OpenMAMA
Wombat::MamdaTradeCancelOrError Class Reference

MamdaTradeCancelOrError is an interface that provides access to trade cancellation related fields. More...

#include <MamdaTradeCancelOrError.h>

Inheritance diagram for Wombat::MamdaTradeCancelOrError:
Wombat::MamdaBasicEvent Wombat::MamdaTradeListener

Public Member Functions

virtual bool getIsCancel () const =0
 Return whether this event is a trade cancel.
virtual mama_seqnum_t getOrigSeqNum () const =0
 Original feed-generated sequence for a correction/cancel/error.
virtual MamdaFieldState getOrigSeqNumFieldState () const =0
 Get the field state.
virtual const MamaPrice & getOrigPrice () const =0
 Original trade price in a correction/cancel/error.
virtual MamdaFieldState getOrigPriceFieldState () const =0
 Get the field state.
virtual mama_quantity_t getOrigVolume () const =0
 Original trade size in a correction/cancel/error.
virtual MamdaFieldState getOrigVolumeFieldState () const =0
 Get the field state.
virtual const char * getOrigPartId () const =0
 Original trade participant identifier in a correction/cancel/error.
virtual MamdaFieldState getOrigPartIdFieldState () const =0
 Get the field state.
virtual const char * getOrigQual () const =0
 A normalized set of qualifiers for the original trade for the security in a correction/cancel/error.
virtual MamdaFieldState getOrigQualFieldState () const =0
 Get the field state.
virtual const char * getOrigQualNative () const =0
 Feed-specific trade qualifier code(s) for original trade.
virtual MamdaFieldState getOrigQualNativeFieldState () const =0
 Get the field state.
virtual mama_u32_t getOrigSellersSaleDays () const =0
 Seller's sale days for original trade.
virtual MamdaFieldState getOrigSellersSaleDaysFieldState () const =0
 Get the field state.
virtual char getOrigStopStock () const =0
 Stopped stock indicator for original trade.
virtual MamdaFieldState getOrigStopStockFieldState () const =0
 Get the field state.
virtual const char * getTradeQual () const =0
 Get the wombat normalized trade qualifier.
virtual MamdaFieldState getTradeQualFieldState () const =0
 The trade qual Field State.
virtual bool getIsIrregular () const =0
 Get whether the trade is irregular.
virtual MamdaFieldState getIsIrregularFieldState () const =0
 The isIrregular Field State.
virtual bool getGenericFlag () const =0
virtual MamdaFieldState getGenericFlagFieldState () const =0
virtual const char * getOrigTradeId () const =0
 Get the original trade id.
virtual MamdaFieldState getOrigTradeIdFieldState () const =0
virtual char getOrigShortSaleCircuitBreaker () const =0
 *get the OrigShortSaleCircuitBreaker
virtual MamdaFieldState getOrigShortSaleCircuitBreakerFieldState () const =0
virtual ~MamdaTradeCancelOrError ()
- Public Member Functions inherited from Wombat::MamdaBasicEvent
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.

Detailed Description

MamdaTradeCancelOrError is an interface that provides access to trade cancellation related fields.

Constructor & Destructor Documentation

virtual Wombat::MamdaTradeCancelOrError::~MamdaTradeCancelOrError ( )
virtual
{};

Member Function Documentation

virtual bool Wombat::MamdaTradeCancelOrError::getIsCancel ( ) const
pure virtual

Return whether this event is a trade cancel.

If false, the event is a trade error.

Returns
Whether this is a trade cancel.

Implemented in Wombat::MamdaTradeListener.

virtual mama_seqnum_t Wombat::MamdaTradeCancelOrError::getOrigSeqNum ( ) const
pure virtual

Original feed-generated sequence for a correction/cancel/error.

Returns
The original sequence number.

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getOrigSeqNumFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

virtual const MamaPrice& Wombat::MamdaTradeCancelOrError::getOrigPrice ( ) const
pure virtual

Original trade price in a correction/cancel/error.

