OpenMAMA
Wombat::MamdaTradeRecap Class Referenceabstract

MamdaTradeRecap is an interface that provides access to trade related fields. More...

#include <MamdaTradeRecap.h>

Inheritance diagram for Wombat::MamdaTradeRecap:
Wombat::MamdaBasicRecap Wombat::MamdaTradeListener

Public Member Functions

virtual const MamaPrice & getLastPrice () const =0
 Monetary value of an individual share of the security at the time of the trade. More...
 
virtual mama_quantity_t getLastVolume () const =0
 Number of shares traded in a single transaction for an individual security. More...
 
virtual const char * getLastPartId () const =0
 Trade participant ID. More...
 
virtual const MamaDateTime & getLastTime () const =0
 Time corresponding to the last trade, as reported by the feed. More...
 
virtual const MamaPrice & getIrregPrice () const =0
 Monetary value of an individual share of the security at the time of the last irregular trade. More...
 
virtual mama_quantity_t getIrregVolume () const =0
 Number of shares traded in a single transaction for an individual security. More...
 
virtual const char * getIrregPartId () const =0
 Irregular trade participant ID. More...
 
virtual const MamaDateTime & getIrregTime () const =0
 Time corresponding to the last irregular trade, as reported by the feed. More...
 
virtual const MamaDateTime & getTradeDate () const =0
 Time corresponding to the last trade, as reported by the feed. More...
 
virtual mama_u32_t getTradeCount () const =0
 The number of trades today. More...
 
virtual mama_quantity_t getAccVolume () const =0
 Total volume of shares traded in a security at the time it is disseminated. More...
 
virtual mama_quantity_t getOffExAccVolume () const =0
 Total volume of off-exchange shares traded in a security at the time it is disseminated. More...
 
virtual mama_quantity_t getOnExAccVolume () const =0
 Total volume of on-exchange shares traded in a security at the time it is disseminated. More...
 
virtual const MamaPrice & getNetChange () const =0
 Change in price compared with the previous closing price (i.e. More...
 
virtual double getPctChange () const =0
 Percentage change in price compared with the previous closing price (i.e. More...
 
virtual MamdaTradeDirection getTradeDirection () const =0
 Trade tick direction. More...
 
virtual const MamaPrice & getOpenPrice () const =0
 The price of the first qualifying trade in the security during the current trading day. More...
 
virtual const MamaPrice & getHighPrice () const =0
 Highest price paid for security during the trading day. More...
 
virtual const MamaPrice & getLowPrice () const =0
 Lowest price paid for security during the trading day. More...
 
virtual const MamaPrice & getClosePrice () const =0
 Today's closing price. More...
 
virtual const MamaPrice & getPrevClosePrice () const =0
 The last qualifying trade price on the previous trading day. More...
 
virtual const MamaPrice & getAdjPrevClosePrice () const =0
 The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date. More...
 
virtual const MamaDateTime & getPrevCloseDate () const =0
 Date corresponding to wPrevClosePrice. More...
 
virtual mama_u32_t getBlockCount () const =0
 The number of block trades (at least 10,000 shares) today. More...
 
virtual mama_quantity_t getBlockVolume () const =0
 Total volume of block trades today. More...
 
virtual double getVwap () const =0
 Volume-weighted average price of a security at the time it is disseminated. More...
 
virtual double getOffExVwap () const =0
 Volume-weighted average price of an off-exchange security at the time it is disseminated. More...
 
virtual double getOnExVwap () const =0
 Volume-weighted average price of an on-exchange security at the time it is disseminated. More...
 
virtual double getTotalValue () const =0
 Total value of all shares traded in a security at the time it is disseminated. More...
 
virtual double getOffExTotalValue () const =0
 Total value of all off-exchange shares traded in a security at the time it is disseminated. More...
 
virtual double getOnExTotalValue () const =0
 Total value of all on-exchange shares traded in a security at the time it is disseminated. More...
 
virtual double getStdDev () const =0
 Standard deviation of last trade price of a security at the time it is disseminated. More...
 
virtual double getStdDevSum () const =0
 Sum of the standard deviations. More...
 
virtual double getStdDevSumSquares () const =0
 Square of the sum of the standard deviations. More...
 
virtual const char * getTradeUnits () const =0
 Reuters trade units. More...
 
