/usr/include/mamda/MamdaSecStatusRecap.h is in libmamda-dev 2.2.2.1-11ubuntu1.
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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 MamdaSecStatusRecapH
#define MamdaSecStatusRecapH
#include <mamda/MamdaConfig.h>
#include <mamda/MamdaBasicRecap.h>
#include <mamda/MamdaSecurityStatus.h>
#include <mamda/MamdaSecurityStatusQual.h>
#include <mamda/MamdaFieldState.h>
namespace Wombat
{
/**
* MamdaSecStatus is an interface that provides access to the
* Security Status fields such as symbol announce messages.
*/
class MAMDAExpDLL MamdaSecStatusRecap : public MamdaBasicRecap
{
public:
/**
* The "name" of the instrument (e.g. IBM, CSCO, MSFT.INCA, etc.).
*
* @return The symbol name.
*/
virtual const char* getIssueSymbol() const = 0;
/**
* The symbol field state
* @return The symbol Field State.
*/
virtual MamdaFieldState getIssueSymbolFieldState() const = 0;
/**
* Unnormalized (feed-specific) reason associated with the current status
* of the security (e.g. halted, delayed, etc.). For normalized field,
* see <code>getSecurityStatusQual</code>.
*
* @return The reason for the current status.
* @see getSecurityStatusQual()
*/
virtual const char* getReason() const = 0;
/**
* @return The reason field state
*/
virtual MamdaFieldState getReasonFieldState() 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;
/**
* @return The ShortSaleCircuitBreaker Field State.
*/
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const = 0;
/**
* Action related to this security.
* <ul>
* <li>A : Add this new security.</li>
* </ul>
*
* @return The security action.
*/
virtual char getSecurityAction() const = 0;
/**
* @return The security action field state
*/
virtual MamdaFieldState getSecurityActionFieldState() const = 0;
/**
* The security type.
* <ul>
* <li>Equity Option</li>
* <li>NEO Option : NEO (Index) Option</li>
* <li>ICS Option : ICS (Foreign Currency) Option</li>
* </ul>
*
* @return The security type.
*/
virtual const char* getSecurityType() const = 0;
/**
* The security type field state
* @return The security type field state
*/
virtual MamdaFieldState getSecurityTypeFieldState() const = 0;
/**
* Deprecated.
*
* Use getSecurityStatusEnum() to return the security status as an enumerated value,
* or getSecurityStatusStr() to retrun it is a const char*.
*/
virtual const char* getSecurityStatus() const = 0;
/**
* NYSE Technologies normalised security status. See getSecurityStatusOrig for
* the original exchange value.
*
* <ul>
* <li>SECURITY_STATUS_NONE : No security status is known/available for this security.</li>
* <li>SECURITY_STATUS_NORMAL : Security is open for normal quoting and trading</li>
* <li>SECURITY_STATUS_CLOSED : Security is closed (usually before or after market
* open)</li>
* <li>SECURITY_STATUS_HALTED : Security has been halted by exchange.</li>
* <li>SECURITY_STATUS_NOT_EXIST : Security does not currently exist in cache (but it might
* in the future).</li>
* <li>SECURITY_STATUS_DELETED : Security has been deleted (e.g., merger, expiration, etc.)
* </li>
* <li>SECURITY_STATUS_AUCTION : Security has gone into auction.</li>
* <li>SECURITY_STATUS_CROSSING : Security crossing</li>
* <li>SECURITY_STATUS_UNKNOWN : Security status is currently unknown.</li>
* </ul>
*
* @return The normalized security status as an enumerated value.
*/
virtual MamdaSecurityStatus getSecurityStatusEnum() const = 0;
/**
* @return The normalized security status (enumerated value) field State
*/
virtual MamdaFieldState getSecurityStatusEnumFieldState() const = 0;
/**
* NYSE Technologies normalised security status. See getSecurityStatusOrig for
* the original exchange value.
*
* <ul>
* <li>None : No security status is known/available for this security.</li>
* <li>Normal : Security is open for normal quoting and trading</li>
* <li>Closed : Security is closed (usually before or after market
* open)</li>
* <li>Halted : Security has been halted by exchange.</li>
* <li>NotExist : Security does not currently exist in cache (but it might
* in the future).</li>
* <li>Deleted : Security has been deleted (e.g., merger, expiration, etc.)
* </li>
* <li>Auction : Security has done into auction.</li>
* <li>Crossing : Security crossing</li>
* <li>Unknown : Security status is currently unknown.</li>
* </ul>
*
* @return The normalized security status.
*/
virtual const char* getSecurityStatusStr() const = 0;
/**
* @return The normalized security status field state.
*/
virtual MamdaFieldState getSecurityStatusStrFieldState() const = 0;
/**
* Deprecated.
