MamdaTradeReport is an interface that provides access to fields related to a trade report. More...
#include <MamdaTradeReport.h>
Public Member Functions | |
virtual const MamaPrice & | getTradePrice () const =0 |
Get the trade price. | |
virtual mama_quantity_t | getTradeVolume () const =0 |
Get the volume of shares in the trade. | |
virtual const char * | getTradePartId () const =0 |
Get the participant identifier for the trade. | |
virtual const char * | getTradeQual () const =0 |
Get the NYSE Technologies normalized trade qualifier. | |
virtual const char * | getTradeQualNative () const =0 |
Get the native feed trade qualifier. | |
virtual const char * | getSide () const =0 |
virtual MamdaFieldState | getSideFieldState () const =0 |
The TradeSide or AggressorSide Field State. | |
virtual mama_u32_t | getTradeSellersSaleDays () const =0 |
Get the trade sellers sale days. | |
virtual char | getTradeStopStock () const =0 |
Get the trade stop stock indicator. | |
virtual bool | getIsIrregular () const =0 |
Get whether the trade is irregular. | |
virtual mama_u64_t | getOrderId () const =0 |
Get the order id, if available. | |
virtual const char * | getUniqueId () const =0 |
Get the unique ID. | |
virtual const char * | getTradeAction () const =0 |
Get the trade action. | |
virtual const char * | getTradeId () const =0 |
Get the trade id. | |
virtual char | getShortSaleCircuitBreaker () const =0 |
get the ShortSaleCircuitBreaker | |
virtual MamdaFieldState | getTradePriceFieldState () const =0 |
The trade price Field State. | |
virtual MamdaFieldState | getTradeVolumeFieldState () const =0 |
The trade volume Field State. | |
virtual MamdaFieldState | getTradePartIdFieldState () const =0 |
The trade part ID Field State. | |
virtual MamdaFieldState | getTradeQualFieldState () const =0 |
The trade qual Field State. | |
virtual MamdaFieldState | getTradeQualNativeFieldState () const =0 |
The trade quality native Field State. | |
virtual MamdaFieldState | getTradeSellersSaleDaysFieldState () const =0 |
The trade sellers sale days Field State. | |
virtual MamdaFieldState | getTradeStopStockFieldState () const =0 |
The trade stop stock Field State. | |
virtual MamdaFieldState | getIsIrregularFieldState () const =0 |
The isIrregular Field State. | |
virtual MamdaFieldState | getOrderIdFieldState () const =0 |
The order ID Field State. | |
virtual MamdaFieldState | getUniqueIdFieldState () const =0 |
The unique ID Field State. | |
virtual MamdaFieldState | getTradeActionFieldState () const =0 |
The trade action Field State. | |
virtual MamdaFieldState | getTradeIdFieldState () const =0 |
The trade ID Field State. | |
virtual MamdaFieldState | getShortSaleCircuitBreakerFieldState () const =0 |
virtual | ~MamdaTradeReport () |
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virtual const char * | getSymbol () const =0 |
Get the instruments string symbol. | |
virtual MamdaFieldState | getSymbolFieldState () const =0 |
Get the string symbol field state. | |
virtual const char * | getPartId () const =0 |
Get the participant identifier. | |
virtual MamdaFieldState | getPartIdFieldState () const =0 |
Get the participant identifier field state. | |
virtual mama_seqnum_t | getEventSeqNum () const =0 |
Get the event sequence number. | |
virtual MamdaFieldState | getEventSeqNumFieldState () const =0 |
Get the event sequence number field state. | |
virtual const MamaDateTime & | getEventTime () const =0 |
Get the event time. | |
virtual MamdaFieldState | getEventTimeFieldState () const =0 |
Get the event time field state. | |
virtual const MamaDateTime & | getSrcTime () const =0 |
Get the source time. | |
virtual MamdaFieldState | getSrcTimeFieldState () const =0 |
Get the source time field state. | |
virtual const MamaDateTime & | getActivityTime () const =0 |
Get the activity time. | |
virtual MamdaFieldState | getActivityTimeFieldState () const =0 |
Get the activity time field state. | |
virtual const MamaDateTime & | getLineTime () const =0 |
Get the line time. | |
virtual MamdaFieldState | getLineTimeFieldState () const =0 |
Get the line time of the update. | |
virtual const MamaDateTime & | getSendTime () const =0 |
Get the send time. | |
virtual MamdaFieldState | getSendTimeFieldState () const =0 |
Get the send time field state. | |
virtual const MamaMsgQual & | getMsgQual () const =0 |
Get the message qualifier. | |
virtual MamdaFieldState | getMsgQualFieldState () const =0 |
Get the message qualifier field state. | |
virtual | ~MamdaBasicEvent () |
Destructor. |
MamdaTradeReport is an interface that provides access to fields related to a trade report.
