com.wombat.mamda

Interface MamdaQuoteUpdate

All Superinterfaces:

MamdaBasicEvent

All Known Implementing Classes:

MamdaQuoteListener

public interface MamdaQuoteUpdate
extends MamdaBasicEvent

MamdaQuoteUpdate is an interface that provides access to fields related to quote updates.

Method Summary

Methods

Modifier and Type	Method and Description
double	getAskDepth()
short	getAskDepthFieldState()
java.lang.String	getAskIndicator()
short	getAskIndicatorFieldState()
java.lang.String	getAskPartId()
short	getAskPartIdFieldState()
com.wombat.mama.MamaPrice	getAskPrice()
short	getAskPriceFieldState()
double	getAskSize()
short	getAskSizeFieldState()
java.lang.String	getAskSizesList()
short	getAskSizesListFieldState()
com.wombat.mama.MamaDateTime	getAskTime()
short	getAskTimeFieldState()
long	getAskUpdateCount()
short	getAskUpdateCountFieldState()
double	getAskYield()
short	getAskYieldFieldState()
double	getBidDepth()
short	getBidDepthFieldState()
java.lang.String	getBidIndicator()
short	getBidIndicatorFieldState()
java.lang.String	getBidPartId()
short	getBidPartIdFieldState()
com.wombat.mama.MamaPrice	getBidPrice()
short	getBidPriceFieldState()
double	getBidSize()
short	getBidSizeFieldState()
java.lang.String	getBidSizesList()
short	getBidSizesListFieldState()
com.wombat.mama.MamaDateTime	getBidTime()
short	getBidTimeFieldState()
long	getBidUpdateCount()
short	getBidUpdateCountFieldState()
double	getBidYield()
short	getBidYieldFieldState()
java.lang.String	getQuoteQual()
short	getQuoteQualFieldState()
java.lang.String	getQuoteQualNative() The exchange specific non normalized quote qualifier.
short	getQuoteQualNativeFieldState()
char	getShortSaleBidTick() NASDAQ Bid Tick Indicator for Short Sale Rule Compliance.
short	getShortSaleBidTickFieldState()
char	getShortSaleCircuitBreaker() get the ShortSaleCircuitBreaker
short	getShortSaleCircuitBreakerFieldState()

Methods inherited from interface com.wombat.mamda.MamdaBasicEvent

getActivityTime, getActivityTimeFieldState, getEventSeqNum, getEventSeqNumFieldState, getEventTime, getEventTimeFieldState, getSrcTime, getSrcTimeFieldState

Method Detail

getBidPrice

com.wombat.mama.MamaPrice getBidPrice()

Returns:

Bid price. The highest price that the representative party/group is willing to pay to buy the security. For most feeds, this size is represented in round lots.

getBidPriceFieldState

short getBidPriceFieldState()

Returns:

the bid price Field State

getBidSize

double getBidSize()

Returns:

Total share size available for the current bid price. For most feeds, this size is represented in round lots.

getBidSizeFieldState

short getBidSizeFieldState()

Returns:

the bid size Field State

getBidPartId

java.lang.String getBidPartId()

Returns:

The identifier of the market participant (e.g. exchange or market maker) contributing the bid price field.

getBidPartIdFieldState

short getBidPartIdFieldState()

Returns:

the bid part ID Field State

getAskPrice

com.wombat.mama.MamaPrice getAskPrice()

Returns:

Ask price. The lowest price that the representative party/group is willing to take to sell the security. For most feeds, this size is represented in round lots.

getAskPriceFieldState

short getAskPriceFieldState()

Returns:

the ask price Field State

getAskSize

double getAskSize()

Returns:

Total share size available for the current ask price. For most feeds, this size is represented in round lots.

getAskSizeFieldState

short getAskSizeFieldState()

Returns:

the ask size Field State

getAskPartId

java.lang.String getAskPartId()

Returns:

The identifier of the market participant (e.g. exchange or market maker) contributing the ask price field.

getAskPartIdFieldState

short getAskPartIdFieldState()

Returns:

the ask part ID Field State

getQuoteQual

java.lang.String getQuoteQual()

Returns:

A normalized set of qualifiers for the last quote for the security. This field may contain multiple string values, separated by the colon(:) character.

