MamdaQuoteOutOfSequence is an interface that provides access to fields related to quote updates. More...
#include <MamdaQuoteOutOfSequence.h>
Public Member Functions | |
virtual const MamaPrice & | getBidPrice () const =0 |
Get the quote bid price. More... | |
virtual MamdaFieldState | getBidPriceFieldState () const =0 |
Get the quote bid yield fieldState. More... | |
virtual mama_quantity_t | getBidSize () const =0 |
Get the quote bid size. More... | |
virtual MamdaFieldState | getBidSizeFieldState () const =0 |
Get the quote bid yield fieldState. More... | |
virtual mama_quantity_t | getBidDepth () const =0 |
Get the quote bid depth. More... | |
virtual MamdaFieldState | getBidDepthFieldState () const =0 |
Get the quote bid yield fieldState. More... | |
virtual const char * | getBidPartId () const =0 |
Get the quote bid participant identifier. More... | |
virtual MamdaFieldState | getBidPartIdFieldState () const =0 |
Get the quote bid yield fieldState. More... | |
virtual const MamaPrice & | getAskPrice () const =0 |
Get the quote ask price. More... | |
virtual MamdaFieldState | getAskPriceFieldState () const =0 |
Get the quote bid yield fieldState. More... | |
virtual mama_quantity_t | getAskSize () const =0 |
Get the quote ask size. More... | |
virtual MamdaFieldState | getAskSizeFieldState () const =0 |
Get the quote bid yield fieldState. More... | |
virtual mama_quantity_t | getAskDepth () const =0 |
Get the quote ask depth. More... | |
virtual MamdaFieldState | getAskDepthFieldState () const =0 |
Get the quote bid yield fieldState. More... | |
virtual const char * | getAskPartId () const =0 |
Get the quote ask participant identifier. More... | |
virtual MamdaFieldState | getAskPartIdFieldState () const =0 |
Get the quote bid yield fieldState. More... | |
virtual const MamaPrice & | getQuoteMidPrice () const =0 |
Get the quote mid price. More... | |
virtual MamdaFieldState | getQuoteMidPriceFieldState () const =0 |
Get the quote bid yield fieldState. More... | |
virtual const char * | getQuoteQualStr () const =0 |
Get the quote qualifiers. More... | |
virtual MamdaFieldState | getQuoteQualStrFieldState () const =0 |
Get the quote bid yield fieldState. More... | |
virtual | ~MamdaQuoteOutOfSequence () |
![]() | |
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... | |
MamdaQuoteOutOfSequence is an interface that provides access to fields related to quote updates.
|
pure virtual |
Get the quote bid price.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid size.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid depth.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid participant identifier.
`
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote ask price.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote ask size.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote ask depth.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote ask participant identifier.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote mid price.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
|
pure virtual |
Get the quote qualifiers.
Value | Meaning |
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.
|
pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.