virtual mama_seqnum_t getLastSeqNum () const =0
 Sequence number of the last trade. More...
 
virtual mama_seqnum_t getHighSeqNum () const =0
 Sequence number of incoming message which gives high value. More...
 
virtual mama_seqnum_t getLowSeqNum () const =0
 Sequence number of incoming message which gives low value. More...
 
virtual mama_seqnum_t getEventSeqNum () const =0
 Sequence number of trade. More...
 
virtual mama_seqnum_t getTotalVolumeSeqNum () const =0
 
virtual const char * getCurrencyCode () const =0
 Currency of the trade (eg US$) More...
 
virtual const MamaPrice & getSettlePrice () const =0
 Settle price of trade. More...
 
virtual const MamaDateTime & getSettleDate () const =0
 Settle date of trade. More...
 
virtual MamdaTradeExecVenue getTradeExecVenue () const =0
 Trade execution venue. More...
 
virtual const MamaPrice & getOffExchangeTradePrice () const =0
 Monetary value of an individual share of the security off exchange at the time of the trade. More...
 
virtual const MamaPrice & getOnExchangeTradePrice () const =0
 Monetary value of an individual share of the security on exchange at the time of the trade. More...
 
virtual const char * getSide () const =0
 
virtual char getShortSaleCircuitBreaker () const =0
 get the ShortSaleCircuitBreaker More...
 
virtual MamdaFieldState getLastPriceFieldState () const =0
 The last trade price Field State. More...
 
virtual MamdaFieldState getLastVolumeFieldState () const =0
 The last volume Field State. More...
 
virtual MamdaFieldState getLastPartIdFieldState () const =0
 The last part Id Field State. More...
 
virtual MamdaFieldState getLastTimeFieldState () const =0
 The last time Field State. More...
 
virtual MamdaFieldState getIrregPriceFieldState () const =0
 The irreg price Field State. More...
 
virtual MamdaFieldState getIrregVolumeFieldState () const =0
 The irreg volume Field State. More...
 
virtual MamdaFieldState getIrregPartIdFieldState () const =0
 The irreg part Id Field State. More...
 
virtual MamdaFieldState getIrregTimeFieldState () const =0
 The irregular time Field State. More...
 
virtual MamdaFieldState getTradeDateFieldState () const =0
 The trade date Field State. More...
 
virtual MamdaFieldState getTradeCountFieldState () const =0
 The trade count Field State. More...
 
virtual MamdaFieldState getAccVolumeFieldState () const =0
 The accumulated volume Field State. More...
 
virtual MamdaFieldState getOffExAccVolumeFieldState () const =0
 The off exchange accumulated volume Field State. More...
 
virtual MamdaFieldState getOnExAccVolumeFieldState () const =0
 The on exchange accumulated volume Field State. More...
 
virtual MamdaFieldState getNetChangeFieldState () const =0
 The net change Field State. More...
 
virtual MamdaFieldState getPctChangeFieldState () const =0
 The percentage change Field State. More...
 
virtual MamdaFieldState getTradeDirectionFieldState () const =0
 The trade direction Field State. More...
 
virtual MamdaFieldState getOpenPriceFieldState () const =0
 The open price Field State. More...
 
virtual MamdaFieldState getHighPriceFieldState () const =0
 The high price Field State. More...
 
virtual MamdaFieldState getLowPriceFieldState () const =0
 The low price Field State. More...
 
virtual MamdaFieldState getClosePriceFieldState () const =0
 The close price Field State. More...
 
virtual MamdaFieldState getPrevClosePriceFieldState () const =0
 The previous close price Field State. More...
 
virtual MamdaFieldState getAdjPrevClosePriceFieldState () const =0
 The adjusted previous close date Field State. More...
 
virtual MamdaFieldState getPrevCloseDateFieldState () const =0
 The previous close date Field State. More...
 
virtual MamdaFieldState getBlockCountFieldState () const =0
 The block count Field State. More...
 
virtual MamdaFieldState getBlockVolumeFieldState () const =0
 The block volume Field State. More...
 
virtual MamdaFieldState getVwapFieldState () const =0
 The Vwap Field State. More...
 
virtual MamdaFieldState getOffExVwapFieldState () const =0
 The off exchange Vwap Field State. More...
 
