Interface MamdaTradeRecap

    • Method Detail

      • getLastPrice

        com.wombat.mama.MamaPrice getLastPrice()
        Monetary value of an individual share of the security at the time of the trade.
      • getLastPriceFieldState

        short getLastPriceFieldState()
        Returns:
        the last price Field State
      • getLastVolume

        double getLastVolume()
        Number of shares traded in a single transaction for an individual security.
      • getLastVolumeFieldState

        short getLastVolumeFieldState()
        Returns:
        the last volume Field State
      • getLastPartId

        java.lang.String getLastPartId()
        Trade participant ID. This is typically an exchange ID, sometimes a market maker ID.
      • getLastPartIdFieldState

        short getLastPartIdFieldState()
        Returns:
        the last part ID Field State
      • getLastDate

        com.wombat.mama.MamaDateTime getLastDate()
        Date corresponding to the last trade, as reported by the feed.
      • getLastDateFieldState

        short getLastDateFieldState()
        Returns:
        the last date Field State
      • getShortSaleCircuitBreakerFieldState

        short getShortSaleCircuitBreakerFieldState()
        Returns:
        Returns the FieldState, always MODIFIED.
      • getLastTime

        com.wombat.mama.MamaDateTime getLastTime()
        Time corresponding to the last trade, as reported by the feed. The exact time of the trade may not be available, since rules governing trade reporting allow for a trades to be reported within a specified time limit.
      • getLastTimeFieldState

        short getLastTimeFieldState()
        Returns:
        the last time Field State
      • getIrregPrice

        com.wombat.mama.MamaPrice getIrregPrice()
        Monetary value of an individual share of the security at the time of the last irregular trade.
      • getIrregPriceFieldState

        short getIrregPriceFieldState()
        Returns:
        the irreg price Field State
      • getIrregVolume

        double getIrregVolume()
        Number of shares traded in a single transaction for an individual security.
      • getIrregVolumeFieldState

        short getIrregVolumeFieldState()
        Returns:
        the irreg volume Field State
      • getIrregPartId

        java.lang.String getIrregPartId()
        Trade participant ID for the last irregular trade. This is typically an exchange ID, sometimes a market maker ID.
      • getIrregPartIdFieldState

        short getIrregPartIdFieldState()
        Returns:
        the irreg part ID Field State
      • getIrregTime

        com.wombat.mama.MamaDateTime getIrregTime()
        Time corresponding to the last irregular trade, as reported by the feed. The exact time of the trade may not be available, since rules governing trade reporting allow for a trades to be reported within a specified time limit.
      • getIrregTimeFieldState

        short getIrregTimeFieldState()
        Returns:
        the irreg time Field State
      • getTradeCount

        long getTradeCount()
        The number of trades today.
      • getTradeCountFieldState

        short getTradeCountFieldState()
        Returns:
        the trade count Field State
      • getAccVolume

        double getAccVolume()
        Total volume of shares traded in a security at the time it is disseminated.
      • getAccVolumeFieldState

        short getAccVolumeFieldState()
        Returns:
        the accumulated volume Field State
      • getOffExAccVolume

        double getOffExAccVolume()
        Total volume of shares traded off exchange in a security at the time it is disseminated.
      • getOffExAccVolumeFieldState

        short getOffExAccVolumeFieldState()
        Returns:
        the off exchange accumulated volume Field State
      • getOnExAccVolume

        double getOnExAccVolume()
        Total volume of shares traded on exchange in a security at the time it is disseminated.
      • getOnExAccVolumeFieldState

        short getOnExAccVolumeFieldState()
        Returns:
        the on exchange accumulated volume Field State
      • getNetChange

        com.wombat.mama.MamaPrice getNetChange()
        Get the change in price compared with the previous closing price.
        Returns:
        Change in price compared with the previous closing price (i.e. previous closing price - trade price).
      • getNetChangeFieldState

        short getNetChangeFieldState()
        Returns:
        the net change Field State
      • getPctChange

        double getPctChange()
        Change in price as a percentage.
      • getPctChangeFieldState

        short getPctChangeFieldState()
        Returns:
        the percentage change Field State
      • getTradeDirection