*
* Use getSecurityStatusQualifierEnum() to return the security status qualifier
* as an enumerated value, or getSecurityStatusQualifierStr() to retrun it is a const char*.
*/
virtual const char* getSecurityStatusQual() const = 0;
/**
* Security status qualifier.
*
* <ul>
* <li>SECURITY_STATUS_QUAL_NONE : No security status qualifier is known/available for this
* security.</li>
* <li>SECURITY_STATUS_QUAL_EXCUSED : An Excused withdrawl from the market.</li>
* <li>SECURITY_STATUS_QUAL_WITHDRAWN : Non-excused withdrawl by the market maker.</li>
* <li>SECURITY_STATUS_QUAL_SUSPENDED : Suspended Trading</li>
* <li>SECURITY_STATUS_QUAL_RESUME : Resume trading/quoting after halt.</li>
* <li>SECURITY_STATUS_QUAL_QUOTE_RESUME : Resume quoting after halt. Nasdaq distinguishes between
* resumption of quoting versus trading, although these appear to always
* occur one after the other.</li>
* <li>SECURITY_STATUS_QUAL_TRADE_RESUME : Resume trading after halt. Nasdaq distinguishes between
* resumption of quoting versus trading, although these appear to always
* occur one after the other.</li>
* <li>SECURITY_STATUS_QUAL_RESUME_TIME : When the security is expected to resume trading.</li>
* <li>SECURITY_STATUS_QUAL_MKT_IMB_BUY : Market Imbalance - Buy. A 50,000 share or more excess of
* market orders to buy over market orders to sell as of 9:00am on
* expiration days. A MktImbBuy implies an ordinary order imbalance
* (OrdImbBuy).</li>
* <li>SECURITY_STATUS_QUAL_MKT_IMB_SELL : Market Imbalance - Sell. A 50,000 share or more excess
* of market orders to sell over market orders to buy as of 9:00am on
* expiration days. A MktImbSell implies an ordinary order imbalance
* (OrdImbSell).</li>
* <li>SECURITY_STATUS_QUAL_NO_MKT_IMB : No Market Imbalance. Indicates that the imbalance of
* market orders for a security is less than 50,000 shares as of 9:00am on
* expiration days.</li>
* <li>SECURITY_STATUS_QUAL_MOC_IMB_BUY : Market On Close Imbalance - Buy. An excess of 50,000
* share or more of MOC orders to buy over MOC orders to sell (including MOC
* sell plus and MOC sell short orders). A MocImbBuy implies an ordinary
* order imbalance (OrdImbBuy).</li>
* <li>SECURITY_STATUS_QUAL_MOC_IMB_SELL : Market On Close Imbalance - Sell. An excess of 50,000
* share or more of MOC orders to sell (not including MOC sell short and MOC
* sell plus orders) over orders to buy (including MOC orders to buy minus).
* A MocImbSell implies an ordinary order imbalance (OrdImbSell).</li>
* <li>SECURITY_STATUS_QUAL_NO_MOC_IMB : No Market On Close (MOC) Imbalance. The difference
* between the number of shares to buy MOC and the number of shares to sell
* MOC is less than 50,000.</li>
* <li>SECURITY_STATUS_QUAL_ORDER_IMB : Non-regulatory condition: a significant imbalance of buy
* orders exists for this security.</li>
* <li>SECURITY_STATUS_QUAL_ORDER_IMB_SELL : Non-regulatory condition: a significant imbalance of
* sell orders exists for this security.</li>
* <li>SECURITY_STATUS_QUAL_ORDER_OMB_NONE : The earlier imbalance of buy or sell orders no longer
* exists for this security. It also might mean that there is no imbalance
* to begin with.</li>
* <li>SECURITY_STATUS_QUAL_RANGE_IND : Trading Range Indication. Not an Opening Delay or Trading
* Halted condition: this condition is used prior to the opening of a
* security to denote a probable trading range (bid and offer prices, no
* sizes).</li>
* <li>SECURITY_STATUS_QUAL_ITS_PRE_OPEN : ITS pre-opening indication.</li>
* <li>SECURITY_STATUS_QUAL_RESERVED : Reserved (e.g., CME).</li>
* <li>SECURITY_STATUS_QUAL_FROZEN : Frozen (e.g., CME).</li>
* <li>SECURITY_STATUS_QUAL_PRE_OPEN : Preopening state (e.g., CME).</li>
* <li>SECURITY_STATUS_QUAL_ADD_INFO : Additional Information. For a security that is Opening
* Delayed or Trading Halted, if inadequate information is disclosed during
* a "news dissemination or news pending" Opening Delay or Trading Halt, the
* Opening Delay or Trading Halt reason could be subsequently reported as
* "Additional Information."</li>
* <li>SECURITY_STATUS_QUAL_OPEN_DELAY : Security's opening has been delayed by exchange. This
* value is usually followed by another value specifying the reason for the
* opening delay.</li>
* <li>SECURITY_STATUS_QUAL_NO_OPEN_RESUME : Indicates that trading halt or opening delay will be