virtual MamdaFieldState getOnExVwapFieldState () const =0
 The on exchange Vwap Field State. More...
 
virtual MamdaFieldState getTotalValueFieldState () const =0
 The total value Field State. More...
 
virtual MamdaFieldState getOffExTotalValueFieldState () const =0
 The Off Exchange Total Value Field State. More...
 
virtual MamdaFieldState getOnExTotalValueFieldState () const =0
 The On Exchange Total Value Field State. More...
 
virtual MamdaFieldState getStdDevFieldState () const =0
 The std deviation Field State. More...
 
virtual MamdaFieldState getStdDevSumFieldState () const =0
 The std deviation sum Field State. More...
 
virtual MamdaFieldState getStdDevSumSquaresFieldState () const =0
 The StdDevSumSquares Field State. More...
 
virtual MamdaFieldState getTradeUnitsFieldState () const =0
 The trade units Field State. More...
 
virtual MamdaFieldState getLastSeqNumFieldState () const =0
 The last SeqNum Field State. More...
 
virtual MamdaFieldState getHighSeqNumFieldState () const =0
 The high seqNum Field State. More...
 
virtual MamdaFieldState getLowSeqNumFieldState () const =0
 The low SeqNum Field State. More...
 
virtual MamdaFieldState getEventSeqNumFieldState () const =0
 The event SeqNum Field State. More...
 
virtual MamdaFieldState getTotalVolumeSeqNumFieldState () const =0
 The total volume seqNum Field State. More...
 
virtual MamdaFieldState getCurrencyCodeFieldState () const =0
 The currency code Field State. More...
 
virtual MamdaFieldState getSettlePriceFieldState () const =0
 The settle price Field State. More...
 
virtual MamdaFieldState getSettleDateFieldState () const =0
 The last trade price Field State. More...
 
virtual MamdaFieldState getOffExchangeTradePriceFieldState () const =0
 The settle date Field State. More...
 
virtual MamdaFieldState getOnExchangeTradePriceFieldState () const =0
 The onExchange trade price Field State. More...
 
virtual MamdaFieldState getSideFieldState () const =0
 The TradeSide or AggressorSide Field State. More...
 
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState () const =0
 
virtual ~MamdaTradeRecap ()
 
- Public Member Functions inherited from Wombat::MamdaBasicRecap
virtual const char * getSymbol () const =0
 Get the string symbol for the instrument. More...
 
virtual MamdaFieldState getSymbolFieldState () const =0
 Get the string symbol field state for the instrument. 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 const MamaDateTime & getSrcTime () const =0
 Get the source time of the update. More...
 
virtual MamdaFieldState getSrcTimeFieldState () const =0
 Get the source time field state. More...
 
virtual const MamaDateTime & getActivityTime () const =0
 Get the activity time of the update. More...
 
virtual MamdaFieldState getActivityTimeFieldState () const =0
 Get the activity time field state. More...
 
virtual const MamaDateTime & getLineTime () const =0
 Get the line time of the update. More...
 
virtual MamdaFieldState getLineTimeFieldState () const =0
 Get the line time field state. More...
 
virtual const MamaDateTime & getSendTime () const =0
 Get the send time of the update. More...
 
virtual MamdaFieldState getSendTimeFieldState () const =0
 Get the send time field state. More...
 
virtual ~MamdaBasicRecap ()
 Destructor. More...
 

Detailed Description

MamdaTradeRecap is an interface that provides access to trade related fields.

Constructor & Destructor Documentation

◆ ~MamdaTradeRecap()

virtual Wombat::MamdaTradeRecap::~MamdaTradeRecap ( )
virtual
720 {};

Member Function Documentation

◆ getLastPrice()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getLastPrice ( ) const
pure virtual

Monetary value of an individual share of the security at the time of the trade.

Returns
The last trade price.

Implemented in Wombat::MamdaTradeListener.

◆ getLastVolume()

virtual mama_quantity_t Wombat::MamdaTradeRecap::getLastVolume ( ) const
pure virtual

Number of shares traded in a single transaction for an individual security.

Returns
The last trade volume.

Implemented in Wombat::MamdaTradeListener.

◆ getLastPartId()

virtual const char* Wombat::MamdaTradeRecap::getLastPartId ( ) const
pure virtual

Trade participant ID.

This is typically an exchange ID, sometimes a market maker ID.

