Package com.wombat.mamda
Interface MamdaTradeReport
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- All Superinterfaces:
MamdaBasicEvent
- All Known Implementing Classes:
MamdaTradeListener
public interface MamdaTradeReport extends MamdaBasicEvent
MamdaTradeReport is an interface that provides access to fields related to a trade report. This class is used for all trade reports, whether those trades qualify as regular or irregular trades. (A regular trade generally qualifies to update the official last price and intraday high/low prices.)
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description boolean
getIsIrregular()
Return whether this is an irregular trade.short
getIsIrregularFieldState()
Return the isIrreglar field state.char
getShortSaleCircuitBreaker()
get the ShortSaleCircuitBreakershort
getShortSaleCircuitBreakerFieldState()
java.lang.String
getSide()
short
getSideFieldState()
java.lang.String
getTradeCondition()
Return the exchange provided trade condition.short
getTradeConditionFieldState()
Return the trade condition field state.java.lang.String
getTradeId()
Return the trade id.short
getTradeIdFieldState()
Return the trade ID field state.java.lang.String
getTradePartId()
Return the participant identifier.short
getTradePartIdFieldState()
Return the trade part ID field state.com.wombat.mama.MamaPrice
getTradePrice()
Return the trade price.short
getTradePriceFieldState()
Return the trade price field state.java.lang.String
getTradeQual()
Return the normalized trade qualifier.short
getTradeQualFieldState()
Return the trade qualifier field state.java.lang.String
getTradeQualNativeStr()
The native, non normalized, trade qualifier.short
getTradeQualNativeStrFieldState()
Return the trade qualifier native field state.long
getTradeSellersSaleDays()
Return the seller trade days.short
getTradeSellersSaleDaysFieldState()
Return the trade sellers sale days field state.char
getTradeStopStock()
Return the stopped stock indicator.short
getTradeStopStockFieldState()
Return the trade stop stock field state.double
getTradeVolume()
Return the trade volume.short
getTradeVolumeFieldState()
Return the trade volume field state.-
Methods inherited from interface com.wombat.mamda.MamdaBasicEvent
getActivityTime, getActivityTimeFieldState, getEventSeqNum, getEventSeqNumFieldState, getEventTime, getEventTimeFieldState, getSrcTime, getSrcTimeFieldState
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Method Detail
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getTradePrice
com.wombat.mama.MamaPrice getTradePrice()
Return the trade price.- Returns:
- The monetary value of an individual share of the security at the time of the trade.
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getTradePriceFieldState
short getTradePriceFieldState()
Return the trade price field state.- Returns:
- The field state
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getTradeVolume
double getTradeVolume()
Return the trade volume.- Returns:
- The number of shares traded in a single transaction for an individual security.
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getTradeVolumeFieldState
short getTradeVolumeFieldState()
Return the trade volume field state.- Returns:
- The field state
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getTradePartId
java.lang.String getTradePartId()
Return the participant identifier.- Returns:
- Trade participant ID. This is typically an exchange ID or a market maker ID.
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getTradePartIdFieldState
short getTradePartIdFieldState()
Return the trade part ID field state.- Returns:
- The field state
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getSide
java.lang.String getSide()
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getSideFieldState
short getSideFieldState()
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getTradeId
java.lang.String getTradeId()
Return the trade id.- Returns:
- Trade ID. This is typically an exchange ID or a market maker ID.
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getTradeIdFieldState
short getTradeIdFieldState()
Return the trade ID field state.- Returns:
- The field state
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getTradeQual
java.lang.String getTradeQual()
Return the normalized trade qualifier.- Returns:
- Trade qualifier. A normalized set of qualifiers for
the current trade for the security. This field may contain
multiple string values, separated by the colon(:) character.
