/usr/include/mamda/MamdaQuoteUpdate.h is in libmamda-dev 2.2.2.1-11ubuntu1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
#ifndef MamdaQuoteUpdateH
#define MamdaQuoteUpdateH
#include <mamda/MamdaConfig.h>
#include <mamda/MamdaBasicEvent.h>
#include <mamda/MamdaFieldState.h>
namespace Wombat
{
/**
* MamdaQuoteUpdate is an interface that provides access to fields
* related to quote updates.
*/
class MAMDAExpDLL MamdaQuoteUpdate : public MamdaBasicEvent
{
public:
/**
* Get the quote bid price.
*
* @return Bid price. The highest price that the representative
* party/group is willing to pay to buy the security. For most
* feeds, this size is represented in round lots.
*/
virtual const MamaPrice& getBidPrice() const = 0;
/**
* Get the quote bid size.
*
* @return Total share size available for the current bid price.
* Note: many feeds provide this size in terms of round lots.
*/
virtual mama_quantity_t getBidSize() const = 0;
/**
* Get the quote bid depth.
*
* @return The total size available at the current best bid price.
* Only supported by some exchanges. The total size may differ
* from the "best" size in that the total may be aggregated from
* multiple sources.
*/
virtual mama_quantity_t getBidDepth() const = 0;
/**
* Get the quote participant identifier.
*
* @return The identifier of the market participant (e.g. exchange
* or market maker) contributing the bid price field.
*/
virtual const char* getBidPartId() const = 0;
/**
* Get the quote ask price.
*
* @return Ask price. The lowest price that the representative
* party/group is willing to take to sell the security. For most
* feeds, this size is represented in round lots.
*/
virtual const MamaPrice& getAskPrice() const = 0;
/**
* Get the quote ask size.
*
* @return Total share size available for the current ask price.
* Note: many feeds provide this size in terms of round lots.
*/
virtual mama_quantity_t getAskSize() const = 0;
/**
* Get the quote ask depth.
*
* @return The total size available at the current best ask price.
* Only supported by some exchanges. The total size may differ
* from the "best" size in that the total may be aggregated from
* multiple sources.
*/
virtual mama_quantity_t getAskDepth() const = 0;
/**
* Get the quote ask participant identifier.
*
* @return The identifier of the market participant (e.g. exchange
* or market maker) contributing the ask price field.
*/
virtual const char* getAskPartId() const = 0;
/**
* Get the quote mid price.
*
* @return The mid price of the current quote. Usually, this is
* the average of the bid and ask prices, but some exchanges
* provide this field explicitly (e.g. LSE).
*/
virtual const MamaPrice& getQuoteMidPrice () const = 0;
/**
* Get the quote qualifier.
*
* @return A normalized set of qualifiers for the last quote for
* the security. This field may contain multiple string values,
* separated by the colon(:) character.
*
* @see MamdaQuoteRecap#getQuoteQualStr()
*/
virtual const char* getQuoteQualStr() const = 0;
/**
* Get the native feed quote qualifier.
* @return Native quote qualifier (a.k.a. "quote condition").
* Feed-specific quote qualifier code(s). This field is provided
* primarily for completeness and/or troubleshooting.
* @see getQuoteQual.
*/
virtual const char* getQuoteQualNative() const = 0;
/**
* NASDAQ Bid Tick Indicator for Short Sale Rule Compliance.
* National Bid Tick Indicator based on changes to the bid price of the
* National Best Bid or Offer (National BBO).
*
* <table width="100%" border="1">
* <tr><td><b>Value</b></td><td><b>Meaning</b></td></tr>
* <tr>
* <td>U</td>
* <td>Up Tick. The current Best Bid Price price is higher than the
* previous Best Bid Price for the given NNM security.</td>
* </tr>
* <tr>
* <td>D</td>
* <td>Down Tick. The current Best Bid Price price is lower than the
* previous Best Bid Price for the given NNM security.</td>
* </tr>
* <tr>
* <td>N</td>
* <td>No Tick. The NASD Short Sale Rule does not apply to issue (i.e.
* NASDAQ SmallCap listed security).</td>
* </tr>
* <tr>
* <td>Z</td>
* <td>Unset - default value within the API</td>
* </tr>
* </table>
*
* @return The tick bid indicator.
