A B C D E F G H I L M N O P Q R S T U V Y
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A
- ACTION_ADD - Static variable in class com.wombat.mamda.options.MamdaOptionChainListener
- ACTION_ADD - Static variable in interface com.wombat.mamda.options.MamdaOptionSeriesUpdate
- ACTION_ADD - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
An enumeration for book entry actions.
- ACTION_ADD - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- ACTION_DELETE - Static variable in class com.wombat.mamda.options.MamdaOptionChainListener
- ACTION_DELETE - Static variable in interface com.wombat.mamda.options.MamdaOptionSeriesUpdate
- ACTION_DELETE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
An updated entry.
- ACTION_DELETE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Updated price level.
- ACTION_UNKNOWN - Static variable in class com.wombat.mamda.options.MamdaOptionChainListener
- ACTION_UNKNOWN - Static variable in interface com.wombat.mamda.options.MamdaOptionSeriesUpdate
- ACTION_UNKNOWN - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
A deleted entry.
- ACTION_UNKNOWN - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Deleted price level.
- ACTION_UPDATE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
A new entry.
- ACTION_UPDATE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
A new price level.
- activate() - Method in class com.wombat.mamda.MamdaSubscription
-
Activate the subscription.
- ACTIVITY_TIME - Static variable in class com.wombat.mamda.MamdaCommonFields
- ACTIVITY_TIME - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- ACTIVITY_TIME - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- ACTIVITY_TIME - Static variable in class com.wombat.mamda.MamdaQuoteFields
-
Deprecated.Use MamdaCommonFields.ACTIVITY_TIME
- ACTIVITY_TIME - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- ACTIVITY_TIME - Static variable in class com.wombat.mamda.MamdaTradeFields
-
Deprecated.Use MamdaCommonFields.ACTIVITY_TIME
- ACTIVITY_TIME - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- add(MamdaOrderBookEntry, MamdaOrderBookPriceLevel, double, char, char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
-
Add a basic delta.
- addBookHandler(MamdaBookAtomicBookHandler) - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- addConsolidatedListener(MamdaMsgListener) - Method in class com.wombat.mamda.MamdaMultiParticipantManager
-
Add a specialized message listener (e.g., a MamdaQuoteListener, MamdaTradeListener, etc.) for the consolidated data.
- addContract(String, MamdaOptionContract) - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Add an option contract.
- addDelta(MamdaOrderBookEntry, MamdaOrderBookPriceLevel, double, char, char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
For book delta generation.
- addEntriesFromBook(MamdaOrderBook, MamdaOrderBookEntryFilter, MamdaOrderBookBasicDeltaList) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Add all entries from another book into this book.
- addEntriesFromLevel(MamdaOrderBookPriceLevel, MamdaOrderBookEntryFilter, MamdaOrderBookBasicDeltaList) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- addEntry(MamdaOrderBookEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntryManager
-
Add an entry to the manager.
- addEntry(MamdaOrderBookEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Add a new order book entry to the price level.
- addEntry(MamdaOrderBookEntry, double, char, MamaDateTime, MamdaOrderBookBasicDelta) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Add an entry to the order book and (if "delta" is not NULL) record information about the delta related to this action.
- addEntry(MamdaOrderBookEntry, String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntryManager
-
Add an entry to the manager using a specific entry ID, which may be different from the entry's entry ID.
- addEntry(String, long, double, char, MamaDateTime, MamaSourceDerivative, MamdaOrderBookBasicDelta) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Add an entry to the order book and (if "delta" is not NULL) record information about the delta related to this action.
- addErrorListener(MamdaErrorListener) - Method in class com.wombat.mamda.MamdaSubscription
-
Add a listener for error events.
- addFundamentalHandler(MamdaFundamentalHandler) - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Add a MamdaFundamentalHandler for handling fundamental updates to this option contract.
- addHandler(MamdaAuctionHandler) - Method in class com.wombat.mamda.MamdaAuctionListener
-
addHandler - Registers handler interested in receiving update update and recap events.
- addHandler(MamdaFundamentalHandler) - Method in class com.wombat.mamda.MamdaFundamentalListener
-
Add a specialized fundamentals handler.
- addHandler(MamdaMultiParticipantHandler) - Method in class com.wombat.mamda.MamdaMultiParticipantManager
-
Add a specialized handler for notifications about the multi-participant security.
- addHandler(MamdaMultiSecurityHandler) - Method in class com.wombat.mamda.MamdaMultiSecurityManager
-
Add a specialized handler for notifications about new securities.
- addHandler(MamdaOrderImbalanceHandler) - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
addHandler - Registers handler interested in receiving update update and recap events.
- addHandler(MamdaQuoteHandler) - Method in class com.wombat.mamda.MamdaQuoteListener
-
Add a specialized quote handler.
- addHandler(MamdaSecurityStatusHandler) - Method in class com.wombat.mamda.MamdaSecurityStatusListener
-
Add a specialized trade handler.
- addHandler(MamdaTradeHandler) - Method in class com.wombat.mamda.MamdaTradeListener
-
Add a specialized trade handler.
- addHandler(MamdaOptionChainHandler) - Method in class com.wombat.mamda.options.MamdaOptionChainListener
-
Add a specialized option chain handler.
- addHandler(MamdaOrderBookHandler) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
-
Add a specialized order book handler.
- addIgnoreEntryId(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
-
Add an entry ID to ignore.
- addLevel(MamdaOrderBookPriceLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Add a price level to the orderbook.
- addLevelEntryHandler(MamdaBookAtomicLevelEntryHandler) - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- addLevelHandler(MamdaBookAtomicLevelHandler) - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- addListener(MamdaMsgListener, String) - Method in class com.wombat.mamda.MamdaMultiSecurityManager
-
Add a specialized message listener (e.g.
- addMsgListener(MamdaMsgListener) - Method in class com.wombat.mamda.MamdaSubscription
-
Add a listener for regular messages.
- addParticipantListener(MamdaMsgListener, String) - Method in class com.wombat.mamda.MamdaMultiParticipantManager
-
Add a specialized message listener (e.g., a MamdaQuoteListener, MamdaTradeListener, etc.) for a participant.
- addPriceLevelsFromBookAsEntries(MamdaOrderBook, String, MamdaOrderBookBasicDeltaList) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Add all price levels from another book as entries (one per price level) into this book using "source" as the entryId for each entry.
- addQuoteHandler(MamdaQuoteHandler) - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Add a MamdaQuoteHandler for handling quote updates to this option contract.
- addQuoteHandler(MamdaQuoteHandler) - Method in class com.wombat.mamda.options.MamdaOptionUnderlying
-
Add a MamdaQuoteHandler for handling quote updates to this underlying.
- addStaleListener(MamdaStaleListener) - Method in class com.wombat.mamda.MamdaSubscription
-
Add a listener for changes in stale status.
- addTradeHandler(MamdaTradeHandler) - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Add a MamdaTradeHandler for handling trade updates to this option contract.
- addTradeHandler(MamdaTradeHandler) - Method in class com.wombat.mamda.options.MamdaOptionUnderlying
-
Add a MamdaTradeHandler for handling trade updates to this underlying.
- ADJ_PREV_CLOSE - Static variable in class com.wombat.mamda.MamdaTradeFields
- AGGRESSOR_SIDE - Static variable in class com.wombat.mamda.MamdaTradeFields
- apply(MamdaBookAtomicLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- apply(MamdaBookAtomicLevelEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- apply(MamdaOrderBook) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Apply a delta to this (presumably) full book.
- apply(MamdaOrderBookBasicDelta) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Apply a
MamdaOrderBookBasicDelta
to this book. - apply(MamdaOrderBookBasicDeltaList) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Apply a
MamdaOrderBookBasicDeltaList
to this book. - APPLY_DELTA - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookCheckType
- ASK - Static variable in class com.wombat.mamda.options.MamdaOptionAtTheMoneyCompareType
- ASK_CLOSE_DATE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_CLOSE_PRICE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_DEPTH - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_HIGH - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_INDICATOR - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_LOW - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_MARKET_ORDERS - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- ASK_PART_ID - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_PREV_CLOSE_DATE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_PREV_CLOSE_PRICE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_PRICE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_SIDE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceSide
- ASK_SIDE_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceSide
-
ASK_SIDE_IMBALANCE
- ASK_SIZE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_SIZES_LIST - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_TIME - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_UPDATE_COUNT - Static variable in class com.wombat.mamda.MamdaQuoteFields
- ASK_YIELD - Static variable in class com.wombat.mamda.MamdaQuoteFields
- askEntryIterator() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Iterator for all the ask side entries in the book.
- askIterator() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Allows an application to iterate over all ask side price levels in the order book.
- askSide - Variable in class com.wombat.mamda.examples.MamdaBookPublisher
- assertEqual(MamdaOrderBook) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Order book equality verification.
- assertEqual(MamdaOrderBookEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Order book entry equality verification.
- assertEqual(MamdaOrderBookPriceLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Order book price level equality verification.
- assertEqual(MamdaOrderBookPriceLevel, MamdaOrderBookPriceLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Order book level equality verification.
- AUCTION_TIME - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
B
- BID - Static variable in class com.wombat.mamda.options.MamdaOptionAtTheMoneyCompareType
- BID_CLOSE_DATE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_CLOSE_PRICE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_DEPTH - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_HIGH - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_INDICATOR - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_LOW - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_MARKET_ORDERS - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- BID_PART_ID - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_PREV_CLOSE_DATE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_PREV_CLOSE_PRICE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_PRICE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_SIDE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceSide
- BID_SIDE_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceSide
-
BID_SIDE_IMBALANCE
- BID_SIZE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_SIZES_LIST - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_TICK - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_TIME - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_UPDATE_COUNT - Static variable in class com.wombat.mamda.MamdaQuoteFields
- BID_YIELD - Static variable in class com.wombat.mamda.MamdaQuoteFields
- bidEntryIterator() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Iterator for all the bid side entries in the book.
- bidIterator() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Allows an application to iterate over all the bid side price levels in the order book.
- bidSide - Variable in class com.wombat.mamda.examples.MamdaBookPublisher
- BLOCK_COUNT - Static variable in class com.wombat.mamda.MamdaTradeFields
- BLOCK_VOLUME - Static variable in class com.wombat.mamda.MamdaTradeFields
- BOOK_PROP_MSG_TYPE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- BOOK_PROPERTIES - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- BOOK_TIME - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- BOOK_TYPE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- BookMsgHolder - Class in com.wombat.mamda.orderbook
- BookMsgHolder() - Constructor for class com.wombat.mamda.orderbook.BookMsgHolder
- BUY_VOLUME - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
C
- callIterator() - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Return an iterator over all call option contracts.
- CANCEL_TIME - Static variable in class com.wombat.mamda.MamdaTradeFields
- checkEntry(MamdaOrderBookEntry) - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookEntryFilter
- checkNotExist(MamdaBookAtomicLevelEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
If the provided levelEntry entry exists in the price level, as a OrderBookEntry, a
MamdaOrderBookException
exception is thrown. - checkNotExist(MamdaOrderBookEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
If the provided order book entry exists in the price level a
MamdaOrderBookException
exception is thrown. - checkSnapShotNow() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookChecker
- cleanupDetached() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- clear() - Method in class com.wombat.mamda.orderbook.BookMsgHolder
- clear() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Clear all levels from the order book.
- clear() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Clear the delta.
- clear() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
-
Clear the delta.
- clear() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntryManager
-
Clear all entries from the manager.
- clear() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
-
Clear all cached data fields.
- clear() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Clear the pricelevel
- clear(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntryManager
-
Clear all entries for a particular symbol from the manager.
- clearCache() - Method in class com.wombat.mamda.MamdaAuctionListener
-
clearCache - clears all cached data by resetting to default values.
- clearCache(MamdaOrderImbalanceListener.MamdaOrderImbalanceCache) - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
clearCache - clears all cached data by resetting to default values.
- clearCache(MamdaQuoteListener.MamdaQuoteCache) - Method in class com.wombat.mamda.MamdaQuoteListener
- clearCache(MamdaSecurityStatusListener.MamdaSecurityStatusCache) - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- clearCache(MamdaTradeListener.MamdaTradeCache) - Method in class com.wombat.mamda.MamdaTradeListener
- clearDeltaList() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
clear the delta list using for storing generated deltas
- CLOSE_DATE - Static variable in class com.wombat.mamda.MamdaTradeFields
- CLOSE_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- codeForMamaMsgStatus(short) - Static method in class com.wombat.mamda.MamdaErrorCode
- com.wombat.mamda - package com.wombat.mamda
- com.wombat.mamda.examples - package com.wombat.mamda.examples
- com.wombat.mamda.options - package com.wombat.mamda.options
- com.wombat.mamda.orderbook - package com.wombat.mamda.orderbook
- CONFLATE_COUNT - Static variable in class com.wombat.mamda.MamdaTradeFields
- CONTRACT_SYMBOL - Static variable in class com.wombat.mamda.options.MamdaOptionFields
- copy(MamdaBookAtomicLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Copy an atomic price level object which is an exact and deep copy of the original.
- copy(MamdaBookAtomicLevelEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Copy a price level object which is an exact and deep copy of the original.
- copy(MamdaOrderBook) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Make a writeable deep copy of a book.
- copy(MamdaOrderBookEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Copy an order book entry object which is an exact and deep copy of the original.
- copy(MamdaOrderBookPriceLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Copy a price level object which is an exact and deep copy of the original.
- copyReadOnly(MamdaOrderBook) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Make a read only deep copy of a book.
- CORP_ACT_TYPE - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- CORR_PART_ID - Static variable in class com.wombat.mamda.MamdaTradeFields
- CORR_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- CORR_SALE_CONDITION - Static variable in class com.wombat.mamda.MamdaTradeFields
- CORR_SELLERS_SALE_DAYS - Static variable in class com.wombat.mamda.MamdaTradeFields
- CORR_SHORT_SALE_CIRCUIT_BREAKER - Static variable in class com.wombat.mamda.MamdaTradeFields
- CORR_SIZE - Static variable in class com.wombat.mamda.MamdaTradeFields
- CORR_STOP_STOCK_IND - Static variable in class com.wombat.mamda.MamdaTradeFields
- CORR_TIME - Static variable in class com.wombat.mamda.MamdaTradeFields
- CORR_TRADE_ID - Static variable in class com.wombat.mamda.MamdaTradeFields
- CORR_TRADE_QUALIFIER - Static variable in class com.wombat.mamda.MamdaTradeFields
- create(MamaTransport, MamaQueue, String, String, Object) - Method in class com.wombat.mamda.MamdaSubscription
-
Create and activate a subscription.
- createBook(String, String) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- createMsg() - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- createPublisherManager(String, MamaBridge) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- createPublisherTransport(MamaBridge) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- createTimer(String, MamaBridge) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- CROSS_TYPE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- CURRENCY_CODE - Static variable in class com.wombat.mamda.MamdaTradeFields
D
- deactivate() - Method in class com.wombat.mamda.MamdaSubscription
-
Deactivate the subscription.
- deleteEntriesFromSource(MamaSource, MamdaOrderBookBasicDeltaList) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Delete all entries in this book that have "source" as its MamaSource.
- deleteEntriesFromSource(MamaSource, MamdaOrderBookBasicDeltaList) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- deleteEntry(MamdaOrderBookEntry, MamaDateTime, MamdaOrderBookBasicDelta) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Delete an entry in the order book and (if "delta" is not NULL) record information about the delta related to this action.
- deleteLevel(MamdaOrderBookPriceLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Delete a price level from the orderbook.
- detach(MamdaOrderBookEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
NOOP FOR JAVA Adds the entry to the list of entries to be detached.
- detach(MamdaOrderBookPriceLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Detach a price level.
- DIVIDEND_CURRENCY - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- DIVIDEND_EX_DATE - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- DIVIDEND_FREQ - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- DIVIDEND_PAY_DATE - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- DIVIDEND_PRICE - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- DIVIDEND_REC_DATE - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- dump() - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Print the contents of the chain to standard out.
- dump() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Dump the order book to standard out.
- dump() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Dump the simple update to the output stream.
- dump() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
-
Dump the complex update to the output stream.
- dump(OutputStream) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Dump the order book to an
OutputStream
. - dump(OutputStream) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Dump the simple update to the output stream.
- dump(OutputStream) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
-
Dump the complex update to the output stream.
E
- EARN_PER_SHARE - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- empty() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Return whether there are no entries for this level.
- ENTADD - Static variable in class com.wombat.mamda.examples.MamdaBookPublisher
- ENTDELETE - Static variable in class com.wombat.mamda.examples.MamdaBookPublisher
- ENTRY_ACTION - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- ENTRY_ID - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- ENTRY_PROP_MSG_TYPE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- ENTRY_PROPERTIES - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- ENTRY_REASON - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- ENTRY_SIZE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- ENTRY_STATUS - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- ENTRY_TIME - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- entryIterator() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevel
- entryIterator() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
- entryIterator() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
-
Returns a
java.util.Iterator
for all entries within this level. - entryIterator() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Returns a
java.util.Iterator
for all entries within this level. - ENTUPDATE - Static variable in class com.wombat.mamda.examples.MamdaBookPublisher
- enumObjectForValue(int) - Static method in class com.wombat.mamda.MamdaOrderImbalanceSide
-
Return an instance of a MamdaOrderImbalanceSide corresponding to the specified integer value.
- enumObjectForValue(int) - Static method in class com.wombat.mamda.MamdaOrderImbalanceType
-
Return an instance of a MamdaOrderImbalanceType corresponding to the specified integer value.
- equalId(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Whether the id of the entry is equal to the id passed to the method.
- equals(MamdaOrderImbalanceSide) - Method in class com.wombat.mamda.MamdaOrderImbalanceSide
-
Compare the two types for equality.
- equals(MamdaOrderImbalanceType) - Method in class com.wombat.mamda.MamdaOrderImbalanceType
-
Compare the two types for equality.
- equals(Object) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- equals(Object) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- EXERCISE_STYLE - Static variable in class com.wombat.mamda.options.MamdaOptionFields
- EXERCISE_STYLE_AMERICAN - Static variable in class com.wombat.mamda.options.MamdaOptionContract
- EXERCISE_STYLE_CAPPED - Static variable in class com.wombat.mamda.options.MamdaOptionContract
- EXERCISE_STYLE_EUROPEAN - Static variable in class com.wombat.mamda.options.MamdaOptionContract
- EXERCISE_STYLE_UNKNOWN - Static variable in class com.wombat.mamda.options.MamdaOptionContract
- EXPIRATION_DATE - Static variable in class com.wombat.mamda.options.MamdaOptionFields
- expirationIterator() - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Return an Iterator over the set of expiration dates within the view.
F
- FAR_CLEARING_PRICE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- findEntry(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- findEntry(String, boolean) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntryManager
-
Find an entry in the manager.
- findLevel(double, char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- findOrCreateEntry(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- findOrCreateLevel(double, char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Create a price level in the orderbook for the given price/size.
G
- generateDeltaMsgs(boolean) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Enable the generation of book deltas for this book.
- get() - Method in class com.wombat.mamda.MamdaUncrossPriceInd
- getAccVolume() - Method in class com.wombat.mamda.MamdaTradeListener
- getAccVolume() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Total volume of shares traded in a security at the time it is disseminated.
- getAccVolumeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getAccVolumeFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getAction() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Whether to ADD, UPDATE or DELETE the entry.
- getAction() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Return the action for this price level.
- getActivityTime() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getActivityTime
- getActivityTime() - Method in interface com.wombat.mamda.MamdaBasicEvent
- getActivityTime() - Method in interface com.wombat.mamda.MamdaBasicRecap
-
Activity time.
- getActivityTime() - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- getActivityTime() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getActivityTime() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getActivityTime
- getActivityTime() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getActivityTime() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getActivityTime() - Method in class com.wombat.mamda.MamdaQuoteListener
- getActivityTime() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getActivityTime() - Method in class com.wombat.mamda.MamdaTradeListener
- getActivityTime() - Method in class com.wombat.mamda.options.MamdaOptionChainListener
- getActivityTime() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getActivityTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- getActivityTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- getActivityTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getActivityTimeFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getActivityTimeFieldState
- getActivityTimeFieldState() - Method in interface com.wombat.mamda.MamdaBasicEvent
-
return Activity time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
- getActivityTimeFieldState() - Method in interface com.wombat.mamda.MamdaBasicRecap
- getActivityTimeFieldState() - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- getActivityTimeFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getActivityTimeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getActivityTimeFieldState
- getActivityTimeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getActivityTimeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getActivityTimeFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getActivityTimeFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getActivityTimeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getActivityTimeFieldState() - Method in class com.wombat.mamda.options.MamdaOptionChainListener
- getActivityTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getActivityTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- getActivityTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- getActivityTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getAdjPrevClose() - Method in class com.wombat.mamda.MamdaTradeListener
- getAdjPrevClose() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
The previous close price adjusted by corporate actions, such as dividends and stock splits on the ex-date.
- getAdjPrevCloseFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getAdjPrevCloseFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getAllExpirations() - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Return a set of MamdaOptionExpirationDateSet.
- getAppDataType() - Method in class com.wombat.mamda.MamdaSubscription
-
Retrieve the application-specific data type.
- getAskCloseDate() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskCloseDateFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskClosePrice() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskClosePriceFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskDepth() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskDepth() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskDepth() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskDepthFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskDepthFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskDepthFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskHigh() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskHighFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskIndicator() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskIndicator() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskIndicator() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskIndicatorFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskIndicatorFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskIndicatorFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskLow() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskLowFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskMarketOrders() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- getAskPartId() - Method in interface com.wombat.mamda.MamdaQuoteClosing
-
Get the closing ask participant identifier.
- getAskPartId() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskPartId() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
Get the ask participant identifier.
- getAskPartId() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskPartIdFieldState() - Method in interface com.wombat.mamda.MamdaQuoteClosing
- getAskPartIdFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskPartIdFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskPartIdFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskPrevCloseDate() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskPrevCloseDateFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskPrevClosePrice() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskPrevClosePriceFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskPrice() - Method in interface com.wombat.mamda.MamdaQuoteClosing
-
Get the closing ask price.
- getAskPrice() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskPrice() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
Get the ask price.
- getAskPrice() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskPriceFieldState() - Method in interface com.wombat.mamda.MamdaQuoteClosing
- getAskPriceFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskPriceFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskPriceFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskSize() - Method in interface com.wombat.mamda.MamdaQuoteClosing
-
Get the closing ask size.
- getAskSize() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskSize() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
Get the ask size.
- getAskSize() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskSizeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteClosing
- getAskSizeFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskSizeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskSizeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskSizesList() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskSizesList() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskSizesList() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskSizesListFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskSizesListFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskSizesListFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskTime() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskTime() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskTime() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskTimeFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskTimeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskTimeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskUpdateCount() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskUpdateCount() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskUpdateCount() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskUpdateCountFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskUpdateCountFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskUpdateCountFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskYield() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskYield() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskYield() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAskYieldFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getAskYieldFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getAskYieldFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getAtTheMoney(short) - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Get the price of the option underlying.
- getAuctionTime() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getAuctionTime
- getAuctionTime() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getAuctionTime() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getAuctionTimeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getAuctionTimeFieldState
- getAuctionTimeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getAuctionTimeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getBboContract() - Method in class com.wombat.mamda.options.MamdaOptionContractSet
-
Return the contract for the best bid and offer.
- getBeginGapSeqNum() - Method in interface com.wombat.mamda.MamdaQuoteGap
-
The starting sequence number of detected missing quotes based on the quote count.
- getBeginGapSeqNum() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBeginGapSeqNum() - Method in interface com.wombat.mamda.MamdaTradeGap
-
The starting sequence number of detected missing trades based on the trade count.
- getBeginGapSeqNum() - Method in class com.wombat.mamda.MamdaTradeListener
- getBeginGapSeqNum() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicGap
-
Beginning sequence number in a detected gap event.
- getBeginGapSeqNum() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getBeginGapSeqNum() - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookGap
-
Beginning sequence number in a detected gap event.
- getBeginGapSeqNum() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getBeginGapSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaQuoteGap
- getBeginGapSeqNumFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBeginGapSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaTradeGap
- getBeginGapSeqNumFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getBidCloseDate() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidCloseDateFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidClosePrice() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidClosePriceFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidDepth() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidDepth() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidDepth() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidDepthFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidDepthFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidDepthFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidHigh() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidHighFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidIndicator() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidIndicator() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidIndicator() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidIndicatorFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidIndicatorFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidIndicatorFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidLow() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidLowFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidMarketOrders() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- getBidPartId() - Method in interface com.wombat.mamda.MamdaQuoteClosing
-
Get the closing bid participant identifier.
- getBidPartId() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidPartId() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
Get the bid participant identifier.
- getBidPartId() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidPartIdFieldState() - Method in interface com.wombat.mamda.MamdaQuoteClosing
- getBidPartIdFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidPartIdFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidPartIdFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidPrevCloseDate() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidPrevCloseDateFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidPrevClosePrice() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidPrevClosePriceFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidPrice() - Method in interface com.wombat.mamda.MamdaQuoteClosing
-
Get the closing bid price.
- getBidPrice() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidPrice() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
Get the bid price.
- getBidPrice() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidPriceFieldState() - Method in interface com.wombat.mamda.MamdaQuoteClosing
- getBidPriceFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidPriceFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidPriceFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidSize() - Method in interface com.wombat.mamda.MamdaQuoteClosing
-
Get the closing bid size.
- getBidSize() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidSize() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
Get the bid size.
- getBidSize() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidSizeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteClosing
- getBidSizeFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidSizeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidSizeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidSizesList() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidSizesList() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidSizesList() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidSizesListFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidSizesListFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidSizesListFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidTime() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidTime() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidTime() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidTimeFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidTimeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidTimeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidUpdateCount() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidUpdateCount() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidUpdateCount() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidUpdateCountFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidUpdateCountFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidUpdateCountFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidYield() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidYield() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidYield() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBidYieldFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getBidYieldFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getBidYieldFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getBlockCount() - Method in class com.wombat.mamda.MamdaTradeListener
- getBlockCount() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
The number of block trades (at least 10,000 shares) today.
- getBlockCountFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getBlockCountFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getBlockVolume() - Method in class com.wombat.mamda.MamdaTradeListener
- getBlockVolume() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Total volume of block trades today.
- getBlockVolumeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getBlockVolumeFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getBook() - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- getBookSnapshot() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
-
Returns a deep, writeable copy of the underlying order book.
- getBookSnapShot(String) - Static method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getBookTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Return the book time.
- getBuyVolume() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getBuyVolume - Returns the buy volume of the imbalance order
- getBuyVolume() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getBuyVolume() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getBuyVolumeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getBuyVolumeFieldState - Returns the buy volume of the imbalance order
- getBuyVolumeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getBuyVolumeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getCallSet() - Method in class com.wombat.mamda.options.MamdaOptionStrikeSet
-
Return a set of call option contracts at a given strike price.
- getCheckSourceState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Get whether to check the MamaSourceState when adding/deleting/re-evaluating entries in the book.
- getCheckSourceState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Get whether this order book wants to check the source state.
- getClosePrice() - Method in interface com.wombat.mamda.MamdaTradeClosing
-
Return the Close price Today's closing price.
- getClosePrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getClosePrice() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Today's closing price.
- getClosePriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeClosing
- getClosePriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getClosePriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getClosure() - Method in class com.wombat.mamda.MamdaSubscription
-
Get the additional object passed as the closure to the create() method.
- getClosure() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Get the order book closure handle.
- getClosure() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Get the order book entry closure handle.
- getContract(String) - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Find an option contract by OPRA symbol.
- getCorporateActionType() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getCorporateActionType() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Corporate Action Type.
- getCorporateActionTypeFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getCorporateActionTypeFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getCorrCondition() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get corrected trade condition.
- getCorrCondition() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrConditionFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getCorrConditionFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrPartId() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the corrected trade participant identifier.
- getCorrPartId() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrPartIdFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getCorrPartIdFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrPrice() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the corrected trade price.
- getCorrPrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrPriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getCorrPriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrQual() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get corrected trade qualifier.
- getCorrQual() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrQualFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getCorrQualFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrQualNative() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get corrected trade condition.
- getCorrQualNative() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrQualNativeFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getCorrQualNativeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrSellersSaleDays() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the corrected trade sellers days.
- getCorrSellersSaleDays() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrSellersSaleDaysFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getCorrSellersSaleDaysFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrShortSaleCircuitBreaker() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
- getCorrShortSaleCircuitBreaker() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrShortSaleCircuitBreakerFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getCorrShortSaleCircuitBreakerFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrStopStock() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the original stock stop indicator.
- getCorrStopStock() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrStopStockFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getCorrStopStockFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrTradeId() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the corrected trade id.
- getCorrTradeId() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrTradeIdFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getCorrTradeIdFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrVolume() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the corrected trade volume.
- getCorrVolume() - Method in class com.wombat.mamda.MamdaTradeListener
- getCorrVolumeFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getCorrVolumeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getCrossType() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
- getCrossType() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getCrossType() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getCrossTypeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getCrossType return the imbalance cross type
- getCrossTypeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getCrossTypeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getCurrencyCode() - Method in class com.wombat.mamda.MamdaTradeListener
- getCurrencyCode() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Sequence number of trade.
- getCurrencyCodeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getCurrencyCodeFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getCustomObject() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the custom object.
- getCustomObject() - Method in class com.wombat.mamda.options.MamdaOptionUnderlying
-
Return the custom object.
- getDeltaOrderBook() - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookDelta
-
Return the order book delta.
- getDividendCurrency() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendCurrency() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Currency of dividend.
- getDividendCurrencyFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendCurrencyFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getDividendExDate() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendExDate() - Method in interface com.wombat.mamda.MamdaFundamentals
-
The date on or after which a security is traded without a previously declared dividend or distribution.
- getDividendExDateFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendExDateFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getDividendFrequency() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendFrequency() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Frequency of the dividend payments.
- getDividendFrequencyFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendFrequencyFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getDividendPayDate() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendPayDate() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Date on which corporate action distribution will be paid or effective.
- getDividendPayDateFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendPayDateFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getDividendPrice() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendPrice() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Dividend price.
- getDividendPriceFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendPriceFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getDividendRecordDate() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendRecordDate() - Method in interface com.wombat.mamda.MamdaFundamentals
-
This is the date on which all shareholders are considered a "holder of record" and ensured the right of a dividend or distribution.
- getDividendRecordDateFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getDividendRecordDateFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getDupEntry() - Method in exception com.wombat.mamda.orderbook.MamdaOrderBookDuplicateEntryException
- getEarningsPerShare() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getEarningsPerShare() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Earnings per share, including common stock, preferred stock, unexercised stock options, unexercised warrants, and some convertible debt.
- getEarningsPerShareFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getEarningsPerShareFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getEndGapSeqNum() - Method in interface com.wombat.mamda.MamdaQuoteGap
-
The end sequence number of detected missing quotes based on the quote count.
- getEndGapSeqNum() - Method in class com.wombat.mamda.MamdaQuoteListener
- getEndGapSeqNum() - Method in interface com.wombat.mamda.MamdaTradeGap
-
The end sequence number of detected missing trades based on the trade count.
- getEndGapSeqNum() - Method in class com.wombat.mamda.MamdaTradeListener
- getEndGapSeqNum() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicGap
-
Ending sequence number in a detected gap event.
- getEndGapSeqNum() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getEndGapSeqNum() - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookGap
-
Ending sequence number in a detected gap event.
- getEndGapSeqNum() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getEndGapSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaQuoteGap
- getEndGapSeqNumFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getEndGapSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaTradeGap
- getEndGapSeqNumFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getEntry() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Get the MamdaOrderBookEntry object related to this basic delta.
- getEntryAtPosition(long) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Return the order book entry at position "pos" in the price level.
- getEntryAtPosition(long, char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Return the order book entry at position "pos" in the order book.
- getEntryDeltaAction() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Get the delta action with respect to the entry.
- getEventDate() - Method in class com.wombat.mamda.MamdaQuoteListener
- getEventDate() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
Date corresponding to the last quote, as reported by the feed.
- getEventDateFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getEventDateFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getEventDateTime() - Method in class com.wombat.mamda.MamdaQuoteListener
- getEventSeqNum() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getEventSeqNum
- getEventSeqNum() - Method in interface com.wombat.mamda.MamdaBasicEvent
- getEventSeqNum() - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- getEventSeqNum() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getEventSeqNum
- getEventSeqNum() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getEventSeqNum() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getEventSeqNum() - Method in class com.wombat.mamda.MamdaQuoteListener
- getEventSeqNum() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getEventSeqNum() - Method in class com.wombat.mamda.MamdaTradeListener
- getEventSeqNum() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Sequence number of trade.
- getEventSeqNum() - Method in class com.wombat.mamda.options.MamdaOptionChainListener
- getEventSeqNum() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getEventSeqNum() - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- getEventSeqNum() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- getEventSeqNum() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getEventSeqNumFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getEventSeqNumFieldState
- getEventSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaBasicEvent
-
return source sequence number Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
- getEventSeqNumFieldState() - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- getEventSeqNumFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getEventSeqNumFieldState
- getEventSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getEventSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getEventSeqNumFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getEventSeqNumFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getEventSeqNumFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getEventSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getEventSeqNumFieldState() - Method in class com.wombat.mamda.options.MamdaOptionChainListener
- getEventSeqNumFieldState() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getEventSeqNumFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- getEventSeqNumFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- getEventSeqNumFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getEventTime() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getEventTime
- getEventTime() - Method in interface com.wombat.mamda.MamdaBasicEvent
- getEventTime() - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- getEventTime() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getEventTime
- getEventTime() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getEventTime() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getEventTime() - Method in class com.wombat.mamda.MamdaQuoteListener
- getEventTime() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
Time corresponding to the last quote, as reported by the feed.
- getEventTime() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getEventTime() - Method in class com.wombat.mamda.MamdaTradeListener
- getEventTime() - Method in class com.wombat.mamda.options.MamdaOptionChainListener
- getEventTime() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getEventTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- getEventTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- getEventTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getEventTimeFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getEventTimeFieldState
- getEventTimeFieldState() - Method in interface com.wombat.mamda.MamdaBasicEvent
-
return event time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
- getEventTimeFieldState() - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- getEventTimeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getEventTimeFieldState
- getEventTimeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getEventTimeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getEventTimeFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getEventTimeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getEventTimeFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getEventTimeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getEventTimeFieldState() - Method in class com.wombat.mamda.options.MamdaOptionChainListener
- getEventTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getEventTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- getEventTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- getEventTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getExchange() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the exchange.
- getExchangeContract(String) - Method in class com.wombat.mamda.options.MamdaOptionContractSet
-
Return the contract for the particular exchange.
- getExchangeContracts() - Method in class com.wombat.mamda.options.MamdaOptionContractSet
-
Return the set of individual regional exchange option contracts.
- getExchanges() - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Return the superset of regional exchange identifiers for any option in this chain.
- getExchanges() - Method in class com.wombat.mamda.options.MamdaOptionContractSet
-
Return the set of individual regional exchange identifiers.
- getExerciseStyle() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the exercise style.
- getExpirations(int) - Method in class com.wombat.mamda.options.MamdaOptionExpirationDateSet
- getExpirationsBefore(Date) - Method in class com.wombat.mamda.options.MamdaOptionExpirationDateSet
- getExpireDate() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the expiration date.
- getExpireDate() - Method in class com.wombat.mamda.options.MamdaOptionStrikeSet
-
Return the expiration date for the contracts at the given strike price.
- getExpireDateStr() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the expiration date as a commonly formatted string (MMMyy).
- getExpireDateStr() - Method in class com.wombat.mamda.options.MamdaOptionStrikeSet
-
Return the expiration date as a string for the contracts at the given strike price.
- getFailureCount() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookChecker
- getFarClearingPrice() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getFarClearingPrice - Returns the far clearing price for the imbalance order.
- getFarClearingPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getFarClearingPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getFarClearingPriceFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getFarClearingPriceFieldState - Returns the far clearing price for the imbalance order.
- getFarClearingPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getFarClearingPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getFieldAsString(MamaMsgField) - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getFundamentalListener() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the current fundamental listener.
- getFundamentalsInfo() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the current fundamental fields.
- getGenerateDeltaMsgs() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Get whether book delta generation is enabled
- getHasFixedLevelFields() - Static method in class com.wombat.mamda.orderbook.MamdaOrderBookFields
-
Internal.
- getHasMarketOrders() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getHasVectorFields() - Static method in class com.wombat.mamda.orderbook.MamdaOrderBookFields
-
Internal.
- getHighIndicationPrice() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getHighIndicationPrice - Returns the high indication price of the imbalance order.
- getHighIndicationPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getHighIndicationPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getHighIndicationPriceFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getHighIndicationPriceFieldState - Returns the high indication price of the imbalance order.
- getHighIndicationPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getHighIndicationPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getHighPrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getHighPrice() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Highest price paid for security during the trading day.
- getHighPriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getHighPriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getHighSeqNum() - Method in class com.wombat.mamda.MamdaTradeListener
- getHighSeqNum() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Sequence number of trade.
- getHighSeqNumFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getHighSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getHistoricalVolatility() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getHistoricalVolatility() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Volatility estimated from historical data
- getHistoricalVolatilityFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getHistoricalVolatilityFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getId() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
If supported, Order book entry ID (order ID, participant ID, etc.)
- getImbalancePrice() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getImbalancePrice - Returns the indication price for the imbalance order.
- getImbalancePrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getImbalancePrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getImbalancePriceFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getImbalancePriceFieldState - Returns the indication price for the imbalance order.
- getImbalancePriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getImbalancePriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getImbalanceSide() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getImbalanceSide- Returns the imbalance side of the imbalance order.
- getImbalanceState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getImbalanceState - Returns the order imbalance state
- getImbalanceState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getImbalanceState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getImbalanceStateFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getImbalanceStateFieldState - Returns the order imbalance state
- getImbalanceStateFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getImbalanceStateFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getImbalanceVolume() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getImbalanceVolume - Returns the imbalance volume, which is either the sell or buy volume
- getInconclusiveCount() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookChecker
- getInvalidEntry() - Method in exception com.wombat.mamda.orderbook.MamdaOrderBookInvalidEntryException
- getInvalidLevelEntry() - Method in exception com.wombat.mamda.orderbook.MamdaOrderBookInvalidEntryException
- getInView() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return whether this contract is in the "view" within the option chain.
- getIrregPartId() - Method in class com.wombat.mamda.MamdaTradeListener
- getIrregPartId() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Trade participant ID for the last irregular trade.
- getIrregPartIdFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getIrregPartIdFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getIrregPrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getIrregPrice() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Monetary value of an individual share of the security at the time of the last irregular trade.
- getIrregPriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getIrregPriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getIrregTime() - Method in class com.wombat.mamda.MamdaTradeListener
- getIrregTime() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Time corresponding to the last irregular trade, as reported by the feed.
- getIrregTimeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getIrregTimeFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getIrregVolume() - Method in class com.wombat.mamda.MamdaTradeListener
- getIrregVolume() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Number of shares traded in a single transaction for an individual security.
- getIrregVolumeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getIrregVolumeFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getIsCancel() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
-
Return whether this event is a trade cancel.
- getIsCancel() - Method in class com.wombat.mamda.MamdaTradeListener
- getIsCancelFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getIsCancelFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getIsConsistent() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Get whether the order book is in a consistent or an an inconsistent state.
- getIsIndicative() - Method in interface com.wombat.mamda.MamdaTradeClosing
-
Return whether this closing price is indicative or official.
- getIsIndicative() - Method in class com.wombat.mamda.MamdaTradeListener
- getIsIndicativeFieldState() - Method in interface com.wombat.mamda.MamdaTradeClosing
- getIsIndicativeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getIsIrregular() - Method in class com.wombat.mamda.MamdaTradeListener
- getIsIrregular() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return whether this is an irregular trade.
- getIsIrregularFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getIsIrregularFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the isIrreglar field state.
- getIsPriceWithinPercentOfMoney(double, double, short) - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Return whether the price within a % of the money.
- getIssueSymbol() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getIssueSymbol
- getIssueSymbol() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getIssueSymbol
- getIssueSymbol() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getIssueSymbol() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getIssueSymbolFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getIssueSymbolFieldState
- getIssueSymbolFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getIssueSymbolFieldState
- getIssueSymbolFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getIssueSymbolFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getLastDate() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastDate() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Date corresponding to the last trade, as reported by the feed.
- getLastDateFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastDateFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getLastDateTime() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastPartId() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastPartId() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Trade participant ID.
- getLastPartIdFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastPartIdFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getLastPrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastPrice() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Monetary value of an individual share of the security at the time of the trade.
- getLastPriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastPriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getLastSeqNum() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastSeqNum() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Sequence number of last trade.
- getLastSeqNumFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getLastTime() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastTime() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Time corresponding to the last trade, as reported by the feed.
- getLastTimeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastTimeFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getLastVolume() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastVolume() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Number of shares traded in a single transaction for an individual security.
- getLastVolumeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getLastVolumeFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getLevelAtPosition(long, char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Return the order book price level at position "pos" in the order book.
- getLevelAtPrice(double, char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Return the order book price level at "price" on "side" of the order book.
- getLineTime() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getLineTime
- getLineTime() - Method in interface com.wombat.mamda.MamdaBasicRecap
-
Get the line time of the update.
- getLineTime() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getLineTime() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getLineTime
- getLineTime() - Method in class com.wombat.mamda.MamdaQuoteListener
- getLineTime() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getLineTime() - Method in class com.wombat.mamda.MamdaTradeListener
- getLineTime() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getLineTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- getLineTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getLineTimeFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getLineTimeFieldState
- getLineTimeFieldState() - Method in interface com.wombat.mamda.MamdaBasicRecap
- getLineTimeFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getLineTimeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getLineTimeFieldState
- getLineTimeFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getLineTimeFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getLineTimeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getLineTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getLineTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- getLineTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getLowIndicationPrice() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getLowIndicationPrice - Returns the low indication price of the imbalance order.
- getLowIndicationPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getLowIndicationPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getLowIndicationPriceFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getLowIndicationPriceFieldState - Returns the low indication price of the imbalance order.
- getLowIndicationPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getLowIndicationPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getLowPrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getLowPrice() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Lowest price paid for security during the trading day.
- getLowPriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getLowPriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getLowSeqNum() - Method in class com.wombat.mamda.MamdaTradeListener
- getLowSeqNum() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Sequence number of trade.
- getLowSeqNumFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getLowSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getLuldIndicator() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getLuldIndicatorFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getLuldTime() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getLuldTimeFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getMamaSubscription() - Method in class com.wombat.mamda.MamdaSubscription
- getManager() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Get the MamdaOrderBookEntryManager object to which this entry belongs.
- getMarketOrdersSide(char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- getMarketSector() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getMarketSector() - Method in interface com.wombat.mamda.MamdaFundamentals
-
A distinct subset of a market, society, industry, or economy, whose components share similar characteristics
- getMarketSectorFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getMarketSectorFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getMarketSectorNative() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getMarketSectorNative() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Feed-specific market sector code in native feed format.
- getMarketSectorNativeFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getMarketSectorNativeFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getMarketSegment() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getMarketSegment() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Market subgroup.
- getMarketSegmentFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getMarketSegmentFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getMarketSegmentNative() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getMarketSegmentNative() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Feed-specific market segment code in native feed format.
- getMarketSegmentNativeFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getMarketSegmentNativeFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getMatchPrice() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getMatchPrice - Returns the match price for the imbalance order.
- getMatchPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getMatchPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getMatchPriceFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getMatchPriceFieldState - Returns the match price for the imbalance order.
- getMatchPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getMatchPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getMatchVolume() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getMatchVolume - Returns the match volume of the imbalance order
- getMatchVolume() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getMatchVolume() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getMatchVolumeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getMatchVolumeFieldState - Returns the match volume of the imbalance order
- getMatchVolumeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getMatchVolumeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getMaxFid() - Static method in class com.wombat.mamda.MamdaAuctionFields
- getMaxFid() - Static method in class com.wombat.mamda.MamdaOrderImbalanceFields
- getMaxFid() - Static method in class com.wombat.mamda.MamdaQuoteFields
- getMaxFid() - Static method in class com.wombat.mamda.MamdaSecurityStatusFields
- getMaxFid() - Static method in class com.wombat.mamda.MamdaTradeFields
- getMaxFid() - Static method in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- getMissingEntryId() - Method in exception com.wombat.mamda.orderbook.MamdaOrderBookMissingEntryException
- getModifiedSides() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
-
Get which side(s) of the book have been modified by this complex update.
- getMsgListeners() - Method in class com.wombat.mamda.MamdaSubscription
- getMsgQual() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getMsgQual() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getMsgQualifier() - Method in class com.wombat.mamda.MamdaSubscription
-
Return the MamaMsgQualifier
- getMsgType() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getMsgType
- getMsgType() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getMsgType() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getMsgTypeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getMsgTypeFieldState
- getMsgTypeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getMsgTypeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getNearClearingPrice() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getNearClearingPrice - Returns the near clearing price for the imbalance order.
- getNearClearingPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getNearClearingPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getNearClearingPriceFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getNearClearingPriceFieldState - Returns the near clearing price for the imbalance order.
- getNearClearingPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getNearClearingPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getNeedsReevaluation() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Get whether this book needs a re-evaluation.
- getNetChange() - Method in class com.wombat.mamda.MamdaTradeListener
- getNetChange() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Get the change in price compared with the previous closing price.
- getNetChangeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getNetChangeFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getNoClearingPrice() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getNoClearingPrice - Returns the no clearing price for the imbalance order.
- getNoClearingPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getNoClearingPrice() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getNoClearingPriceFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getNoClearingPriceFieldState - Returns the no clearing price for the imbalance order.
- getNoClearingPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getNoClearingPriceFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getNumAskLevels() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Get the number of ask levels.
- getNumBidLevels() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Get the number of bid levels.
- getNumEntries() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Return the actual number of entries for this level.
- getNumEntriesTotal() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- getNumEntryFields() - Static method in class com.wombat.mamda.orderbook.MamdaOrderBookFields
-
Internal.
- getNumLevelFields() - Static method in class com.wombat.mamda.orderbook.MamdaOrderBookFields
-
Internal.
- getOffExAccVolume() - Method in class com.wombat.mamda.MamdaTradeListener
- getOffExAccVolume() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Total volume of shares traded off exchange in a security at the time it is disseminated.
- getOffExAccVolumeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOffExAccVolumeFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getOffExchangeTradePrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getOffExchangeTradePrice() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Monetary value of an individual off exchange share of the security at the time of the trade.
- getOffExchangeTradePriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOffExchangeTradePriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getOffExTotalValue() - Method in class com.wombat.mamda.MamdaTradeListener
- getOffExTotalValue() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Total value of all shares traded off exchange in a security at the time it is disseminated.
- getOffExTotalValueFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOffExTotalValueFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getOffExVwap() - Method in class com.wombat.mamda.MamdaTradeListener
- getOffExVwap() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Volume-weighted average off exchange price of a security at the time it is disseminated.
- getOffExVwapFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOffExVwapFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getOnExAccVolume() - Method in class com.wombat.mamda.MamdaTradeListener
- getOnExAccVolume() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Total volume of shares traded on exchange in a security at the time it is disseminated.
- getOnExAccVolumeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOnExAccVolumeFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getOnExchangeTradePrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getOnExchangeTradePrice() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Monetary value of an individual on exchange share of the security at the time of the trade.
- getOnExchangeTradePriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOnExchangeTradePriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getOnExTotalValue() - Method in class com.wombat.mamda.MamdaTradeListener
- getOnExTotalValue() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Total value of all shares traded on exchange in a security at the time it is disseminated.
- getOnExTotalValueFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOnExTotalValueFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getOnExVwap() - Method in class com.wombat.mamda.MamdaTradeListener
- getOnExVwap() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Volume-weighted average on exchange price of a security at the time it is disseminated.
- getOnExVwapFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOnExVwapFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getOpenInterest() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the open interest.
- getOpenPrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getOpenPrice() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
The price of the first qualifying trade in the security during the current trading day.
- getOpenPriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOpenPriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getOptionAction() - Method in class com.wombat.mamda.options.MamdaOptionChainListener
- getOptionAction() - Method in interface com.wombat.mamda.options.MamdaOptionSeriesUpdate
-
Get the most recent action.
- getOptionChain() - Method in class com.wombat.mamda.options.MamdaOptionChainListener
-
Return the option chain associated with this listener.
- getOptionContract() - Method in class com.wombat.mamda.options.MamdaOptionChainListener
- getOptionContract() - Method in interface com.wombat.mamda.options.MamdaOptionSeriesUpdate
-
Get the option contract to which the most recent event applies.
- getOrCreateMarketOrdersSide(char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- getOrderBook() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Get the MamdaOrderBook object to which this delta belongs.
- getOrderBook() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
-
Get the MamdaOrderBook object to which this delta belongs.
- getOrderBook() - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookClear
-
Returns the full orderbook related to this clear event.
- getOrderBook() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteClear
- getOrderBook() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- getOrderBook() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Get the order book for this entry, if possible.
- getOrderBook() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getOrderBook() - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookRecap
-
Returns a reference to the full orderbook if a full book is being maintained by the MamdaOrderBookListener.
- getOrderId() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrderId() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Get the order id, if available.
- getOrderIdFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrderIdFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getOrderType() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getOrderType() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- getOrigCondition() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
-
Feed-specific trade qualifier code(s) for original trade.
- getOrigCondition() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get original trade condition.
- getOrigCondition() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigConditionFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigConditionFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getOrigConditionFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigEntry() - Method in exception com.wombat.mamda.orderbook.MamdaOrderBookDuplicateEntryException
- getOrigPartId() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
-
Original trade participant identifier in a correction/cancel/error.
- getOrigPartId() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the original trade participant identifier.
- getOrigPartId() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigPartIdFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigPartIdFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getOrigPartIdFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigPrice() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
-
Original trade price in a correction/cancel/error.
- getOrigPrice() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the original trade price.
- getOrigPrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigPriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigPriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getOrigPriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigQual() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
-
A normalized set of qualifiers for the original trade for the security in a correction/cancel/error.
- getOrigQual() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get original trade qualifier.
- getOrigQual() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigQualFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigQualFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getOrigQualFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigQualNative() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
-
Get original trade qualifier (non normalized).
- getOrigQualNative() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get original trade qualifier (non normalized).
- getOrigQualNative() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigQualNativeFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigQualNativeFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getOrigQualNativeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigSellersSaleDays() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
-
Seller's sale days for original trade.
- getOrigSellersSaleDays() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the original trade sellers days.
- getOrigSellersSaleDays() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigSellersSaleDaysFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigSellersSaleDaysFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getOrigSellersSaleDaysFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigSeqNum() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
-
Original feed-generated sequence for a correction/cancel/error.
- getOrigSeqNum() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the original trade sequence number.
- getOrigSeqNum() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getOrigSeqNumFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigShortSaleCircuitBreaker() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
-
getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
- getOrigShortSaleCircuitBreaker() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigShortSaleCircuitBreakerFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigShortSaleCircuitBreakerFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigStopStock() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
-
Stopped stock indicator for original trade.
- getOrigStopStock() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the original stock stop indicator.
- getOrigStopStock() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigStopStockFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigStopStockFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getOrigStopStockFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigTradeId() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigTradeId() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getOrigTradeId() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigTradeIdFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigTradeIdFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getOrigTradeIdFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigVolume() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
-
Original trade size in a correction/cancel/error.
- getOrigVolume() - Method in interface com.wombat.mamda.MamdaTradeCorrection
-
Get the original trade volume.
- getOrigVolume() - Method in class com.wombat.mamda.MamdaTradeListener
- getOrigVolumeFieldState() - Method in interface com.wombat.mamda.MamdaTradeCancelOrError
- getOrigVolumeFieldState() - Method in interface com.wombat.mamda.MamdaTradeCorrection
- getOrigVolumeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getPartId() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getPartId
- getPartId() - Method in interface com.wombat.mamda.MamdaBasicRecap
-
Get the participant identifier.
- getPartId() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getPartId() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getPartId
- getPartId() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getPartId() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getPartId() - Method in class com.wombat.mamda.MamdaQuoteListener
- getPartId() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getPartId() - Method in class com.wombat.mamda.MamdaTradeListener
- getPartId() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPartId() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- getPartId() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- getPartId() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getPartIdFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getPartIdFieldState
- getPartIdFieldState() - Method in interface com.wombat.mamda.MamdaBasicRecap
- getPartIdFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getPartIdFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getPartIdFieldState
- getPartIdFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getPartIdFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getPartIdFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getPartIdFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getPartIdFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getPartIdFieldState() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPartIdFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- getPartIdFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getPctChange() - Method in class com.wombat.mamda.MamdaTradeListener
- getPctChange() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Change in price as a percentage.
- getPctChangeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getPctChangeFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getPlDeltaAction() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Get the delta action with respect to the price level.
- getPlDeltaSize() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Get the difference in size for the price level.
- getPosition(int) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Get the position in the order book for this entry.
- getPreInitialCacheSize() - Method in class com.wombat.mamda.MamdaSubscription
-
Return the initial value cache size
- getPrevCloseDate() - Method in class com.wombat.mamda.MamdaTradeListener
- getPrevCloseDate() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Date corresponding to PrevClosePrice.
- getPrevCloseDateFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getPrevCloseDateFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getPrevClosePrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getPrevClosePrice() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
The last qualifying trade price on the previous trading day.
- getPrevClosePriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getPrevClosePriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getPrice() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Get the price for this entry.
- getPrice() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Return the price for this level.
- getPriceEarningsRatio() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getPriceEarningsRatio() - Method in interface com.wombat.mamda.MamdaFundamentals
-
The most common measure of how expensive a stock is.
- getPriceEarningsRatioFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getPriceEarningsRatioFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getPriceLevel() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Get the MamdaOrderBookPriceLevel object related to this basic delta.
- getPriceLevel() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Get the MamdaOrderBookPriceLevel object to which this entry belongs.
- getPriceLevelAction() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevel
-
The action to apply to the orderbook for this price level.
- getPriceLevelAction() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
- getPriceLevelAction() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelActNumEntries() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
- getPriceLevelActNumEntries() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelEntryAction() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
-
Order book entry action to apply to the full order book.
- getPriceLevelEntryAction() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelEntryId() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
-
Order book entry Id.
- getPriceLevelEntryId() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelEntryReason() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
-
Reason for order book entry.
- getPriceLevelEntryReason() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelEntrySize() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
-
Return the order book entry size
- getPriceLevelEntrySize() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelEntryTime() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
-
Return the time of order book entry update.
- getPriceLevelEntryTime() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelMamaPrice() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevel
-
Return the MamaPrice for this price level.
- getPriceLevelMamaPrice() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
- getPriceLevelMamaPrice() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelNum() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevel
-
Return at which position this level is within an update containing a number of levels.
- getPriceLevelNum() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelNumEntries() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevel
-
Number of order book entries at current price level.
- getPriceLevelNumEntries() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
- getPriceLevelNumEntries() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelNumLevels() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevel
-
Return the number of price levels in the order book update.
- getPriceLevelNumLevels() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelPrice() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevel
-
Return the price for this price level.
- getPriceLevelPrice() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
- getPriceLevelPrice() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelSide() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevel
-
Side of book at current price level.
- getPriceLevelSide() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
- getPriceLevelSide() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelSize() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevel
-
Return the number of order entries comprising this price level.
- getPriceLevelSize() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
- getPriceLevelSize() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelSizeChange() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevel
-
Aggregate size at current price level.
- getPriceLevelSizeChange() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceLevelTime() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevel
-
Time of order book price level.
- getPriceLevelTime() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
- getPriceLevelTime() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getPriceVarInd() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getPriceVarInd -
- getPriceVarInd() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getPriceVarInd() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getPriceVarIndFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getPriceVarIndFieldState -
- getPriceVarIndFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getPriceVarIndFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getProcessMarketOrders() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getPubId() - Method in class com.wombat.mamda.MamdaQuoteListener
- getPubId() - Method in class com.wombat.mamda.MamdaTradeListener
- getPubIdFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getPubIdFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getPublishMsg() - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- getPutCall() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the put/call indicator.
- getPutSet() - Method in class com.wombat.mamda.options.MamdaOptionStrikeSet
-
Return a set of put option contracts at a given strike price.
- getQuality() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Get the mamaQuality for this order book.
- getQuality() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Get the entry-level quality factor.
- getQueue() - Method in class com.wombat.mamda.MamdaSubscription
- getQueueGroup() - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- getQuoteCount() - Method in class com.wombat.mamda.MamdaQuoteListener
- getQuoteCount() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
Get the quote count.
- getQuoteCountFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getQuoteCountFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getQuoteDate() - Method in class com.wombat.mamda.MamdaQuoteListener
- getQuoteInfo() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the current quote fields.
- getQuoteInfo() - Method in class com.wombat.mamda.options.MamdaOptionUnderlying
-
Return the current quote fields.
- getQuoteListener() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the current quote listener.
- getQuoteMidPrice() - Method in class com.wombat.mamda.MamdaQuoteListener
- getQuoteMidPrice() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
Get the quote mid price.
- getQuoteMidPriceFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getQuoteMidPriceFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getQuoteQual() - Method in class com.wombat.mamda.MamdaQuoteListener
- getQuoteQual() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
Get the normalized quote qualifier.
- getQuoteQual() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getQuoteQualFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getQuoteQualFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getQuoteQualFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getQuoteQualNative() - Method in class com.wombat.mamda.MamdaQuoteListener
- getQuoteQualNative() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getQuoteQualNative() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
-
The exchange specific non normalized quote qualifier.
- getQuoteQualNativeFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getQuoteQualNativeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getQuoteQualNativeFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getReadOnlyBookSnapshot() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
-
Returns a deep, read only, copy of the underlying order book.
- getReason() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getReason() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getReason() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
-
Unnormalized (feed-specific) reason associated with the current status of the security (e.g.
- getReason() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
The reason for the order entry.
- getReasonFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getReasonFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getReasonFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
- getRecoverGaps() - Method in class com.wombat.mamda.MamdaSubscription
-
Whether the specified subscription will attempt to recover from sequence number gaps.
- getRequiresInitial() - Method in class com.wombat.mamda.MamdaSubscription
-
Returns a value of true or false indicating whether this Subscription is interested in initial values.
- getRetries() - Method in class com.wombat.mamda.MamdaSubscription
- getRiskFreeRate() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getRiskFreeRate() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Theoretical interest rate at which an investment may earn interest without incurring any risk
- getRiskFreeRateFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getRiskFreeRateFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getSecurityStatus() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatus() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
-
Deprecated.
- getSecurityStatus() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
-
Deprecated.Returns the security status as an enumerated long integer. Use getSecurityStatusEnum() to return security status as an enumerated short integer or getSecurityStatusStr() to return it as a String.
- getSecurityStatusEnum() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusEnum() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusEnum() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
-
NYSE Technologies normalised security status.
- getSecurityStatusEnumFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusEnumFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusEnumFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
- getSecurityStatusFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
- getSecurityStatusOrig() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSecurityStatusOrig
- getSecurityStatusOrig() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getSecurityStatusOrig() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getSecurityStatusOrigFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSecurityStatusOrigFieldState
- getSecurityStatusOrigFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getSecurityStatusOrigFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getSecurityStatusOrigStr() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusOrigStr() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusOrigStr() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
- getSecurityStatusOrigStrFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusOrigStrFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusOrigStrFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
- getSecurityStatusQualifier() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusQualifier() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
-
Deprecated.
- getSecurityStatusQualifier() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
-
Deprecated.Returns the security status qualifier as an enumerated long integer. Use getSecurityStatusQualifierEnum() to return security status as an enumerated short integer or getSecurityStatusQualifierStr() to return it as a String.
- getSecurityStatusQualifierEnum() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusQualifierEnum() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusQualifierEnum() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
-
Security status qualifier.
- getSecurityStatusQualifierEnumFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusQualifierEnumFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusQualifierEnumFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
- getSecurityStatusQualifierFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusQualifierFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusQualifierFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
- getSecurityStatusQualifierStr() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusQualifierStr() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusQualifierStr() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
-
Security status qualifier.
- getSecurityStatusQualifierStrFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusQualifierStrFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusQualifierStrFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
- getSecurityStatusStr() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusStr() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusStr() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
-
NYSE Technologies normalised security status.
- getSecurityStatusStrFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSecurityStatusStrFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getSecurityStatusStrFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
- getSecurityStatusTime() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSecurityStatusTime
- getSecurityStatusTime() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getSecurityStatusTime() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getSecurityStatusTimeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSecurityStatusTimeFieldState
- getSecurityStatusTimeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getSecurityStatusTimeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getSellVolume() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSellVolume - Returns the sell volume of the imbalance order
- getSellVolume() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getSellVolume() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getSellVolumeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSellVolumeFieldState - Returns the sell volume of the imbalance order
- getSellVolumeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getSellVolumeFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getSendTime() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getSendTime
- getSendTime() - Method in interface com.wombat.mamda.MamdaBasicRecap
-
Get the send time of the update.
- getSendTime() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSendTime() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSendTime
- getSendTime() - Method in class com.wombat.mamda.MamdaQuoteListener
- getSendTime() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSendTime() - Method in class com.wombat.mamda.MamdaTradeListener
- getSendTime() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getSendTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- getSendTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getSendTimeFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getSendTimeFieldState
- getSendTimeFieldState() - Method in interface com.wombat.mamda.MamdaBasicRecap
- getSendTimeFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSendTimeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSendTimeFieldState
- getSendTimeFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getSendTimeFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSendTimeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getSendTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getSendTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- getSendTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getSeqNum() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSeqNum
- getSeqNum() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getSeqNum() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getSeqNum() - Method in class com.wombat.mamda.MamdaSubscription
- getSeqNumFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSeqNumFieldState
- getSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceRecap
- getSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaOrderImbalanceUpdate
- getServiceLevel() - Method in class com.wombat.mamda.MamdaSubscription
-
Get the service level for the specified Subscription.
- getServiceLevelOpt() - Method in class com.wombat.mamda.MamdaSubscription
-
Get the service level options for the specified subscription.
- getSettleDate() - Method in class com.wombat.mamda.MamdaTradeListener
- getSettleDate() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Settle date of trade.
- getSettleDateFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getSettleDateFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getSettlePrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getSettlePrice() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Settle of trade.
- getSettlePriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getSettlePriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getSharesAuthorized() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSharesAuthorized() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Authorized shares.
- getSharesAuthorizedFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSharesAuthorizedFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getSharesFloat() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSharesFloat() - Method in interface com.wombat.mamda.MamdaFundamentals
-
The number of shares of a security that are outstanding and available for trading by the public.
- getSharesFloatFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSharesFloatFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getSharesOut() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSharesOut() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Shares outstanding.
- getSharesOutFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSharesOutFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getShortSaleBidTick() - Method in class com.wombat.mamda.MamdaQuoteListener
- getShortSaleBidTick() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getShortSaleBidTick() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
-
NASDAQ Bid Tick Indicator for Short Sale Rule Compliance.
- getShortSaleBidTickFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getShortSaleBidTickFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getShortSaleBidTickFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getShortSaleCircuitBreaker() - Method in class com.wombat.mamda.MamdaQuoteListener
- getShortSaleCircuitBreaker() - Method in interface com.wombat.mamda.MamdaQuoteRecap
-
getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
- getShortSaleCircuitBreaker() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
-
get the ShortSaleCircuitBreaker
- getShortSaleCircuitBreaker() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getShortSaleCircuitBreaker() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
-
getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
- getShortSaleCircuitBreaker() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
-
get the ShortSaleCircuitBreaker
- getShortSaleCircuitBreaker() - Method in class com.wombat.mamda.MamdaTradeListener
- getShortSaleCircuitBreaker() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
- getShortSaleCircuitBreaker() - Method in interface com.wombat.mamda.MamdaTradeReport
-
get the ShortSaleCircuitBreaker
- getShortSaleCircuitBreakerFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getShortSaleCircuitBreakerFieldState() - Method in interface com.wombat.mamda.MamdaQuoteRecap
- getShortSaleCircuitBreakerFieldState() - Method in interface com.wombat.mamda.MamdaQuoteUpdate
- getShortSaleCircuitBreakerFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getShortSaleCircuitBreakerFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusRecap
- getShortSaleCircuitBreakerFieldState() - Method in interface com.wombat.mamda.MamdaSecurityStatusUpdate
- getShortSaleCircuitBreakerFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getShortSaleCircuitBreakerFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getShortSaleCircuitBreakerFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
- getSide() - Method in class com.wombat.mamda.MamdaTradeListener
- getSide() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Returns the Aggressor Side or TradeSide TradeSide 0 : No TradeSide is currently known/available. 1 or B : Buy 2 or S : Sell AggressorSide 0 : No AggressorSide is currently known/available. 1 or B : Buy 2 or S : Sell
- getSide() - Method in interface com.wombat.mamda.MamdaTradeReport
- getSide() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Get the price for this entry.
- getSide() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Return the side (bid/ask) of the book for this level.
- getSideFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getSideFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getSideFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
- getSize() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
-
Return the number of simple deltas in this complex delta.
- getSize() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
The size of the order entry.
- getSize() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Return the total size (across all entries) for this level.
- getSizeChange() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Return the size change for this (presumably delta) level.
- getSource() - Method in class com.wombat.mamda.MamdaSubscription
- getSource() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Get the MamaSource for this order book.
- getSource() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Return the MamaSource for this book entry.
- getSourceDerivative() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Return the SourceDerivative for this book.
- getSourceDerivative() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Return the MamaSourceDerivative for this book entry.
- getSrcTime() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getSrcTime
- getSrcTime() - Method in interface com.wombat.mamda.MamdaBasicEvent
- getSrcTime() - Method in interface com.wombat.mamda.MamdaBasicRecap
-
Source time.
- getSrcTime() - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- getSrcTime() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSrcTime() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSrcTime
- getSrcTime() - Method in class com.wombat.mamda.MamdaQuoteListener
- getSrcTime() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSrcTime() - Method in class com.wombat.mamda.MamdaTradeListener
- getSrcTime() - Method in class com.wombat.mamda.options.MamdaOptionChainListener
- getSrcTime() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getSrcTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- getSrcTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- getSrcTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getSrcTimeFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getSrcTimeFieldState
- getSrcTimeFieldState() - Method in interface com.wombat.mamda.MamdaBasicEvent
-
return Source time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
- getSrcTimeFieldState() - Method in interface com.wombat.mamda.MamdaBasicRecap
- getSrcTimeFieldState() - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- getSrcTimeFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSrcTimeFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSrcTimeFieldState
- getSrcTimeFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getSrcTimeFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSrcTimeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getSrcTimeFieldState() - Method in class com.wombat.mamda.options.MamdaOptionChainListener
- getSrcTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getSrcTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- getSrcTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- getSrcTimeFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getState() - Method in class com.wombat.mamda.MamdaFieldState
- getState() - Method in class com.wombat.mamda.MamdaTradeSide
- getStatus() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Return the status for the entry.
- getStdDev() - Method in class com.wombat.mamda.MamdaTradeListener
- getStdDev() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Standard deviation of last trade price of a security at the time it is disseminated.
- getStdDevFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getStdDevFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getStdDevSum() - Method in class com.wombat.mamda.MamdaTradeListener
- getStdDevSum() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getStdDevSumFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getStdDevSumFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getStdDevSumSquares() - Method in class com.wombat.mamda.MamdaTradeListener
- getStdDevSumSquares() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getStdDevSumSquaresFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getStdDevSumSquaresFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getStrikePrice() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the strike price.
- getStrikePrice() - Method in class com.wombat.mamda.options.MamdaOptionStrikeSet
-
Return the strike price.
- getStrikePrices() - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Return the superset of strike prices for this chain.
- getStrikesWithinPercent(double, short) - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Determine the set of strike prices that are included in a given percentage range of the underlying price.
- getStrikesWithinRangeSize(int, short) - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Determine the set of strike prices that are included in a given fixed size range of strikes surrounding the underlying price.
- getSubscriptionType() - Method in class com.wombat.mamda.MamdaSubscription
-
Returns the underlying
MamaSubscriptionType
for the specified Subscription. - getSuccessCount() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookChecker
- getSymbol() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getSymbol
- getSymbol() - Method in interface com.wombat.mamda.MamdaBasicRecap
-
Get the string symbol for the instrument.
- getSymbol() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSymbol() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSymbol
- getSymbol() - Method in class com.wombat.mamda.MamdaQuoteListener
- getSymbol() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSymbol() - Method in class com.wombat.mamda.MamdaSubscription
- getSymbol() - Method in class com.wombat.mamda.MamdaTradeListener
- getSymbol() - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Get the underlying symbol for the option chain.
- getSymbol() - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Return the symbol for the option chain.
- getSymbol() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the OPRA contract symbol.
- getSymbol() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getSymbol() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
The order book subscription symbol.
- getSymbol() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- getSymbol() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Get the symbol for this entry, if possible.
- getSymbol() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getSymbol() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- getSymbolFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getSymbolFieldState
- getSymbolFieldState() - Method in interface com.wombat.mamda.MamdaBasicRecap
- getSymbolFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getSymbolFieldState() - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
getSymbolFieldState
- getSymbolFieldState() - Method in class com.wombat.mamda.MamdaQuoteListener
- getSymbolFieldState() - Method in class com.wombat.mamda.MamdaSecurityStatusListener
- getSymbolFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getSymbolFieldState() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- getSymbolFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- getSymbolFieldState() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- getTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Time of order book entry update.
- getTime() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Return the time stamp for when the price level was last updated.
- getTimeout() - Method in class com.wombat.mamda.MamdaSubscription
- getTotalNumLevels() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Get the total number of price levels (both sides of order book).
- getTotalValue() - Method in class com.wombat.mamda.MamdaTradeListener
- getTotalValue() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Total value of all shares traded in a security at the time it is disseminated.
- getTotalValueFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTotalValueFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getTotalVolumeSeqNum() - Method in class com.wombat.mamda.MamdaTradeListener
- getTotalVolumeSeqNum() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Sequence number of trade.
- getTotalVolumeSeqNumFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTotalVolumeSeqNumFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getTradeCondition() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeCondition() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the exchange provided trade condition.
- getTradeConditionFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeConditionFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade condition field state.
- getTradeCount() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeCount() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
The number of trades today.
- getTradeCountFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeCountFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getTradeDate() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeDirection() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeDirection() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Trade tick direction.
- getTradeDirectionFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeDirectionFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getTradeExecVenue() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeExecVenue() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Trade execution venue.
- getTradeExecVenueFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeExecVenueFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getTradeId() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeId() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade id.
- getTradeIdFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeIdFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade ID field state.
- getTradeInfo() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the current trade fields.
- getTradeInfo() - Method in class com.wombat.mamda.options.MamdaOptionUnderlying
-
Return the current trade fields.
- getTradeListener() - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Return the trade listener.
- getTradePartId() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradePartId() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the participant identifier.
- getTradePartIdFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradePartIdFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade part ID field state.
- getTradePrice() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradePrice() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade price.
- getTradePriceFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradePriceFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade price field state.
- getTradeQual() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeQual() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the normalized trade qualifier.
- getTradeQualFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeQualFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade qualifier field state.
- getTradeQualNativeStr() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeQualNativeStr() - Method in interface com.wombat.mamda.MamdaTradeReport
-
The native, non normalized, trade qualifier.
- getTradeQualNativeStrFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeQualNativeStrFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade qualifier native field state.
- getTradeSellersSaleDays() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeSellersSaleDays() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the seller trade days.
- getTradeSellersSaleDaysFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeSellersSaleDaysFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade sellers sale days field state.
- getTradeStopStock() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeStopStock() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the stopped stock indicator.
- getTradeStopStockFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeStopStockFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade stop stock field state.
- getTradeUnits() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeUnits() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Reuters trade units.
- getTradeUnitsFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeUnitsFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getTradeVolume() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeVolume() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade volume.
- getTradeVolumeFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getTradeVolumeFieldState() - Method in interface com.wombat.mamda.MamdaTradeReport
-
Return the trade volume field state.
- getTransport() - Method in class com.wombat.mamda.MamdaSubscription
- getUncrossPrice() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getUncrossPrice
- getUncrossPrice() - Method in interface com.wombat.mamda.MamdaAuctionRecap
-
Get the uncross price.
- getUncrossPrice() - Method in interface com.wombat.mamda.MamdaAuctionUpdate
-
Get the uncross price.
- getUncrossPriceFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getUncrossPriceFieldState
- getUncrossPriceFieldState() - Method in interface com.wombat.mamda.MamdaAuctionRecap
-
Get the uncross price fieldState
- getUncrossPriceFieldState() - Method in interface com.wombat.mamda.MamdaAuctionUpdate
-
Get the uncross price fieldState
- getUncrossPriceInd() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getUncrossPriceInd
- getUncrossPriceInd() - Method in interface com.wombat.mamda.MamdaAuctionRecap
-
Get the uncross price Ind.
- getUncrossPriceInd() - Method in interface com.wombat.mamda.MamdaAuctionUpdate
-
Get the uncross price Ind.
- getUncrossPriceIndFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getUncrossPriceIndFieldState
- getUncrossPriceIndFieldState() - Method in interface com.wombat.mamda.MamdaAuctionRecap
-
Get the uncross price ind fieldState
- getUncrossPriceIndFieldState() - Method in interface com.wombat.mamda.MamdaAuctionUpdate
-
Get the uncross price ind fieldState
- getUncrossVolume() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getUncrossVolume
- getUncrossVolume() - Method in interface com.wombat.mamda.MamdaAuctionRecap
-
Get the uncross vol.
- getUncrossVolume() - Method in interface com.wombat.mamda.MamdaAuctionUpdate
-
Get the uncross vol.
- getUncrossVolumeFieldState() - Method in class com.wombat.mamda.MamdaAuctionListener
-
getUncrossVolumeFieldState
- getUncrossVolumeFieldState() - Method in interface com.wombat.mamda.MamdaAuctionRecap
-
Get the uncross vol fieldState
- getUncrossVolumeFieldState() - Method in interface com.wombat.mamda.MamdaAuctionUpdate
-
Get the uncross vol fieldState
- getUnderlyingQuoteListener() - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Make the underlying quote listener available externally.
- getUnderlyingTradeListener() - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Make the underlying trade listener available externally.
- getUniqueId() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
If supported, Order book entry unique ID (order ID, participant ID, etc.).
- getValue() - Method in class com.wombat.mamda.MamdaOrderImbalanceSide
-
Returns the integer value for the type.
- getValue() - Method in class com.wombat.mamda.MamdaOrderImbalanceType
-
Returns the integer value for the type.
- getVolatility() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getVolatility() - Method in interface com.wombat.mamda.MamdaFundamentals
-
The relative rate at which the price of a security moves up and down.
- getVolatilityFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getVolatilityFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- getVwap() - Method in class com.wombat.mamda.MamdaTradeListener
- getVwap() - Method in interface com.wombat.mamda.MamdaTradeRecap
-
Volume-weighted average price of a security at the time it is disseminated.
- getVwapFieldState() - Method in class com.wombat.mamda.MamdaTradeListener
- getVwapFieldState() - Method in interface com.wombat.mamda.MamdaTradeRecap
- getWombatBboContract() - Method in class com.wombat.mamda.options.MamdaOptionContractSet
-
Return the contract for the best bid and offer, as calculated by NYSE Technologies.
- getYield() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getYield() - Method in interface com.wombat.mamda.MamdaFundamentals
-
Yield, for cash instruments where prices are published
- getYieldFieldState() - Method in class com.wombat.mamda.MamdaFundamentalListener
- getYieldFieldState() - Method in interface com.wombat.mamda.MamdaFundamentals
- grow(int) - Method in class com.wombat.mamda.orderbook.BookMsgHolder
H
- hashCode() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- hashCode() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- hasPartId() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- HIGH_INDICATION_PRICE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- HIGH_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- HIGH_SEQNUM - Static variable in class com.wombat.mamda.MamdaTradeFields
- HIST_VOLATILITY - Static variable in class com.wombat.mamda.MamdaFundamentalFields
I
- INDEX_SYMBOL - Static variable in class com.wombat.mamda.MamdaCommonFields
- INDICATION_PRICE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- INSIDE_MATCH_PRICE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- IRREG_PART_ID - Static variable in class com.wombat.mamda.MamdaTradeFields
- IRREG_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- IRREG_SIZE - Static variable in class com.wombat.mamda.MamdaTradeFields
- IRREG_TIME - Static variable in class com.wombat.mamda.MamdaTradeFields
- IS_IRREGULAR - Static variable in class com.wombat.mamda.MamdaTradeFields
- isBbo(String) - Static method in class com.wombat.mamda.options.MamdaOptionExchangeUtils
-
Return whether the exchange ID is the one used to represent the best bid and offer.
- isMamdaImbalanceOrder(int) - Static method in class com.wombat.mamda.MamdaOrderImbalanceType
- isMamdaOrderImbalanceType(int) - Static method in class com.wombat.mamda.MamdaOrderImbalanceType
- isReadOnly() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
If this book is read only.
- isSet() - Static method in class com.wombat.mamda.MamdaAuctionFields
- isSet() - Static method in class com.wombat.mamda.MamdaCommonFields
- isSet() - Static method in class com.wombat.mamda.MamdaFundamentalFields
- isSet() - Static method in class com.wombat.mamda.MamdaOrderImbalanceFields
- isSet() - Static method in class com.wombat.mamda.MamdaQuoteFields
- isSet() - Static method in class com.wombat.mamda.MamdaSecurityStatusFields
- isSet() - Static method in class com.wombat.mamda.MamdaTradeFields
- isSet() - Static method in class com.wombat.mamda.options.MamdaOptionFields
- isSet() - Static method in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- ISSUE_SYMBOL - Static variable in class com.wombat.mamda.MamdaCommonFields
- ISSUE_SYMBOL - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- ISSUE_SYMBOL - Static variable in class com.wombat.mamda.MamdaQuoteFields
-
Deprecated.Use MamdaCommonFields.ISSUE_SYMBOL
- ISSUE_SYMBOL - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- ISSUE_SYMBOL - Static variable in class com.wombat.mamda.MamdaTradeFields
-
Deprecated.Use MamdaCommonFields.ISSUE_SYMBOL
- isVisible() - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntry
- isVisible() - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- isVisible() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- isVisible(MamdaOptionContract) - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Return whether an option contract falls within this view's parameters.
- isWombatBbo(String) - Static method in class com.wombat.mamda.options.MamdaOptionExchangeUtils
-
Return whether the exchange ID is the one used to represent the NYSE Technolgoies calculated best bid and offer.
- iterator() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
L
- LAST_PART_ID - Static variable in class com.wombat.mamda.MamdaTradeFields
- LAST_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- LAST_SEQNUM - Static variable in class com.wombat.mamda.MamdaTradeFields
- LAST_TIME - Static variable in class com.wombat.mamda.MamdaTradeFields
- LAST_TRADE - Static variable in class com.wombat.mamda.options.MamdaOptionAtTheMoneyCompareType
- LAST_VOLUME - Static variable in class com.wombat.mamda.MamdaTradeFields
- LEVEL_LIMIT - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Unknown side (error).
- LEVEL_MARKET - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
LIMIT order
- LEVEL_UNKNOWN - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
MARKET order
- LINE_TIME - Static variable in class com.wombat.mamda.MamdaCommonFields
- LINE_TIME - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- LINE_TIME - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- LINE_TIME - Static variable in class com.wombat.mamda.MamdaQuoteFields
-
Deprecated.Use MamdaCommonFields.LINE_TIME
- LINE_TIME - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- LINE_TIME - Static variable in class com.wombat.mamda.MamdaTradeFields
-
Deprecated.Use MamdaCommonFields.LINE_TIME
- LOW_INDICATION_PRICE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- LOW_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- LOW_SEQNUM - Static variable in class com.wombat.mamda.MamdaTradeFields
- LULDINDICATOR - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- LULDTIME - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
M
- mActTime - Variable in class com.wombat.mamda.MamdaAuctionListener
- mActTimeFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaAtomicBookBuilder
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaAtomicBookTicker
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaAuctionTicker
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaBookPublisher
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaBookSelfTest
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaBookTicker
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaComboTicker
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaFundamentalTicker
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaListen
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaMultiPartTicker
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaMultiSecurityTicker
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaOptionChainExample
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaOptionChainViewExample
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaOrderImbalanceTicker
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaQuoteTicker
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaSecStatusTicker
- main(String[]) - Static method in class com.wombat.mamda.examples.MamdaTradeTicker
- MAMDA_BOOK_ACTION_ADD - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
-
An enumeration for actions on an order book.
- MAMDA_BOOK_ACTION_DELETE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
-
An updated price level.