Returns
The last trade participant identifier.

Implemented in Wombat::MamdaTradeListener.

◆ getLastTime()

virtual const MamaDateTime& Wombat::MamdaTradeRecap::getLastTime ( ) const
pure virtual

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.

Returns
The last trade time.

Implemented in Wombat::MamdaTradeListener.

◆ getIrregPrice()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getIrregPrice ( ) const
pure virtual

Monetary value of an individual share of the security at the time of the last irregular trade.

Returns
The last irregular trade price.

Implemented in Wombat::MamdaTradeListener.

◆ getIrregVolume()

virtual mama_quantity_t Wombat::MamdaTradeRecap::getIrregVolume ( ) const
pure virtual

Number of shares traded in a single transaction for an individual security.

Returns
The last irregular trade volume.

Implemented in Wombat::MamdaTradeListener.

◆ getIrregPartId()

virtual const char* Wombat::MamdaTradeRecap::getIrregPartId ( ) const
pure virtual

Irregular trade participant ID.

This is typically an exchange ID, sometimes a market maker ID.

Returns
The last irregular trade participant identifier.

Implemented in Wombat::MamdaTradeListener.

◆ getIrregTime()

virtual const MamaDateTime& Wombat::MamdaTradeRecap::getIrregTime ( ) const
pure virtual

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.

Returns
The last irregular trade time.

Implemented in Wombat::MamdaTradeListener.

◆ getTradeDate()

virtual const MamaDateTime& Wombat::MamdaTradeRecap::getTradeDate ( ) const
pure virtual

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.

Returns
The last trade time.

Implemented in Wombat::MamdaTradeListener.

◆ getTradeCount()

virtual mama_u32_t Wombat::MamdaTradeRecap::getTradeCount ( ) const
pure virtual

The number of trades today.

Returns
The number of trades so far today.

Implemented in Wombat::MamdaTradeListener.

◆ getAccVolume()

virtual mama_quantity_t Wombat::MamdaTradeRecap::getAccVolume ( ) const
pure virtual

Total volume of shares traded in a security at the time it is disseminated.

Returns
Accumulated trade volume.

Implemented in Wombat::MamdaTradeListener.

◆ getOffExAccVolume()

virtual mama_quantity_t Wombat::MamdaTradeRecap::getOffExAccVolume ( ) const
pure virtual

Total volume of off-exchange shares traded in a security at the time it is disseminated.

Returns
Accumulated off-exchange trade volume.

Implemented in Wombat::MamdaTradeListener.

◆ getOnExAccVolume()

virtual mama_quantity_t Wombat::MamdaTradeRecap::getOnExAccVolume ( ) const
pure virtual

Total volume of on-exchange shares traded in a security at the time it is disseminated.

Returns
Accumulated on-exhange trade volume.

Implemented in Wombat::MamdaTradeListener.

◆ getNetChange()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getNetChange ( ) const
pure virtual

Change in price compared with the previous closing price (i.e.

previous closing price - trade price).

Returns
Price change compared to previous price.

Implemented in Wombat::MamdaTradeListener.

◆ getPctChange()

virtual double Wombat::MamdaTradeRecap::getPctChange ( ) const
pure virtual

Percentage change in price compared with the previous closing price (i.e.

previous closing price - trade price).

Returns
Percentage price change compared to previous price.

Implemented in Wombat::MamdaTradeListener.

◆ getTradeDirection()

virtual MamdaTradeDirection Wombat::MamdaTradeRecap::getTradeDirection ( ) const
pure virtual

Trade tick direction.

See MamdaTradeDirection.h for details.

Returns
The tick direction.

Implemented in Wombat::MamdaTradeListener.

◆ getOpenPrice()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getOpenPrice ( ) const
pure virtual

The price of the first qualifying trade in the security during the current trading day.

Returns
The opening price.

Implemented in Wombat::MamdaTradeListener.

◆ getHighPrice()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getHighPrice ( ) const
pure virtual

Highest price paid for security during the trading day.

Returns
The highest trade price for the day.

Implemented in Wombat::MamdaTradeListener.

◆ getLowPrice()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getLowPrice ( ) const
pure virtual

Lowest price paid for security during the trading day.

Returns
The lowest trade price for the day.

Implemented in Wombat::MamdaTradeListener.