*/
virtual char getShortSaleBidTick () const = 0;
/**
* Get the quote ask time.
*
* @return The quote ask time.
*/
virtual const MamaDateTime& getAskTime() const = 0;
/**
* Get the quote bid time.
*
* @return The quote bid time.
*/
virtual const MamaDateTime& getBidTime() const = 0;
/**
* Get the quote date.
*
* @return The quote date.
*/
virtual const MamaDateTime& getQuoteDate() const = 0;
/**
* Get the quote ask indicator.
*
* @return The quote ask indicator.
*/
virtual const char* getAskIndicator() const = 0;
/**
* Get the quote bid indicator.
*
* @return The quote bid indicator.
*/
virtual const char* getBidIndicator() const = 0;
/**
* Get the quote ask update count.
*
* @return The quote ask update count.
*/
virtual mama_u32_t getAskUpdateCount() const = 0;
/**
* Get the quote bid update count.
*
* @return The quote bid update count.
*/
virtual mama_u32_t getBidUpdateCount() const = 0;
/**
* Get the quote ask yield.
*
* @return The quote ask yield.
*/
virtual double getAskYield() const = 0;
/**
* Get the quote bid yield.
*
* @return The quote bid yield.
*/
virtual double getBidYield() const = 0;
/**
* Get the ask sizes list.
*
* @return The ask sizes list.
*/
virtual const char* getAskSizesList() const = 0;
/**
* Get the bid sizes list.
*
* @return The bid sizes list.
*/
virtual const char* getBidSizesList() const = 0;
/**
* get the ShortSaleCircuitBreaker
* @return ShortSaleCircuitBreaker
* <ul>
* <li>return values:</li>
* <li>Blank: Short Sale Restriction Not in Effect.</li>
* <li>A: Short Sale Restriction Activiated.</li>
* <li>C: Short Sale Restriction Continued.</li>
* <li>D: Sale Restriction Deactivated.</li>
* <li>E: Sale Restriction in Effect.</li>
* </ul>
*/
virtual char getShortSaleCircuitBreaker() const = 0;
/* FieldState Accessors ******/
/**
* Get the quote bid price fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidPriceFieldState() const = 0;
/**
* Get the quote bid size fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidSizeFieldState() const = 0;
/**
* Get the quote bid depth fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidDepthFieldState() const = 0;
/**
* Get the quote participant identifier fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidPartIdFieldState() const = 0;
/**
* Get the quote ask price fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskPriceFieldState() const = 0;
/**
* Get the quote ask size fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskSizeFieldState() const = 0;
/**
* Get the quote ask depth fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskDepthFieldState() const = 0;
/**
* Get the quote ask participant identifier fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskPartIdFieldState() const = 0;
/**
* Get the quote mid price fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getQuoteMidPriceFieldState() const = 0;
/**
* Get the quote qualifier fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getQuoteQualStrFieldState() const = 0;
/**
* Get the native feed quote qualifier fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getQuoteQualNativeFieldState() const = 0;
/**
* Get the short sale bid tick fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getShortSaleBidTickFieldState() const = 0;
/**
* Get the quote ask time fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskTimeFieldState() const = 0;
/**
* Get the quote bid time fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidTimeFieldState() const = 0;
/**
* Get the quote date fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getQuoteDateFieldState() const = 0;
/**
* Get the quote ask indicator fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskIndicatorFieldState() const = 0;
/**
* Get the quote bid indicator fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidIndicatorFieldState() const = 0;
/**
* Get the quote ask update count fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskUpdateCountFieldState() const = 0;
/**
* Get the quote bid update count fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidUpdateCountFieldState() const = 0;
/**
* Get the quote ask yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskYieldFieldState() const = 0;
/**
* Get the quote bid yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidYieldFieldState() const = 0;
/**
* Get the ask sizes list fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskSizesListFieldState() const = 0;
/**
* Get the bid sizes list fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidSizesListFieldState() const = 0;
/**
* @return The ShortSaleCircuitBreaker Field State.
* An enumeration representing field state.
*/
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const = 0;
virtual ~MamdaQuoteUpdate() {};
};
} // namespace
#endif // MamdaQuoteUpdateH
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