Value Meaning Normal Regular trade. A trade made without stated conditions is deemed regular way for settlement on the third * business day following the transaction * date. Acquisition A transaction made on the Exchange as a result of an Exchange acquisition. Bunched A trade representing an aggregate of two or more regular trades in a security occurring at the same price either simultaneously or within the same 60 second period, with no individual trade exceeding 10,000 shares. Cash A transaction which calls for the delivery of securities and payment on the same day the trade takes place. Distribution Sale of a large block of stock in such a manner that the price is not adversely affected. BunchedSold A bunched trade which is reported late Rule155 To qualify as a 155 print, a specialist arranges for the sale of the block at one "clean-up" price or at the different price limits on his book. If the block is sold at a "clean-up" price, the specialist should execute at the same price all the executable buy orders on his book. The sale qualifier is only applicable for AMEX trades. SoldLast Sold Last is used when a trade prints in sequence but is reported late or printed in conformance to the One or Two Point Rule. NextDay A transaction which calls for delivery of securities on the first business day after the trade date. Opened Indicates an opening transaction that is printed out of sequence or reported late or printed in conformance to the One or Two Point Rule. PriorRef An executed trade that relates to an obligation to trade at an earlier point in the trading day or that refer to a prior reference price. This may be the result of an order that was lost or misplaced or a SelectNet order that was not executed on a timely basis. Seller A Seller's option transaction is a special transaction which gives the seller the right to deliver the stock at any time within a specific period, ranging from not less than four calendar days to no more than 60 calendar days. SplitTrade An execution in two markets when the specialist or Market Maker in the market first receiving the order agrees to execute a portion of it at whatever price is realized in another market to which the balance of the order is forwarded for execution. FormT See PrePostMkt. Currently, all feed handlers that post Form-T trades - except CTA - send this qualifier for Form-T trades. In the next major release, all fields will use PrePostMkt and FormT will be obsolete. PrePostMkt A trade reported before or after the normal trade reporting day. This is also known as a Form-T trade. The volume of Form-T trades will be included in the calculation of total volume. The price information in Form-T trades will not be used to update high, low and last sale data for individual securities or Indices since they occur outside of normal trade reporting hours. Currently, all feed handlers that post Form-T trades - except CTA - send the "FormT" qualifier for Fot-T trades. In the next major release, all feed handlers will use PrePostMkt and FormT will be obsolete. AvPrice A trade where the price reported is based upon an average of the prices for transactions in a security during all or any portion of the trading day. Sold Sold is used when a trade is printed (reported) out of sequence and at a time different from the actual transaction time. Adjusted Auto A sale condition code that identifies a NYSE trade that has been automatically executed without the potential benefit of price improvement. Basket CashOnly NextDayOnly SpecTerms Stopped CATS VCT Rule127 BurstBasket A burst basket execution signifies a trade wherein the equity Specialists, acting in the aggregate as a market maker, purchase or sell the component stocks required for execution of a specific basket trade. OpenDetail Opening trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published. Detail Trade detail message. Sent by CTS only and is a duplicate report of an earlier trade. Note: since feed handler version 2.14.32, it is configurable whether these detail messages are published. Reserved BasketCross BasketIndexOnClose A basket index on close transaction signifies a trade involving paired basket orders,the execution of which is based on the closing value of the index. These trades are reported after the close when the index closing value is determined. IntermarketSweep Indicates to CTS data recipients that the execution price reflects the order instruction not to send the order to another market that may have a superior price. YellowFlag Regular trades reported during specific events as out of the ordinary. MarketCenterOpen MarketCenterClose Unknown
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getTradeQualFieldState
short getTradeQualFieldState()
Return the trade qualifier field state.- Returns:
- The field state
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getTradeQualNativeStr
java.lang.String getTradeQualNativeStr()
The native, non normalized, trade qualifier.- See Also:
getTradeQual()
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getTradeQualNativeStrFieldState
short getTradeQualNativeStrFieldState()
Return the trade qualifier native field state.- Returns:
- The field state
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getTradeCondition
java.lang.String getTradeCondition()
Return the exchange provided trade condition.- Returns:
- Trade condition (a.k.a. "sale condition"). Feed-specific trade qualifier code(s). This field is provided primarily for completeness and/or troubleshooting.
- See Also:
getTradeQual()
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getTradeConditionFieldState
short getTradeConditionFieldState()
Return the trade condition field state.- Returns:
- The field state
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getTradeSellersSaleDays
long getTradeSellersSaleDays()
Return the seller trade days.- Returns:
- Seller's sale days. Used when the trade qualifier is "Seller". Specifies the number of days that may elapse before delivery of the security.
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getTradeSellersSaleDaysFieldState
short getTradeSellersSaleDaysFieldState()
Return the trade sellers sale days field state.- Returns:
- The field state
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getTradeStopStock
char getTradeStopStock()
Return the stopped stock indicator.- Returns:
- Stopped stock indicator. Condition related to certain NYSE trading rules. This is not related to a halted security status. (0 == N/A; 1 == Applicable)
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getTradeStopStockFieldState
short getTradeStopStockFieldState()
Return the trade stop stock field state.- Returns:
- The field state
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getIsIrregular
boolean getIsIrregular()
Return whether this is an irregular trade.- Returns:
- Whether or not the trade qualifies as an irregular trade. In general, only "regular" trades qualify to update the official last price and high/low prices.
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getIsIrregularFieldState
short getIsIrregularFieldState()
Return the isIrreglar field state.- Returns:
- The field state
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getShortSaleCircuitBreaker
char getShortSaleCircuitBreaker()
get the ShortSaleCircuitBreaker- Returns:
- ShortSaleCircuitBreaker
- return values:
- Blank: Short Sale Restriction Not in Effect.
- A: Short Sale Restriction Activiated.
- C: Short Sale Restriction Continued.
- D: Sale Restriction Deactivated.
- E: Sale Restriction in Effect.
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getShortSaleCircuitBreakerFieldState
short getShortSaleCircuitBreakerFieldState()
- Returns:
- the reason Field State
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