* in effect for the remainder of the trading day.</li>
* <li>SECURITY_STATUS_QUAL_PRICE_IND : An approximation of what a security's opening or
* re-opening price range (bid and offer prices, no sizes) will be when
* trading resumes after a delayed opening or after a trading halt.</li>
* <li>SECURITY_STATUS_QUAL_EQUIPMENT : Non-regulatory condition: the ability to trade this
* security by a participant is temporarily inhibited due to a systems,
* equipment or communications facility problem, or for other technical
* reasons.</li>
* <li>SECURITY_STATUS_QUAL_FILINGS : Not current in regulatory filings.</li>
* <li>SECURITY_STATUS_QUAL_NEWS : News pending. Denotes a regulatory trading halt due to an
* expected news announcement which influence the security. An Opening
* Delay or Trading Halt may be continued once the news has been
* disseminated.</li>
* <li>SECURITY_STATUS_QUAL_NEWS_DISSEM : News Dissemination. Denotes a regulatory trading halt
* when relevant news influencing the security is being disseminated.
* Trading is suspended until the primary market determines that an adequate
* publication or disclosure of information has occurred.</li>
* v<li>SECURITY_STATUS_QUAL_LISTING : Listing Noncompliance.</li>
* <li>SECURITY_STATUS_QUAL_OPERATION : Operational Halt</li>
* <li>SECURITY_STATUS_QUAL_INFO : Information Requested. Regulatory condition: more disclosure
* of information is requested by the exchange for this security.</li>
* <li>SECURITY_STATUS_QUAL_SEC : SEC Suspension.</li>
* <li>SECURITY_STATUS_QUAL_TIMES : News Resumption Times.</li>
* <li>SECURITY_STATUS_QUAL_OTHER : Other Regulatory Halt.</li>
* <li>SECURITY_STATUS_QUAL_RELATED : Related Security; In View Of Common. Non-regulatory
* condition: the halt or opening delay in this security is due to its
* relationship with another security. This condition also applies to
* non-common associated securities (e.g. warrants, rights, preferreds,
* classes, etc.) in view of the common stock.</li>
* <li>SECURITY_STATUS_QUAL_IPO : Upcoming IPO issue not yet trading.</li>
* </ul>
*
* @return The normalized security status qualifier.
*/
virtual MamdaSecurityStatusQual getSecurityStatusQualifierEnum() const = 0;
/**
* @return The normalized security status qualifier field state
*/
virtual MamdaFieldState getSecurityStatusQualifierEnumFieldState() const = 0;
/**
* Security status qualifier.
*
* <ul>
* <li>None : No security status qualifier is known/available for this
* security.</li>
* <li>Excused : An Excused withdrawl from the market.</li>
* <li>Withdrawn : Non-excused withdrawl by the market maker.</li>
* <li>Suspended : Suspended Trading</li>
* <li>Resume : Resume trading/quoting after halt.</li>
* <li>QuoteResume : Resume quoting after halt. Nasdaq distinguishes between
* resumption of quoting versus trading, although these appear to always
* occur one after the other.</li>
* <li>TradeResume : Resume trading after halt. Nasdaq distinguishes between
* resumption of quoting versus trading, although these appear to always
* occur one after the other.</li>
* <li>ResumeTime : When the security is expected to resume trading.</li>
* <li>MktImbBuy : Market Imbalance - Buy. A 50,000 share or more excess of
* market orders to buy over market orders to sell as of 9:00am on
* expiration days. A MktImbBuy implies an ordinary order imbalance
* (OrdImbBuy).</li>
* <li>MktImbSell : Market Imbalance - Sell. A 50,000 share or more excess
* of market orders to sell over market orders to buy as of 9:00am on
* expiration days. A MktImbSell implies an ordinary order imbalance
* (OrdImbSell).</li>
* <li>NoMktImb : No Market Imbalance. Indicates that the imbalance of
* market orders for a security is less than 50,000 shares as of 9:00am on
* expiration days.</li>
* <li>MocImbBuy : Market On Close Imbalance - Buy. An excess of 50,000
* share or more of MOC orders to buy over MOC orders to sell (including MOC
* sell plus and MOC sell short orders). A MocImbBuy implies an ordinary
* order imbalance (OrdImbBuy).</li>
* <li>MocImbSell : Market On Close Imbalance - Sell. An excess of 50,000
* share or more of MOC orders to sell (not including MOC sell short and MOC
* sell plus orders) over orders to buy (including MOC orders to buy minus).