- MAMDA_BOOK_ACTION_UNKNOWN - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
-
A deleted price level.
- MAMDA_BOOK_ACTION_UPDATE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
-
A new price level.
- MAMDA_BOOK_LEVEL_LIMIT - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
-
An enumeration for the type of level.
- MAMDA_BOOK_LEVEL_MARKET - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
- MAMDA_BOOK_LEVEL_UNKNOWN - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
- MAMDA_BOOK_REASON_CANCEL - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
- MAMDA_BOOK_REASON_CLOSE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
- MAMDA_BOOK_REASON_DROP - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
- MAMDA_BOOK_REASON_MISC - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
- MAMDA_BOOK_REASON_MODIFY - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
-
An enumeration for a reason for a change.
- MAMDA_BOOK_REASON_TRADE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
- MAMDA_BOOK_REASON_UNKNOWN - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
- MAMDA_BOOK_SIDE_ASK - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
-
A bid (buy) order.
- MAMDA_BOOK_SIDE_BID - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
-
An enumeration for the side order book side.
- MAMDA_BOOK_SIDE_UNKNOWN - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
-
An ask (sell) order.
- MAMDA_ERROR_BAD_SYMBOL - Static variable in class com.wombat.mamda.MamdaErrorCode
-
The symbol does not exist
- MAMDA_ERROR_BANDWIDTH_EXCEEDED - Static variable in class com.wombat.mamda.MamdaErrorCode
-
Bandwidth exceeded
- MAMDA_ERROR_DELETE - Static variable in class com.wombat.mamda.MamdaErrorCode
-
Message of type DELETE
- MAMDA_ERROR_EXCEPTION - Static variable in class com.wombat.mamda.MamdaErrorCode
- MAMDA_ERROR_EXPIRED - Static variable in class com.wombat.mamda.MamdaErrorCode
-
Expired
- MAMDA_ERROR_LINE_DOWN - Static variable in class com.wombat.mamda.MamdaErrorCode
-
The feed handler has detected a Line Down.
- MAMDA_ERROR_MISC - Static variable in class com.wombat.mamda.MamdaErrorCode
-
Miscellaneous status.
- MAMDA_ERROR_NO_SUBSCRIBERS - Static variable in class com.wombat.mamda.MamdaErrorCode
-
The feed handler does not have any subscribers to the subject
- MAMDA_ERROR_NOT_ENTITLED - Static variable in class com.wombat.mamda.MamdaErrorCode
-
Not entitled to a subject
- MAMDA_ERROR_NOT_FOUND - Static variable in class com.wombat.mamda.MamdaErrorCode
-
Not found
- MAMDA_ERROR_NOT_PERMISSIONED - Static variable in class com.wombat.mamda.MamdaErrorCode
-
Not permissioned for the subject
- MAMDA_ERROR_PLATFORM_STATUS - Static variable in class com.wombat.mamda.MamdaErrorCode
-
Error in the underlying messaging API
- MAMDA_ERROR_POSSIBLY_STALE - Static variable in class com.wombat.mamda.MamdaErrorCode
-
Messages may have been dropped
- MAMDA_ERROR_STALE - Static variable in class com.wombat.mamda.MamdaErrorCode
-
The subject is stale.
- MAMDA_ERROR_TIMEOUT - Static variable in class com.wombat.mamda.MamdaErrorCode
-
A time out occurred
- MAMDA_ERROR_TOPIC_CHANGE - Static variable in class com.wombat.mamda.MamdaErrorCode
-
Topic renamed
- MAMDA_NO_ERROR - Static variable in class com.wombat.mamda.MamdaErrorCode
- MAMDA_PROP_MSG_TYPE_RECAP - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
- MAMDA_PROP_MSG_TYPE_UPDATE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookTypes
-
When a message contains properties (ie.
- MAMDA_QUALITY_MAYBE_STALE - Static variable in class com.wombat.mamda.MamdaQuality
- MAMDA_QUALITY_OK - Static variable in class com.wombat.mamda.MamdaQuality
- MAMDA_QUALITY_STALE - Static variable in class com.wombat.mamda.MamdaQuality
- MAMDA_SEVERITY_HIGH - Static variable in class com.wombat.mamda.MamdaErrorSeverity
- MAMDA_SEVERITY_LOW - Static variable in class com.wombat.mamda.MamdaErrorSeverity
- MAMDA_SEVERITY_OK - Static variable in class com.wombat.mamda.MamdaErrorSeverity
- MamdaAtomicBookBuilder - Class in com.wombat.mamda.examples
- MamdaAtomicBookBuilder() - Constructor for class com.wombat.mamda.examples.MamdaAtomicBookBuilder
- MamdaAtomicBookTicker - Class in com.wombat.mamda.examples
- MamdaAtomicBookTicker() - Constructor for class com.wombat.mamda.examples.MamdaAtomicBookTicker
- MamdaAuctionFields - Class in com.wombat.mamda
-
Maintains a cache of common update field descriptors.
- MamdaAuctionFields() - Constructor for class com.wombat.mamda.MamdaAuctionFields
- MamdaAuctionHandler - Interface in com.wombat.mamda
-
MamdaAuctionHandler is an interface for applications that want to have an easy way to handle auction updates.
- MamdaAuctionListener - Class in com.wombat.mamda
-
A MamdaAuctionListener is class that specializes in handling Auction order updates.
- MamdaAuctionListener() - Constructor for class com.wombat.mamda.MamdaAuctionListener
-
constructor
- MamdaAuctionRecap - Interface in com.wombat.mamda
-
MamdaAuctionUpdate is an interface that provides access to fields related to aucion updates.
- MamdaAuctionTicker - Class in com.wombat.mamda.examples
- MamdaAuctionTicker() - Constructor for class com.wombat.mamda.examples.MamdaAuctionTicker
- MamdaAuctionUpdate - Interface in com.wombat.mamda
-
MamdaAuctionUpdate is an interface that provides access to fields related to aucion updates.
- MamdaBasicEvent - Interface in com.wombat.mamda
-
MamdaBasicEvent is a superclass interface that provides access to common event related fields.
- MamdaBasicRecap - Interface in com.wombat.mamda
-
MamdaBasicRecap is an interface that provides access to common recap-related fields.
- MamdaBookAtomicBookHandler - Interface in com.wombat.mamda.orderbook
-
MamdaBookAtomicBookHandler is an interface for applications that need to know when a MamdaBookAtomicListener finishes processing a single book update.
- MamdaBookAtomicGap - Interface in com.wombat.mamda.orderbook
-
MamdaBookAtomicGap is an interface that provides access to order book atomic update gap related fields.
- MamdaBookAtomicLevel - Interface in com.wombat.mamda.orderbook
-
MamdaBookAtomicLevel is an interface that provides access to trade related fields.
- MamdaBookAtomicLevelEntry - Interface in com.wombat.mamda.orderbook
-
MamdaBookAtomicLevel is an interface that provides access to Price Level and Price Level Entry fields
- MamdaBookAtomicLevelEntryHandler - Interface in com.wombat.mamda.orderbook
-
MamdaBookAtomicLevelEntryHandler is an interface for applications that want to have an easy way to handle order book Price Level and Entry updates.
- MamdaBookAtomicLevelHandler - Interface in com.wombat.mamda.orderbook
-
MamdaBookAtomicLevelHandler is an interface for applications that want to have an easy way to handle order book Price Level updates.
- MamdaBookAtomicListener - Class in com.wombat.mamda.orderbook
- MamdaBookAtomicListener() - Constructor for class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- MamdaBookPublisher - Class in com.wombat.mamda.examples
- MamdaBookPublisher() - Constructor for class com.wombat.mamda.examples.MamdaBookPublisher
- MamdaBookSelfTest - Class in com.wombat.mamda.examples
- MamdaBookSelfTest() - Constructor for class com.wombat.mamda.examples.MamdaBookSelfTest
- MamdaBookTicker - Class in com.wombat.mamda.examples
-
The MamdaBookTicker example shows how to make a subscription for an order book (similar to trades & quotes).
- MamdaBookTicker() - Constructor for class com.wombat.mamda.examples.MamdaBookTicker
- MamdaComboTicker - Class in com.wombat.mamda.examples
- MamdaComboTicker() - Constructor for class com.wombat.mamda.examples.MamdaComboTicker
- MamdaCommonFields - Class in com.wombat.mamda
-
Maintains a cache of common update field descriptors.
- MamdaCommonFields() - Constructor for class com.wombat.mamda.MamdaCommonFields
- MamdaConcreteBasicEvent - Class in com.wombat.mamda
-
MamdaConcreteBasicEvent is intended to be used to help implement concrete versions of various classes derived from MamdaBasicEvent.
- MamdaConcreteBasicEvent() - Constructor for class com.wombat.mamda.MamdaConcreteBasicEvent
- MamdaDataException - Exception in com.wombat.mamda
-
MAMDA data exceptions.
- MamdaDataException(String) - Constructor for exception com.wombat.mamda.MamdaDataException
-
Create a
MamdaDataException
with the specified message. - MamdaDataException(String, Throwable) - Constructor for exception com.wombat.mamda.MamdaDataException
-
Constructs a new runtime exception with the specified detail message and cause.
- MamdaDataException(Throwable) - Constructor for exception com.wombat.mamda.MamdaDataException
-
Constructs a new runtime exception with the specified cause and a detail message.
- MamdaErrorCode - Class in com.wombat.mamda
-
MamdaErrorCode defines MAMDA error codes.
- MamdaErrorCode() - Constructor for class com.wombat.mamda.MamdaErrorCode
- MamdaErrorListener - Interface in com.wombat.mamda
-
MamdaErrorListener defines an interface for handling error notifications for a MamdaSubscription.
- MamdaErrorSeverity - Class in com.wombat.mamda
-
MamdaErrorSeverity defines MAMDA error severities.
- MamdaErrorSeverity() - Constructor for class com.wombat.mamda.MamdaErrorSeverity
- MamdaFields - Class in com.wombat.mamda
-
Common base class for all the MamdaXXXFields classes.
- MamdaFields() - Constructor for class com.wombat.mamda.MamdaFields
- MamdaFieldState - Class in com.wombat.mamda
-
An enumeration representing field state.
- MamdaFieldState() - Constructor for class com.wombat.mamda.MamdaFieldState
- MamdaFundamentalFields - Class in com.wombat.mamda
-
Maintains a cache of common fundamental field descriptors.
- MamdaFundamentalFields() - Constructor for class com.wombat.mamda.MamdaFundamentalFields
- MamdaFundamentalHandler - Interface in com.wombat.mamda
-
MamdaFundamentalHandler is an interface for applications that want to have an easy way to access fundamental equity pricing/analysis attributes, indicators and ratios.
- MamdaFundamentalListener - Class in com.wombat.mamda
-
MamdaFundamentalListener is a class that specializes in handling fundamental equity pricing/analysis attributes, indicators and ratios.
- MamdaFundamentalListener() - Constructor for class com.wombat.mamda.MamdaFundamentalListener
-
Create a specialized fundamental field listener.
- MamdaFundamentals - Interface in com.wombat.mamda
-
MamdaFundamentals is an interface that provides access to the fundamental equity pricing/analysis attributes, indicators and ratios.
- MamdaFundamentalTicker - Class in com.wombat.mamda.examples
- MamdaFundamentalTicker() - Constructor for class com.wombat.mamda.examples.MamdaFundamentalTicker
- MamdaListen - Class in com.wombat.mamda.examples
- MamdaListen() - Constructor for class com.wombat.mamda.examples.MamdaListen
- MamdaMsgListener - Interface in com.wombat.mamda
-
MamdaMsgListener defines an interface for handling normal messages for a MamdaSubscription.
- MamdaMultiParticipantHandler - Interface in com.wombat.mamda
-
The MamdaMultiParticipantHandler class is an interface that allows a developer to be notified dynamically when new participant updates are received on the underlying subscription.
- MamdaMultiParticipantManager - Class in com.wombat.mamda
-
MamdaMultiParticipantManager is a class that manages updates on a consolidated basis for securities that may be traded on multiple exchanges and which may have a national best bid and offer.
- MamdaMultiParticipantManager(String) - Constructor for class com.wombat.mamda.MamdaMultiParticipantManager
-
Only constructor for the class.
- MamdaMultiPartTicker - Class in com.wombat.mamda.examples
-
Example program illustrating the use of MAMDA with multi participant group subscriptions.
- MamdaMultiPartTicker() - Constructor for class com.wombat.mamda.examples.MamdaMultiPartTicker
- MamdaMultiSecurityHandler - Interface in com.wombat.mamda
-
The MamdaMultiSecurityHandler class is an interface that allows a developer to be notified dynamically when new security updates are received on a group subscription.
- MamdaMultiSecurityManager - Class in com.wombat.mamda
-
MamdaMultiSecurityManager is a class that manages updates on a group symbol which provides a single subscription to multiple different securities.
- MamdaMultiSecurityManager(String) - Constructor for class com.wombat.mamda.MamdaMultiSecurityManager
-
Only constructor for the class.
- MamdaMultiSecurityTicker - Class in com.wombat.mamda.examples
- MamdaMultiSecurityTicker() - Constructor for class com.wombat.mamda.examples.MamdaMultiSecurityTicker
- MamdaOptionAtTheMoneyCompareType - Class in com.wombat.mamda.options
- MamdaOptionAtTheMoneyCompareType() - Constructor for class com.wombat.mamda.options.MamdaOptionAtTheMoneyCompareType
- MamdaOptionChain - Class in com.wombat.mamda.options
-
MamdaOptionChain is a specialized class to represent market data option chains.
- MamdaOptionChain(String) - Constructor for class com.wombat.mamda.options.MamdaOptionChain
-
MamdaOptionChain Constructor.
- MamdaOptionChainExample - Class in com.wombat.mamda.examples
-
An example of MAMDA option chain processing.
- MamdaOptionChainExample() - Constructor for class com.wombat.mamda.examples.MamdaOptionChainExample
- MamdaOptionChainHandler - Interface in com.wombat.mamda.options
- MamdaOptionChainListener - Class in com.wombat.mamda.options
-
MamdaOptionChainListener is a class that specializes in handling and managing option chain updates.
- MamdaOptionChainListener(MamdaOptionChain) - Constructor for class com.wombat.mamda.options.MamdaOptionChainListener
-
Create a specialized option chain listener.
- MamdaOptionChainListener(String) - Constructor for class com.wombat.mamda.options.MamdaOptionChainListener
-
Create a specialized option chain listener.
- MamdaOptionChainView - Class in com.wombat.mamda.options
-
A class that represents a "view" of a subset of an option chain.
- MamdaOptionChainView(MamdaOptionChain) - Constructor for class com.wombat.mamda.options.MamdaOptionChainView
-
Create a view on the given option chain.
- MamdaOptionChainViewExample - Class in com.wombat.mamda.examples
-
An example of MAMDA option chain "view" processing.
- MamdaOptionChainViewExample() - Constructor for class com.wombat.mamda.examples.MamdaOptionChainViewExample
- MamdaOptionChainViewRangeHandler - Interface in com.wombat.mamda.options
-
Class to handle change in a MamdaOptionChainView range.
- MamdaOptionContract - Class in com.wombat.mamda.options
-
A class that represents a single option contract.
- MamdaOptionContract(String, String, Date, double, char) - Constructor for class com.wombat.mamda.options.MamdaOptionContract
-
Constructor from expiration date, strike price, and put/call indicator.
- MamdaOptionContractSet - Class in com.wombat.mamda.options
-
A class that represents a set of option contracts at a given strike price.
- MamdaOptionContractSet() - Constructor for class com.wombat.mamda.options.MamdaOptionContractSet
- MamdaOptionExchangeUtils - Class in com.wombat.mamda.options
-
A class with static utility functions for dealing with exchanges.
- MamdaOptionExchangeUtils() - Constructor for class com.wombat.mamda.options.MamdaOptionExchangeUtils
- MamdaOptionExpirationDateSet - Class in com.wombat.mamda.options
-
A class that represents a set of expiration dates, each of which contains a set of strike prices (MamdaOptionStrikeSet), each of which contains a set of option contracts (MamdaOptionContractSet), each of which contains exchange-specific contracts.
- MamdaOptionExpirationDateSet() - Constructor for class com.wombat.mamda.options.MamdaOptionExpirationDateSet
- MamdaOptionExpirationDateSet(MamdaOptionExpirationDateSet) - Constructor for class com.wombat.mamda.options.MamdaOptionExpirationDateSet
- MamdaOptionExpirationStrikes - Class in com.wombat.mamda.options
-
A class that represents a set of strike prices at a particular expiration date.
- MamdaOptionExpirationStrikes() - Constructor for class com.wombat.mamda.options.MamdaOptionExpirationStrikes
- MamdaOptionExpirationStrikes(MamdaOptionExpirationStrikes) - Constructor for class com.wombat.mamda.options.MamdaOptionExpirationStrikes
- MamdaOptionFields - Class in com.wombat.mamda.options
-
Maintains a cache of common options related field descriptors.
- MamdaOptionFields() - Constructor for class com.wombat.mamda.options.MamdaOptionFields
- MamdaOptionSeriesUpdate - Interface in com.wombat.mamda.options
-
MamdaOptionSeriesUpdate is an interface that provides access to fields related to option series update events.
- MamdaOptionStrikeSet - Class in com.wombat.mamda.options
-
A class that represents the call and put contract sets at a given strike price.
- MamdaOptionStrikeSet(Date, double) - Constructor for class com.wombat.mamda.options.MamdaOptionStrikeSet
- MamdaOptionUnderlying - Class in com.wombat.mamda.options
-
A class that represents the underlying for an option chain.
- MamdaOptionUnderlying() - Constructor for class com.wombat.mamda.options.MamdaOptionUnderlying
-
Constructor from expiration date, strike price, and put/call indicator.
- MamdaOrderBook - Class in com.wombat.mamda.orderbook
-
MamdaOrderBook is a class that provides order book functionality, including iterators over price levels and entries within price levels.
- MamdaOrderBook() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBook
-
Construct a new order book object.
- MamdaOrderBook(MamdaOrderBook) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBook
-
Construct a copy of the supplied orderbook.
- MamdaOrderBook(MamdaOrderBook, boolean) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBook
-
Construct a copy of the supplied orderbook.
- MamdaOrderBookBasicDelta - Class in com.wombat.mamda.orderbook
-
MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta.
- MamdaOrderBookBasicDelta() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
- MamdaOrderBookBasicDelta(MamdaOrderBookBasicDelta) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
- MamdaOrderBookBasicDeltaList - Class in com.wombat.mamda.orderbook
-
MamdaOrderBookBasicDeltaList is a class that saves information about an order book delta that involves multiple entries and/or price levels.
- MamdaOrderBookBasicDeltaList() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
- MamdaOrderBookChecker - Class in com.wombat.mamda.orderbook
- MamdaOrderBookChecker(MamaTransport, MamaQueue, MamdaOrderBookCheckerHandler, String, String, double) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookChecker
- MamdaOrderBookChecker(MamdaSubscription, MamdaOrderBookListener, MamdaOrderBookCheckerHandler, double) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookChecker
- MamdaOrderBookCheckerHandler - Interface in com.wombat.mamda.orderbook
-
MamdaOrderBookCheckerHandler is an interface for applications that want to handle the results of the MamdaOrderBookChecker.
- MamdaOrderBookCheckType - Class in com.wombat.mamda.orderbook
- MamdaOrderBookClear - Interface in com.wombat.mamda.orderbook
-
MamdaOrderBookClear is an interface that provides access to order book related fields.
- MamdaOrderBookComplexDelta - Class in com.wombat.mamda.orderbook
-
MamdaOrderBookComplexDelta is a class that saves information about a complex order book delta.
- MamdaOrderBookComplexDelta() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookComplexDelta
- MamdaOrderBookConcreteClear - Class in com.wombat.mamda.orderbook
-
MamdaOrderBookConcreteClear is a class that saves information about a full order book image.
- MamdaOrderBookConcreteClear() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookConcreteClear
- MamdaOrderbookConcreteComplexDelta - Class in com.wombat.mamda.orderbook
-
MamdaOrderBookConcreteComplexDelta is a class that saves information about a complex order book delta.
- MamdaOrderbookConcreteComplexDelta() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- MamdaOrderBookConcreteRecap - Class in com.wombat.mamda.orderbook
-
MamdaOrderBookConcreteRecap is a class that saves information about a full order book image.