◆ getClosePrice()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getClosePrice ( ) const
pure virtual

Today's closing price.

The closing price field is populated when official closing prices are sent by the feed after the session close.

Returns
The closing price for the day.

Implemented in Wombat::MamdaTradeListener.

◆ getPrevClosePrice()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getPrevClosePrice ( ) const
pure virtual

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.

Returns
The last qualifying trade price on the previous trading day.

Implemented in Wombat::MamdaTradeListener.

◆ getAdjPrevClosePrice()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getAdjPrevClosePrice ( ) const
pure virtual

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()

Implemented in Wombat::MamdaTradeListener.

◆ getPrevCloseDate()

virtual const MamaDateTime& Wombat::MamdaTradeRecap::getPrevCloseDate ( ) const
pure virtual

Date corresponding to wPrevClosePrice.

Returns
The closing price from the previous trading day.
See also
getPrevClosePrice().

Implemented in Wombat::MamdaTradeListener.

◆ getBlockCount()

virtual mama_u32_t Wombat::MamdaTradeRecap::getBlockCount ( ) const
pure virtual

The number of block trades (at least 10,000 shares) today.

Returns
Number of block trades.

Implemented in Wombat::MamdaTradeListener.

◆ getBlockVolume()

virtual mama_quantity_t Wombat::MamdaTradeRecap::getBlockVolume ( ) const
pure virtual

Total volume of block trades today.

Returns
Total volumn of block trades.

Implemented in Wombat::MamdaTradeListener.

◆ getVwap()

virtual double Wombat::MamdaTradeRecap::getVwap ( ) const
pure virtual

Volume-weighted average price of a security at the time it is disseminated.

Equivalent to dividing total value by total volume.

Returns
The VWAP (Volume-weighted average price)

Implemented in Wombat::MamdaTradeListener.

◆ getOffExVwap()

virtual double Wombat::MamdaTradeRecap::getOffExVwap ( ) const
pure virtual

Volume-weighted average price of an off-exchange security at the time it is disseminated.

Equivalent to dividing the off-exchange total value by the off-exchange total volume.

Returns
The off-exchange VWAP (Volume-weighted average price)

Implemented in Wombat::MamdaTradeListener.

◆ getOnExVwap()

virtual double Wombat::MamdaTradeRecap::getOnExVwap ( ) const
pure virtual

Volume-weighted average price of an on-exchange security at the time it is disseminated.

Equivalent to dividing on-echange total value by the on-exchange total volume.

Returns
The on-exchange VWAP (Volume-weighted average price)

Implemented in Wombat::MamdaTradeListener.

◆ getTotalValue()

virtual double Wombat::MamdaTradeRecap::getTotalValue ( ) const
pure virtual

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.

Returns
Total value of all instruments traded.

Implemented in Wombat::MamdaTradeListener.

◆ getOffExTotalValue()

virtual double Wombat::MamdaTradeRecap::getOffExTotalValue ( ) const
pure virtual

Total value of all off-exchange 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.

Returns
Total value of all off-exhange instruments traded.

Implemented in Wombat::MamdaTradeListener.

◆ getOnExTotalValue()

virtual double Wombat::MamdaTradeRecap::getOnExTotalValue ( ) const
pure virtual

Total value of all on-exchange 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.

Returns
Total value of all on-exchange instruments traded.

Implemented in Wombat::MamdaTradeListener.

◆ getStdDev()

virtual double Wombat::MamdaTradeRecap::getStdDev ( ) const
pure virtual

Standard deviation of last trade price of a security at the time it is disseminated.

Returns
The standard deviation of last trade price.

Implemented in Wombat::MamdaTradeListener.

◆ getStdDevSum()

virtual double Wombat::MamdaTradeRecap::getStdDevSum ( ) const
pure virtual

Sum of the standard deviations.

Returns
The sum of the standard deviations.

Implemented in Wombat::MamdaTradeListener.

◆ getStdDevSumSquares()

virtual double Wombat::MamdaTradeRecap::getStdDevSumSquares ( ) const
pure virtual

Square of the sum of the standard deviations.

Returns
The square of the sum of the standard deviations.

Implemented in Wombat::MamdaTradeListener.

◆ getTradeUnits()

virtual const char* Wombat::MamdaTradeRecap::getTradeUnits ( ) const
pure virtual

Reuters trade units.

