/usr/include/mamda/MamdaTradePossiblyDuplicate.h is in libmamda-dev 2.2.2.1-10.
This file is owned by root:root, with mode 0o644.
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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 MamdaTradePossiblyDuplicateH
#define MamdaTradePossiblyDuplicateH
#include <mamda/MamdaConfig.h>
#include <mamda/MamdaBasicEvent.h>
namespace Wombat
{
/**
* MamdaTradePossiblyDuplicate is an interface that provides access to fields
* related to trade updates which have been identified as being possible
* duplicates of previous updates.
*/
class MAMDAExpDLL MamdaTradePossiblyDuplicate : public MamdaBasicEvent
{
public:
/**
* Get the trade price.
*
* @return The monetary value of an individual share of the
* security at the time of the trade.
*/
virtual const MamaPrice& getTradePrice() const = 0;
/**
* Get the field state
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getTradePriceFieldState() const = 0;
/**
* Get the trade volume for this transaction.
*
* @return The number of shares traded in a single transaction for
* an individual security.
*/
virtual mama_quantity_t getTradeVolume() const = 0;
/**
* Get the field state
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getTradeVolumeFieldState() const = 0;
/**
* Get the participant identifier for this trade.
*
* @return Trade participant ID. This is typically an exchange ID
* or a market maker ID.
*/
virtual const char* getTradePartId() const = 0;
/**
* Get the field state
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getTradePartIdFieldState() const = 0;
/**
* @return Trade qualifier. A normalized set of qualifiers for
* the current trade for the security. This field may contain
* multiple string values, separated by the colon(:) character.
* In the future, we will make this a configurable enumeration.
*
* <table width="100%" border="1">
* <tr><td><b>Value</b></td><td><b>Meaning</b></td></tr>
* <tr>
* <td>Normal</td>
* <td>Regular trade. A trade made without stated conditions
* is deemed regular way for settlement on the third *
* business day following the transaction * date.</td>
* </tr>
* <tr>
* <td>Acquisition</td>
* <td>A transaction made on the Exchange as a result of an
* Exchange acquisition.</td>
* </tr>
* <tr>
* <td>Bunched</td>
* <td>A trade representing an aggregate of two or more
* regular trades in a security occurring at the same price
* either simultaneously or within the same 60 second period,
* with no individual trade exceeding 10,000 shares.</td>
* </tr>
* <tr>
* <td>Cash</td>
* <td>A transaction which calls for the delivery of
* securities and payment on the same day the trade takes
* place.</td>
* </tr>
* <tr>
* <td>Distribution</td>
* <td>Sale of a large block of stock in such a manner that
* the price is not adversely affected.</td>
* </tr>
* <tr>
* <td>BunchedSold</td>
* <td>A bunched trade which is reported late</td>
* </tr>
* <tr>
* <td>Rule155</td>
* <td>To qualify as a 155 print, a specialist arranges for
* the sale of the block at one "clean-up" price or
* at the different price limits on his book. If the block is
* sold at a "clean-up" price, the specialist should execute
* at the same price all the executable buy orders on his
* book. The sale qualifier is only applicable for AMEX
* trades.</td>
* </tr>
* <tr>
* <td>SoldLast</td>
* <td>Sold Last is used when a trade prints in sequence but
* is reported late or printed in conformance to the One or
* Two Point Rule.</td>
* </tr>
* <tr>
* <td>NextDay</td>
* <td>A transaction which calls for delivery of securities on
* the first business day after the trade date.</td>
* </tr>
* <tr>
* <td>Opened</td>
* <td>Indicates an opening transaction that is printed out of
* sequence or reported late or printed in conformance to the
* One or Two Point Rule.</td>
* </tr>
* <tr>
* <td>PriorRef</td>
* <td>An executed trade that relates to an obligation to
* trade at an earlier point in the trading day or that refer
* to a prior reference price. This may be the result of an
* order that was lost or misplaced or a SelectNet order that
* was not executed on a timely basis.</td>
* </tr>
* <tr>
* <td>Seller</td>
* <td>A Seller's option transaction is a special transaction
* which gives the seller the right to deliver the stock at
* any time within a specific period, ranging from not less
* than four calendar days to no more than 60 calendar
* days.</td>
* </tr>
* <tr>
* <td>SplitTrade</td>
* <td>An execution in two markets when the specialist or
* Market Maker in the market first receiving the order agrees
* to execute a portion of it at whatever price is realized in
* another market to which the balance of the order is
* forwarded for execution.</td>
* </tr>
* <tr>
* <td>FormT</td>
* <td>See PrePostMkt. Currently, all feed handlers that post