Returns
The original trade price.

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getOrigPriceFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

virtual mama_quantity_t Wombat::MamdaTradeCancelOrError::getOrigVolume ( ) const
pure virtual

Original trade size in a correction/cancel/error.

Returns
The original trade volume.

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getOrigVolumeFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

virtual const char* Wombat::MamdaTradeCancelOrError::getOrigPartId ( ) const
pure virtual

Original trade participant identifier in a correction/cancel/error.

Returns
The original trade participant identifier.

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getOrigPartIdFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

virtual const char* Wombat::MamdaTradeCancelOrError::getOrigQual ( ) const
pure virtual

A normalized set of qualifiers for the original trade for the security in a correction/cancel/error.

Returns
The original trade qualifier.

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getOrigQualFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

virtual const char* Wombat::MamdaTradeCancelOrError::getOrigQualNative ( ) const
pure virtual

Feed-specific trade qualifier code(s) for original trade.

This field is provided primarily for completeness and/or troubleshooting.

Returns
The original trade condition.

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getOrigQualNativeFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

virtual mama_u32_t Wombat::MamdaTradeCancelOrError::getOrigSellersSaleDays ( ) const
pure virtual

Seller's sale days for original trade.

Used when the trade qualifier is "Seller". Specifies the number of days that may elapse before delivery of the security.

Returns
The original seller's sale days.

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getOrigSellersSaleDaysFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

virtual char Wombat::MamdaTradeCancelOrError::getOrigStopStock ( ) const
pure virtual

Stopped stock indicator for original trade.

Condition related to certain NYSE trading rules. This is not related to a halted security status. (0 == N/A; 1 == Applicable)

Returns
The original stopped stock indicator.

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getOrigStopStockFieldState ( ) const
pure virtual

Get the field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

virtual const char* Wombat::MamdaTradeCancelOrError::getTradeQual ( ) const
pure virtual

Get the wombat normalized trade qualifier.

Returns
Trade qualifier. A normalized set of qualifiers for the current trade for the security. This field may contain multiple string values, separated by the colon(:) character.
ValueMeaning
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.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getTradeQualFieldState ( ) const
pure virtual

The trade qual Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

virtual bool Wombat::MamdaTradeCancelOrError::getIsIrregular ( ) const
pure virtual

Get whether the trade is irregular.

Returns
Whether or not the trade qualifies as an irregular trade. In general, only "regular" trades qualify to update the official last price and high/low prices.

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getIsIrregularFieldState ( ) const
pure virtual

The isIrregular Field State.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaTradeListener.

virtual bool Wombat::MamdaTradeCancelOrError::getGenericFlag ( ) const
pure virtual

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getGenericFlagFieldState ( ) const
pure virtual

Implemented in Wombat::MamdaTradeListener.

virtual const char* Wombat::MamdaTradeCancelOrError::getOrigTradeId ( ) const
pure virtual

Get the original trade id.

Returns
the original trade id

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getOrigTradeIdFieldState ( ) const
pure virtual

Implemented in Wombat::MamdaTradeListener.

virtual char Wombat::MamdaTradeCancelOrError::getOrigShortSaleCircuitBreaker ( ) const
pure virtual

*get the OrigShortSaleCircuitBreaker

Returns
OrigShortSaleCircuitBreaker
  • return values:
  • Blank: Short Sale Restriction Not in Effect.
  • A: Short Sale Restriction Activiated.
  • C: Short Sale Restriction Continued.
  • D: Sale Restriction Deactivated.
  • E: Sale Restriction in Effect.

Implemented in Wombat::MamdaTradeListener.

virtual MamdaFieldState Wombat::MamdaTradeCancelOrError::getOrigShortSaleCircuitBreakerFieldState ( ) const
pure virtual
Returns
The OrigShortSaleCircuitBreaker Field State.

Implemented in Wombat::MamdaTradeListener.


The documentation for this class was generated from the following file:


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