Package com.wombat.mamda
Interface MamdaQuoteUpdate
-
- All Superinterfaces:
MamdaBasicEvent
- All Known Implementing Classes:
MamdaQuoteListener
public interface MamdaQuoteUpdate extends MamdaBasicEvent
MamdaQuoteUpdate is an interface that provides access to fields related to quote updates.
-
-
Method Summary
-
Methods inherited from interface com.wombat.mamda.MamdaBasicEvent
getActivityTime, getActivityTimeFieldState, getEventSeqNum, getEventSeqNumFieldState, getEventTime, getEventTimeFieldState, getSrcTime, getSrcTimeFieldState
-
-
-
-
Method Detail
-
getBidPrice
com.wombat.mama.MamaPrice getBidPrice()
- Returns:
- Bid price. The highest price that the representative party/group is willing to pay to buy the security. For most feeds, this size is represented in round lots.
-
getBidPriceFieldState
short getBidPriceFieldState()
- Returns:
- the bid price Field State
-
getBidSize
double getBidSize()
- Returns:
- Total share size available for the current bid price. For most feeds, this size is represented in round lots.
-
getBidSizeFieldState
short getBidSizeFieldState()
- Returns:
- the bid size Field State
-
getBidPartId
java.lang.String getBidPartId()
- Returns:
- The identifier of the market participant (e.g. exchange or market maker) contributing the bid price field.
-
getBidPartIdFieldState
short getBidPartIdFieldState()
- Returns:
- the bid part ID Field State
-
getAskPrice
com.wombat.mama.MamaPrice getAskPrice()
- Returns:
- Ask price. The lowest price that the representative party/group is willing to take to sell the security. For most feeds, this size is represented in round lots.
-
getAskPriceFieldState
short getAskPriceFieldState()
- Returns:
- the ask price Field State
-
getAskSize
double getAskSize()
- Returns:
- Total share size available for the current ask price. For most feeds, this size is represented in round lots.
-
getAskSizeFieldState
short getAskSizeFieldState()
- Returns:
- the ask size Field State
-
getAskPartId
java.lang.String getAskPartId()
- Returns:
- The identifier of the market participant (e.g. exchange or market maker) contributing the ask price field.
-
getAskPartIdFieldState
short getAskPartIdFieldState()
- Returns:
- the ask part ID Field State
-
getQuoteQual
java.lang.String getQuoteQual()
- Returns:
- A normalized set of qualifiers for the last quote for
the security. This field may contain multiple string values,
separated by the colon(:) character.
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.
-
getQuoteQualFieldState
short getQuoteQualFieldState()
- Returns:
- the quote qual Field State
-
getQuoteQualNative
java.lang.String getQuoteQualNative()
The exchange specific non normalized quote qualifier.- Returns:
- The exchange specific quote qualifier.
- See Also:
getQuoteQual()
-
getQuoteQualNativeFieldState
short getQuoteQualNativeFieldState()
- Returns:
- the quote qual native Field State
-
getShortSaleBidTick
char getShortSaleBidTick()
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 - Returns:
- The tick bid indicator.
-
getShortSaleBidTickFieldState
short getShortSaleBidTickFieldState()
- Returns:
- the short sale bid tick Field State
-
getShortSaleCircuitBreaker
char getShortSaleCircuitBreaker()
get the ShortSaleCircuitBreaker- Returns:
- ShortSaleCircuitBreaker
- 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.
-
getShortSaleCircuitBreakerFieldState
short getShortSaleCircuitBreakerFieldState()
- Returns:
- the reason Field State
-
getAskTime
com.wombat.mama.MamaDateTime getAskTime()
-
getAskTimeFieldState
short getAskTimeFieldState()
- Returns:
- the ask time Field State
-
getBidTime
com.wombat.mama.MamaDateTime getBidTime()
-
getBidTimeFieldState
short getBidTimeFieldState()
- Returns:
- the bid time Field State
-
getAskIndicator
java.lang.String getAskIndicator()
-
getAskIndicatorFieldState
short getAskIndicatorFieldState()
- Returns:
- the ask indicator Field State
-
getBidIndicator
java.lang.String getBidIndicator()
-
getBidIndicatorFieldState
short getBidIndicatorFieldState()
- Returns:
- the bid indicator Field State
-
getAskUpdateCount
long getAskUpdateCount()
-
getAskUpdateCountFieldState
short getAskUpdateCountFieldState()
- Returns:
- the ask update count Field State
-
getBidUpdateCount
long getBidUpdateCount()
-
getBidUpdateCountFieldState
short getBidUpdateCountFieldState()
- Returns:
- the bid update count Field State
-
getAskYield
double getAskYield()
-
getAskYieldFieldState
short getAskYieldFieldState()
- Returns:
- the ask yield Field State
-
getBidYield
double getBidYield()
-
getBidYieldFieldState
short getBidYieldFieldState()
- Returns:
- the bid yield Field State
-
getAskDepth
double getAskDepth()
- Returns:
- the quote Ask depth
-
getBidDepth
double getBidDepth()
- Returns:
- the quote bid depth
-
getAskDepthFieldState
short getAskDepthFieldState()
- Returns:
- the ask depth Field State
-
getBidDepthFieldState
short getBidDepthFieldState()
- Returns:
- the bid depth Field State
-
getBidSizesList
java.lang.String getBidSizesList()
-
getBidSizesListFieldState
short getBidSizesListFieldState()
- Returns:
- the bid sizes list Field State
-
getAskSizesList
java.lang.String getAskSizesList()
-
getAskSizesListFieldState
short getAskSizesListFieldState()
- Returns:
- the ask sizes list Field State
-
-