MamdaQuoteListener is a class that specializes in handling quote updates. More...
#include <MamdaQuoteListener.h>
Public Member Functions | |
MamdaQuoteListener () | |
virtual | ~MamdaQuoteListener () |
void | addHandler (MamdaQuoteHandler *handler) |
void | processPosDupAndOutOfSeqAsTransient (bool tf) |
void | resolvePossiblyDuplicate (bool tf) |
void | usePosDupAndOutOfSeqHandlers (bool tf) |
const char * | getSymbol () const |
Get the instruments string symbol. | |
const char * | getPartId () const |
Get the participant identifier. | |
const MamaDateTime & | getSrcTime () const |
Get the source time. | |
const MamaDateTime & | getActivityTime () const |
Get the activity time. | |
const MamaDateTime & | getLineTime () const |
Get the line time. | |
const MamaDateTime & | getSendTime () const |
Get the send time. | |
const MamaMsgQual & | getMsgQual () const |
Get the message qualifier. | |
const char * | getPubId () const |
const MamaPrice & | getBidPrice () const |
Get the quote bid price. | |
mama_quantity_t | getBidSize () const |
Get the quote bid size. | |
mama_quantity_t | getBidDepth () const |
Get the quote bid depth. | |
const char * | getBidPartId () const |
Get the quote bid participant identifier. | |
const MamaPrice & | getBidClosePrice () const |
Get the closing bid price. | |
const MamaDateTime & | getBidCloseDate () const |
Get the bid closing date. | |
const MamaPrice & | getBidPrevClosePrice () const |
Get the previous bid closing price. | |
const MamaDateTime & | getBidPrevCloseDate () const |
Get the previous bid closing date. | |
const MamaPrice & | getBidHigh () const |
Get the high bid price for the day. | |
const MamaPrice & | getBidLow () const |
Get the low bid price for the day. | |
const MamaPrice & | getAskPrice () const |
Get the quote ask price. | |
mama_quantity_t | getAskSize () const |
Get the quote ask size. | |
mama_quantity_t | getAskDepth () const |
Get the quote ask depth. | |
const char * | getAskPartId () const |
Get the quote ask participant identifier. | |
const MamaPrice & | getAskClosePrice () const |
Get the closing ask price. | |
const MamaDateTime & | getAskCloseDate () const |
Get the ask quote closing date. | |
const MamaPrice & | getAskPrevClosePrice () const |
Get the previous ask closing price. | |
const MamaDateTime & | getAskPrevCloseDate () const |
Get the previous ask closing date. | |
const MamaPrice & | getAskHigh () const |
Get the high ask price for the day. | |
const MamaPrice & | getAskLow () const |
Get the low ask price for the day. | |
const MamaPrice & | getQuoteMidPrice () const |
Get the quote mid price. | |
mama_u32_t | getQuoteCount () const |
Get the quote count. | |
const char * | getQuoteQualStr () const |
Get the quote qualifiers. | |
const char * | getQuoteQualNative () const |
Get the native feed quote qualifier. | |
mama_seqnum_t | getEventSeqNum () const |
Get the event sequence number. | |
const MamaDateTime & | getEventTime () const |
Get the event time. | |
const MamaDateTime & | getQuoteDate () const |
Get the quote date. | |
mama_seqnum_t | getBeginGapSeqNum () const |
The starting sequence number of detected missing quotes based on the quote count. | |
mama_seqnum_t | getEndGapSeqNum () const |
The end sequence number of detected missing quotes based on the quote count. | |
char | getShortSaleBidTick () const |
NASDAQ Bid Tick Indicator for Short Sale Rule Compliance. | |
const MamaDateTime & | getAskTime () const |
Get the quote ask time. | |
const MamaDateTime & | getBidTime () const |
Get the quote bid time. | |
const char * | getAskIndicator () const |
Get the quote ask indicator. | |
const char * | getBidIndicator () const |
Get the quote bid indicator. | |
mama_u32_t | getAskUpdateCount () const |
Get the quote ask update count. | |
mama_u32_t | getBidUpdateCount () const |
Get the quote bid update count. | |
double | getAskYield () const |
Get the quote ask yield. | |
double | getBidYield () const |
Get the quote bid yield. | |
const char * | getAskSizesList () const |
Get the ask sizes list. | |
const char * | getBidSizesList () const |
Get the bid sizes list. | |
char | getShortSaleCircuitBreaker () const |
get the ShortSaleCircuitBreaker | |
MamdaFieldState | getSymbolFieldState () const |
Get the string symbol field state. | |
MamdaFieldState | getBidPriceFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getBidSizeFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getPartIdFieldState () const |
Get the participant identifier field state. | |
MamdaFieldState | getSrcTimeFieldState () const |