* A MocImbSell implies an ordinary order imbalance (OrdImbSell).</li>
* <li>NoMocImb : No Market On Close (MOC) Imbalance. The difference
* between the number of shares to buy MOC and the number of shares to sell
* MOC is less than 50,000.</li>
* <li>OrderImb : Non-regulatory condition: a significant imbalance of buy
* or sell orders exists for this security.</li>
* <li>OrderInf : Non-regulatory condition where there is a significant
* influx of orders.</li>
* <li>OrderImbBuy : Non-regulatory condition: a significant imbalance of
* buy orders exists for this security.</li>
* <li>OrderImbSell : Non-regulatory condition: a significant imbalance of
* sell orders exists for this security.</li>
* <li>OrderImbNone : The earlier imbalance of buy or sell orders no longer
* exists for this security. It also might mean that there is no imbalance
* to begin with.</li>
* <li>RangeInd : Trading Range Indication. Not an Opening Delay or Trading
* Halted condition: this condition is used prior to the opening of a
* security to denote a probable trading range (bid and offer prices, no
* sizes).</li>
* <li>ItsPreOpen : ITS pre-opening indication.</li>
* <li>Reserved : Reserved (e.g., CME).</li>
* <li>Frozen : Frozen (e.g., CME).</li>
* <li>PreOpen : Preopening state (e.g., CME).</li>
* <li>AddInfo : Additional Information. For a security that is Opening
* Delayed or Trading Halted, if inadequate information is disclosed during
* a "news dissemination or news pending" Opening Delay or Trading Halt, the
* Opening Delay or Trading Halt reason could be subsequently reported as
* "Additional Information."</li>
* <li>OpenDelay : Security's opening has been delayed by exchange. This
* value is usually followed by another value specifying the reason for the
* opening delay.</li>
* <li>NoOpenNoResume : Indicates that trading halt or opening delay will be
* in effect for the remainder of the trading day.</li>
* <li>PriceInd : An approximation of what a security's opening or
* re-opening price range (bid and offer prices, no sizes) will be when
* trading resumes after a delayed opening or after a trading halt.</li>
* <li>Equipment : Non-regulatory condition: the ability to trade this
* security by a participant is temporarily inhibited due to a systems,
* equipment or communications facility problem, or for other technical
* reasons.</li>
* <li>Filings : Not current in regulatory filings.</li>
* <li>News : News pending. Denotes a regulatory trading halt due to an
* expected news announcement which influence the security. An Opening
* Delay or Trading Halt may be continued once the news has been
* disseminated.</li>
* <li>NewsDissem : News Dissemination. Denotes a regulatory trading halt
* when relevant news influencing the security is being disseminated.
* Trading is suspended until the primary market determines that an adequate
* publication or disclosure of information has occurred.</li>
* <li>Listing : Listing Noncompliance.</li>
* <li>Operation : Operational Halt</li>
* <li>Info : Information Requested. Regulatory condition: more disclosure
* of information is requested by the exchange for this security.</li>
* <li>SEC : SEC Suspension.</li>
* <li>Times : News Resumption Times.</li>
* <li>Other : Other Regulatory Halt.</li>
* <li>Related : Related Security; In View Of Common. Non-regulatory
* condition: the halt or opening delay in this security is due to its
* relationship with another security. This condition also applies to
* non-common associated securities (e.g. warrants, rights, preferreds,
* classes, etc.) in view of the common stock.</li>
* <li>IPO : Upcoming IPO issue not yet trading.</li>
* </ul>
*
* @return The normalized security status qualifier.
*/
virtual const char* getSecurityStatusQualStr() const = 0;
/**
* @return The normalized security status qualifier field state.
*/
virtual MamdaFieldState getSecurityStatusQualStrFieldState() const = 0;
/**
* Original "security status" field sent by the feed.
* NYSE Technologies also sends normalized security status.
*
* @return The exchange provided security status.
* @see getSecurityStatus()
*/
virtual const char* getSecurityStatusNative() const = 0;
/**
* @return The exchange provided security status field state.
*/
virtual MamdaFieldState getSecurityStatusNativeFieldState() const = 0;
/**
* Arbitaray free text associated with the security status change.
*
* @return Free text associated with the security status change.
*/
virtual const char* getFreeText() const = 0;
/**
* @return Free text associated with the security status change field state.
*/
virtual MamdaFieldState getFreeTextFieldState() const = 0;
virtual ~MamdaSecStatusRecap() {};
};
} // namespace
#endif // MamdaSecStatusRecapH
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