OpenMAMA
Wombat::MamdaFundamentalListener Class Reference

MamdaFundamentalListener is a class that specializes in handling fundamental equity pricing/analysis attributes, indicators and ratios. More...

#include <MamdaFundamentalListener.h>

Inheritance diagram for Wombat::MamdaFundamentalListener:
Wombat::MamdaMsgListener Wombat::MamdaFundamentals Wombat::MamdaBasicRecap

Public Member Functions

 MamdaFundamentalListener ()
 
virtual ~MamdaFundamentalListener ()
 
void addHandler (MamdaFundamentalHandler *handler)
 
const char * getSymbol () const
 Get the string symbol for the instrument. More...
 
const char * getPartId () const
 Get the participant identifier. More...
 
const MamaDateTime & getSrcTime () const
 Get the source time of the update. More...
 
const MamaDateTime & getActivityTime () const
 Get the activity time of the update. More...
 
const MamaDateTime & getLineTime () const
 Get the line time of the update. More...
 
const MamaDateTime & getSendTime () const
 Get the send time of the update. More...
 
MamdaFieldState getSymbolFieldState () const
 Get the string symbol field state for the instrument. More...
 
MamdaFieldState getPartIdFieldState () const
 Get the participant identifier field state. More...
 
MamdaFieldState getSrcTimeFieldState () const
 Get the source time field state. More...
 
MamdaFieldState getActivityTimeFieldState () const
 Get the activity time field state. More...
 
MamdaFieldState getLineTimeFieldState () const
 Get the line time field state. More...
 
MamdaFieldState getSendTimeFieldState () const
 Get the send time field state. More...
 
const char * getCorporateActionType () const
 
double getDividendPrice () const
 
const char * getDividendFrequency () const
 
const char * getDividendExDate () const
 
const char * getDividendPayDate () const
 
const char * getDividendRecordDate () const
 
const char * getDividendCurrency () const
 
long getSharesOut () const
 
long getSharesFloat () const
 
long getSharesAuthorized () const
 
double getEarningsPerShare () const
 
double getVolatility () const
 
double getPriceEarningsRatio () const
 
double getYield () const
 
const char * getMarketSegmentNative () const
 
const char * getMarketSectorNative () const
 
const char * getMarketSegment () const
 
const char * getMarketSector () const
 
double getHistoricalVolatility () const
 
double getRiskFreeRate () const
 
MamdaFieldState getCorporateActionTypeFieldState () const
 
MamdaFieldState getDividendPriceFieldState () const
 
MamdaFieldState getDividendFrequencyFieldState () const
 
MamdaFieldState getDividendExDateFieldState () const
 
MamdaFieldState getDividendPayDateFieldState () const
 
MamdaFieldState getDividendRecordDateFieldState () const
 
MamdaFieldState getDividendCurrencyFieldState () const
 
MamdaFieldState getSharesOutFieldState () const
 
MamdaFieldState getSharesFloatFieldState () const
 
MamdaFieldState getSharesAuthorizedFieldState () const
 
MamdaFieldState getEarningsPerShareFieldState () const
 
MamdaFieldState getVolatilityFieldState () const
 
MamdaFieldState getPriceEarningsRatioFieldState () const
 
MamdaFieldState getYieldFieldState () const
 
MamdaFieldState getMarketSegmentNativeFieldState () const
 
MamdaFieldState getMarketSectorNativeFieldState () const
 
MamdaFieldState getMarketSegmentFieldState () const
 
MamdaFieldState getMarketSectorFieldState () const
 
MamdaFieldState getHistoricalVolatilityFieldState () const
 
MamdaFieldState getRiskFreeRateFieldState () const
 
virtual void onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType)
 Implementation of MamdaListener interface. More...
 
- Public Member Functions inherited from Wombat::MamdaMsgListener
virtual ~MamdaMsgListener ()
 
- Public Member Functions inherited from Wombat::MamdaFundamentals
virtual ~MamdaFundamentals ()
 
- Public Member Functions inherited from Wombat::MamdaBasicRecap
virtual ~MamdaBasicRecap ()
 Destructor. More...
 