Get the source time field state. | |
MamdaFieldState | getActivityTimeFieldState () const |
Get the activity time field state. | |
MamdaFieldState | getLineTimeFieldState () const |
Get the line time of the update. | |
MamdaFieldState | getSendTimeFieldState () const |
Get the send time field state. | |
MamdaFieldState | getPubIdFieldState () const |
MamdaFieldState | getMsgQualFieldState () const |
Get the message qualifier field state. | |
MamdaFieldState | getPubIdModified () const |
MamdaFieldState | getBidDepthFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getBidPartIdFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getBidClosePriceFieldState () const |
Get the closing bid price field state. | |
MamdaFieldState | getBidCloseDateFieldState () const |
MamdaFieldState | getBidPrevClosePriceFieldState () const |
MamdaFieldState | getBidPrevCloseDateFieldState () const |
MamdaFieldState | getBidHighFieldState () const |
MamdaFieldState | getBidLowFieldState () const |
MamdaFieldState | getAskPriceFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getAskSizeFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getAskDepthFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getAskPartIdFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getAskClosePriceFieldState () const |
Get the closing bid price field state. | |
MamdaFieldState | getAskCloseDateFieldState () const |
MamdaFieldState | getAskPrevClosePriceFieldState () const |
MamdaFieldState | getAskPrevCloseDateFieldState () const |
MamdaFieldState | getAskHighFieldState () const |
MamdaFieldState | getAskLowFieldState () const |
MamdaFieldState | getQuoteMidPriceFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getQuoteCountFieldState () const |
MamdaFieldState | getQuoteQualStrFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getQuoteQualNativeFieldState () const |
Get the native feed quote qualifier fieldState. | |
MamdaFieldState | getEventSeqNumFieldState () const |
Get the event sequence number field state. | |
MamdaFieldState | getEventTimeFieldState () const |
Get the event time field state. | |
MamdaFieldState | getQuoteDateFieldState () const |
Get the quote date fieldState. | |
MamdaFieldState | getBeginGapSeqNumFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getEndGapSeqNumFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getShortSaleBidTickFieldState () const |
Get the short sale bid tick fieldState. | |
MamdaFieldState | getAskTimeFieldState () const |
Get the quote ask time fieldState. | |
MamdaFieldState | getBidTimeFieldState () const |
Get the quote bid time fieldState. | |
MamdaFieldState | getAskIndicatorFieldState () const |
Get the quote ask indicator fieldState. | |
MamdaFieldState | getBidIndicatorFieldState () const |
Get the quote bid indicator fieldState. | |
MamdaFieldState | getAskUpdateCountFieldState () const |
Get the quote ask update count fieldState. | |
MamdaFieldState | getBidUpdateCountFieldState () const |
Get the quote bid update count fieldState. | |
MamdaFieldState | getAskYieldFieldState () const |
Get the quote ask yield fieldState. | |
MamdaFieldState | getBidYieldFieldState () const |
Get the quote bid yield fieldState. | |
MamdaFieldState | getAskSizesListFieldState () const |
Get the ask sizes list fieldState. | |
MamdaFieldState | getBidSizesListFieldState () const |
Get the bid sizes list fieldState. | |
MamdaFieldState | getShortSaleCircuitBreakerFieldState () const |
virtual void | onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType) |
Implementation of MamdaListener interface. | |
void | assertEqual (MamdaQuoteListener *listener) |
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virtual | ~MamdaMsgListener () |
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virtual | ~MamdaQuoteRecap () |
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virtual | ~MamdaBasicRecap () |
Destructor. | |
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virtual | ~MamdaQuoteUpdate () |
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virtual | ~MamdaBasicEvent () |
Destructor. | |
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virtual | ~MamdaQuoteGap () |
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virtual | ~MamdaQuoteClosing () |
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virtual | ~MamdaQuoteOutOfSequence () |
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virtual | ~MamdaQuotePossiblyDuplicate () |
MamdaQuoteListener is a class that specializes in handling quote updates.