Returns
Reuters trade units

Implemented in Wombat::MamdaTradeListener.

◆ getLastSeqNum()

virtual mama_seqnum_t Wombat::MamdaTradeRecap::getLastSeqNum ( ) const
pure virtual

Sequence number of the last trade.

Returns
The sequence number of the last trade.

Implemented in Wombat::MamdaTradeListener.

◆ getHighSeqNum()

virtual mama_seqnum_t Wombat::MamdaTradeRecap::getHighSeqNum ( ) const
pure virtual

Sequence number of incoming message which gives high value.

Returns
Sequence number of incoming message which gives high value.

Implemented in Wombat::MamdaTradeListener.

◆ getLowSeqNum()

virtual mama_seqnum_t Wombat::MamdaTradeRecap::getLowSeqNum ( ) const
pure virtual

Sequence number of incoming message which gives low value.

Returns
Sequence number of incoming message which gives low value.

Implemented in Wombat::MamdaTradeListener.

◆ getEventSeqNum()

virtual mama_seqnum_t Wombat::MamdaTradeRecap::getEventSeqNum ( ) const
pure virtual

Sequence number of trade.

Returns
Sequence number of trade.

Implemented in Wombat::MamdaTradeListener.

◆ getTotalVolumeSeqNum()

virtual mama_seqnum_t Wombat::MamdaTradeRecap::getTotalVolumeSeqNum ( ) const
pure virtual

Implemented in Wombat::MamdaTradeListener.

◆ getCurrencyCode()

virtual const char* Wombat::MamdaTradeRecap::getCurrencyCode ( ) const
pure virtual

Currency of the trade (eg US$)

Returns
Currency of the trade.

Implemented in Wombat::MamdaTradeListener.

◆ getSettlePrice()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getSettlePrice ( ) const
pure virtual

Settle price of trade.

Returns
Settle price of trade.

Implemented in Wombat::MamdaTradeListener.

◆ getSettleDate()

virtual const MamaDateTime& Wombat::MamdaTradeRecap::getSettleDate ( ) const
pure virtual

Settle date of trade.

Returns
Settle date of trade.

Implemented in Wombat::MamdaTradeListener.

◆ getTradeExecVenue()

virtual MamdaTradeExecVenue Wombat::MamdaTradeRecap::getTradeExecVenue ( ) const
pure virtual

Trade execution venue.

See MamdaTradeExecVenue.h for details.

Returns
The trade execution venue.

Implemented in Wombat::MamdaTradeListener.

◆ getOffExchangeTradePrice()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getOffExchangeTradePrice ( ) const
pure virtual

Monetary value of an individual share of the security off exchange at the time of the trade.

Returns
The last off exchange trade price.

Implemented in Wombat::MamdaTradeListener.

◆ getOnExchangeTradePrice()

virtual const MamaPrice& Wombat::MamdaTradeRecap::getOnExchangeTradePrice ( ) const
pure virtual

Monetary value of an individual share of the security on exchange at the time of the trade.

Returns
The last on exchange trade price.

Implemented in Wombat::MamdaTradeListener.

◆ getSide()

virtual const char* Wombat::MamdaTradeRecap::getSide ( ) const
pure virtual
Returns
the Aggressor Side or TradeSide TradeSide
  • 0 : No TradeSide is currently known/available.
  • 1 or B : Buy
  • 2 or S : Sell
    • 0 : No AggressorSide is currently known/available.
    • 1 or B : Buy
    • 2 or S : Sell

Implemented in Wombat::MamdaTradeListener.

◆ getShortSaleCircuitBreaker()

virtual char Wombat::MamdaTradeRecap::getShortSaleCircuitBreaker ( ) const
pure virtual

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.

Implemented in Wombat::MamdaTradeListener.