        java.lang.String getTradeDirection()
        Trade tick direction.
        • 0 : No direction is currently known/available.
        • + : Up tick.
        • - : Down tick.
        • 0+ : Unchanged; Previous move was up tick.
        • 0- : Unchanged; Previous move was down tick.
        • NA : Not applicable. (If it is meaningful to have such a value for some exchanges.)
        • getTradeDirectionFieldState

          short getTradeDirectionFieldState()
          Returns:
          the trade direction Field State
        • getSide

          java.lang.String getSide()
          Returns the Aggressor Side or TradeSide TradeSide
          • 0 : No TradeSide is currently known/available.
          • 1 or B : Buy
          • 2 or S : Sell
            • AggressorSide
              • 0 : No AggressorSide is currently known/available.
              • 1 or B : Buy
              • 2 or S : Sell
          • getSideFieldState

            short getSideFieldState()
            Returns:
            the aggressor side or trade side Field State
          • getOpenPrice

            com.wombat.mama.MamaPrice getOpenPrice()
            The price of the first qualifying trade in the security during the current trading day.
          • getOpenPriceFieldState

            short getOpenPriceFieldState()
            Returns:
            the open price Field Stated
          • getHighPrice

            com.wombat.mama.MamaPrice getHighPrice()
            Highest price paid for security during the trading day.
          • getHighPriceFieldState

            short getHighPriceFieldState()
            Returns:
            the high price Field State
          • getLowPrice

            com.wombat.mama.MamaPrice getLowPrice()
            Lowest price paid for security during the trading day.
          • getLowPriceFieldState

            short getLowPriceFieldState()
            Returns:
            the low price Field State
          • getClosePrice

            com.wombat.mama.MamaPrice getClosePrice()
            Today's closing price. The closing price field is populated when official closing prices are sent by the feed after the session close.
          • getClosePriceFieldState

            short getClosePriceFieldState()
            Returns:
            the close price Field State
          • getPrevClosePrice

            com.wombat.mama.MamaPrice getPrevClosePrice()
            The last qualifying trade price on the previous trading day. This field may be copied from the close price field during the morning "roll" of records in the feedhandler, or it may be obtained from a secondary source, or it may be explicitly sent by the feed prior to the opening of trading for the current day.
          • getPrevClosePriceFieldState

            short getPrevClosePriceFieldState()
            Returns:
            the prev close price Field State
          • getPrevCloseDate

            com.wombat.mama.MamaDateTime getPrevCloseDate()
            Date corresponding to PrevClosePrice.
            See Also:
            getPrevClosePrice()
          • getPrevCloseDateFieldState

            short getPrevCloseDateFieldState()
            Returns:
            the prev close date Field State
          • getAdjPrevClose

            com.wombat.mama.MamaPrice getAdjPrevClose()
            The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date.
            Returns:
            The adjusted previous closing price.
            See Also:
            getPrevClosePrice()
          • getAdjPrevCloseFieldState

            short getAdjPrevCloseFieldState()
            Returns:
            the adjusted prev close Field State
          • getBlockCount

            long getBlockCount()
            The number of block trades (at least 10,000 shares) today.
          • getBlockCountFieldState

            short getBlockCountFieldState()
            Returns:
            the block count Field State
          • getBlockVolume

            double getBlockVolume()
            Total volume of block trades today.
          • getBlockVolumeFieldState

            short getBlockVolumeFieldState()
            Returns:
            the block volume Field State
          • getVwap

            double getVwap()
            Volume-weighted average price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
          • getVwapFieldState

            short getVwapFieldState()
            Returns:
            the Volume-weighted average price Field State
          • getOffExVwap

            double getOffExVwap()
            Volume-weighted average off exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
          • getOffExVwapFieldState

            short getOffExVwapFieldState()
            Returns:
            the Volume-weighted average off exchange price Field State
          • getOnExVwap

            double getOnExVwap()
            Volume-weighted average on exchange price of a security at the time it is disseminated. Equivalent to dividing total value by total volume.
          • getOnExVwapFieldState

            short getOnExVwapFieldState()
            Returns:
            the Volume-weighted average on exchange price Field State
          • getTotalValue

            double getTotalValue()
            Total value of all shares traded in a security at the time it is disseminated. Calculated by summing the result of multiplying the trade price by trade volume for each qualifying trade.
          • getTotalValueFieldState

            short getTotalValueFieldState()
            Returns:
            the total value Field State
          • getOffExTotalValue

