/usr/include/mamda/MamdaQuoteOutOfSequence.h is in libmamda-dev 2.2.2.1-10.
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 MamdaQuoteOutOfSequenceH
#define MamdaQuoteOutOfSequenceH
#include <mamda/MamdaConfig.h>
#include <mamda/MamdaBasicEvent.h>
#include <mamda/MamdaFieldState.h>
namespace Wombat
{
/**
* MamdaQuoteOutOfSequence is an interface that provides access to fields
* related to quote updates.
*/
class MAMDAExpDLL MamdaQuoteOutOfSequence : 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 yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidPriceFieldState() 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 yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidSizeFieldState() 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 bid yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidDepthFieldState() const = 0;
/**
* Get the quote bid 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 bid yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getBidPartIdFieldState() 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 bid yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskPriceFieldState() 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 bid yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskSizeFieldState() 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 bid yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskDepthFieldState() 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 bid yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getAskPartIdFieldState() 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 bid yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getQuoteMidPriceFieldState() const = 0;
/**
* Get the quote qualifiers.
*
* @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.
*
* <table width="100%" border="1">
* <tr><td><b>Value</b></td><td><b>Meaning</b></td></tr>
* <tr>
* <td>Normal</td>
* <td>Regular quote; no special condition</td>
* </tr>
* <tr>
* <td>DepthAsk</td>
* <td>Depth on ask side</td>
* </tr>
* <tr>
* <td>DepthBid</td>
* <td>Depth on bid side</td>
* </tr>
* <tr>
* <td>Fast</td>
* <td>Fast trading</td>
* </tr>
* <tr>
* <td>NonFirm</td>
* <td>Non-firm quote</td>
* </tr>
* <tr>
* <td>Rotation</td>
* <td>?</td>
* </tr>
* <tr>
* <td>Auto</td>
* <td>Automatic trade</td>
* </tr>
* <tr>
* <td>Inactive</td>
* <td>?</td>
* </tr>
* <tr>
* <td>SpecBid</td>
* <td>Specialist bid</td>
* </tr>
* <tr>
* <td>SpecAsk</td>
* <td>Specialist ask</td>
* </tr>
* <tr>
* <td>Locked</td>
* <td>Locked market - Bid is equal to Ask for OTCBB issues
* (Recaps only)</td>
* </tr>
* <tr>
* <td>Crossed</td>
* <td>Crossed market - Bid is greater than Ask for OTCBB
* (Recaps only)</td>
* </tr>
* <tr>
* <td>Synd</td>
* <td>Syndicate bid</td>
* </tr>
* <tr>
* <td>PreSynd</td>
* <td>Pre-syndicate bid</td>
* </tr>
* <tr>
* <td>Penalty</td>
* <td>Penalty bid</td>
* </tr>
* <tr>
* <td>UnsolBid</td>
* <td>Unsolicited bid</td>
* </tr>
* <tr>
* <td>UnsolAsk</td>
* <td>Unsolicited ask</td>
* </tr>
* <tr>
* <td>UnsolQuote</td>
* <td>Unsolicited quote</td>
* </tr>
* <tr>
* <td>Firm</td>
* <td>?</td>
* </tr>
* <tr>
* <td>RangeInd</td>
* <td>?</td>
* </tr>
* <tr>
* <td>XpressBid</td>
* <td>NYSE LiquidityQuote Xpress bid indicator</td>
* </tr>
* <tr>
* <td>XpressAsk</td>
* <td>NYSE LiquidityQuote Xpress ask indicator</td>
* </tr>
* </table>
*/
virtual const char* getQuoteQualStr() const = 0;
/**
* Get the quote bid yield fieldState
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getQuoteQualStrFieldState() const = 0;
virtual ~MamdaQuoteOutOfSequence() {};
};
} // namespace
#endif // MamdaQuoteOutOfSequenceH
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