com.wombat.mamda
public interface MamdaQuoteUpdate extends MamdaBasicEvent
getActivityTime, getActivityTimeFieldState, getEventSeqNum, getEventSeqNumFieldState, getEventTime, getEventTimeFieldState, getSrcTime, getSrcTimeFieldState
com.wombat.mama.MamaPrice getBidPrice()
short getBidPriceFieldState()
double getBidSize()
short getBidSizeFieldState()
java.lang.String getBidPartId()
short getBidPartIdFieldState()
com.wombat.mama.MamaPrice getAskPrice()
short getAskPriceFieldState()
double getAskSize()
short getAskSizeFieldState()
java.lang.String getAskPartId()
short getAskPartIdFieldState()
java.lang.String getQuoteQual()
Value | Meaning |
Normal | Regular quote; no special condition |
DepthAsk | Depth on ask side |
DepthBid | Depth on bid side |
SlowQuoteOnAskSide | This indicates that a market participants Ask is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements. |
SlowQuoteOnBidSide | This indicates that a market participants Bid is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements. |
Fast | Fast trading |
NonFirm | Non-firm quote |
Rotation | OPRA only. Quote relates to a trading rotation (Where a participant rotates through various clients that they are trading for) |
Auto | Automatic trade |
Inactive | |
SpecBid | Specialist bid |
SpecAsk | Specialist ask |
OneSided | One sided. No orders, or only market orders, exist on one side of the book. |
PassiveMarketMaker | Market Maker is both underwriter and buyer of security. |
LockedMarket | Locked market - Bid is equal to Ask for OTCBB issues |
Crossed | Crossed market - Bid is greater than Ask for OTCBB |
Synd | Syndicate bid |
PreSynd | Pre-syndicate bid |
Penalty | Penalty bid |
UnsolBid | Unsolicited bid |
UnsolAsk | Unsolicited ask |
UnsolQuote | Unsolicited quote |
Empty | Empty quote (no quote) |
XpressBid | NYSE LiquidityQuote Xpress bid indicator |
XpressAsk | NYSE LiquidityQuote Xpress ask indicator |
BestOrder | |
WillSell | |
WillBuy | |
AnyOrder | |
MktOnly | Market orders only. |
ManualAsk | This indicates that a market participants Ask is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements. |
ManualBid | This indicates that a market participants Bid is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements. |
AutomaticAsk | This indicates that the marlet participant's Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid) |
AutomaticBid | This indicates that the marlet participant's Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid) |
Closing | Closing quote. |
Unknown | Quote condition unknown. |
short getQuoteQualFieldState()
java.lang.String getQuoteQualNative()
getQuoteQual()
short getQuoteQualNativeFieldState()
char getShortSaleBidTick()
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 |
short getShortSaleBidTickFieldState()
char getShortSaleCircuitBreaker()
short getShortSaleCircuitBreakerFieldState()
com.wombat.mama.MamaDateTime getAskTime()
short getAskTimeFieldState()
com.wombat.mama.MamaDateTime getBidTime()
short getBidTimeFieldState()
java.lang.String getAskIndicator()
short getAskIndicatorFieldState()
java.lang.String getBidIndicator()
short getBidIndicatorFieldState()
long getAskUpdateCount()
short getAskUpdateCountFieldState()
long getBidUpdateCount()
short getBidUpdateCountFieldState()
double getAskYield()
short getAskYieldFieldState()
double getBidYield()
short getBidYieldFieldState()
double getAskDepth()
double getBidDepth()
short getAskDepthFieldState()
short getBidDepthFieldState()
java.lang.String getBidSizesList()
short getBidSizesListFieldState()
java.lang.String getAskSizesList()
short getAskSizesListFieldState()
Copyright 2007 Wombat Financial Software, Inc.