OnixS C++ MTS Bond Vision SDP Handler  1.1.0
API documentation
SMP.Classes.BV_CMF_OFFICIAL_PRICE.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4 *
5 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
6 * and international copyright treaties.
7 *
8 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
9 * Services Agreement (the Agreement) and Customer end user license agreements granting
10 * a non-assignable, non-transferable and non-exclusive license to use the software
11 * for it's own data processing purposes under the terms defined in the Agreement.
12 *
13 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
14 * of this source code or associated reference material to any other location for further reproduction
15 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18 * the terms of the Agreement is a violation of copyright law.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
34 
35 
36 namespace OnixS {
37 namespace Mts {
38 namespace BondVision {
39 namespace SDP {
40 
41 
42 
43 ///
44 class ONIXS_MTS_BONDVISION_SDP_API BV_CMF_OFFICIAL_PRICE : public Class
45 {
46 public:
48  {
49  currency.reserve(3);
50  }
51 
53 
54  /// Class id
55  virtual ClassId::Enum id() const
56  {
58  }
59 
60  /// Unique identifier of the section
62 
63  /// Section, Class, type, ID of the CMF financial instrument
65 
66  /// Date of the instruments price list generation
68 
69  /// Market minimum price of the instrument
70  Double minPrice; // DOUBLE presentation
71 
72  /// Market maximum price of the instrument
73  Double maxPrice; // DOUBLE presentation
74 
75  /// Market weighted average price of the instrument
76  Double avgPrice; // DOUBLE presentation
77 
78  /// Market minimum yield of the instrument
79  Double minYield; // DOUBLE presentation
80 
81  /// Market maximum yield of the instrument
82  Double maxYield; // DOUBLE presentation
83 
84  /// Market weighted average yeild of the instrument
85  Double avgYield; // DOUBLE presentation
86 
87  /// Quantity exchanged on the market
88  Double qty; // DOUBLE presentation
89 
90  /// Nominal value of the instrument
91  Double nominalValue; // DOUBLE presentation
92 
93  /// First price of the instrument in the market day
94  Double firstPrice; // DOUBLE presentation
95 
96  /// First yield of the instrument in the market day
97  Double firstYield; // DOUBLE presentation
98 
99  /// Last price of the instrument in the market day
100  Double lastPrice; // DOUBLE presentation
101 
102  /// Last yield of the instrument in the market day
103  Double lastYield; // DOUBLE presentation
104 
105  /// Currency
106  std::string currency; // maxSize = 3
107 
108  /// Number of trades concluded on the date
110 
111  /// Time of the instruments price list generation
112  UInt64 createTime; // UTIME presentation
113 
114  /// Specifies whether the statistic refers to normal trading activity or to a RFQ, RFCQ, etc.
116 
117 
118  ///
119  size_t deserialize(const void* buf, size_t inLen);
120 
121  /// Provides string presentation
122  virtual std::string toString () const;
123 
124  ///
125  virtual size_t serializationBufSize() const { return 188; }
126 
127  ///
128  virtual BV_CMF_OFFICIAL_PRICE* clone() const;
129 
130  virtual BV_CMF_OFFICIAL_PRICE* clone(void*) const;
131 
132 private:
133  virtual size_t serialize(void* buf) const;
134 
135 };
136 
137 
138 }
139 }
140 }
141 }
UInt32 offPriceDate
Date of the instruments price list generation.
Double avgYield
Market weighted average yeild of the instrument.
Double minPrice
Market minimum price of the instrument.
Double minYield
Market minimum yield of the instrument.
Double avgPrice
Market weighted average price of the instrument.
Double firstPrice
First price of the instrument in the market day.
UInt32 numberOfTrades
Number of trades concluded on the date.
UInt64 createTime
Time of the instruments price list generation.
Double firstYield
First yield of the instrument in the market day.
Double lastYield
Last yield of the instrument in the market day.
Double maxPrice
Market maximum price of the instrument.
BV_CMF_OFFICIAL_PRICE_INFO offPriceInfo
Section, Class, type, ID of the CMF financial instrument.
Double lastPrice
Last price of the instrument in the market day.
Double maxYield
Market maximum yield of the instrument.
unsigned long long UInt64
Definition: Defines.h:47
TI_TRADE_TYPE::Enum tradeType
Specifies whether the statistic refers to normal trading activity or to a RFQ, RFCQ, etc.