MamdaTradeRecap is an interface that provides access to trade related fields. More...
#include <MamdaTradeRecap.h>
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 () |
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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... | |
MamdaTradeRecap is an interface that provides access to trade related fields.
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pure virtual |
Monetary value of an individual share of the security at the time of the trade.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Number of shares traded in a single transaction for an individual security.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Trade participant ID.
This is typically an exchange ID, sometimes a market maker ID.
Implemented in Wombat::MamdaTradeListener.
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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.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Monetary value of an individual share of the security at the time of the last irregular trade.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Number of shares traded in a single transaction for an individual security.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Irregular trade participant ID.
This is typically an exchange ID, sometimes a market maker ID.
Implemented in Wombat::MamdaTradeListener.
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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.
Implemented in Wombat::MamdaTradeListener.
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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.
Implemented in Wombat::MamdaTradeListener.
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The number of trades today.
Implemented in Wombat::MamdaTradeListener.
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Total volume of shares traded in a security at the time it is disseminated.
Implemented in Wombat::MamdaTradeListener.
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Total volume of off-exchange shares traded in a security at the time it is disseminated.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Total volume of on-exchange shares traded in a security at the time it is disseminated.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Change in price compared with the previous closing price (i.e.
previous closing price - trade price).
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Percentage change in price compared with the previous closing price (i.e.
previous closing price - trade price).
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Trade tick direction.
See MamdaTradeDirection.h for details.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The price of the first qualifying trade in the security during the current trading day.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Highest price paid for security during the trading day.
Implemented in Wombat::MamdaTradeListener.
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Lowest price paid for security during the trading day.
Implemented in Wombat::MamdaTradeListener.
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Today's closing price.
The closing price field is populated when official closing prices are sent by the feed after the session close.
Implemented in Wombat::MamdaTradeListener.
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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.
Implemented in Wombat::MamdaTradeListener.
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The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Date corresponding to wPrevClosePrice.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The number of block trades (at least 10,000 shares) today.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Total volume of block trades today.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Volume-weighted average price of a security at the time it is disseminated.
Equivalent to dividing total value by total volume.
Implemented in Wombat::MamdaTradeListener.
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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.
Implemented in Wombat::MamdaTradeListener.
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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.
Implemented in Wombat::MamdaTradeListener.
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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.
Implemented in Wombat::MamdaTradeListener.
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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.
Implemented in Wombat::MamdaTradeListener.
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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.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Standard deviation of last trade price of a security at the time it is disseminated.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Sum of the standard deviations.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Square of the sum of the standard deviations.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Sequence number of the last trade.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Sequence number of incoming message which gives high value.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Sequence number of incoming message which gives low value.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Sequence number of trade.
Implemented in Wombat::MamdaTradeListener.
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Implemented in Wombat::MamdaTradeListener.
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Currency of the trade (eg US$)
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Trade execution venue.
See MamdaTradeExecVenue.h for details.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Monetary value of an individual share of the security off exchange at the time of the trade.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Monetary value of an individual share of the security on exchange at the time of the trade.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
get the ShortSaleCircuitBreaker
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The last trade price Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The last volume Field State.
Implemented in Wombat::MamdaTradeListener.
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The last part Id Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The last time Field State.
Implemented in Wombat::MamdaTradeListener.
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The irreg price Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The irreg volume Field State.
Implemented in Wombat::MamdaTradeListener.
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The irreg part Id Field State.
Implemented in Wombat::MamdaTradeListener.
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The irregular time Field State.
Implemented in Wombat::MamdaTradeListener.
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The trade date Field State.
Implemented in Wombat::MamdaTradeListener.
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The trade count Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The accumulated volume Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The off exchange accumulated volume Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The on exchange accumulated volume Field State.
Implemented in Wombat::MamdaTradeListener.
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The net change Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The percentage change Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The trade direction Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The open price Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The high price Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The low price Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The close price Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The previous close price Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The adjusted previous close date Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The previous close date Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The block count Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The block volume Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The Vwap Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The off exchange Vwap Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The on exchange Vwap Field State.
Implemented in Wombat::MamdaTradeListener.
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The total value Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The Off Exchange Total Value Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The On Exchange Total Value Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The std deviation Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The std deviation sum Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The StdDevSumSquares Field State.
Implemented in Wombat::MamdaTradeListener.
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The trade units Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The last SeqNum Field State.
Implemented in Wombat::MamdaTradeListener.
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The high seqNum Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The low SeqNum Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The event SeqNum Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The total volume seqNum Field State.
Implemented in Wombat::MamdaTradeListener.
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The currency code Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The settle price Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The last trade price Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The settle date Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The onExchange trade price Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The TradeSide or AggressorSide Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Implemented in Wombat::MamdaTradeListener.