MamdaQuoteUpdate is an interface that provides access to fields related to quote updates. More...
#include <MamdaQuoteUpdate.h>
Public Member Functions | |
virtual const MamaPrice & | getBidPrice () const =0 |
Get the quote bid price. More... | |
virtual mama_quantity_t | getBidSize () const =0 |
Get the quote bid size. More... | |
virtual mama_quantity_t | getBidDepth () const =0 |
Get the quote bid depth. More... | |
virtual const char * | getBidPartId () const =0 |
Get the quote participant identifier. More... | |
virtual const MamaPrice & | getAskPrice () const =0 |
Get the quote ask price. More... | |
virtual mama_quantity_t | getAskSize () const =0 |
Get the quote ask size. More... | |
virtual mama_quantity_t | getAskDepth () const =0 |
Get the quote ask depth. More... | |
virtual const char * | getAskPartId () const =0 |
Get the quote ask participant identifier. More... | |
virtual const MamaPrice & | getQuoteMidPrice () const =0 |
Get the quote mid price. More... | |
virtual const char * | getQuoteQualStr () const =0 |
Get the quote qualifier. More... | |
virtual const char * | getQuoteQualNative () const =0 |
Get the native feed quote qualifier. More... | |
virtual char | getShortSaleBidTick () const =0 |
NASDAQ Bid Tick Indicator for Short Sale Rule Compliance. More... | |
virtual const MamaDateTime & | getAskTime () const =0 |
Get the quote ask time. More... | |
virtual const MamaDateTime & | getBidTime () const =0 |
Get the quote bid time. More... | |
virtual const MamaDateTime & | getQuoteDate () const =0 |
Get the quote date. More... | |
virtual const char * | getAskIndicator () const =0 |
Get the quote ask indicator. More... | |
virtual const char * | getBidIndicator () const =0 |
Get the quote bid indicator. More... | |
virtual mama_u32_t | getAskUpdateCount () const =0 |
Get the quote ask update count. More... | |
virtual mama_u32_t | getBidUpdateCount () const =0 |
Get the quote bid update count. More... | |
virtual double | getAskYield () const =0 |
Get the quote ask yield. More... | |
virtual double | getBidYield () const =0 |
Get the quote bid yield. More... | |
virtual const char * | getAskSizesList () const =0 |
Get the ask sizes list. More... | |
virtual const char * | getBidSizesList () const =0 |
Get the bid sizes list. More... | |
virtual char | getShortSaleCircuitBreaker () const =0 |
get the ShortSaleCircuitBreaker More... | |
virtual MamdaFieldState | getBidPriceFieldState () const =0 |
Get the quote bid price fieldState. More... | |
virtual MamdaFieldState | getBidSizeFieldState () const =0 |
Get the quote bid size fieldState. More... | |
virtual MamdaFieldState | getBidDepthFieldState () const =0 |
Get the quote bid depth fieldState. More... | |
virtual MamdaFieldState | getBidPartIdFieldState () const =0 |
Get the quote participant identifier fieldState. More... | |
virtual MamdaFieldState | getAskPriceFieldState () const =0 |
Get the quote ask price fieldState. More... | |
virtual MamdaFieldState | getAskSizeFieldState () const =0 |
Get the quote ask size fieldState. More... | |
virtual MamdaFieldState | getAskDepthFieldState () const =0 |
Get the quote ask depth fieldState. More... | |
virtual MamdaFieldState | getAskPartIdFieldState () const =0 |
Get the quote ask participant identifier fieldState. More... | |
virtual MamdaFieldState | getQuoteMidPriceFieldState () const =0 |
Get the quote mid price fieldState. More... | |
virtual MamdaFieldState | getQuoteQualStrFieldState () const =0 |
Get the quote qualifier fieldState. More... | |
virtual MamdaFieldState | getQuoteQualNativeFieldState () const =0 |
Get the native feed quote qualifier fieldState. More... | |
virtual MamdaFieldState | getShortSaleBidTickFieldState () const =0 |
Get the short sale bid tick fieldState. More... | |
virtual MamdaFieldState | getAskTimeFieldState () const =0 |
Get the quote ask time fieldState. More... | |
virtual MamdaFieldState | getBidTimeFieldState () const =0 |
Get the quote bid time fieldState. More... | |
virtual MamdaFieldState | getQuoteDateFieldState () const =0 |
Get the quote date fieldState. More... | |
virtual MamdaFieldState | getAskIndicatorFieldState () const =0 |
Get the quote ask indicator fieldState. More... | |
virtual MamdaFieldState | getBidIndicatorFieldState () const =0 |
Get the quote bid indicator fieldState. More... | |
virtual MamdaFieldState | getAskUpdateCountFieldState () const =0 |
Get the quote ask update count fieldState. More... | |
virtual MamdaFieldState | getBidUpdateCountFieldState () const =0 |
Get the quote bid update count fieldState. More... | |
virtual MamdaFieldState | getAskYieldFieldState () const =0 |
Get the quote ask yield fieldState. More... | |
virtual MamdaFieldState | getBidYieldFieldState () const =0 |
Get the quote bid yield fieldState. More... | |
virtual MamdaFieldState | getAskSizesListFieldState () const =0 |
Get the ask sizes list fieldState. More... | |
virtual MamdaFieldState | getBidSizesListFieldState () const =0 |
Get the bid sizes list fieldState. More... | |
virtual MamdaFieldState | getShortSaleCircuitBreakerFieldState () const =0 |
virtual | ~MamdaQuoteUpdate () |
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virtual const char * | getSymbol () const =0 |
Get the instruments string symbol. More... | |