Detailed Description

MamdaFundamentalListener is a class that specializes in handling fundamental equity pricing/analysis attributes, indicators and ratios.

Developers provide their own implementation of the MamdaFundamentalHandler interface and will be delivered notifications for updates in the fundamental data. An obvious application for this MAMDA class is any kind of pricing analysis application.

Note: The MamdaFundamentalListener class caches equity pricing/analysis attributes, indicators and ratios. Among other reasons, caching of these fields makes it possible to provide complete fundamental callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.

MamdaFundamentalListener should initialize the MamdaFundamentalFields class prior to receiving the first message by calling MamdaFundamentalFields::setDictionary() with a valid dictionary object which contains Fundamental related fields.

Constructor & Destructor Documentation

◆ MamdaFundamentalListener()

Wombat::MamdaFundamentalListener::MamdaFundamentalListener ( )

◆ ~MamdaFundamentalListener()

virtual Wombat::MamdaFundamentalListener::~MamdaFundamentalListener ( )
virtual

Member Function Documentation

◆ addHandler()

void Wombat::MamdaFundamentalListener::addHandler ( MamdaFundamentalHandler handler)

◆ getSymbol()

const char* Wombat::MamdaFundamentalListener::getSymbol ( ) const
virtual

Get the string symbol for the instrument.

Returns
Symbol. This is the "well-known" symbol for the security, including any symbology mapping performed by the publisher.

Implements Wombat::MamdaBasicRecap.

◆ getPartId()

const char* Wombat::MamdaFundamentalListener::getPartId ( ) const
virtual

Get the participant identifier.

Returns
Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).

Implements Wombat::MamdaBasicRecap.

◆ getSrcTime()

const MamaDateTime& Wombat::MamdaFundamentalListener::getSrcTime ( ) const
virtual

Get the source time of the update.

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.

Implements Wombat::MamdaBasicRecap.

◆ getActivityTime()

const MamaDateTime& Wombat::MamdaFundamentalListener::getActivityTime ( ) const
virtual

Get the activity time of the update.

Returns
Activity time. A feed handler generated time stamp representing when the data item was last updated.

Implements Wombat::MamdaBasicRecap.

◆ getLineTime()

const MamaDateTime& Wombat::MamdaFundamentalListener::getLineTime ( ) const
virtual

Get the line time of the update.

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.

Implements Wombat::MamdaBasicRecap.

◆ getSendTime()

const MamaDateTime& Wombat::MamdaFundamentalListener::getSendTime ( ) const
virtual

Get the send time of the update.

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()).

Implements Wombat::MamdaBasicRecap.

◆ getSymbolFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getSymbolFieldState ( ) const
virtual

Get the string symbol field state for the instrument.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicRecap.

◆ getPartIdFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getPartIdFieldState ( ) const
virtual

Get the participant identifier field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicRecap.

◆ getSrcTimeFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getSrcTimeFieldState ( ) const
virtual

Get the source time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicRecap.

◆ getActivityTimeFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getActivityTimeFieldState ( ) const
virtual

Get the activity time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicRecap.

◆ getLineTimeFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getLineTimeFieldState ( ) const
virtual

Get the line time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicRecap.

◆ getSendTimeFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getSendTimeFieldState ( ) const
virtual

Get the send time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicRecap.

◆ getCorporateActionType()

const char* Wombat::MamdaFundamentalListener::getCorporateActionType ( ) const
virtual

◆ getDividendPrice()

double Wombat::MamdaFundamentalListener::getDividendPrice ( ) const
virtual

◆ getDividendFrequency()

const char* Wombat::MamdaFundamentalListener::getDividendFrequency ( ) const
virtual

◆ getDividendExDate()

const char* Wombat::MamdaFundamentalListener::getDividendExDate ( ) const
virtual

◆ getDividendPayDate()

const char* Wombat::MamdaFundamentalListener::getDividendPayDate ( ) const
virtual

◆ getDividendRecordDate()

const char* Wombat::MamdaFundamentalListener::getDividendRecordDate ( ) const
virtual