Value	Meaning
Normal	Regular quote; no special condition
DepthAsk	Depth on ask side
DepthBid	Depth on bid side
SlowQuoteOnAskSide	This indicates that a market participants Ask is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements.
SlowQuoteOnBidSide	This indicates that a market participants Bid is in a slow (CTA) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements.
Fast	Fast trading
NonFirm	Non-firm quote
Rotation	OPRA only. Quote relates to a trading rotation (Where a participant rotates through various clients that they are trading for)
Auto	Automatic trade
Inactive
SpecBid	Specialist bid
SpecAsk	Specialist ask
OneSided	One sided. No orders, or only market orders, exist on one side of the book.
PassiveMarketMaker	Market Maker is both underwriter and buyer of security.
LockedMarket	Locked market - Bid is equal to Ask for OTCBB issues
Crossed	Crossed market - Bid is greater than Ask for OTCBB
Synd	Syndicate bid
PreSynd	Pre-syndicate bid
Penalty	Penalty bid
UnsolBid	Unsolicited bid
UnsolAsk	Unsolicited ask
UnsolQuote	Unsolicited quote
Empty	Empty quote (no quote)
XpressBid	NYSE LiquidityQuote Xpress bid indicator
XpressAsk	NYSE LiquidityQuote Xpress ask indicator
BestOrder
WillSell
WillBuy
AnyOrder
MktOnly	Market orders only.
ManualAsk	This indicates that a market participants Ask is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Ask side and can be traded through pursuant to Regulation NMS requirements.
ManualBid	This indicates that a market participants Bid is in a manual (NASDAQ) mode. While in this mode, automated execution is not eligible on the Bid side and can be traded through pursuant to Regulation NMS requirements.
AutomaticAsk	This indicates that the marlet participant's Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid)
AutomaticBid	This indicates that the marlet participant's Ask is in automatic mode - we generally send a combination of the last four (e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid)
Closing	Closing quote.
Unknown	Quote condition unknown.

getQuoteQualFieldState

short getQuoteQualFieldState()

Returns:

the quote qual Field State

getQuoteQualNative

java.lang.String getQuoteQualNative()

The exchange specific non normalized quote qualifier.

Returns:

The exchange specific quote qualifier.

See Also:

getQuoteQual()

getQuoteQualNativeFieldState

short getQuoteQualNativeFieldState()

Returns:

the quote qual native Field State

getShortSaleBidTick

char getShortSaleBidTick()

NASDAQ Bid Tick Indicator for Short Sale Rule Compliance. National Bid Tick Indicator based on changes to the bid price of the National Best Bid or Offer (National BBO).

Value	Meaning
U	Up Tick. The current Best Bid Price price is higher than the previous Best Bid Price for the given NNM security.
D	Down Tick. The current Best Bid Price price is lower than the previous Best Bid Price for the given NNM security.
N	No Tick. The NASD Short Sale Rule does not apply to issue (i.e. NASDAQ SmallCap listed security).
Z	Unset - default value within the API

Returns:

The tick bid indicator.

getShortSaleBidTickFieldState

short getShortSaleBidTickFieldState()

Returns:

the short sale bid tick Field State

getShortSaleCircuitBreaker

char getShortSaleCircuitBreaker()

get the ShortSaleCircuitBreaker

Returns:

ShortSaleCircuitBreaker

• return values:
• Blank: Short Sale Restriction Not in Effect.
• A: Short Sale Restriction Activiated.
• C: Short Sale Restriction Continued.
• D: Sale Restriction Deactivated.
• E: Sale Restriction in Effect.

getShortSaleCircuitBreakerFieldState

short getShortSaleCircuitBreakerFieldState()

Returns:

the reason Field State

getAskTime

com.wombat.mama.MamaDateTime getAskTime()

getAskTimeFieldState

short getAskTimeFieldState()

Returns:

the ask time Field State

getBidTime

com.wombat.mama.MamaDateTime getBidTime()

getBidTimeFieldState

short getBidTimeFieldState()

Returns:

the bid time Field State

getAskIndicator

java.lang.String getAskIndicator()

getAskIndicatorFieldState

short getAskIndicatorFieldState()

Returns:

the ask indicator Field State

getBidIndicator

java.lang.String getBidIndicator()

getBidIndicatorFieldState

short getBidIndicatorFieldState()

Returns:

the bid indicator Field State

getAskUpdateCount

long getAskUpdateCount()

getAskUpdateCountFieldState

short getAskUpdateCountFieldState()

Returns:

the ask update count Field State

getBidUpdateCount

long getBidUpdateCount()

getBidUpdateCountFieldState

short getBidUpdateCountFieldState()

Returns:

the bid update count Field State

getAskYield

double getAskYield()

getAskYieldFieldState

short getAskYieldFieldState()

Returns:

the ask yield Field State

getBidYield

double getBidYield()

getBidYieldFieldState

short getBidYieldFieldState()

Returns:

the bid yield Field State

getAskDepth

double getAskDepth()

Returns:

the quote Ask depth

getBidDepth

double getBidDepth()

Returns:

the quote bid depth

getAskDepthFieldState

short getAskDepthFieldState()

Returns:

the ask depth Field State

getBidDepthFieldState

short getBidDepthFieldState()

Returns:

the bid depth Field State

getBidSizesList

java.lang.String getBidSizesList()

getBidSizesListFieldState

short getBidSizesListFieldState()

Returns:

the bid sizes list Field State

getAskSizesList

java.lang.String getAskSizesList()

getAskSizesListFieldState

short getAskSizesListFieldState()

Returns:

the ask sizes list Field State