com.wombat.mamda.MamdaTradeReport 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;
/**
* MamdaTradeReport is an interface that provides access to fields
* related to a trade report. This class is used for all trade
* reports, whether those trades qualify as regular or irregular
* trades. (A regular trade generally qualifies to update the
* official last price and intraday high/low prices.)
*/
public interface MamdaTradeReport extends MamdaBasicEvent
{
/**
* Return the trade price.
* @return The monetary value of an individual share of the
* security at the time of the trade.
*/
public MamaPrice getTradePrice();
/**
* Return the trade price field state.
* @return The field state
*/
public short getTradePriceFieldState();
/**
* Return the trade volume.
* @return The number of shares traded in a single transaction for
* an individual security.
*/
public double getTradeVolume();
/**
* Return the trade volume field state.
* @return The field state
*/
public short getTradeVolumeFieldState();
/**
* Return the participant identifier.
* @return Trade participant ID. This is typically an exchange ID
* or a market maker ID.
*/
public String getTradePartId();
/**
* Return the trade part ID field state.
* @return The field state
*/
public short getTradePartIdFieldState();
/**
* (@see MamdaTradeRecap#getSide())
*/
public String getSide();
/**
* (@see MamdaTradeRecap#getSideFieldState())
*/
public short getSideFieldState();
/**
* Return the trade id.
* @return Trade ID. This is typically an exchange ID
* or a market maker ID.
*/
public String getTradeId();
/**
* Return the trade ID field state.
* @return The field state
*/
public short getTradeIdFieldState();
/**
* Return the normalized trade qualifier.
* @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.
*
*
* Value Meaning
* Normal
* Regular trade. A trade made without stated conditions
* is deemed regular way for settlement on the third *
* business day following the transaction * date.
*
*
* Acquisition
* A transaction made on the Exchange as a result of an
* Exchange acquisition.
*
*
* Bunched
* 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.
*
*
* Cash
* A transaction which calls for the delivery of
* securities and payment on the same day the trade takes
* place.
*
*
* Distribution
* Sale of a large block of stock in such a manner that
* the price is not adversely affected.
*
*
* BunchedSold
* A bunched trade which is reported late
*
*
* Rule155
* 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.
*
*
* SoldLast
* 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.
*
*
* NextDay
* A transaction which calls for delivery of securities on
* the first business day after the trade date.
*
*
* Opened
* Indicates an opening transaction that is printed out of
* sequence or reported late or printed in conformance to the
* One or Two Point Rule.
*
*
* PriorRef
* 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.
*
*
* Seller
* 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.
*
*
* SplitTrade
* 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.
*
*
* FormT
* 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.
*
*
* PrePostMkt
* 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.
*
*
* AvPrice
* 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.
*
*
* Sold
* Sold is used when a trade is printed (reported) out of
* sequence and at a time different from the actual
* transaction time.
*
*
* Adjusted
*
*
*
* Auto
* A sale condition code that identifies a NYSE trade that
* has been automatically executed without the potential
* benefit of price improvement.
*
*
* Basket
*
*
*
* CashOnly
*
*
*
* NextDayOnly
*
*
*
* SpecTerms
*
*
*
* Stopped
*
*
*
* CATS
*
*
*
* VCT
*
*
*
* Rule127
*
*
*
* BurstBasket
* 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.
*
*
* OpenDetail
* 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.
*
*
* Detail
* 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.
*
*
* Reserved
*
*
*
* BasketCross
*
*
*
* BasketIndexOnClose
* A basket index on close transaction signifies a trade involving
* paired basket orders,the execution of which is based on the closing
* value of the index. These trades are reported after the close when
* the index closing value is determined.
*
*
* IntermarketSweep
* Indicates to CTS data recipients that the execution price
* reflects the order instruction not to send the order to another
* market that may have a superior price.
*
*
* YellowFlag
* Regular trades reported during specific events as out of the
* ordinary.
*
*
* MarketCenterOpen
*
*
*
* MarketCenterClose
*
*
*
* Unknown
*
*
*
*/
public String getTradeQual();
/**
* Return the trade qualifier field state.
* @return The field state
*/
public short getTradeQualFieldState();
/**
* The native, non normalized, trade qualifier.
* @see #getTradeQual()
*/
public String getTradeQualNativeStr();
/**
* Return the trade qualifier native field state.
* @return The field state
*/
public short getTradeQualNativeStrFieldState();
/**
* Return the exchange provided trade condition.
* @return Trade condition (a.k.a. "sale condition").
* Feed-specific trade qualifier code(s). This field is provided
* primarily for completeness and/or troubleshooting.
* @see #getTradeQual()
*/
public String getTradeCondition();
/**
* Return the trade condition field state.
* @return The field state
*/
public short getTradeConditionFieldState();
/**
* Return the seller trade days.
* @return Seller's sale days. Used when the trade qualifier is
* "Seller". Specifies the number of days that may elapse before
* delivery of the security.
*/
public long getTradeSellersSaleDays();
/**
* Return the trade sellers sale days field state.
* @return The field state
*/
public short getTradeSellersSaleDaysFieldState();
/**
* Return the stopped stock indicator.
* @return Stopped stock indicator. Condition related to certain
* NYSE trading rules. This is not related to a halted security
* status. (0 == N/A; 1 == Applicable)
*/
public char getTradeStopStock();
/**
* Return the trade stop stock field state.
* @return The field state
*/
public short getTradeStopStockFieldState();
/**
* Return whether this is an irregular trade.
* @return Whether or not the trade qualifies as an irregular
* trade. In general, only "regular" trades qualify to update the
* official last price and high/low prices.
*/
public boolean getIsIrregular();
/**
* Return the isIrreglar field state.
* @return The field state
*/
public short getIsIrregularFieldState();
/**
* get the ShortSaleCircuitBreaker
* @return 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.
*
*/
public char getShortSaleCircuitBreaker();
/**
* @return the reason Field State
*/
public short getShortSaleCircuitBreakerFieldState();
}
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