- MamdaOrderBookConcreteRecap() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- MamdaOrderBookConcreteSimpleDelta - Class in com.wombat.mamda.orderbook
-
MamdaOrderBookConcreteSimpleDelta is a class that saves information about a simple order book delta.
- MamdaOrderBookConcreteSimpleDelta() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- MamdaOrderBookDelta - Interface in com.wombat.mamda.orderbook
-
MamdaOrderBookDelta is an interface that provides access to order book delta related fields.
- MamdaOrderBookDuplicateEntryException - Exception in com.wombat.mamda.orderbook
- MamdaOrderBookDuplicateEntryException(MamdaOrderBookEntry, MamdaOrderBookEntry) - Constructor for exception com.wombat.mamda.orderbook.MamdaOrderBookDuplicateEntryException
- MamdaOrderBookEntry - Class in com.wombat.mamda.orderbook
-
MamdaOrderBookEntry is a class that provides implements order book functionality.
- MamdaOrderBookEntry() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- MamdaOrderBookEntry(MamdaOrderBookEntry) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Copy an order book entry object which is a shallow copy of the original.
- MamdaOrderBookEntry(String, double, char, MamaDateTime, MamaSourceDerivative) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- MamdaOrderBookEntryFilter - Interface in com.wombat.mamda.orderbook
- MamdaOrderBookEntryManager - Class in com.wombat.mamda.orderbook
- MamdaOrderBookEntryManager(int) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookEntryManager
-
Default constructor.
- MamdaOrderBookException - Exception in com.wombat.mamda.orderbook
-
MamdaOrderBookException gets thrown when there is an inconsistency in the order book.
- MamdaOrderBookFields - Class in com.wombat.mamda.orderbook
-
Maintains a cache of common orderbook related field descriptors.
- MamdaOrderBookFields() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookFields
- MamdaOrderBookGap - Interface in com.wombat.mamda.orderbook
-
MamdaOrderBookGap is an interface that provides access to fields related to gap in orderBook reporting.
- MamdaOrderBookHandler - Interface in com.wombat.mamda.orderbook
-
Process updates on the order book.
- MamdaOrderBookInvalidEntryException - Exception in com.wombat.mamda.orderbook
- MamdaOrderBookInvalidEntryException(MamdaBookAtomicLevelEntry, String) - Constructor for exception com.wombat.mamda.orderbook.MamdaOrderBookInvalidEntryException
- MamdaOrderBookInvalidEntryException(MamdaOrderBookEntry, String) - Constructor for exception com.wombat.mamda.orderbook.MamdaOrderBookInvalidEntryException
- MamdaOrderBookListener - Class in com.wombat.mamda.orderbook
-
MamdaOrderBookListener is a class that specializes in handling order book updates.
- MamdaOrderBookListener() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookListener
-
Create an order book listener using internally created data structures for the full and delta order books.
- MamdaOrderBookListener(MamdaOrderBook) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookListener
-
Create an order book listener using an optional user-provided object for the full order book.
- MamdaOrderBookMissingEntryException - Exception in com.wombat.mamda.orderbook
- MamdaOrderBookMissingEntryException(String) - Constructor for exception com.wombat.mamda.orderbook.MamdaOrderBookMissingEntryException
- MamdaOrderBookPriceLevel - Class in com.wombat.mamda.orderbook
- MamdaOrderBookPriceLevel() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Default constructor.
- MamdaOrderBookPriceLevel(double, char) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- MamdaOrderBookPriceLevel(MamdaOrderBookPriceLevel) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Construct a price level object which is a shallow copy of the original.
- MamdaOrderBookRecap - Interface in com.wombat.mamda.orderbook
-
MamdaOrderBookRecap is an interface that provides access to order book related fields.
- MamdaOrderBookSimpleDelta - Class in com.wombat.mamda.orderbook
-
MamdaOrderBookSimpleDelta is a class that saves information about a simple order book delta.
- MamdaOrderBookSimpleDelta() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookSimpleDelta
- MamdaOrderBookSimpleDelta(MamdaOrderBookSimpleDelta) - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookSimpleDelta
- MamdaOrderBookTypes - Class in com.wombat.mamda.orderbook
- MamdaOrderBookTypes() - Constructor for class com.wombat.mamda.orderbook.MamdaOrderBookTypes
- MamdaOrderImbalanceFields - Class in com.wombat.mamda
-
Utility cache of
MamaFieldDescriptor
s which are used internally by the API when accessing imbalance related fields from update messages. - MamdaOrderImbalanceFields() - Constructor for class com.wombat.mamda.MamdaOrderImbalanceFields
- MamdaOrderImbalanceHandler - Interface in com.wombat.mamda
-
MamdaOrderImbalanceHandler is an interface for applications that want to have an easy way to handle order imbalance updates.
- MamdaOrderImbalanceListener - Class in com.wombat.mamda
-
A MamdaOrderImbalanceListener is class that specializes in handling imbalance order updates.
- MamdaOrderImbalanceListener() - Constructor for class com.wombat.mamda.MamdaOrderImbalanceListener
-
constructor
- MamdaOrderImbalanceRecap - Interface in com.wombat.mamda
-
MamdaOrderImbalanceRecap is an interface that provides access to order imbalance related fields.
- MamdaOrderImbalanceSide - Class in com.wombat.mamda
-
class Imbalance Side
- MamdaOrderImbalanceTicker - Class in com.wombat.mamda.examples
- MamdaOrderImbalanceTicker() - Constructor for class com.wombat.mamda.examples.MamdaOrderImbalanceTicker
- MamdaOrderImbalanceType - Class in com.wombat.mamda
- MamdaOrderImbalanceUpdate - Interface in com.wombat.mamda
-
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields.
- MamdaQuality - Class in com.wombat.mamda
-
MamdaQuality defines MAMDA quality codes.
- MamdaQuality() - Constructor for class com.wombat.mamda.MamdaQuality
- MamdaQuoteClosing - Interface in com.wombat.mamda
-
MamdaQuoteClosing is an interface that provides access to quote closing related fields.
- MamdaQuoteFields - Class in com.wombat.mamda
-
Cache of common Quote related field descriptors.
- MamdaQuoteFields() - Constructor for class com.wombat.mamda.MamdaQuoteFields
- MamdaQuoteGap - Interface in com.wombat.mamda
-
MamdaQuoteGap is an interface that provides access to fields related to gap in quote reporting.
- MamdaQuoteHandler - Interface in com.wombat.mamda
-
MamdaQuoteHandler is an interface for applications that want to have an easy way to handle quote updates.
- MamdaQuoteListener - Class in com.wombat.mamda
-
MamdaQuoteListener is a class that specializes in handling quote updates.
- MamdaQuoteListener() - Constructor for class com.wombat.mamda.MamdaQuoteListener
-
Create a specialized quote listener.
- MamdaQuoteRecap - Interface in com.wombat.mamda
-
MamdaQuoteRecap is an interface that provides access to quote related fields.
- MamdaQuoteTicker - Class in com.wombat.mamda.examples
- MamdaQuoteTicker() - Constructor for class com.wombat.mamda.examples.MamdaQuoteTicker
- MamdaQuoteUpdate - Interface in com.wombat.mamda
-
MamdaQuoteUpdate is an interface that provides access to fields related to quote updates.
- MamdaSecStatusTicker - Class in com.wombat.mamda.examples
- MamdaSecStatusTicker() - Constructor for class com.wombat.mamda.examples.MamdaSecStatusTicker
- MamdaSecurityStatus - Class in com.wombat.mamda
- MamdaSecurityStatus() - Constructor for class com.wombat.mamda.MamdaSecurityStatus
- MamdaSecurityStatusFields - Class in com.wombat.mamda
-
Maintains a cache of common security status related FieldDescriptors.
- MamdaSecurityStatusFields() - Constructor for class com.wombat.mamda.MamdaSecurityStatusFields
- mamdaSecurityStatusFromString(String) - Static method in class com.wombat.mamda.MamdaSecurityStatus
-
Convert a string representation of a security status to the enumeration.
- MamdaSecurityStatusHandler - Interface in com.wombat.mamda
-
MamdaSecurityStatusHandler is an interface for applications that want to have an easy way to handle security status updates.
- MamdaSecurityStatusListener - Class in com.wombat.mamda
-
MamdaSecurityStatusListener is a class that specializes in handling security status updates.
- MamdaSecurityStatusListener() - Constructor for class com.wombat.mamda.MamdaSecurityStatusListener
-
Create a specialized trade listener.
- MamdaSecurityStatusQual - Class in com.wombat.mamda
- MamdaSecurityStatusQual() - Constructor for class com.wombat.mamda.MamdaSecurityStatusQual
- mamdaSecurityStatusQualFromString(String) - Static method in class com.wombat.mamda.MamdaSecurityStatusQual
- MamdaSecurityStatusRecap - Interface in com.wombat.mamda
-
MamdaSecurityStatusRecap is an interface that provides access to security status related fields.
- MamdaSecurityStatusUpdate - Interface in com.wombat.mamda
-
MamdaSecurityStatusRecap is an interface that provides access to security status related fields.
- MamdaStaleListener - Interface in com.wombat.mamda
-
MamdaStaleListener defines an interface for handling changes in staleness notifications for a MamdaSubscription.
- MamdaSubscription - Class in com.wombat.mamda
-
A MamdaSubscription is used to register interest in a particular symbol and source.
- MamdaSubscription() - Constructor for class com.wombat.mamda.MamdaSubscription
-
Default constructor.
- MamdaTradeCancelOrError - Interface in com.wombat.mamda
-
MamdaTradeCancelOrError is an interface that provides access to fields related to trade cancellations and errors.
- MamdaTradeClosing - Interface in com.wombat.mamda
-
MamdaTradeClosing is an interface that provides access to fields related to trade closing reports.
- MamdaTradeCorrection - Interface in com.wombat.mamda
-
MamdaTradeCorrection is an interface that provides access to fields related to trade corrections.
- MamdaTradeFields - Class in com.wombat.mamda
-
Cache of common trade related field descriptors.
- MamdaTradeFields() - Constructor for class com.wombat.mamda.MamdaTradeFields
- MamdaTradeGap - Interface in com.wombat.mamda
-
MamdaTradeGap is an interface that provides access to fields related to gap in trade reporting.
- MamdaTradeHandler - Interface in com.wombat.mamda
-
MamdaTradeHandler is an interface for applications that want to have an easy way to handle trade updates.
- MamdaTradeListener - Class in com.wombat.mamda
-
MamdaTradeListener is a class that specializes in handling trade updates.
- MamdaTradeListener() - Constructor for class com.wombat.mamda.MamdaTradeListener
-
Create a specialized trade listener.
- MamdaTradeListener.TradeLineTime - Class in com.wombat.mamda
- MamdaTradeListener.TradeSendTime - Class in com.wombat.mamda
- MamdaTradeRecap - Interface in com.wombat.mamda
-
MamdaTradeRecap is an interface that provides access to trade related fields.
- MamdaTradeReport - Interface in com.wombat.mamda
-
MamdaTradeReport is an interface that provides access to fields related to a trade report.
- MamdaTradeSide - Class in com.wombat.mamda
-
A class representing trade Side.
- MamdaTradeSide() - Constructor for class com.wombat.mamda.MamdaTradeSide
- mamdaTradeSideFromString(String) - Static method in class com.wombat.mamda.MamdaTradeSide
- MamdaTradeTicker - Class in com.wombat.mamda.examples
- MamdaTradeTicker() - Constructor for class com.wombat.mamda.examples.MamdaTradeTicker
- MamdaUncrossPriceInd - Class in com.wombat.mamda
- MamdaUncrossPriceInd() - Constructor for class com.wombat.mamda.MamdaUncrossPriceInd
- mamdaUncrossPriceIndFromString(String) - Static method in class com.wombat.mamda.MamdaUncrossPriceInd
- markAllDeleted() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Mark everything in this price level as deleted, including entries.
- MARKET_IMBALANCE_BUY - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
- MARKET_IMBALANCE_BUY_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
MARKET_IMBALANCE_BUY
- MARKET_IMBALANCE_SELL - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
- MARKET_IMBALANCE_SELL_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
MARKET_IMBALANCE_SELL
- MATCH_VOLUME - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- MAX_FID - Static variable in class com.wombat.mamda.MamdaAuctionFields
- MAX_FID - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- MAX_FID - Static variable in class com.wombat.mamda.MamdaQuoteFields
- MAX_FID - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- MAX_FID - Static variable in class com.wombat.mamda.MamdaTradeFields
- mEventSeqNum - Variable in class com.wombat.mamda.MamdaAuctionListener
- mEventSeqNumFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
- mEventTime - Variable in class com.wombat.mamda.MamdaAuctionListener
- mEventTimeFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
- mGapBeginFieldState - Variable in class com.wombat.mamda.MamdaQuoteListener
- mGapEndFieldState - Variable in class com.wombat.mamda.MamdaQuoteListener
- MID_QUOTE - Static variable in class com.wombat.mamda.options.MamdaOptionAtTheMoneyCompareType
- mIssueSymbol - Variable in class com.wombat.mamda.MamdaAuctionListener
- mIssueSymbolFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
- mLineTime - Variable in class com.wombat.mamda.MamdaAuctionListener
- mLineTimeFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
- mMsgVector - Variable in class com.wombat.mamda.orderbook.BookMsgHolder
- MOC_IMBALANCE_BUY - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
- MOC_IMBALANCE_BUY_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
MOC_IMBALANCE_BUY
- MOC_IMBALANCE_SELL - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
- MOC_IMBALANCE_SELL_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
MOC_IMBALANCE_SELL
- MOD_SIDES_ASK - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
- MOD_SIDES_BID - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
- MOD_SIDES_BID_AND_ASK - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
- MOD_SIDES_NONE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
- MODIFIED - Static variable in class com.wombat.mamda.MamdaFieldState
- mPartId - Variable in class com.wombat.mamda.MamdaAuctionListener
- mPartIdFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
- mPublishMsg - Variable in class com.wombat.mamda.examples.MamdaBookPublisher
- MRKT_SECT_NATIVE - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- MRKT_SECTOR - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- MRKT_SEGM_NATIVE - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- MRKT_SEGMENT - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- mSendTime - Variable in class com.wombat.mamda.MamdaAuctionListener
- mSendTimeFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
- MSG_NUM - Static variable in class com.wombat.mamda.MamdaCommonFields
- MSG_QUAL - Static variable in class com.wombat.mamda.MamdaCommonFields
- MSG_SEQ_NUM - Static variable in class com.wombat.mamda.MamdaCommonFields
- MSG_TOTAL - Static variable in class com.wombat.mamda.MamdaCommonFields
- MSG_TYPE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- mSrcTime - Variable in class com.wombat.mamda.MamdaAuctionListener
- mSrcTimeFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
- mSymbol - Variable in class com.wombat.mamda.MamdaAuctionListener
- mSymbolFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
- mUncrossPrice - Variable in class com.wombat.mamda.MamdaAuctionListener
- mUncrossPriceFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
- mUncrossPriceInd - Variable in class com.wombat.mamda.MamdaAuctionListener
- mUncrossPriceIndFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
- mUncrossVolume - Variable in class com.wombat.mamda.MamdaAuctionListener
- mUncrossVolumeFieldState - Variable in class com.wombat.mamda.MamdaAuctionListener
N
- NEAR_CLEARING_PRICE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- NET_CHANGE - Static variable in class com.wombat.mamda.MamdaTradeFields
- NO_CLEARING_PRICE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- NO_IMBALANCE_SIDE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceSide
- NO_IMBALANCE_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceSide
-
NO_IMBALANCE
- NO_MARKET_IMBALANCE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
- NO_MARKET_IMBALANCE_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
NO_MARKET_IMBALANCE
- NO_MOC_IMBALANCE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
- NO_MOC_IMBALANCE_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
NO_MOC_IMBALANCE
- NO_ORDER_IMBALANCE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
- NO_ORDER_IMBALANCE_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
NO_ORDER_IMBALANCE
- NONE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookCheckType
- NOT_INITIALISED - Static variable in class com.wombat.mamda.MamdaFieldState
- NOT_MODIFIED - Static variable in class com.wombat.mamda.MamdaFieldState
- NUM_LEVELS - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
O
- OFF_EXCHANGE_TOTAL_VALUE - Static variable in class com.wombat.mamda.MamdaTradeFields
- OFF_EXCHANGE_TOTAL_VOLUME - Static variable in class com.wombat.mamda.MamdaTradeFields
- OFF_EXCHANGE_TRADE_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- OFF_EXCHANGE_VWAP - Static variable in class com.wombat.mamda.MamdaTradeFields
- ON_EXCHANGE_TOTAL_VALUE - Static variable in class com.wombat.mamda.MamdaTradeFields
- ON_EXCHANGE_TOTAL_VOLUME - Static variable in class com.wombat.mamda.MamdaTradeFields
- ON_EXCHANGE_TRADE_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- ON_EXCHANGE_VWAP - Static variable in class com.wombat.mamda.MamdaTradeFields
- onAuctionRecap(MamdaSubscription, MamdaAuctionListener, MamaMsg, MamdaAuctionRecap) - Method in interface com.wombat.mamda.MamdaAuctionHandler
-
Method invoked when the current auction information for the security is available.
- onAuctionUpdate(MamdaSubscription, MamdaAuctionListener, MamaMsg, MamdaAuctionRecap, MamdaAuctionUpdate) - Method in interface com.wombat.mamda.MamdaAuctionHandler
-
Method invoked when one or more of the Auction fields have been updated by one of the following market data events: - Initial image.
- onBookAtomicBeginBook(MamdaSubscription, MamdaBookAtomicListener, boolean) - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicBookHandler
-
Method invoked before we start processing the first level in a message.
- onBookAtomicClear(MamdaSubscription, MamdaBookAtomicListener, MamaMsg) - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicBookHandler
-
Method invoked when an order book is cleared.
- onBookAtomicEndBook(MamdaSubscription, MamdaBookAtomicListener) - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicBookHandler
-
Method invoked when we stop processing the last level in a message.
- onBookAtomicGap(MamdaSubscription, MamdaBookAtomicListener, MamaMsg, MamdaBookAtomicGap) - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicBookHandler
-
Method invoked when a gap in orderBook reports is discovered.
- onBookAtomicLevelDelta(MamdaSubscription, MamdaBookAtomicListener, MamaMsg, MamdaBookAtomicLevel) - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelHandler
-
Method invoked when an order book delta is reported.
- onBookAtomicLevelEntryDelta(MamdaSubscription, MamdaBookAtomicListener, MamaMsg, MamdaBookAtomicLevelEntry) - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntryHandler
-
Method invoked when an order book delta is reported.
- onBookAtomicLevelEntryRecap(MamdaSubscription, MamdaBookAtomicListener, MamaMsg, MamdaBookAtomicLevelEntry) - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelEntryHandler
-
Method invoked when a full refresh of the order book for the security is available.
- onBookAtomicLevelRecap(MamdaSubscription, MamdaBookAtomicListener, MamaMsg, MamdaBookAtomicLevel) - Method in interface com.wombat.mamda.orderbook.MamdaBookAtomicLevelHandler
-
Method invoked when a full refresh of the order book for the security is available.
- onBookClear(MamdaSubscription, MamdaOrderBookListener, MamaMsg, MamdaOrderBookClear, MamdaOrderBook) - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookHandler
-
Method invoked when an order book is cleared.
- onBookComplexDelta(MamdaSubscription, MamdaOrderBookListener, MamaMsg, MamdaOrderBookComplexDelta, MamdaOrderBook) - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookHandler
-
Method invoked when an order book delta is reported.
- onBookDelta(MamdaSubscription, MamdaOrderBookListener, MamaMsg, MamdaOrderBookSimpleDelta, MamdaOrderBook) - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookHandler
-
Method invoked when a regular update for an order book is available.
- onBookGap(MamdaSubscription, MamdaOrderBookListener, MamaMsg, MamdaOrderBookGap, MamdaOrderBook) - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookHandler
-
Method invoked when a gap in order book updates is discovered.
- onBookRecap(MamdaSubscription, MamdaOrderBookListener, MamaMsg, MamdaOrderBookComplexDelta, MamdaOrderBookRecap, MamdaOrderBook) - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookHandler
-
Method invoked when an updated full order book image is available.