Developers provide their own implementation of the MamdaQuoteHandler interface and will be delivered notifications for quotes and quote closing prices. An obvious application for this MAMDA class is any kind of quote tick capture application.
Note: The MamdaQuoteListener class caches quote-related field values. Among other reasons, caching of these fields makes it possible to provide complete quote-related callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.
MamdaQuoteListener should initialize the MamdaQuoteFields class prior to receiving the first message by calling MamdaQuoteFields::setDictionary() with a valid dictionary object which contains Quote related fields.
Wombat::MamdaQuoteListener::MamdaQuoteListener | ( | ) |
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void Wombat::MamdaQuoteListener::addHandler | ( | MamdaQuoteHandler * | handler | ) |
void Wombat::MamdaQuoteListener::processPosDupAndOutOfSeqAsTransient | ( | bool | tf | ) |
void Wombat::MamdaQuoteListener::resolvePossiblyDuplicate | ( | bool | tf | ) |
void Wombat::MamdaQuoteListener::usePosDupAndOutOfSeqHandlers | ( | bool | tf | ) |
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Get the instruments string symbol.
Implements Wombat::MamdaBasicEvent.
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Get the participant identifier.
Implements Wombat::MamdaBasicEvent.
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Get the source time.
Implements Wombat::MamdaBasicEvent.
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Get the activity time.
Implements Wombat::MamdaBasicEvent.
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Get the line time.
Implements Wombat::MamdaBasicEvent.
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Get the send time.
Implements Wombat::MamdaBasicEvent.
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Get the message qualifier.
Implements Wombat::MamdaBasicEvent.
const char* Wombat::MamdaQuoteListener::getPubId | ( | ) | const |
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Get the quote bid price.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote bid size.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote bid depth.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote bid participant identifier.
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Implements Wombat::MamdaQuoteOutOfSequence.
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Get the closing bid price.
Implements Wombat::MamdaQuoteClosing.
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Get the bid closing date.
Implements Wombat::MamdaQuoteRecap.
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Get the previous bid closing price.
Implements Wombat::MamdaQuoteRecap.
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Get the previous bid closing date.
Implements Wombat::MamdaQuoteRecap.
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Get the quote ask price.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote ask size.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote ask depth.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote ask participant identifier.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the closing ask price.
Implements Wombat::MamdaQuoteClosing.
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Get the ask quote closing date.
Implements Wombat::MamdaQuoteRecap.
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Get the previous ask closing price.
Implements Wombat::MamdaQuoteRecap.
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Get the previous ask closing date.
Implements Wombat::MamdaQuoteRecap.
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Get the quote mid price.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote count.
Implements Wombat::MamdaQuoteRecap.
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Get the quote qualifiers.
Value | Meaning |
Normal | Regular quote; no special condition |
DepthAsk | Depth on ask side |
DepthBid | Depth on bid side |
Fast | Fast trading |
NonFirm | Non-firm quote |
Rotation | ? |
Auto | Automatic trade |
Inactive | ? |
SpecBid | Specialist bid |
SpecAsk | Specialist ask |
Locked | Locked market - Bid is equal to Ask for OTCBB issues (Recaps only) |
Crossed | Crossed market - Bid is greater than Ask for OTCBB (Recaps only) |
Synd | Syndicate bid |
PreSynd | Pre-syndicate bid |
Penalty | Penalty bid |
UnsolBid | Unsolicited bid |
UnsolAsk | Unsolicited ask |
UnsolQuote | Unsolicited quote |
Firm | ? |
RangeInd | ? |
XpressBid | NYSE LiquidityQuote Xpress bid indicator |
XpressAsk | NYSE LiquidityQuote Xpress ask indicator |
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the native feed quote qualifier.
