOrderImbalanceUpdate, Wombat::MamdaBookAtomicListener, Wombat::MamdaSecStatusListener, Wombat::MamdaCurrencyListener, Wombat::MamdaAuctionListener, Wombat::MamdaConcreteBasicEvent, Wombat::MamdaOrderBookConcreteComplexDelta, and Wombat::MamdaOrderBookConcreteSimpleDelta.

virtual const MamaDateTime& Wombat::MamdaBasicEvent::getSrcTime ( ) const
pure 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.

Implemented in Wombat::MamdaNewsHeadline, Wombat::MamdaOptionChainListener, Wombat::MamdaOrderImbalanceListener, Wombat::MamdaTradeListener, Wombat::MamdaBookAtomicListener, Wombat::MamdaQuoteListener, Wombat::MamdaSecStatusListener, Wombat::MamdaCurrencyListener, Wombat::MamdaAuctionListener, Wombat::MamdaConcreteBasicEvent, Wombat::MamdaOrderBookConcreteComplexDelta, and Wombat::MamdaOrderBookConcreteSimpleDelta.

virtual const MamaDateTime& Wombat::MamdaBasicEvent::getActivityTime ( ) const
pure virtual
virtual const MamaDateTime& Wombat::MamdaBasicEvent::getLineTime ( ) const
pure 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.

Implemented in Wombat::MamdaNewsHeadline, Wombat::MamdaOrderImbalanceListener, Wombat::MamdaOptionChainListener, Wombat::MamdaTradeListener, Wombat::MamdaBookAtomicListener, Wombat::MamdaQuoteListener, Wombat::MamdaSecStatusListener, Wombat::MamdaCurrencyListener, Wombat::MamdaAuctionListener, Wombat::MamdaConcreteBasicEvent, Wombat::MamdaOrderBookConcreteComplexDelta, and Wombat::MamdaOrderBookConcreteSimpleDelta.

virtual const MamaDateTime& Wombat::MamdaBasicEvent::getSendTime ( ) const
pure 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()).

Implemented in Wombat::MamdaNewsHeadline, Wombat::MamdaOrderImbalanceListener, Wombat::MamdaOptionChainListener, Wombat::MamdaTradeListener, Wombat::MamdaBookAtomicListener, Wombat::MamdaQuoteListener, Wombat::MamdaSecStatusListener, Wombat::MamdaCurrencyListener, Wombat::MamdaAuctionListener, Wombat::MamdaConcreteBasicEvent, Wombat::MamdaOrderBookConcreteComplexDelta, and Wombat::MamdaOrderBookConcreteSimpleDelta.

virtual const MamaMsgQual& Wombat::MamdaBasicEvent::getMsgQual ( ) const
pure virtual
virtual MamdaFieldState Wombat::MamdaBasicEvent::getMsgQualFieldState ( ) const
pure virtual

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


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