- onConsolidatedCreate(MamdaSubscription, MamdaMultiParticipantManager) - Method in interface com.wombat.mamda.MamdaMultiParticipantHandler
-
Method invoked when the consolidated trade and BBO quote information for the security has become available.
- onCreate(MamaDQPublisherManager) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- onDestroy(MamaTimer) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- onError(MamaDQPublisherManager, short, String, MamaMsg) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- onError(MamdaSubscription, short, short, String) - Method in interface com.wombat.mamda.MamdaErrorListener
-
Provide a callback to handle errors.
- onFailure(MamdaOrderBookCheckType, String, MamaMsg, MamdaOrderBook, MamdaOrderBook) - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookCheckerHandler
-
Method invoked when a failed check is completed.
- onFundamentals(MamdaSubscription, MamdaFundamentalListener, MamaMsg, MamdaFundamentals) - Method in interface com.wombat.mamda.MamdaFundamentalHandler
-
Access to data from updates containing fundamental data.
- onInconclusive(MamdaOrderBookCheckType, String) - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookCheckerHandler
-
Method invoked when check is completed inconclusively.
- onMsg(MamdaSubscription, MamaMsg, short) - Method in class com.wombat.mamda.MamdaAuctionListener
-
Implementation of MamdaListener interface.
- onMsg(MamdaSubscription, MamaMsg, short) - Method in class com.wombat.mamda.MamdaFundamentalListener
-
Implementation of MamdaListener interface.
- onMsg(MamdaSubscription, MamaMsg, short) - Method in interface com.wombat.mamda.MamdaMsgListener
-
Invoked for each message received for the subscription to which the Listener is registered.
- onMsg(MamdaSubscription, MamaMsg, short) - Method in class com.wombat.mamda.MamdaMultiParticipantManager
-
Implementation of the MamdaMsgListener Interface.
- onMsg(MamdaSubscription, MamaMsg, short) - Method in class com.wombat.mamda.MamdaMultiSecurityManager
-
Implementation of the MamdaMsgListener Interface.
- onMsg(MamdaSubscription, MamaMsg, short) - Method in class com.wombat.mamda.MamdaOrderImbalanceListener
-
Implementation of MamdaListener interface.
- onMsg(MamdaSubscription, MamaMsg, short) - Method in class com.wombat.mamda.MamdaQuoteListener
-
Implementation of MamdaListener interface.
- onMsg(MamdaSubscription, MamaMsg, short) - Method in class com.wombat.mamda.MamdaSecurityStatusListener
-
Implementation of MamdaListener interface.
- onMsg(MamdaSubscription, MamaMsg, short) - Method in class com.wombat.mamda.MamdaTradeListener
-
Implementation of MamdaListener interface.
- onMsg(MamdaSubscription, MamaMsg, short) - Method in class com.wombat.mamda.options.MamdaOptionChainListener
-
Implementation of MamdaListener interface.
- onMsg(MamdaSubscription, MamaMsg, short) - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- onMsg(MamdaSubscription, MamaMsg, short) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
-
Implementation of MamdaListener interface.
- onNewRequest(MamaDQPublisherManager, String, short, short, MamaMsg) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- onNoOrderImbalance(MamdaSubscription, MamdaOrderImbalanceListener, MamaMsg, MamdaOrderImbalanceRecap, MamdaOrderImbalanceUpdate) - Method in interface com.wombat.mamda.MamdaOrderImbalanceHandler
-
Method invoked when a no order imbalance is reported.
- onOptionChainRecap(MamdaSubscription, MamdaOptionChainListener, MamaMsg, MamdaOptionChain) - Method in interface com.wombat.mamda.options.MamdaOptionChainHandler
-
Method invoked when an updated full option chain is available.
- onOptionChainRecap(MamdaSubscription, MamdaOptionChainListener, MamaMsg, MamdaOptionChain) - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Handler option chain recaps and initial values.
- onOptionContractCreate(MamdaSubscription, MamdaOptionChainListener, MamaMsg, MamdaOptionContract, MamdaOptionChain) - Method in interface com.wombat.mamda.options.MamdaOptionChainHandler
-
Method invoked when a new contract is created in the option chain.
- onOptionContractCreate(MamdaSubscription, MamdaOptionChainListener, MamaMsg, MamdaOptionContract, MamdaOptionChain) - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Handler for option chain structural updates.
- onOptionSeriesUpdate(MamdaSubscription, MamdaOptionChainListener, MamaMsg, MamdaOptionSeriesUpdate, MamdaOptionChain) - Method in interface com.wombat.mamda.options.MamdaOptionChainHandler
-
Method invoked upon when a new contract is added to or removed from the option chain, excluding upon receipt of the initial value.
- onOptionSeriesUpdate(MamdaSubscription, MamdaOptionChainListener, MamaMsg, MamdaOptionSeriesUpdate, MamdaOptionChain) - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Handler for option chain structural updates.
- onOptionViewStrikeRangeReset(MamdaOptionChainView, double, double) - Method in interface com.wombat.mamda.options.MamdaOptionChainViewRangeHandler
-
Action to take when the strike price range is reset to a new range.
- onOrderImbalance(MamdaSubscription, MamdaOrderImbalanceListener, MamaMsg, MamdaOrderImbalanceRecap, MamdaOrderImbalanceUpdate) - Method in interface com.wombat.mamda.MamdaOrderImbalanceHandler
-
Method invoked when a order imbalance is reported.
- onOrderImbalanceRecap(MamdaSubscription, MamdaOrderImbalanceListener, MamaMsg, MamdaOrderImbalanceRecap) - Method in interface com.wombat.mamda.MamdaOrderImbalanceHandler
-
Method invoked when the current order imbalance information is available.
- onParticipantCreate(MamdaSubscription, MamdaMultiParticipantManager, String, MamaBoolean) - Method in interface com.wombat.mamda.MamdaMultiParticipantHandler
-
Method invoked when the trade and quote information for a participant has become available for the security.
- onQuoteClosing(MamdaSubscription, MamdaQuoteListener, MamaMsg, MamdaQuoteClosing, MamdaQuoteRecap) - Method in interface com.wombat.mamda.MamdaQuoteHandler
-
Method invoked for a quote closing summary.
- onQuoteGap(MamdaSubscription, MamdaQuoteListener, MamaMsg, MamdaQuoteGap, MamdaQuoteRecap) - Method in interface com.wombat.mamda.MamdaQuoteHandler
-
Method invoked when a gap in quote updates is discovered.
- onQuoteRecap(MamdaSubscription, MamdaQuoteListener, MamaMsg, MamdaQuoteRecap) - Method in interface com.wombat.mamda.MamdaQuoteHandler
-
Method invoked when the current last-quote information for the security is available.
- onQuoteUpdate(MamdaSubscription, MamdaQuoteListener, MamaMsg, MamdaQuoteUpdate, MamdaQuoteRecap) - Method in interface com.wombat.mamda.MamdaQuoteHandler
-
Method invoked when a quote update arrives.
- onRefresh(MamaDQPublisherManager, MamaDQPublisherManager.MamaPublishTopic, short, short, MamaMsg) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- onRequest(MamaDQPublisherManager, MamaDQPublisherManager.MamaPublishTopic, short, short, MamaMsg) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- onSecurityCreate(MamdaSubscription, MamdaMultiSecurityManager, String) - Method in interface com.wombat.mamda.MamdaMultiSecurityHandler
-
Method invoked when the trade and quote information for a new security has become available
- onSecurityStatusRecap(MamdaSubscription, MamdaSecurityStatusListener, MamaMsg, MamdaSecurityStatusRecap) - Method in interface com.wombat.mamda.MamdaSecurityStatusHandler
-
Method invoked when the current security status information for the security is available.
- onSecurityStatusUpdate(MamdaSubscription, MamdaSecurityStatusListener, MamaMsg, MamdaSecurityStatusUpdate, MamdaSecurityStatusRecap) - Method in interface com.wombat.mamda.MamdaSecurityStatusHandler
-
Method invoked when the current security status information has changed.
- onStale(MamdaSubscription, short) - Method in interface com.wombat.mamda.MamdaStaleListener
-
Invoked in response to the onQuality() callback for the underlying MamaSubscription.
- onSuccess(MamdaOrderBookCheckType, MamdaOrderBook) - Method in interface com.wombat.mamda.orderbook.MamdaOrderBookCheckerHandler
-
Method invoked when a successful check is completed.
- onTimer(MamaTimer) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- onTradeCancelOrError(MamdaSubscription, MamdaTradeListener, MamaMsg, MamdaTradeCancelOrError, MamdaTradeRecap) - Method in interface com.wombat.mamda.MamdaTradeHandler
-
Method invoked when a trade cancel or error is reported.
- onTradeClosing(MamdaSubscription, MamdaTradeListener, MamaMsg, MamdaTradeClosing, MamdaTradeRecap) - Method in interface com.wombat.mamda.MamdaTradeHandler
-
Method invoked for a closing report.
- onTradeCorrection(MamdaSubscription, MamdaTradeListener, MamaMsg, MamdaTradeCorrection, MamdaTradeRecap) - Method in interface com.wombat.mamda.MamdaTradeHandler
-
Method invoked when a trade correction is reported.
- onTradeGap(MamdaSubscription, MamdaTradeListener, MamaMsg, MamdaTradeGap, MamdaTradeRecap) - Method in interface com.wombat.mamda.MamdaTradeHandler
-
Method invoked when a gap in trade reports is discovered.
- onTradeRecap(MamdaSubscription, MamdaTradeListener, MamaMsg, MamdaTradeRecap) - Method in interface com.wombat.mamda.MamdaTradeHandler
-
Method invoked when the current last-trade information for the security is available.
- onTradeReport(MamdaSubscription, MamdaTradeListener, MamaMsg, MamdaTradeReport, MamdaTradeRecap) - Method in interface com.wombat.mamda.MamdaTradeHandler
-
Method invoked when a trade is reported.
- onUpdate(MamaMsg, MamdaTradeListener) - Method in class com.wombat.mamda.MamdaTradeListener.TradeLineTime
- onUpdate(MamaMsg, MamdaTradeListener) - Method in class com.wombat.mamda.MamdaTradeListener.TradeSendTime
- OPEN_INTEREST - Static variable in class com.wombat.mamda.options.MamdaOptionFields
- OPEN_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- ORDER_ID - Static variable in class com.wombat.mamda.MamdaTradeFields
- ORDER_IMB - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
- ORDER_IMB_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
ORDER_IMB
- ORDER_IMBALANCE_BUY - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
- ORDER_IMBALANCE_BUY_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
ORDER_IMBALANCE_BUY_VALUE
- ORDER_IMBALANCE_SELL - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
- ORDER_IMBALANCE_SELL_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
ORDER_IMBALANCE_SELL_VALUE
- ORDER_INF - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
- ORDER_INF_VALUE - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
ORDER_INF
- ORIG_PART_ID - Static variable in class com.wombat.mamda.MamdaTradeFields
- ORIG_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- ORIG_SALE_CONDITION - Static variable in class com.wombat.mamda.MamdaTradeFields
- ORIG_SELLERS_SALE_DAYS - Static variable in class com.wombat.mamda.MamdaTradeFields
- ORIG_SEQNUM - Static variable in class com.wombat.mamda.MamdaTradeFields
- ORIG_SHORT_SALE_CIRCUIT_BREAKER - Static variable in class com.wombat.mamda.MamdaTradeFields
- ORIG_SIZE - Static variable in class com.wombat.mamda.MamdaTradeFields
- ORIG_STOP_STOCK_IND - Static variable in class com.wombat.mamda.MamdaTradeFields
- ORIG_TRADE_ID - Static variable in class com.wombat.mamda.MamdaTradeFields
- ORIG_TRADE_QUALIFIER - Static variable in class com.wombat.mamda.MamdaTradeFields
P
- PART_ID - Static variable in class com.wombat.mamda.MamdaCommonFields
- PART_ID - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- PART_ID - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- PART_ID - Static variable in class com.wombat.mamda.MamdaQuoteFields
-
Deprecated.Use MamdaCommonFields.PART_ID
- PART_ID - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- PART_ID - Static variable in class com.wombat.mamda.MamdaTradeFields
-
Deprecated.Use MamdaCommonFields.PART_ID
- PART_ID - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PC_CALL - Static variable in class com.wombat.mamda.options.MamdaOptionContract
- PC_PUT - Static variable in class com.wombat.mamda.options.MamdaOptionContract
- PC_UNKNOWN - Static variable in class com.wombat.mamda.options.MamdaOptionContract
- PCT_CHANGE - Static variable in class com.wombat.mamda.MamdaTradeFields
- PL_ACTION - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PL_ENTRIES - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PL_ENTRY - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PL_NUM_ATTACH - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PL_NUM_ENTRIES - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PL_PRICE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PL_PROP_MSG_TYPE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PL_PROPERTIES - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PL_SIDE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PL_SIZE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PL_SIZE_CHANGE - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PL_TIME - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PLADD - Static variable in class com.wombat.mamda.examples.MamdaBookPublisher
- PLDELETE - Static variable in class com.wombat.mamda.examples.MamdaBookPublisher
- PLUNKNOWN - Static variable in class com.wombat.mamda.examples.MamdaBookPublisher
- PLUPDATE - Static variable in class com.wombat.mamda.examples.MamdaBookPublisher
- populateDelta(MamaMsg) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Populate a MamaMsg of the changes to this order book.
- populateRecap(MamaMsg) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Populate a MamaMsg with the current state of this order book.
- PREV_CLOSE_DATE - Static variable in class com.wombat.mamda.MamdaTradeFields
- PREV_CLOSE_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- PREV_VOLUME - Static variable in class com.wombat.mamda.MamdaTradeFields
- PRICE_EARN_RATIO - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- PRICE_LEVEL - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PRICE_LEVELS - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- PRICE_VAR_IND - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- PRIMARY_EXCH - Static variable in class com.wombat.mamda.MamdaTradeFields
- print() - Method in class com.wombat.mamda.orderbook.BookMsgHolder
- printCache(MamdaTradeListener.MamdaTradeCache) - Method in class com.wombat.mamda.MamdaTradeListener
- processOrder() - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- PUB_ID - Static variable in class com.wombat.mamda.MamdaCommonFields
- PUB_ID - Static variable in class com.wombat.mamda.MamdaQuoteFields
-
Deprecated.Use MamdaCommonFields.PUB_ID
- PUB_ID - Static variable in class com.wombat.mamda.MamdaTradeFields
-
Deprecated.Use MamdaCommonFields.PUB_ID
- publishingSymbol(String) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- publishMessage(MamaMsg) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- PUT_CALL - Static variable in class com.wombat.mamda.options.MamdaOptionFields
- putIterator() - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Return an iterator over all put option contracts.
Q
- QUOTE_COUNT - Static variable in class com.wombat.mamda.MamdaQuoteFields
- QUOTE_DATE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- QUOTE_QUAL - Static variable in class com.wombat.mamda.MamdaQuoteFields
- QUOTE_QUAL_NATIVE - Static variable in class com.wombat.mamda.MamdaQuoteFields
- QUOTE_SEQ_NUM - Static variable in class com.wombat.mamda.MamdaQuoteFields
- QUOTE_TIME - Static variable in class com.wombat.mamda.MamdaQuoteFields
R
- REASON - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- reevaluate() - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Re-evaluate the order book.
- reevaluate() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Re-evaluate the price level.
- removeContract(String) - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Remove an option contract.
- removeEntry(MamdaBookAtomicLevelEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Remove an order book entry from the price level, where the delete details are provied by an atomic levelEntry.
- removeEntry(MamdaOrderBookEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Remove an order book entry from the price level.
- removeEntry(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntryManager
-
Remove an entry from the manager.
- removeEntryById(MamdaBookAtomicLevelEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- removeEntryById(MamdaOrderBookEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- removeIgnoreEntryId(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
-
Remove an entry ID to ignore.
- requestRecap() - Method in class com.wombat.mamda.MamdaSubscription
-
Force a recap request to be sent for this subscription.
- reset() - Static method in class com.wombat.mamda.MamdaAuctionFields
- reset() - Static method in class com.wombat.mamda.MamdaCommonFields
- reset() - Static method in class com.wombat.mamda.MamdaFundamentalFields
-
Reset the dictionary for fundamental update fields.
- reset() - Static method in class com.wombat.mamda.MamdaOrderImbalanceFields
-
Reset the dictionary for order imbalance update fields.
- reset() - Static method in class com.wombat.mamda.MamdaQuoteFields
- reset() - Static method in class com.wombat.mamda.MamdaSecurityStatusFields
-
Reset the dictionary for security status update fields.
- reset() - Static method in class com.wombat.mamda.MamdaTradeFields
-
Reset the dictionary for trade update fields.
- reset() - Static method in class com.wombat.mamda.options.MamdaOptionFields
- reset() - Static method in class com.wombat.mamda.orderbook.MamdaOrderBookFields
-
Reset the dictionary for order book update fields.
- RISK_FREE_RATE - Static variable in class com.wombat.mamda.MamdaFundamentalFields
S
- SALE_CONDITION - Static variable in class com.wombat.mamda.MamdaTradeFields
- SECURITY_STATUS - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- SECURITY_STATUS_AT_LAST - Static variable in class com.wombat.mamda.MamdaSecurityStatus
- SECURITY_STATUS_AUCTION - Static variable in class com.wombat.mamda.MamdaSecurityStatus
- SECURITY_STATUS_CLOSED - Static variable in class com.wombat.mamda.MamdaSecurityStatus
- SECURITY_STATUS_CROSSING - Static variable in class com.wombat.mamda.MamdaSecurityStatus
- SECURITY_STATUS_DELETED - Static variable in class com.wombat.mamda.MamdaSecurityStatus
- SECURITY_STATUS_HALTED - Static variable in class com.wombat.mamda.MamdaSecurityStatus
- SECURITY_STATUS_NONE - Static variable in class com.wombat.mamda.MamdaSecurityStatus
-
A set of final shorts representing the status of a security such as whether or not it is halted or closed for trading.