* Form-T trades - except CTA - send this qualifier for Form-T
* trades. In the next major release, all fields will use
* PrePostMkt and FormT will be obsolete.</td>
* </tr>
* <tr>
* <td>PrePostMkt</td>
* <td>A trade reported before or after the normal trade
* reporting day. This is also known as a Form-T trade. The
* volume of Form-T trades will be included in the calculation
* of total volume. The price information in Form-T trades
* will not be used to update high, low and last sale data for
* individual securities or Indices since they occur outside
* of normal trade reporting hours. Currently, all feed
* handlers that post Form-T trades - except CTA - send the
* "FormT" qualifier for Fot-T trades. In the next major
* release, all feed handlers will use PrePostMkt and FormT
* will be obsolete.</td>
* </tr>
* <tr>
* <td>AvPrice</td>
* <td>A trade where the price reported is based upon an
* average of the prices for transactions in a security during
* all or any portion of the trading day.</td>
* </tr>
* <tr>
* <td>Sold</td>
* <td>Sold is used when a trade is printed (reported) out of
* sequence and at a time different from the actual
* transaction time.</td>
* </tr>
* <tr>
* <td>Adjusted</td>
* <td> </td>
* </tr>
* <tr>
* <td>Auto</td>
* <td>A sale condition code that identifies a NYSE trade that
* has been automatically executed without the potential
* benefit of price improvement. </td>
* </tr>
* <tr>
* <td>Basket</td>
* <td> </td>
* </tr>
* <tr>
* <td>CashOnly</td>
* <td> </td>
* </tr>
* <tr>
* <td>NextDayOnly</td>
* <td> </td>
* </tr>
* <tr>
* <td>SpecTerms</td>
* <td> </td>
* </tr>
* <tr>
* <td>Stopped</td>
* <td> </td>
* </tr>
* <tr>
* <td>CATS</td>
* <td> </td>
* </tr>
* <tr>
* <td>VCT</td>
* <td> </td>
* </tr>
* <tr>
* <td>Rule127</td>
* <td> </td>
* </tr>
* <tr>
* <td>BurstBasket</td>
* <td>A burst basket execution signifies a trade wherein the
* equity Specialists, acting in the aggregate as a market
* maker, purchase or sell the component stocks required for
* execution of a specific basket trade.</td>
* </tr>
* <tr>
* <td>OpenDetail</td>
* <td>Opening trade detail message. Sent by CTS only and is
* a duplicate report of an earlier trade. Note: since feed
* handler version 2.14.32, it is configurable whether these
* detail messages are published.</td>
* </tr>
* <tr>
* <td>Detail</td>
* <td>Trade detail message. Sent by CTS only and is a
* duplicate report of an earlier trade. Note: since feed
* handler version 2.14.32, it is configurable whether these
* detail messages are published.</td>
* </tr>
* <tr>
* <td>Reserved</td>
* <td> </td>
* </tr>
* <tr>
* <td>BasketCross</td>
* <td> </td>
* </tr>
* <tr>
* <td>Unknown</td>
* <td> </td>
* </tr>
* </table>
*/
virtual const char* getTradeQual() const = 0;
/**
* Get the field state
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getTradeQualFieldState() const = 0;
/**
* Feed-specific trade qualifier code(s). This field is provided
* primarily for completeness and/or troubleshooting.
*
* @return Trade condition (a.k.a. "sale condition").
* @see getTradeQual()
*/
virtual const char* getTradeQualNative() const = 0;
/**
* Get the field state
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getTradeQualNativeFieldState() const = 0;
/**
* Used when the trade qualifier is "Seller". Specifies the
* number of days that may elapse before delivery of the security.
*
* @return Seller's sale days.
*/
virtual mama_u32_t getTradeSellersSaleDays() const = 0;
/**
* Get the field state
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getTradeSellersSaleDaysFieldState() const = 0;
/**
* Condition related to certain NYSE trading rules. This is not
* related to a halted security status. (0 == N/A; 1 == Applicable)
*
* @return Stopped stock indicator.
*/
virtual char getTradeStopStock() const = 0;
/**
* Get the field state
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getTradeStopStockFieldState() const = 0;
/**
* In general, only "regular" trades qualify to update the
* official last price and high/low prices.
*
* @return Whether or not the trade qualifies as an irregular
* trade.
*/
virtual bool getIsIrregular() const = 0;
/**
* Get the field state
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getIsIrregularFieldState() const = 0;
/**
* Get the order id for the trade, if available.
*
* @return The trade message unique order id number (if available).
*/
virtual mama_u64_t getOrderId() const = 0;
/**
* Get the field state
*
* @return MamdaFieldState. An enumeration representing field state.
*/
virtual MamdaFieldState getOrderIdFieldState() const = 0;
virtual ~MamdaTradePossiblyDuplicate() {};
};
} // namespace
#endif // MamdaTradePossiblyDuplicateH
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