OpenMAMA
Wombat::MamdaSecStatus Class Reference

MamdaSecStatus is an interface that provides access to the Security Status fields such as symbol announce messages. More...

#include <MamdaSecStatus.h>

Inheritance diagram for Wombat::MamdaSecStatus:
Wombat::MamdaBasicEvent Wombat::MamdaSecStatusListener

Public Member Functions

virtual const char * getIssueSymbol () const =0
 The "name" of the instrument (e.g.
virtual MamdaFieldState getIssueSymbolFieldState () const =0
 Get the issue symbol field state.
virtual const char * getReason () const =0
 Unnormalized (feed-specific) reason associated with the current status of the security (e.g.
virtual MamdaFieldState getReasonFieldState () const =0
 Get the reason field state.
virtual char getShortSaleCircuitBreaker () const =0
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState () const =0
virtual char getSecurityAction () const =0
 Action related to this security.
virtual MamdaFieldState getSecurityActionFieldState () const =0
 Get the security action field state.
virtual const char * getSecurityType () const =0
 The security type.
virtual MamdaFieldState getSecurityTypeFieldState () const =0
 Get the security type field state.
virtual const char * getSecurityStatus () const =0
 NYSE Technologies normalised security status.
virtual MamdaFieldState getSecurityStatusFieldState () const =0
 Get the security status field state.
virtual const char * getSecurityStatusQual () const =0
 Security status qualifier.
virtual MamdaFieldState getSecurityStatusQualFieldState () const =0
 Get the security status qualifier field state.
virtual const char * getSecurityStatusNative () const =0
 Original "security status" field sent by the feed.
virtual MamdaFieldState getSecurityStatusNativeFieldState () const =0
 Get the native security status field state.
virtual const char * getFreeText () const =0
 Arbitrary free text associated with the security status change.
virtual MamdaFieldState getFreeTextFieldState () const =0
 Get the free text field field state.
virtual ~MamdaSecStatus ()
- 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

MamdaSecStatus is an interface that provides access to the Security Status fields such as symbol announce messages.

Constructor & Destructor Documentation

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

Member Function Documentation

virtual const char* Wombat::MamdaSecStatus::getIssueSymbol ( ) const
pure virtual

The "name" of the instrument (e.g.

IBM, CSCO, MSFT.INCA, etc.).

Returns
The symbol name.

Implemented in Wombat::MamdaSecStatusListener.

virtual MamdaFieldState Wombat::MamdaSecStatus::getIssueSymbolFieldState ( ) const
pure virtual

Get the issue symbol field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaSecStatusListener.

virtual const char* Wombat::MamdaSecStatus::getReason ( ) const
pure virtual

Unnormalized (feed-specific) reason associated with the current status of the security (e.g.

halted, delayed, etc.). For normalized field, see getSecurityStatusQual.

Returns
The reason for the current status.
See Also
getSecurityStatusQual()

Implemented in Wombat::MamdaSecStatusListener.

virtual MamdaFieldState Wombat::MamdaSecStatus::getReasonFieldState ( ) const
pure virtual

Get the reason field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaSecStatusListener.

virtual char Wombat::MamdaSecStatus::getShortSaleCircuitBreaker ( ) const
pure virtual
virtual MamdaFieldState Wombat::MamdaSecStatus::getShortSaleCircuitBreakerFieldState ( ) const
pure virtual
virtual char Wombat::MamdaSecStatus::getSecurityAction ( ) const
pure virtual

Action related to this security.

  • A : Add this new security.
Returns
The security action.

Implemented in Wombat::MamdaSecStatusListener.

virtual MamdaFieldState Wombat::MamdaSecStatus::getSecurityActionFieldState ( ) const
pure virtual

Get the security action field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaSecStatusListener.

virtual const char* Wombat::MamdaSecStatus::getSecurityType ( ) const
pure virtual

The security type.

  • Equity Option
  • NEO Option : NEO (Index) Option
  • ICS Option : ICS (Foreign Currency) Option
Returns
The security type.

Implemented in Wombat::MamdaSecStatusListener.

virtual MamdaFieldState Wombat::MamdaSecStatus::getSecurityTypeFieldState ( ) const
pure virtual

Get the security type field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaSecStatusListener.

virtual const char* Wombat::MamdaSecStatus::getSecurityStatus ( ) const
pure virtual

NYSE Technologies normalised security status.

See getSecurityStatusOrig for the original exchange value.

  • None : No security status is known/available for this security.
  • Normal : Security is open for normal quoting and trading
  • Closed : Security is closed (usually before or after market open)
  • Halted : Security has been halted by exchange.
  • NotExist : Security does not currently exist in cache (but it might in the future).
  • Deleted : Security has been deleted (e.g., merger, expiration, etc.)
Returns
The normalized security status.

Implemented in Wombat::MamdaSecStatusListener.

virtual MamdaFieldState Wombat::MamdaSecStatus::getSecurityStatusFieldState ( ) const
pure virtual

Get the security status field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaSecStatusListener.

virtual const char* Wombat::MamdaSecStatus::getSecurityStatusQual ( ) const
pure virtual

Security status qualifier.

