Interface MamdaQuoteUpdate

    • Method Detail

      • getBidPrice

        com.wombat.mama.MamaPrice getBidPrice()
        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.
      • getBidPriceFieldState

        short getBidPriceFieldState()
        Returns:
        the bid price Field State
      • getBidSize

        double getBidSize()
        Returns:
        Total share size available for the current bid price. For most feeds, this size is represented in round lots.
      • getBidSizeFieldState

        short getBidSizeFieldState()
        Returns:
        the bid size Field State
      • getBidPartId

        java.lang.String getBidPartId()
        Returns:
        The identifier of the market participant (e.g. exchange or market maker) contributing the bid price field.
      • getBidPartIdFieldState

        short getBidPartIdFieldState()
        Returns:
        the bid part ID Field State
      • getAskPrice

        com.wombat.mama.MamaPrice getAskPrice()
        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.
      • getAskPriceFieldState

        short getAskPriceFieldState()
        Returns:
        the ask price Field State
      • getAskSize

        double getAskSize()
        Returns:
        Total share size available for the current ask price. For most feeds, this size is represented in round lots.
      • getAskSizeFieldState

        short getAskSizeFieldState()
        Returns:
        the ask size Field State
      • getAskPartId

        java.lang.String getAskPartId()
        Returns:
        The identifier of the market participant (e.g. exchange or market maker) contributing the ask price field.
      • getAskPartIdFieldState

        short getAskPartIdFieldState()
        Returns:
        the ask part ID Field State
      • getQuoteQual

        java.lang.String getQuoteQual()
        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
        SlowQuoteOnAskSide This indicates that a market participants Ask is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements.
        SlowQuoteOnBidSide This indicates that a market participants Bid is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements.
        Fast Fast trading
        NonFirm Non-firm quote
        Rotation OPRA only. Quote relates to a trading rotation (Where a participant rotates through various clients that they are trading for)
        Auto Automatic trade
        Inactive  
        SpecBid Specialist bid
        SpecAsk Specialist ask
        OneSided One sided. No orders, or only market orders, exist on one side of the book.
        PassiveMarketMaker Market Maker is both underwriter and buyer of security.
        LockedMarket Locked market - Bid is equal to Ask for OTCBB issues
        Crossed Crossed market - Bid is greater than Ask for OTCBB
        Synd Syndicate bid
        PreSynd Pre-syndicate bid
        Penalty Penalty bid
        UnsolBid Unsolicited bid
        UnsolAsk Unsolicited ask
        UnsolQuote Unsolicited quote
        Empty Empty quote (no quote)
        XpressBid NYSE LiquidityQuote Xpress bid indicator
        XpressAsk NYSE LiquidityQuote Xpress ask indicator
        BestOrder  
        WillSell  
        WillBuy  
        AnyOrder  
        MktOnly Market orders only.
        ManualAsk This indicates that a market participants Ask is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements.
        ManualBid This indicates that a market participants Bid is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements.
        AutomaticAsk This indicates that the marlet participant's Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid)
        AutomaticBid This indicates that the marlet participant's Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid)
        Closing Closing quote.
        Unknown Quote condition unknown.
      • getQuoteQualFieldState

        short getQuoteQualFieldState()
        Returns:
        the quote qual Field State
      • getQuoteQualNative

        java.lang.String getQuoteQualNative()
        The exchange specific non normalized quote qualifier.
        Returns:
        The exchange specific quote qualifier.
        See Also:
        getQuoteQual()
      • getQuoteQualNativeFieldState

        short getQuoteQualNativeFieldState()
        Returns:
        the quote qual native Field State
      • getShortSaleBidTick

        char getShortSaleBidTick()
        NASDAQ Bid Tick Indicator for Short Sale Rule Compliance. National Bid Tick Indicator based on changes to the bid price of the National Best Bid or Offer (National BBO).
        ValueMeaning
        U Up Tick. The current Best Bid Price price is higher than the previous Best Bid Price for the given NNM security.
        D Down Tick. The current Best Bid Price price is lower than the previous Best Bid Price for the given NNM security.
        N No Tick. The NASD Short Sale Rule does not apply to issue (i.e. NASDAQ SmallCap listed security).
        Z Unset - default value within the API
        Returns:
        The tick bid indicator.
      • getShortSaleBidTickFieldState

        short getShortSaleBidTickFieldState()
        Returns:
        the short sale bid tick 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
      • getAskTime

        com.wombat.mama.MamaDateTime getAskTime()
      • getAskTimeFieldState

        short getAskTimeFieldState()
        Returns:
        the ask time Field State
      • getBidTime

        com.wombat.mama.MamaDateTime getBidTime()
      • getBidTimeFieldState

        short getBidTimeFieldState()
        Returns:
        the bid time Field State
      • getAskIndicator

        java.lang.String getAskIndicator()
      • getAskIndicatorFieldState

        short getAskIndicatorFieldState()
        Returns:
        the ask indicator Field State
      • getBidIndicator

        java.lang.String getBidIndicator()
      • getBidIndicatorFieldState

        short getBidIndicatorFieldState()
        Returns:
        the bid indicator Field State
      • getAskUpdateCount

        long getAskUpdateCount()
      • getAskUpdateCountFieldState

        short getAskUpdateCountFieldState()
        Returns:
        the ask update count Field State
      • getBidUpdateCount

        long getBidUpdateCount()
      • getBidUpdateCountFieldState

        short getBidUpdateCountFieldState()
        Returns:
        the bid update count Field State
      • getAskYield

        double getAskYield()
      • getAskYieldFieldState

        short getAskYieldFieldState()
        Returns:
        the ask yield Field State
      • getBidYield

        double getBidYield()
      • getBidYieldFieldState

        short getBidYieldFieldState()
        Returns:
        the bid yield Field State
      • getAskDepth

        double getAskDepth()
        Returns:
        the quote Ask depth
      • getBidDepth

        double getBidDepth()
        Returns:
        the quote bid depth
      • getAskDepthFieldState

        short getAskDepthFieldState()
        Returns:
        the ask depth Field State
      • getBidDepthFieldState

        short getBidDepthFieldState()
        Returns:
        the bid depth Field State
      • getBidSizesList

        java.lang.String getBidSizesList()
      • getBidSizesListFieldState

        short getBidSizesListFieldState()
        Returns:
        the bid sizes list Field State
      • getAskSizesList

        java.lang.String getAskSizesList()
      • getAskSizesListFieldState

        short getAskSizesListFieldState()
        Returns:
        the ask sizes list Field State