Interface MamdaTradeReport

  • All Superinterfaces:
    MamdaBasicEvent
    All Known Implementing Classes:
    MamdaTradeListener

    public interface MamdaTradeReport
    extends MamdaBasicEvent
    MamdaTradeReport is an interface that provides access to fields related to a trade report. This class is used for all trade reports, whether those trades qualify as regular or irregular trades. (A regular trade generally qualifies to update the official last price and intraday high/low prices.)
    • Method Detail

      • getTradePrice

        com.wombat.mama.MamaPrice getTradePrice()
        Return the trade price.
        Returns:
        The monetary value of an individual share of the security at the time of the trade.
      • getTradePriceFieldState

        short getTradePriceFieldState()
        Return the trade price field state.
        Returns:
        The field state
      • getTradeVolume

        double getTradeVolume()
        Return the trade volume.
        Returns:
        The number of shares traded in a single transaction for an individual security.
      • getTradeVolumeFieldState

        short getTradeVolumeFieldState()
        Return the trade volume field state.
        Returns:
        The field state
      • getTradePartId

        java.lang.String getTradePartId()
        Return the participant identifier.
        Returns:
        Trade participant ID. This is typically an exchange ID or a market maker ID.
      • getTradePartIdFieldState

        short getTradePartIdFieldState()
        Return the trade part ID field state.
        Returns:
        The field state
      • getSide

        java.lang.String getSide()
      • getSideFieldState

        short getSideFieldState()
      • getTradeId

        java.lang.String getTradeId()
        Return the trade id.
        Returns:
        Trade ID. This is typically an exchange ID or a market maker ID.
      • getTradeIdFieldState

        short getTradeIdFieldState()
        Return the trade ID field state.
        Returns:
        The field state
      • getTradeQual

        java.lang.String getTradeQual()
        Return the 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  
      • getTradeQualFieldState

        short getTradeQualFieldState()
        Return the trade qualifier field state.
        Returns:
        The field state
      • getTradeQualNativeStr

        java.lang.String getTradeQualNativeStr()
        The native, non normalized, trade qualifier.
        See Also:
        getTradeQual()
      • getTradeQualNativeStrFieldState

        short getTradeQualNativeStrFieldState()
        Return the trade qualifier native field state.
        Returns:
        The field state
      • getTradeCondition

        java.lang.String getTradeCondition()
        Return the exchange provided trade condition.
        Returns:
        Trade condition (a.k.a. "sale condition"). Feed-specific trade qualifier code(s). This field is provided primarily for completeness and/or troubleshooting.
        See Also:
        getTradeQual()
      • getTradeConditionFieldState

        short getTradeConditionFieldState()
        Return the trade condition field state.
        Returns:
        The field state
      • getTradeSellersSaleDays

        long getTradeSellersSaleDays()
        Return the seller trade days.
        Returns:
        Seller's sale days. Used when the trade qualifier is "Seller". Specifies the number of days that may elapse before delivery of the security.
      • getTradeSellersSaleDaysFieldState

        short getTradeSellersSaleDaysFieldState()
        Return the trade sellers sale days field state.
        Returns:
        The field state
      • getTradeStopStock

        char getTradeStopStock()
        Return the stopped stock indicator.
        Returns:
        Stopped stock indicator. Condition related to certain NYSE trading rules. This is not related to a halted security status. (0 == N/A; 1 == Applicable)
      • getTradeStopStockFieldState

        short getTradeStopStockFieldState()
        Return the trade stop stock field state.
        Returns:
        The field state
      • getIsIrregular

        boolean getIsIrregular()
        Return whether this is an irregular trade.
        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.
      • getIsIrregularFieldState

        short getIsIrregularFieldState()
        Return the isIrreglar field state.
        Returns:
        The field state
      • getShortSaleCircuitBreaker

        char getShortSaleCircuitBreaker()
        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.
      • getShortSaleCircuitBreakerFieldState

        short getShortSaleCircuitBreakerFieldState()
        Returns:
        the reason Field State