virtual MamdaFieldState | getSymbolFieldState () const =0 |
Get the string symbol field state. 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 mama_seqnum_t | getEventSeqNum () const =0 |
Get the event sequence number. More... | |
virtual MamdaFieldState | getEventSeqNumFieldState () const =0 |
Get the event sequence number field state. More... | |
virtual const MamaDateTime & | getEventTime () const =0 |
Get the event time. More... | |
virtual MamdaFieldState | getEventTimeFieldState () const =0 |
Get the event time field state. More... | |
virtual const MamaDateTime & | getSrcTime () const =0 |
Get the source time. More... | |
virtual MamdaFieldState | getSrcTimeFieldState () const =0 |
Get the source time field state. More... | |
virtual const MamaDateTime & | getActivityTime () const =0 |
Get the activity time. More... | |
virtual MamdaFieldState | getActivityTimeFieldState () const =0 |
Get the activity time field state. More... | |
virtual const MamaDateTime & | getLineTime () const =0 |
Get the line time. More... | |
virtual MamdaFieldState | getLineTimeFieldState () const =0 |
Get the line time of the update. More... | |
virtual const MamaDateTime & | getSendTime () const =0 |
Get the send time. More... | |
virtual MamdaFieldState | getSendTimeFieldState () const =0 |
Get the send time field state. More... | |
virtual const MamaMsgQual & | getMsgQual () const =0 |
Get the message qualifier. More... | |
virtual MamdaFieldState | getMsgQualFieldState () const =0 |
Get the message qualifier field state. More... | |
virtual | ~MamdaBasicEvent () |
Destructor. More... | |
MamdaQuoteUpdate is an interface that provides access to fields related to quote updates.
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pure virtual |
Get the quote bid price.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid size.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid depth.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote participant identifier.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask price.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask size.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask depth.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask participant identifier.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote mid price.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote qualifier.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the native feed quote qualifier.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
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).
Value | Meaning |
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 |
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
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pure virtual |
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pure virtual |
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pure virtual |
Get the quote ask indicator.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid indicator.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask update count.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid update count.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
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pure virtual |
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pure virtual |
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pure virtual |
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pure virtual |
get the ShortSaleCircuitBreaker
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid price fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid size fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid depth fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote participant identifier fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask price fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask size fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask depth fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask participant identifier fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote mid price fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote qualifier fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the native feed quote qualifier fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the short sale bid tick fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask time fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid time fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote date fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask indicator fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid indicator fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask update count fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid update count fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote ask yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the quote bid yield fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the ask sizes list fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Get the bid sizes list fieldState.
Implemented in Wombat::MamdaQuoteListener.
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pure virtual |
Implemented in Wombat::MamdaQuoteListener.