  • None : No security status qualifier is known/available for this security.
  • Excused : An Excused withdrawal from the market.
  • Withdrawn : Non-excused withdrawal by the market maker.
  • Suspended : Suspended Trading
  • Resume : Resume trading/quoting after halt.
  • QuoteResume : Resume quoting after halt. NASDAQ distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • TradeResume : Resume trading after halt. NASDAQ distinguishes between resumption of quoting versus trading, although these appear to always occur one after the other.
  • ResumeTime : When the security is expected to resume trading.
  • MktImbBuy : Market Imbalance - Buy. A 50,000 share or more excess of market orders to buy over market orders to sell as of 9:00am on expiration days. A MktImbBuy implies an ordinary order imbalance (OrdImbBuy).
  • MktImbSell : Market Imbalance - Sell. A 50,000 share or more excess of market orders to sell over market orders to buy as of 9:00am on expiration days. A MktImbSell implies an ordinary order imbalance (OrdImbSell).
  • NoMktImb : No Market Imbalance. Indicates that the imbalance of market orders for a security is less than 50,000 shares as of 9:00am on expiration days.
  • MocImbBuy : Market On Close Imbalance - Buy. An excess of 50,000 share or more of MOC orders to buy over MOC orders to sell (including MOC sell plus and MOC sell short orders). A MocImbBuy implies an ordinary order imbalance (OrdImbBuy).
  • MocImbSell : Market On Close Imbalance - Sell. An excess of 50,000 share or more of MOC orders to sell (not including MOC sell short and MOC sell plus orders) over orders to buy (including MOC orders to buy minus). A MocImbSell implies an ordinary order imbalance (OrdImbSell).
  • NoMocImb : No Market On Close (MOC) Imbalance. The difference between the number of shares to buy MOC and the number of shares to sell MOC is less than 50,000.
  • OrderImb : Non-regulatory condition: a significant imbalance of buy or sell orders exists for this security.
  • OrderInf : Non-regulatory condition where there is a significant influx of orders.
  • OrderImbBuy : Non-regulatory condition: a significant imbalance of buy orders exists for this security.
  • OrderImbSell : Non-regulatory condition: a significant imbalance of sell orders exists for this security.
  • OrderImbNone : The earlier imbalance of buy or sell orders no longer exists for this security. It also might mean that there is no imbalance to begin with.
  • RangeInd : Trading Range Indication. Not an Opening Delay or Trading Halted condition: this condition is used prior to the opening of a security to denote a probable trading range (bid and offer prices, no sizes).
  • ItsPreOpen : ITS pre-opening indication.
  • Reserved : Reserved (e.g., CME).
  • Frozen : Frozen (e.g., CME).
  • PreOpen : Preopening state (e.g., CME).
  • AddInfo : Additional Information. For a security that is Opening Delayed or Trading Halted, if inadequate information is disclosed during a "news dissemination or news pending" Opening Delay or Trading Halt, the Opening Delay or Trading Halt reason could be subsequently reported as "Additional Information."
  • OpenDelay : Security's opening has been delayed by exchange. This value is usually followed by another value specifying the reason for the opening delay.
  • NoOpenNoResume : Indicates that trading halt or opening delay will be in effect for the remainder of the trading day.
  • PriceInd : An approximation of what a security's opening or re-opening price range (bid and offer prices, no sizes) will be when trading resumes after a delayed opening or after a trading halt.
  • Equipment : Non-regulatory condition: the ability to trade this security by a participant is temporarily inhibited due to a systems, equipment or communications facility problem, or for other technical reasons.
  • Filings : Not current in regulatory filings.
  • News : News pending. Denotes a regulatory trading halt due to an expected news announcement which influence the security. An Opening Delay or Trading Halt may be continued once the news has been disseminated.
  • NewsDissem : News Dissemination. Denotes a regulatory trading halt when relevant news influencing the security is being disseminated. Trading is suspended until the primary market determines that an adequate publication or disclosure of information has occurred.
  • Listing : Listing Noncompliance.
  • Operation : Operational Halt
  • Info : Information Requested. Regulatory condition: more disclosure of information is requested by the exchange for this security.
  • SEC : SEC Suspension.
  • Times : News Resumption Times.
  • Other : Other Regulatory Halt.
  • Related : Related Security; In View Of Common. Non-regulatory condition: the halt or opening delay in this security is due to its relationship with another security. This condition also applies to non-common associated securities (e.g. warrants, rights, preferreds, classes, etc.) in view of the common stock.
  • IPO : Upcoming IPO issue not yet trading.
Returns
The normalized security status qualifier.

Implemented in Wombat::MamdaSecStatusListener.

virtual MamdaFieldState Wombat::MamdaSecStatus::getSecurityStatusQualFieldState ( ) const
pure virtual

Get the security status qualifier field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaSecStatusListener.

virtual const char* Wombat::MamdaSecStatus::getSecurityStatusNative ( ) const
pure virtual

Original "security status" field sent by the feed.

NYSE Technologies feed handlers also send normalized security status.

Returns
The exchange provided security status.
See Also
getSecurityStatus()

Implemented in Wombat::MamdaSecStatusListener.

virtual MamdaFieldState Wombat::MamdaSecStatus::getSecurityStatusNativeFieldState ( ) const
pure virtual

Get the native security status field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaSecStatusListener.

virtual const char* Wombat::MamdaSecStatus::getFreeText ( ) const
pure virtual

Arbitrary free text associated with the security status change.

Returns
Free text associated with the security status change.

Implemented in Wombat::MamdaSecStatusListener.

virtual MamdaFieldState Wombat::MamdaSecStatus::getFreeTextFieldState ( ) const
pure virtual

Get the free text field field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implemented in Wombat::MamdaSecStatusListener.


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


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