            double getOffExTotalValue()
            Total value of all shares traded off exchange in a security at the time it is disseminated. Calculated by summing the result of multiplying the trade price by trade volume for each qualifying trade.
          • getOffExTotalValueFieldState

            short getOffExTotalValueFieldState()
            Returns:
            the off exchange total value Field State
          • getOnExTotalValue

            double getOnExTotalValue()
            Total value of all shares traded on exchange in a security at the time it is disseminated. Calculated by summing the result of multiplying the trade price by trade volume for each qualifying trade.
          • getOnExTotalValueFieldState

            short getOnExTotalValueFieldState()
            Returns:
            the on exchange total value Field State
          • getStdDev

            double getStdDev()
            Standard deviation of last trade price of a security at the time it is disseminated.
          • getStdDevFieldState

            short getStdDevFieldState()
            Returns:
            the stddev Field State
          • getStdDevSum

            double getStdDevSum()
          • getStdDevSumFieldState

            short getStdDevSumFieldState()
            Returns:
            the stddev sum Field State
          • getStdDevSumSquares

            double getStdDevSumSquares()
          • getStdDevSumSquaresFieldState

            short getStdDevSumSquaresFieldState()
            Returns:
            the stddev sum squares Field State
          • getOrderId

            long getOrderId()
            Get the order id, if available.
            Returns:
            The trade message unique order id number (if available).
          • getOrderIdFieldState

            short getOrderIdFieldState()
            Returns:
            the order id Field State
          • getTradeExecVenue

            java.lang.String getTradeExecVenue()
            Trade execution venue.
            • Unknown
            • OnExchange
            • OnExchangeOffBook
            • OffExchange
            • getTradeExecVenueFieldState

              short getTradeExecVenueFieldState()
              Returns:
              the trade execution venue Field State
            • getOffExchangeTradePrice

              com.wombat.mama.MamaPrice getOffExchangeTradePrice()
              Monetary value of an individual off exchange share of the security at the time of the trade.
            • getOffExchangeTradePriceFieldState

              short getOffExchangeTradePriceFieldState()
              Returns:
              the off exchange trade price Field State
            • getOnExchangeTradePrice

              com.wombat.mama.MamaPrice getOnExchangeTradePrice()
              Monetary value of an individual on exchange share of the security at the time of the trade.
            • getOnExchangeTradePriceFieldState

              short getOnExchangeTradePriceFieldState()
              Returns:
              the on exchange trade price Field State
            • getTradeUnits

              java.lang.String getTradeUnits()
              Reuters trade units.
            • getTradeUnitsFieldState

              short getTradeUnitsFieldState()
              Returns:
              the trade units Field State
            • getEventSeqNum

              long getEventSeqNum()
              Sequence number of trade.
            • getEventSeqNumFieldState

              short getEventSeqNumFieldState()
              Returns:
              the event seq num Field State
            • getLastSeqNum

              long getLastSeqNum()
              Sequence number of last trade.
            • getLastSeqNumFieldState

              short getLastSeqNumFieldState()
              Returns:
              the last seq num Field State
            • getHighSeqNum

              long getHighSeqNum()
              Sequence number of trade.
            • getHighSeqNumFieldState

              short getHighSeqNumFieldState()
              Returns:
              the high seq num Field State
            • getLowSeqNum

              long getLowSeqNum()
              Sequence number of trade.
            • getLowSeqNumFieldState

              short getLowSeqNumFieldState()
              Returns:
              the low seq num Field State
            • getTotalVolumeSeqNum

              long getTotalVolumeSeqNum()
              Sequence number of trade.
            • getTotalVolumeSeqNumFieldState

              short getTotalVolumeSeqNumFieldState()
              Returns:
              the total volume seq num Field State
            • getCurrencyCode

              java.lang.String getCurrencyCode()
              Sequence number of trade.
            • getCurrencyCodeFieldState

              short getCurrencyCodeFieldState()
              Returns:
              the currency code Field State
            • getSettlePrice

              com.wombat.mama.MamaPrice getSettlePrice()
              Settle of trade.
            • getSettlePriceFieldState

              short getSettlePriceFieldState()
              Returns:
              the settle price Field State
            • getSettleDate

              com.wombat.mama.MamaDateTime getSettleDate()
              Settle date of trade.
            • getSettleDateFieldState

              short getSettleDateFieldState()
              Returns:
              the settle date Field State