22 #ifndef MamdaTradeListenerH 23 #define MamdaTradeListenerH 43 class MamdaTradeHandler;
83 void processPosDupAndOutOfSeqAsTransient (
bool tf);
84 void resolvePossiblyDuplicate (
bool tf);
85 void usePosDupAndOutOfSeqHandlers (
bool tf);
87 void setCheckUpdatesForTrades (
bool check);
89 const char* getSide ()
const;
93 const char* getSymbol ()
const;
94 const char* getPartId ()
const;
95 const MamaDateTime& getSrcTime ()
const;
96 const MamaDateTime& getActivityTime ()
const;
97 const MamaDateTime& getLineTime ()
const;
98 const MamaDateTime& getSendTime ()
const;
99 const MamaMsgQual& getMsgQual ()
const;
100 const char* getPubId ()
const;
101 mama_seqnum_t getEventSeqNum ()
const;
102 const MamaDateTime& getEventTime ()
const;
105 const MamaPrice& getLastPrice ()
const;
106 mama_quantity_t getLastVolume ()
const;
107 const char* getLastPartId ()
const;
108 const MamaDateTime& getLastTime ()
const;
109 const MamaPrice& getIrregPrice ()
const;
110 mama_quantity_t getIrregVolume ()
const;
111 const char* getIrregPartId ()
const;
112 const MamaDateTime& getIrregTime ()
const;
113 const MamaDateTime& getTradeDate ()
const;
114 mama_u32_t getTradeCount ()
const;
115 mama_quantity_t getAccVolume ()
const;
116 mama_quantity_t getOffExAccVolume ()
const;
117 mama_quantity_t getOnExAccVolume ()
const;
118 const MamaPrice& getNetChange ()
const;
119 double getPctChange ()
const;
121 const MamaPrice& getOpenPrice ()
const;
122 const MamaPrice& getHighPrice ()
const;
123 const MamaPrice& getLowPrice ()
const;
124 const MamaPrice& getClosePrice ()
const;
125 const MamaPrice& getPrevClosePrice ()
const;
126 const MamaPrice& getAdjPrevClosePrice ()
const;
127 const MamaDateTime& getPrevCloseDate ()
const;
128 mama_u32_t getBlockCount ()
const;
129 mama_quantity_t getBlockVolume ()
const;
130 double getVwap ()
const;
131 double getOffExVwap ()
const;
132 double getOnExVwap ()
const;
133 double getTotalValue ()
const;
134 double getOffExTotalValue ()
const;
135 double getOnExTotalValue ()
const;
136 double getStdDev ()
const;
137 double getStdDevSum ()
const;
138 double getStdDevSumSquares ()
const;
139 const char* getTradeUnits ()
const;
140 mama_seqnum_t getLastSeqNum ()
const;
141 mama_seqnum_t getHighSeqNum ()
const;
142 mama_seqnum_t getLowSeqNum ()
const;
143 mama_seqnum_t getTotalVolumeSeqNum ()
const;
144 const char* getCurrencyCode ()
const;
145 const MamaPrice& getSettlePrice ()
const;
146 const MamaDateTime& getSettleDate ()
const;
148 const MamaPrice& getOffExchangeTradePrice ()
const;
149 const MamaPrice& getOnExchangeTradePrice ()
const;
152 const MamaPrice& getTradePrice ()
const;
153 mama_quantity_t getTradeVolume ()
const;
154 const char* getTradePartId ()
const;
155 const char* getTradeQual ()
const;
156 const char* getTradeQualNative ()
const;
157 mama_u32_t getTradeSellersSaleDays ()
const;
158 char getTradeStopStock ()
const;
159 bool getIsIrregular ()
const;
160 mama_u64_t getOrderId ()
const;
161 const char* getUniqueId ()
const;
162 const char* getTradeId ()
const;
163 const char* getCorrTradeId ()
const;
164 const char* getTradeAction ()
const;
167 mama_seqnum_t getBeginGapSeqNum ()
const;
168 mama_seqnum_t getEndGapSeqNum ()
const;
171 bool getIsCancel ()
const;
172 mama_seqnum_t getOrigSeqNum ()
const;
173 const MamaPrice& getOrigPrice ()
const;
174 mama_quantity_t getOrigVolume ()
const;
175 const char* getOrigPartId ()
const;
176 const char* getOrigQual ()
const;
177 const char* getOrigQualNative ()
const;
178 mama_u32_t getOrigSellersSaleDays ()
const;
179 char getOrigStopStock ()
const;
180 const char* getOrigTradeId ()
const;
181 bool getGenericFlag ()
const;
182 char getShortSaleCircuitBreaker ()
const;
183 char getOrigShortSaleCircuitBreaker()
const;
184 char getCorrShortSaleCircuitBreaker()
const;
187 const MamaPrice& getCorrPrice ()
const;
188 mama_quantity_t getCorrVolume ()
const;
189 const char* getCorrPartId ()
const;
190 const char* getCorrQual ()
const;
191 const char* getCorrQualNative ()
const;
192 mama_u32_t getCorrSellersSaleDays ()
const;
193 char getCorrStopStock ()
const;
196 bool getIsIndicative ()
const;
306 struct MamdaTradeListenerImpl;
309 MamdaTradeListenerImpl& mImpl;
315 #endif // MamdaTradeListenerH MamdaTradeCancelOrError is an interface that provides access to trade cancellation related fields...
Definition: MamdaTradeCancelOrError.h:37
MamdaTradeCorrection is an interface that provides access to trade correction related fields...
Definition: MamdaTradeCorrection.h:36
MamdaTradeClosing is an interface that provides access to trade closing related fields.
Definition: MamdaTradeClosing.h:36
MamdaTradeGap is an interface that provides access to trade gap related fields.
Definition: MamdaTradeGap.h:36
MamdaTradeHandler is an interface for applications that want to have an easy way to handle trade upda...
Definition: MamdaTradeHandler.h:38
MamdaTradeRecap is an interface that provides access to trade related fields.
Definition: MamdaTradeRecap.h:38
MamdaTradeOutOfSequence is an interface that provides access to fields related to trade updates which...
Definition: MamdaTradeOutOfSequence.h:37
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaTradeExecVenue
An enumeration representing trade execution venue.
Definition: MamdaTradeExecVenue.h:36
MamdaTradeDirection
An enumeration representing trade tick direction, relative to the previous "last" trade...
Definition: MamdaTradeDirection.h:37
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54
MamdaTradePossiblyDuplicate is an interface that provides access to fields related to trade updates w...
Definition: MamdaTradePossiblyDuplicate.h:36
MamdaFieldState
An enumeration representing field state.
Definition: MamdaFieldState.h:37
MamdaTradeListener is a class that specializes in handling trade updates.
Definition: MamdaTradeListener.h:67
MamdaMsgListener defines an interface for handling MAMA messages for a MamdaSubscription.
Definition: MamdaMsgListener.h:38
MamdaTradeReport is an interface that provides access to fields related to a trade report...
Definition: MamdaTradeReport.h:40