◆ getDividendCurrency()

const char* Wombat::MamdaFundamentalListener::getDividendCurrency ( ) const
virtual

◆ getSharesOut()

long Wombat::MamdaFundamentalListener::getSharesOut ( ) const
virtual

◆ getSharesFloat()

long Wombat::MamdaFundamentalListener::getSharesFloat ( ) const
virtual

◆ getSharesAuthorized()

long Wombat::MamdaFundamentalListener::getSharesAuthorized ( ) const
virtual

◆ getEarningsPerShare()

double Wombat::MamdaFundamentalListener::getEarningsPerShare ( ) const
virtual

◆ getVolatility()

double Wombat::MamdaFundamentalListener::getVolatility ( ) const
virtual

◆ getPriceEarningsRatio()

double Wombat::MamdaFundamentalListener::getPriceEarningsRatio ( ) const
virtual

◆ getYield()

double Wombat::MamdaFundamentalListener::getYield ( ) const
virtual

◆ getMarketSegmentNative()

const char* Wombat::MamdaFundamentalListener::getMarketSegmentNative ( ) const
virtual

◆ getMarketSectorNative()

const char* Wombat::MamdaFundamentalListener::getMarketSectorNative ( ) const
virtual

◆ getMarketSegment()

const char* Wombat::MamdaFundamentalListener::getMarketSegment ( ) const
virtual

◆ getMarketSector()

const char* Wombat::MamdaFundamentalListener::getMarketSector ( ) const
virtual

◆ getHistoricalVolatility()

double Wombat::MamdaFundamentalListener::getHistoricalVolatility ( ) const
virtual

◆ getRiskFreeRate()

double Wombat::MamdaFundamentalListener::getRiskFreeRate ( ) const
virtual

◆ getCorporateActionTypeFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getCorporateActionTypeFieldState ( ) const
virtual

◆ getDividendPriceFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getDividendPriceFieldState ( ) const
virtual

◆ getDividendFrequencyFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getDividendFrequencyFieldState ( ) const
virtual

◆ getDividendExDateFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getDividendExDateFieldState ( ) const
virtual

◆ getDividendPayDateFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getDividendPayDateFieldState ( ) const
virtual

◆ getDividendRecordDateFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getDividendRecordDateFieldState ( ) const
virtual

◆ getDividendCurrencyFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getDividendCurrencyFieldState ( ) const
virtual

◆ getSharesOutFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getSharesOutFieldState ( ) const
virtual

◆ getSharesFloatFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getSharesFloatFieldState ( ) const
virtual

◆ getSharesAuthorizedFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getSharesAuthorizedFieldState ( ) const
virtual

◆ getEarningsPerShareFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getEarningsPerShareFieldState ( ) const
virtual

◆ getVolatilityFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getVolatilityFieldState ( ) const
virtual

◆ getPriceEarningsRatioFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getPriceEarningsRatioFieldState ( ) const
virtual

◆ getYieldFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getYieldFieldState ( ) const
virtual

◆ getMarketSegmentNativeFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getMarketSegmentNativeFieldState ( ) const
virtual

◆ getMarketSectorNativeFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getMarketSectorNativeFieldState ( ) const
virtual

◆ getMarketSegmentFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getMarketSegmentFieldState ( ) const
virtual

◆ getMarketSectorFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getMarketSectorFieldState ( ) const
virtual

◆ getHistoricalVolatilityFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getHistoricalVolatilityFieldState ( ) const
virtual

◆ getRiskFreeRateFieldState()

MamdaFieldState Wombat::MamdaFundamentalListener::getRiskFreeRateFieldState ( ) const
virtual

◆ onMsg()

virtual void Wombat::MamdaFundamentalListener::onMsg ( MamdaSubscription subscription,
const MamaMsg &  msg,
short  msgType 
)
virtual

Implementation of MamdaListener interface.


Exceptions
<MamaStatus>{NYSE Technologies default implementation.}

Implements Wombat::MamdaMsgListener.


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


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