This class is used for all trade reports, whether those trades qualify as regular or irregular trades. (A regular trade generally qualifies to update the official last price and intraday high/low prices.)
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virtual |
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pure virtual |
Get the trade price.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Get the volume of shares in the trade.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Get the participant identifier for the trade.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Get the NYSE Technologies normalized trade qualifier.
Value | Meaning |
Normal | Regular trade. A trade made without stated conditions is deemed regular way for settlement on the third * business day following the transaction * date. |
Acquisition | A transaction made on the Exchange as a result of an Exchange acquisition. |
Bunched | A trade representing an aggregate of two or more regular trades in a security occurring at the same price either simultaneously or within the same 60 second period, with no individual trade exceeding 10,000 shares. |
Cash | A transaction which calls for the delivery of securities and payment on the same day the trade takes place. |
Distribution | Sale of a large block of stock in such a manner that the price is not adversely affected. |
BunchedSold | A bunched trade which is reported late |
Rule155 | To qualify as a 155 print, a specialist arranges for the sale of the block at one "clean-up" price or at the different price limits on his book. If the block is sold at a "clean-up" price, the specialist should execute at the same price all the executable buy orders on his book. The sale qualifier is only applicable for AMEX trades. |
SoldLast | Sold Last is used when a trade prints in sequence but is reported late or printed in conformance to the One or Two Point Rule. |
NextDay | A transaction which calls for delivery of securities on the first business day after the trade date. |
Opened | Indicates an opening transaction that is printed out of sequence or reported late or printed in conformance to the One or Two Point Rule. |
PriorRef | An executed trade that relates to an obligation to trade at an earlier point in the trading day or that refer to a prior reference price. This may be the result of an order that was lost or misplaced or a SelectNet order that was not executed on a timely basis. |
Seller | A Seller's option transaction is a special transaction which gives the seller the right to deliver the stock at any time within a specific period, ranging from not less than four calendar days to no more than 60 calendar days. |
SplitTrade | An execution in two markets when the specialist or Market Maker in the market first receiving the order agrees to execute a portion of it at whatever price is realized in another market to which the balance of the order is forwarded for execution. |
FormT | See PrePostMkt. Currently, all feed handlers that post Form-T trades - except CTA - send this qualifier for Form-T trades. In the next major release, all fields will use PrePostMkt and FormT will be obsolete. |
PrePostMkt | A trade reported before or after the normal trade reporting day. This is also known as a Form-T trade. The volume of Form-T trades will be included in the calculation of total volume. The price information in Form-T trades will not be used to update high, low and last sale data for individual securities or Indices since they occur outside of normal trade reporting hours. Currently, all feed handlers that post Form-T trades - except CTA - send the "FormT" qualifier for Fot-T trades. In the next major release, all feed handlers will use PrePostMkt and FormT will be obsolete. |
AvPrice | A trade where the price reported is based upon an average of the prices for transactions in a security during all or any portion of the trading day. |
Sold | Sold is used when a trade is printed (reported) out of sequence and at a time different from the actual transaction time. |
Adjusted | |
Auto | A sale condition code that identifies a NYSE trade that has been automatically executed without the potential benefit of price improvement. |
Basket | |
CashOnly | |
NextDayOnly | |
SpecTerms | |
Stopped | |
CATS | |
VCT | |
Rule127 | |
BurstBasket | A burst basket execution signifies a trade wherein the equity Specialists, acting in the aggregate as a market maker, purchase or sell the component stocks required for execution of a specific basket trade. |
OpenDetail | Opening trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published. |
Detail | Trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published. |
Reserved | |
BasketCross | |
BasketIndexOnClose | A basket index on close transaction signifies a trade involving paired basket orders,the execution of which is based on the closing value of the index. These trades are reported after the close when the index closing value is determined. |
IntermarketSweep | Indicates to CTS data recipients that the execution price reflects the order instruction not to send the order to another market that may have a superior price. |
YellowFlag | Regular trades reported during specific events as out of the ordinary. |
MarketCenterOpen | |
MarketCenterClose | |
Unknown |
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Get the native feed trade qualifier.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
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 |
Get the trade sellers sale days.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Get the trade stop stock indicator.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Get whether the trade is irregular.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Get the order id, if available.
Implemented in Wombat::MamdaTradeListener.
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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::MamdaTradeListener.
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pure virtual |
The trade price Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The trade volume Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The trade part ID Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The trade qual Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The trade quality native Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The trade sellers sale days Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The trade stop stock Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The isIrregular Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The order ID Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The unique ID Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The trade action Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
The trade ID Field State.
Implemented in Wombat::MamdaTradeListener.
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pure virtual |
Implemented in Wombat::MamdaTradeListener.