OnixS C++ MTS Bond Vision SDP Handler  1.3.0
API documentation
SMP.Classes.BV_FUTURE.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
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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
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
33 
34 
35 namespace OnixS {
36 namespace Mts {
37 namespace BondVision {
38 namespace SDP {
39 
40 
41 
42 ///
43 class ONIXS_MTS_BONDVISION_SDP_API BV_FUTURE : public Class
44 {
45 public:
47  {
48  instrumentCode.reserve(12);
49  instrumentDesc.reserve(36);
50  }
51 
52  virtual ~BV_FUTURE() {}
53 
54  /// Class id
55  virtual ClassId::Enum id() const
56  {
57  return ClassId::BV_FUTURE;
58  }
59 
60  /// Unique ID of the Future (tradable instrument)
62 
63  /// Alphanumeric code of the Future (tradable instrument)
64  std::string instrumentCode; // maxSize = 12
65 
66  /// Description of the Future (tradable instrument)
67  std::string instrumentDesc; // maxSize = 36
68 
69  /// Unique ID of the financial instrument (Future Delivery) in the TI_FUTURE_DELIVERY class
71 
72  /// Unique ID of the instrument class
74 
75  /// Unit value of the lot
76  Double lotValue; // DOUBLE presentation
77 
78  /// Minimum number of lots for the future Leg in a Basis contract
79  Double minBasisSize; // DOUBLE presentation
80 
81  /// For future use
82  Double minOutrightSize; // DOUBLE presentation
83 
84  /// Increment Quantity
85  Double incrementQty; // DOUBLE presentation
86 
87  /// For future use
88  Double rFCQMinStageOrderQty; // DOUBLE presentation
89 
90  /// Min Price Tick for RFCQ and Trade Registration
91  Double rFCQMinPriceTick; // DOUBLE presentation
92 
93  /// For future use
94  Double rFCQMinYieldTick; // DOUBLE presentation
95 
96  /// Min Split Fill Quantity for RFCQ and Trade Registration
97  Double rFCQMinSplitFillQty; // DOUBLE presentation
98 
99  /// Instrument sorting number
101 
102 
103  ///
104  size_t deserialize(const void* buf, size_t inLen);
105 
106  /// Provides string presentation
107  virtual std::string toString () const;
108 
109  ///
110  virtual size_t serializationBufSize() const { return 136; }
111 
112  ///
113  virtual BV_FUTURE* clone() const;
114 
115  virtual BV_FUTURE* clone(void*) const;
116 
117 private:
118  virtual size_t serialize(void* buf) const;
119 
120 };
121 
122 
123 }
124 }
125 }
126 }
Double rFCQMinSplitFillQty
Min Split Fill Quantity for RFCQ and Trade Registration.
std::string instrumentDesc
Description of the Future (tradable instrument)
virtual ClassId::Enum id() const
Class id.
UInt32 instrumentId
Unique ID of the Future (tradable instrument)
Double minBasisSize
Minimum number of lots for the future Leg in a Basis contract.
Double lotValue
Unit value of the lot.
UInt32 sortNumber
Instrument sorting number.
std::string instrumentCode
Alphanumeric code of the Future (tradable instrument)
UInt32 financialInstrumentId
Unique ID of the financial instrument (Future Delivery) in the TI_FUTURE_DELIVERY class...
Double rFCQMinPriceTick
Min Price Tick for RFCQ and Trade Registration.
UInt32 instrumentClassId
Unique ID of the instrument class.