- SECURITY_STATUS_NORMAL - Static variable in class com.wombat.mamda.MamdaSecurityStatus
- SECURITY_STATUS_NOT_EXIST - Static variable in class com.wombat.mamda.MamdaSecurityStatus
- SECURITY_STATUS_ORIG - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- SECURITY_STATUS_ORIG - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- SECURITY_STATUS_QUAL - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- SECURITY_STATUS_QUAL - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- SECURITY_STATUS_QUAL_ADD_INFO - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ADJUST - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ADJUST_ON - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ASK_ONLY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_AUCTION_EXTENSION - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_BID_ONLY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_BLOCKING - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_1 - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_2 - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_CIRCUIT_BREAKER_LEVEL_3 - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_CROSS - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_EMC_IMB_BUY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_EMC_IMB_NONE - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_EMC_IMB_SELL - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ENQUIRE - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_EQUIPMENT - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_EQUIPMENT_CHANGEOVER_RELATED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_EXCHANGE_INTERVENTION - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_EXCUSED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_FAST_MARKET - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_FILINGS - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_FIXED_PRICE - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_FROZEN - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_BUY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_IMBALANCE_PRECLOSE_SELL - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_BUY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_IMBALANCE_PREOPEN_SELL - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_INFO - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_INFORMATION_REQUESTED_RELATED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_IPO - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_IPO_IMBALANCE_BUY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_IPO_IMBALANCE_SELL - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_IPO_WINDOW_EXT - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ITS_PREOPEN - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_LATE_TRADING - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_LIMIT_STATE_ASK - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_LIMIT_STATE_BID - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_LIMITSTATEBID_LIMITSTATEASK - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_LISTING - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_LOA_IMBALANCE_BUY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_LOA_IMBALANCE_SELL - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_MKT_IMB_BUY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_MKT_IMB_SELL - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_MOC_IMB_BUY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_MOC_IMB_SELL - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NEWS - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NEWS_DISSEM - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NEWS_DISSEMINATION_RELATED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NEWS_PENDING_RELATED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NO_IPO_IMBALANCE - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NO_LOA_IMBALANCE - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NO_MKT_IMB - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NO_MOC_IMB - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NO_OPEN_NO_RESUME_COMMON - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NO_THO_IMBALANCE - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_NONE - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_OPEN_DELAY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_OPEN_NIGHT_TRADING - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_OPENING - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_OPENING_DELAY_COMMON - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_OPERATION - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ORDER_CANCEL - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ORDER_IMB - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ORDER_IMB_BUY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ORDER_IMB_NONE - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ORDER_IMB_SELL - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ORDER_IMBALANCE_RELATED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ORDER_INF - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ORDER_INFLUX_RELATED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ORDER_INPUT - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ORDER_MATCHING - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_ORDERS_ELMINATED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_OTHER - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_PRE_AUCTION - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_PRE_CROSS - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_PRE_NIGHT_TRADING - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_PRE_ORDER_MATCHING - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_PRECLOSING - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_PREOPEN - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_PRICE_IND - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_QUOTE_RESUME - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_RANGE_ID - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_RELATED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_RELEASED_FOR_QUOTATION - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_RESERVED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_RESUME - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_RESUME_COMMON - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_RESUME_TIME - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_SALES_INPUT - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_SEC - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_SECURITY_AUTHORISED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_SECURITY_FORBIDDEN - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_SLOW_MARKET - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_SUB_HOLIDAY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_SUB_PENNY_TRADING - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_SUB_PENNY_TRADING_RELATED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_SUSPENDED - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_THO_IMBALANCE_BUY - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_THO_IMBALANCE_SELL - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_TIMES - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_TRADE_RESUME - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_UNKNOWN - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_VOLATILITY_AUCTION - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_VOLATILITY_GUARD - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_VOLATILITY_GUARD_QUOTE_RESUME - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_VOLATILITY_PAUSE - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_VOLATILITY_PAUSE_QUOTE_RESUME - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_QUAL_WITHDRAWN - Static variable in class com.wombat.mamda.MamdaSecurityStatusQual
- SECURITY_STATUS_SUSPENDED - Static variable in class com.wombat.mamda.MamdaSecurityStatus
- SECURITY_STATUS_TIME - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- SECURITY_STATUS_TIME - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- SECURITY_STATUS_UNKNOWN - Static variable in class com.wombat.mamda.MamdaSecurityStatus
- SELL_VOLUME - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- SELLERS_SALE_DAYS - Static variable in class com.wombat.mamda.MamdaTradeFields
- SEND_TIME - Static variable in class com.wombat.mamda.MamdaCommonFields
- SEND_TIME - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- SEND_TIME - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- SEND_TIME - Static variable in class com.wombat.mamda.MamdaQuoteFields
-
Deprecated.Use MamdaCommonFields.SEND_TIME
- SEND_TIME - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- SEND_TIME - Static variable in class com.wombat.mamda.MamdaTradeFields
-
Deprecated.Use MamdaCommonFields.SEND_TIME
- SENDER_ID - Static variable in class com.wombat.mamda.MamdaCommonFields
- SEQ_NUM - Static variable in class com.wombat.mamda.MamdaCommonFields
- SEQ_NUM - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- SEQNUM - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- SEQNUM - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- set(short) - Method in class com.wombat.mamda.MamdaUncrossPriceInd
- set(MamdaOrderBookEntry, MamdaOrderBookPriceLevel, double, char, char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Set the delta info.
- setAction(char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- setAction(char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- setActivityTime(MamaDateTime) - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- setActivityTime(MamaDateTime) - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- setActivityTime(MamaDateTime) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- setAppDataType(MamaMdDataType) - Method in class com.wombat.mamda.MamdaSubscription
-
Set the application-specific data type.
- setAsDeltaDeleted(MamdaOrderBook) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Set this order book to be a delta that would, when applied, delete all of the fields in the bookToDelete.
- setAsDeltaDifference(MamdaOrderBook, MamdaOrderBook) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Set this order book to be a delta that would, when applied, be the difference between to other books.
- setAsDifference(MamdaOrderBookPriceLevel, MamdaOrderBookPriceLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- setAtTheMoneyType(short) - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Set how the underlying price ("at the money") is determined (@see MamdaOptionAtTheMoneyCompareType).
- setBboContract(MamdaOptionContract) - Method in class com.wombat.mamda.options.MamdaOptionContractSet
-
Set the contract for the best bid and offer.
- setBook(MamdaOrderBook) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- setBookTime(MamaDateTime) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Set The SourceDerivative for this book.
- setCheckSourceState(boolean) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Set whether to check the MamaSourceState when adding/deleting/re-evaluating entries in the book.
- setClosure(Object) - Method in class com.wombat.mamda.MamdaSubscription
-
Set the closure.
- setClosure(Object) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Set the order book closure handle.
- setClosure(Object) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Set the order book entry closure handle.
- setCustomObject(Object) - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Add a custom object to this option contract.
- setCustomObject(Object) - Method in class com.wombat.mamda.options.MamdaOptionUnderlying
-
Add a custom object to this option underlying.
- setDetails(MamdaBookAtomicLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Take the details from
atomic level
and apply them to this level.
- setDetails(MamdaBookAtomicLevelEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- setDetails(MamdaBookAtomicLevelEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Take the details from
atomic levelEntry
and apply them to this levelEntry.
- setDetails(MamdaOrderBookEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- setDetails(MamdaOrderBookPriceLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Take the details from
level
and apply them to this level.
- setDictionary(MamaDictionary, Properties) - Static method in class com.wombat.mamda.MamdaAuctionFields
-
Set the dictionary for common update fields.
- setDictionary(MamaDictionary, Properties) - Static method in class com.wombat.mamda.MamdaCommonFields
-
Set the dictionary for common update fields.
- setDictionary(MamaDictionary, Properties) - Static method in class com.wombat.mamda.MamdaFundamentalFields
-
Set the dictionary for common fundamental fields.
- setDictionary(MamaDictionary, Properties) - Static method in class com.wombat.mamda.MamdaOrderImbalanceFields
- setDictionary(MamaDictionary, Properties) - Static method in class com.wombat.mamda.MamdaQuoteFields
-
Set the dictionary for common quote fields.
- setDictionary(MamaDictionary, Properties) - Static method in class com.wombat.mamda.MamdaSecurityStatusFields
-
Set the dictionary for common security status fields.
- setDictionary(MamaDictionary, Properties) - Static method in class com.wombat.mamda.MamdaTradeFields
-
Set the dictionary for common trade fields.
- setDictionary(MamaDictionary, Properties) - Static method in class com.wombat.mamda.options.MamdaOptionFields
-
Set the dictionary for common options fields.
- setDictionary(MamaDictionary, Properties) - Static method in class com.wombat.mamda.orderbook.MamdaOrderBookFields
-
Set the dictionary for common orderbook fields.
- setEventSeqNum(long) - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- setEventSeqNum(long) - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- setEventSeqNum(long) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- setEventTime(MamaDateTime) - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- setEventTime(MamaDateTime) - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- setEventTime(MamaDateTime) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- setExchangeContract(String, MamdaOptionContract) - Method in class com.wombat.mamda.options.MamdaOptionContractSet
-
Set the contract for the particular exchange.
- setExerciseStyle(char) - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Set the exercise style.
- setExpirationRangeDays(int) - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Set the range of expiration dates to be included in the view by the maximum number of days until expiration.
- setId(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- setInView(boolean) - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Set whether this contract is in the "view" within the option chain.
- setIsConsistent(boolean) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Set whether the order book is in a consistent or an an inconsistent state.
- setJitterMargin(double) - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Set a "jitter margin" to avoid having the range jump between different strike prices when the underlying price hovers right on the edge of a range boundary.
- setKeepBasicDeltas(boolean) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
-
Set whether to actually keep the basic deltas.
- setLineTime(MamaDateTime) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- setManager(MamdaOrderBookEntryManager) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Set the MamdaOrderBookEntryManager object to which this entry belongs.
- setNeedsReevaluation(boolean) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Set whether this book needs a re-evaluation.
- setNumberOfExpirations(int) - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Set the number of expiration dates to be included in the view.
- setNumEntries(double) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- setOpenInterest(long) - Method in class com.wombat.mamda.options.MamdaOptionContract
-
Set the open interest size.
- setOrderBook(MamdaOrderBook) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteClear
- setOrderType(char) - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- setOrderType(char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- setPartId(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
- setPartId(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- setPlDeltaAction(char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Set the delta action with respect to the price level.
- setPreInitialCacheSize(int) - Method in class com.wombat.mamda.MamdaSubscription
-
Set the number of messages to cache for each symbol before the initial value arrives.
- setPrice(double) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- setPrice(MamaPrice) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- setPriceLevel(long) - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- setPriceLevel(MamdaOrderBookPriceLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
-
Set the MamdaOrderBookPriceLevel object to which this entry belongs.
- setPriceLevel(MamdaOrderBookPriceLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Set the MamdaOrderBookPriceLevel object to which this entry belongs.
- setProcessEntries(boolean) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- setProcessEntries(boolean) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
-
Set whether we are interested in "entry level" information at all.
- setProcessMarketOrders(boolean) - Method in class com.wombat.mamda.orderbook.MamdaBookAtomicListener
- setProcessMarketOrders(boolean) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookListener
- setQuality(short) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Set the mamaQuality for this order book.
- setQuality(short) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Set the entry-level quality factor.
- setQueue(MamaQueue) - Method in class com.wombat.mamda.MamdaSubscription
-
Set the MAMA queue.
- setQueueGroup(MamaQueueGroup) - Method in class com.wombat.mamda.examples.MamdaBookPublisher
- setReason(char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- setRecoverGaps(boolean) - Method in class com.wombat.mamda.MamdaSubscription
-
Whether a Subscription should attempt to recover from sequence number gaps.
- setRequireInitial(boolean) - Method in class com.wombat.mamda.MamdaSubscription
-
Set whether an initial value is required.
- setRequiresInitial(boolean) - Method in class com.wombat.mamda.MamdaSubscription
-
Whether an initial value is required for the specified Subscription.
- setRetries(int) - Method in class com.wombat.mamda.MamdaSubscription
-
Set the retries for this subscirption.
- setSendTime(MamaDateTime) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- setServiceLevel(short, short) - Method in class com.wombat.mamda.MamdaSubscription
-
Set the MAMA service level.
- setSide(char) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- setSize(double) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- setSize(double) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- setSizeChange(double) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- setSource(String) - Method in class com.wombat.mamda.MamdaSubscription
-
Set the data source name.
- setSourceDerivative(MamaSourceDerivative) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Set The SourceDerivative for this book.
- setSourceDerivative(MamaSourceDerivative) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Set the MamaSourceDerivative for this book entry.
- setSrcTime(MamaDateTime) - Method in class com.wombat.mamda.MamdaConcreteBasicEvent
- setSrcTime(MamaDateTime) - Method in class com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta
- setSrcTime(MamaDateTime) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteSimpleDelta
- setState(short) - Method in class com.wombat.mamda.MamdaFieldState
- setState(short) - Method in class com.wombat.mamda.MamdaTradeSide
- setStatus(int) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Set the status for the entry.
- setStrictChecking(boolean) - Static method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Enforce strict checking of order book modifications (at the expense of some performance).
- setStrictChecking(boolean) - Static method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
-
Enforce strict checking of order book modifications (at the expense of some performance).
- setStrictChecking(boolean) - Static method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Enforce strict checking of order book modifications (at the expense of some performance).
- setStrikeRangeNumber(int) - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Set the number of strike prices to be included in the view.
- setStrikeRangePercent(double) - Method in class com.wombat.mamda.options.MamdaOptionChainView
-
Set the range of strike prices to be included in the view by percentage variation from the underlying price.
- setSymbol(String) - Method in class com.wombat.mamda.MamdaSubscription
-
Set the symbol.
- setSymbol(String) - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Set the underlying symbol for the option chain.
- setSymbol(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
The order book subscription symbol.
- setSymbol(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookConcreteRecap
- setTime(MamaDateTime) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- setTime(MamaDateTime) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
- setTimeout(double) - Method in class com.wombat.mamda.MamdaSubscription
-
Set the timeout (in seconds) for this subscription.
- SETTLE_DATE - Static variable in class com.wombat.mamda.MamdaTradeFields
- SETTLE_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- setTransport(MamaTransport) - Method in class com.wombat.mamda.MamdaSubscription
-
Set the MAMA transport.
- setType(MamaSubscriptionType) - Method in class com.wombat.mamda.MamdaSubscription
-
Set the subscrption type.
- setUnderlyingQuoteListener(MamdaQuoteListener) - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Set the underlying quote listener information.
- setUnderlyingTradeListener(MamdaTradeListener) - Method in class com.wombat.mamda.options.MamdaOptionChain
-
Set the underlying trade listener information.
- setUniqueId(String) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookEntry
- setWombatBboContract(MamdaOptionContract) - Method in class com.wombat.mamda.options.MamdaOptionContractSet
-
Set the contract for the best bid and offer, as calculated by NYSE Technologies.
- severityForErrorCode(short) - Static method in class com.wombat.mamda.MamdaErrorSeverity
- SHARES_AUTH - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- SHARES_FLOAT - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- SHARES_OUT - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- SHORT_SALE_BID_TICK - Static variable in class com.wombat.mamda.MamdaQuoteFields
- SHORT_SALE_CIRCUIT_BREAKER - Static variable in class com.wombat.mamda.MamdaQuoteFields
- SHORT_SALE_CIRCUIT_BREAKER - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- SHORT_SALE_CIRCUIT_BREAKER - Static variable in class com.wombat.mamda.MamdaTradeFields
- SIDE_ASK - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Bid (buy) side.
- SIDE_BID - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Unknown action (error).
- SIDE_UNKNOWN - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Ask (sell) side.
- SNAPSHOT - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookCheckType
- SRC_TIME - Static variable in class com.wombat.mamda.MamdaCommonFields
- SRC_TIME - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- SRC_TIME - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- SRC_TIME - Static variable in class com.wombat.mamda.MamdaQuoteFields
-
Deprecated.Use MamdaCommonFields.SRC_TIME
- SRC_TIME - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- SRC_TIME - Static variable in class com.wombat.mamda.MamdaTradeFields
-
Deprecated.Use MamdaCommonFields.SRC_TIME
- SRC_TIME - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- STD_DEV - Static variable in class com.wombat.mamda.MamdaTradeFields
- STD_DEV_SUM - Static variable in class com.wombat.mamda.MamdaTradeFields
- STD_DEV_SUM_SQUARES - Static variable in class com.wombat.mamda.MamdaTradeFields
- STOP_STOCK_IND - Static variable in class com.wombat.mamda.MamdaTradeFields
- STRIKE_PRICE - Static variable in class com.wombat.mamda.options.MamdaOptionFields
- stringForMamdaError(int) - Static method in class com.wombat.mamda.MamdaErrorCode
-
Return a text description of the message's status.
- stringToValue(String) - Static method in class com.wombat.mamda.MamdaOrderImbalanceType
- SYMBOL - Static variable in class com.wombat.mamda.MamdaCommonFields
- SYMBOL - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- SYMBOL - Static variable in class com.wombat.mamda.MamdaOrderImbalanceFields
- SYMBOL - Static variable in class com.wombat.mamda.MamdaQuoteFields
-
Deprecated.Use MamdaCommonFields.SYMBOL
- SYMBOL - Static variable in class com.wombat.mamda.MamdaSecurityStatusFields
- SYMBOL - Static variable in class com.wombat.mamda.MamdaTradeFields
-
Deprecated.Use MamdaCommonFields.SYMBOL
T
- theDictionary - Static variable in class com.wombat.mamda.orderbook.MamdaOrderBookFields
- tmpDouble - Variable in class com.wombat.mamda.MamdaAuctionListener
- tmpPrice - Variable in class com.wombat.mamda.MamdaAuctionListener
- toString() - Method in class com.wombat.mamda.MamdaOrderImbalanceSide
-
Returns the stringified name for the enumerated type.
- toString() - Method in class com.wombat.mamda.MamdaOrderImbalanceType
-
Returns the stringified name for the enumerated type.
- toString() - Method in class com.wombat.mamda.options.MamdaOptionExpirationDateSet
- toString() - Method in class com.wombat.mamda.orderbook.MamdaOrderBookCheckType
- toString(short) - Static method in class com.wombat.mamda.MamdaFieldState
-
Convert a MamdaFieldState to an appropriate, displayable string.
- toString(short) - Static method in class com.wombat.mamda.MamdaSecurityStatus
-
Convert a MamdaSecurityStatus to an appropriate, displayable string.
- toString(short) - Static method in class com.wombat.mamda.MamdaSecurityStatusQual
- toString(short) - Static method in class com.wombat.mamda.MamdaTradeSide
-
Convert a MamdaTradeSide to an appropriate, displayable string.
- toString(short) - Static method in class com.wombat.mamda.MamdaUncrossPriceInd
-
Convert a MamdaUncrossPriceInd to an appropriate, displayable string.
- TOTAL_VALUE - Static variable in class com.wombat.mamda.MamdaTradeFields
- TOTAL_VOLUME - Static variable in class com.wombat.mamda.MamdaTradeFields
- TOTAL_VOLUME_SEQNUM - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_COUNT - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_DATE - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_DIRECTION - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_EXEC_VENUE - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_ID - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_PART_ID - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_PRICE - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_QUALIFIER - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_SEQNUM - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_SIDE - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_SIDE_BUY - Static variable in class com.wombat.mamda.MamdaTradeSide
- TRADE_SIDE_SELL - Static variable in class com.wombat.mamda.MamdaTradeSide
- TRADE_SIDE_UNKNOWN - Static variable in class com.wombat.mamda.MamdaTradeSide
-
The Values of TradeSide: The value 0 maps to Unknown The value 1 maps to Buy The value 2 maps to Sell
- TRADE_SIZE - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_TIME - Static variable in class com.wombat.mamda.MamdaTradeFields
- TRADE_UNITS - Static variable in class com.wombat.mamda.MamdaTradeFields
- TradeLineTime() - Constructor for class com.wombat.mamda.MamdaTradeListener.TradeLineTime
- TradeSendTime() - Constructor for class com.wombat.mamda.MamdaTradeListener.TradeSendTime
- trimStrikes(SortedSet) - Method in class com.wombat.mamda.options.MamdaOptionExpirationStrikes
-
Trim the current set of strike prices to the given set.
- TYPE_UNKNOWN - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
U
- UNCROSS_FIRM - Static variable in class com.wombat.mamda.MamdaUncrossPriceInd
- UNCROSS_INDICATIVE - Static variable in class com.wombat.mamda.MamdaUncrossPriceInd
- UNCROSS_INSUFFICIENT_VOL - Static variable in class com.wombat.mamda.MamdaUncrossPriceInd
- UNCROSS_NONE - Static variable in class com.wombat.mamda.MamdaUncrossPriceInd
- UNCROSS_PRICE - Static variable in class com.wombat.mamda.MamdaAuctionFields
- UNCROSS_PRICE_IND - Static variable in class com.wombat.mamda.MamdaAuctionFields
- UNCROSS_VOLUME - Static variable in class com.wombat.mamda.MamdaAuctionFields
- UNDERLYING_SYMBOL - Static variable in class com.wombat.mamda.options.MamdaOptionFields
- UNKNOWN - Static variable in class com.wombat.mamda.MamdaOrderImbalanceType
-
UKNOWN
- UPDATE_AS_TRADE - Static variable in class com.wombat.mamda.MamdaTradeFields
- updateEntry(MamdaBookAtomicLevelEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Update the details of an existing entry in the level, where the update details are provied by an atomic levelEntry.
- updateEntry(MamdaOrderBookEntry) - Method in class com.wombat.mamda.orderbook.MamdaOrderBookPriceLevel
-
Update the details of an existing entry in the level.
- updateEntry(MamdaOrderBookEntry, double, MamaDateTime, MamdaOrderBookBasicDelta) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Update an entry in the order book and (if "delta" is not NULL) record information about the delta related to this action.
- updateLevel(MamdaOrderBookPriceLevel) - Method in class com.wombat.mamda.orderbook.MamdaOrderBook
-
Update an existing level in the orderbook.
V
- valueToString(int) - Static method in class com.wombat.mamda.MamdaOrderImbalanceSide
-
Utility method for mapping type integer values to corresponding string values.
- valueToString(int) - Static method in class com.wombat.mamda.MamdaOrderImbalanceType
-
Utility method for mapping type integer values to corresponding string values.
- VOLATILITY - Static variable in class com.wombat.mamda.MamdaFundamentalFields
- VWAP - Static variable in class com.wombat.mamda.MamdaTradeFields
Y
- YIELD - Static variable in class com.wombat.mamda.MamdaFundamentalFields
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