Implements Wombat::MamdaQuoteRecap.
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Get the event sequence number.
Implements Wombat::MamdaBasicEvent.
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Get the event time.
Implements Wombat::MamdaBasicEvent.
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The starting sequence number of detected missing quotes based on the quote count.
Implements Wombat::MamdaQuoteGap.
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The end sequence number of detected missing quotes based on the quote count.
Implements Wombat::MamdaQuoteGap.
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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 |
Implements Wombat::MamdaQuoteRecap.
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Get the quote ask update count.
Implements Wombat::MamdaQuoteRecap.
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Get the quote bid update count.
Implements Wombat::MamdaQuoteRecap.
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get the ShortSaleCircuitBreaker
Implements Wombat::MamdaQuoteRecap.
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Get the string symbol field state.
Implements Wombat::MamdaBasicEvent.
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the participant identifier field state.
Implements Wombat::MamdaBasicEvent.
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Get the source time field state.
Implements Wombat::MamdaBasicEvent.
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Get the activity time field state.
Implements Wombat::MamdaBasicEvent.
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Get the line time of the update.
Implements Wombat::MamdaBasicEvent.
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Get the send time field state.
Implements Wombat::MamdaBasicEvent.
MamdaFieldState Wombat::MamdaQuoteListener::getPubIdFieldState | ( | ) | const |
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Get the message qualifier field state.
Implements Wombat::MamdaBasicEvent.
MamdaFieldState Wombat::MamdaQuoteListener::getPubIdModified | ( | ) | const |
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the closing bid price field state.
Implements Wombat::MamdaQuoteClosing.
MamdaFieldState Wombat::MamdaQuoteListener::getBidCloseDateFieldState | ( | ) | const |
MamdaFieldState Wombat::MamdaQuoteListener::getBidPrevClosePriceFieldState | ( | ) | const |
MamdaFieldState Wombat::MamdaQuoteListener::getBidPrevCloseDateFieldState | ( | ) | const |
MamdaFieldState Wombat::MamdaQuoteListener::getBidHighFieldState | ( | ) | const |
MamdaFieldState Wombat::MamdaQuoteListener::getBidLowFieldState | ( | ) | const |
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the closing bid price field state.
Implements Wombat::MamdaQuoteClosing.
MamdaFieldState Wombat::MamdaQuoteListener::getAskCloseDateFieldState | ( | ) | const |
MamdaFieldState Wombat::MamdaQuoteListener::getAskPrevClosePriceFieldState | ( | ) | const |
MamdaFieldState Wombat::MamdaQuoteListener::getAskPrevCloseDateFieldState | ( | ) | const |
MamdaFieldState Wombat::MamdaQuoteListener::getAskHighFieldState | ( | ) | const |
MamdaFieldState Wombat::MamdaQuoteListener::getAskLowFieldState | ( | ) | const |
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteOutOfSequence.
MamdaFieldState Wombat::MamdaQuoteListener::getQuoteCountFieldState | ( | ) | const |
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteOutOfSequence.
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Get the native feed quote qualifier fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the event sequence number field state.
Implements Wombat::MamdaBasicEvent.
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Get the event time field state.
Implements Wombat::MamdaBasicEvent.
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Get the quote date fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteGap.
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteGap.
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Get the short sale bid tick fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the quote ask time fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the quote bid time fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the quote ask indicator fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the quote bid indicator fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the quote ask update count fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the quote bid update count fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the quote ask yield fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the quote bid yield fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the ask sizes list fieldState.
Implements Wombat::MamdaQuoteRecap.
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Get the bid sizes list fieldState.
Implements Wombat::MamdaQuoteRecap.
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Implements Wombat::MamdaQuoteRecap.
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Implementation of MamdaListener interface.
Implements Wombat::MamdaMsgListener.
void Wombat::MamdaQuoteListener::assertEqual | ( | MamdaQuoteListener * | listener | ) |