/usr/include/mamda/MamdaSecStatusRecap.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.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 | /* $Id$
*
* 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
|