com.wombat.mamda.MamdaQuoteRecap Maven / Gradle / Ivy
/* $Id$
*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2012 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
*/
package com.wombat.mamda;
import com.wombat.mama.MamaPrice;
import com.wombat.mama.MamaDateTime;
/**
* MamdaQuoteRecap is an interface that provides access to quote
* related fields.
*/
public interface MamdaQuoteRecap extends MamdaBasicRecap
{
/**
* Get the 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.
*/
MamaPrice getBidPrice();
/**
* @return the bid price Field State
*/
short getBidPriceFieldState();
/**
* Get the bid size.
*
* @return Total share size available for the current bid price.
*/
double getBidSize();
/**
* @return the bid size Field State
*/
short getBidSizeFieldState();
/**
* Get the bid participant identifier.
*
* @return The identifier of the market participant (e.g.
* exchange or market maker) contributing the bid price field.
*/
String getBidPartId();
/**
* @return the bid part ID Field State
*/
short getBidPartIdFieldState();
/**
* Date corresponding to the last quote, as reported by the feed.
*/
MamaDateTime getEventDate();
/**
* @return event date Field State
*/
short getEventDateFieldState();
/**
* Time corresponding to the last quote, as reported by the feed.
*/
MamaDateTime getEventTime();
/**
* @return the event time Field State
*/
short getEventTimeFieldState();
/**
* Get the 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.
*/
MamaPrice getAskPrice();
/**
* @return the ask price Field State
*/
short getAskPriceFieldState();
/**
* Get the ask size.
*
* @return Total share size available for the current ask price.
*/
double getAskSize();
/**
* @return the ask size Field State
*/
short getAskSizeFieldState();
/**
* Get the ask participant identifier.
*
* @return The identifier of the market participant (e.g.
* exchange or market maker) contributing the ask price field.
*/
String getAskPartId();
/**
* @return the ask part ID Field State
*/
short getAskPartIdFieldState();
/**
* 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).
*/
MamaPrice getQuoteMidPrice();
/**
* @return the quote mid price Field State
*/
short getQuoteMidPriceFieldState();
/**
* Get the quote count.
*
* @return The number of quotes generated for this security during
* the current trading session.
*/
long getQuoteCount();
/**
* @return the quote count Field State
*/
short getQuoteCountFieldState();
/**
* Get the normalized quote qualifier.
*
* @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.
*
* @see MamdaQuoteUpdate#getQuoteQual
*/
String getQuoteQual();
/**
* @return the quote qual Field State
*/
short getQuoteQualFieldState();
/**
* @see MamdaQuoteUpdate#getQuoteQualNative()
*/
String getQuoteQualNative ();
/**
* @return the quote qual native Field State
*/
short getQuoteQualNativeFieldState();
/**
* @see MamdaQuoteUpdate#getShortSaleBidTick()
*/
char getShortSaleBidTick ();
/**
* @return the short sale bid tick Field State
*/
short getShortSaleBidTickFieldState();
/**
* getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
* @return ShortSaleCircuitBreaker
* @see MamdaQuoteUpdate#getShortSaleCircuitBreaker()
*/
public char getShortSaleCircuitBreaker();
/**
* @return Returns the FieldState, always MODIFIED.
*/
public short getShortSaleCircuitBreakerFieldState();
MamaDateTime getAskTime();
/**
* @return the ask time Field State
*/
short getAskTimeFieldState();
MamaDateTime getBidTime();
/**
* @return the bid time Field State
*/
short getBidTimeFieldState();
String getAskIndicator();
/**
* @return the ask indicator Field State
*/
short getAskIndicatorFieldState();
String getBidIndicator();
/**
* @return the bid indicator Field State
*/
short getBidIndicatorFieldState();
long getAskUpdateCount();
/**
* @return the ask update count Field State
*/
short getAskUpdateCountFieldState();
long getBidUpdateCount();
/**
* @return the bid update count Field State
*/
short getBidUpdateCountFieldState();
double getAskYield();
/**
* @return the ask yield Field State
*/
short getAskYieldFieldState();
double getBidYield();
/**
* @return the bid yield Field State
*/
short getBidYieldFieldState();
/**
* @return the quote bid depth
**/
double getAskDepth();
/**
* @return the quote bid depth
**/
double getBidDepth();
/**
* @return the ask depth Field State
*/
short getAskDepthFieldState();
/**
* @return the bid depth Field State
*/
short getBidDepthFieldState();
String getBidSizesList();
/**
* @return the bid sizes list Field State
*/
short getBidSizesListFieldState();
String getAskSizesList();
/**
* @return the ask sizes list Field State
*/
short getAskSizesListFieldState();
}
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