◆ getLastPriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getLastPriceFieldState ( ) const
pure virtual

The last trade price Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getLastVolumeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getLastVolumeFieldState ( ) const
pure virtual

The last volume Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getLastPartIdFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getLastPartIdFieldState ( ) const
pure virtual

The last part Id Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getLastTimeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getLastTimeFieldState ( ) const
pure virtual

The last time Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getIrregPriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getIrregPriceFieldState ( ) const
pure virtual

The irreg price Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getIrregVolumeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getIrregVolumeFieldState ( ) const
pure virtual

The irreg volume Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getIrregPartIdFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getIrregPartIdFieldState ( ) const
pure virtual

The irreg part Id Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getIrregTimeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getIrregTimeFieldState ( ) const
pure virtual

The irregular time Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getTradeDateFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getTradeDateFieldState ( ) const
pure virtual

The trade date Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getTradeCountFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getTradeCountFieldState ( ) const
pure virtual

The trade count Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getAccVolumeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getAccVolumeFieldState ( ) const
pure virtual

The accumulated volume Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOffExAccVolumeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getOffExAccVolumeFieldState ( ) const
pure virtual

The off exchange accumulated volume Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOnExAccVolumeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getOnExAccVolumeFieldState ( ) const
pure virtual

The on exchange accumulated volume Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getNetChangeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getNetChangeFieldState ( ) const
pure virtual

The net change Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getPctChangeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getPctChangeFieldState ( ) const
pure virtual

The percentage change Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getTradeDirectionFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getTradeDirectionFieldState ( ) const
pure virtual

The trade direction Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOpenPriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getOpenPriceFieldState ( ) const
pure virtual

The open price Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getHighPriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getHighPriceFieldState ( ) const
pure virtual

The high price Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getLowPriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getLowPriceFieldState ( ) const
pure virtual

The low price Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getClosePriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getClosePriceFieldState ( ) const
pure virtual

The close price Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getPrevClosePriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getPrevClosePriceFieldState ( ) const
pure virtual

The previous close price Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getAdjPrevClosePriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getAdjPrevClosePriceFieldState ( ) const
pure virtual

The adjusted previous close date Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getPrevCloseDateFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getPrevCloseDateFieldState ( ) const
pure virtual

The previous close date Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getBlockCountFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getBlockCountFieldState ( ) const
pure virtual

The block count Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getBlockVolumeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getBlockVolumeFieldState ( ) const
pure virtual

The block volume Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getVwapFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getVwapFieldState ( ) const
pure virtual

The Vwap Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOffExVwapFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getOffExVwapFieldState ( ) const
pure virtual

The off exchange Vwap Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOnExVwapFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getOnExVwapFieldState ( ) const
pure virtual

The on exchange Vwap Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getTotalValueFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getTotalValueFieldState ( ) const
pure virtual

The total value Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOffExTotalValueFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getOffExTotalValueFieldState ( ) const
pure virtual

The Off Exchange Total Value Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOnExTotalValueFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getOnExTotalValueFieldState ( ) const
pure virtual

The On Exchange Total Value Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getStdDevFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getStdDevFieldState ( ) const
pure virtual

The std deviation Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getStdDevSumFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getStdDevSumFieldState ( ) const
pure virtual

The std deviation sum Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getStdDevSumSquaresFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getStdDevSumSquaresFieldState ( ) const
pure virtual

The StdDevSumSquares Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getTradeUnitsFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getTradeUnitsFieldState ( ) const
pure virtual

The trade units Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getLastSeqNumFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getLastSeqNumFieldState ( ) const
pure virtual

The last SeqNum Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getHighSeqNumFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getHighSeqNumFieldState ( ) const
pure virtual

The high seqNum Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getLowSeqNumFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getLowSeqNumFieldState ( ) const
pure virtual

The low SeqNum Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getEventSeqNumFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getEventSeqNumFieldState ( ) const
pure virtual

The event SeqNum Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getTotalVolumeSeqNumFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getTotalVolumeSeqNumFieldState ( ) const
pure virtual

The total volume seqNum Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getCurrencyCodeFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getCurrencyCodeFieldState ( ) const
pure virtual

The currency code Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getSettlePriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getSettlePriceFieldState ( ) const
pure virtual

The settle price Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getSettleDateFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getSettleDateFieldState ( ) const
pure virtual

The last trade price Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOffExchangeTradePriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getOffExchangeTradePriceFieldState ( ) const
pure virtual

The settle date Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getOnExchangeTradePriceFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getOnExchangeTradePriceFieldState ( ) const
pure virtual

The onExchange trade price Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getSideFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getSideFieldState ( ) const
pure virtual

The TradeSide or AggressorSide Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

◆ getShortSaleCircuitBreakerFieldState()

virtual MamdaFieldState Wombat::MamdaTradeRecap::getShortSaleCircuitBreakerFieldState ( ) const
pure virtual
Returns
The ShortSaleCircuitBreaker Field State. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.


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


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