OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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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
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.
16*
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.
19*/
20
21
22/*
23--------------
24GENERATED FILE
25--------------
26*/
27
28
29#include <string>
33
34
35namespace OnixS {
36namespace Mts {
37namespace BondVision {
38namespace SDP {
39
40
41
43class ONIXS_MTS_BONDVISION_SDP_API BV_FUTURE : public Class
44{
45public:
47 {
48 instrumentCode.reserve(12);
49 instrumentDesc.reserve(36);
50 }
51
52 virtual ~BV_FUTURE() {}
53
55 virtual ClassId::Enum id() const
56 {
57 return ClassId::BV_FUTURE;
58 }
59
62
64 std::string instrumentCode; // maxSize = 12
65
67 std::string instrumentDesc; // maxSize = 36
68
71
74
76 Double lotValue; // DOUBLE presentation
77
79 Double minBasisSize; // DOUBLE presentation
80
82 Double minOutrightSize; // DOUBLE presentation
83
85 Double incrementQty; // DOUBLE presentation
86
88 Double rFCQMinStageOrderQty; // DOUBLE presentation
89
91 Double rFCQMinPriceTick; // DOUBLE presentation
92
94 Double rFCQMinYieldTick; // DOUBLE presentation
95
97 Double rFCQMinSplitFillQty; // DOUBLE presentation
98
101
102
104 size_t deserialize(const void* buf, size_t inLen);
105
107 virtual std::string toString () const;
108
110 virtual size_t serializationBufSize() const { return 136; }
111
113 virtual BV_FUTURE* clone() const;
114
115 virtual BV_FUTURE* clone(void*) const;
116
117private:
118 virtual size_t serialize(void* buf) const;
119
120};
121
122
123}
124}
125}
126}
virtual BV_FUTURE * clone() const
virtual ClassId::Enum id() const
Class id.
UInt32 financialInstrumentId
Unique ID of the financial instrument (Future Delivery) in the TI_FUTURE_DELIVERY class.
UInt32 instrumentClassId
Unique ID of the instrument class.
UInt32 sortNumber
Instrument sorting number.
std::string instrumentDesc
Description of the Future (tradable instrument)
Double rFCQMinSplitFillQty
Min Split Fill Quantity for RFCQ and Trade Registration.
Double rFCQMinPriceTick
Min Price Tick for RFCQ and Trade Registration.
Double minBasisSize
Minimum number of lots for the future Leg in a Basis contract.
size_t deserialize(const void *buf, size_t inLen)
virtual std::string toString() const
Provides string presentation.
virtual BV_FUTURE * clone(void *) const
UInt32 instrumentId
Unique ID of the Future (tradable instrument)
std::string instrumentCode
Alphanumeric code of the Future (tradable instrument)