OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_HIST_RFCQ_DEPTH.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>
35
36
37namespace OnixS {
38namespace Mts {
39namespace BondVision {
40namespace SDP {
41
42
43
45class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_DEPTH : public Class
46{
47public:
49 depthLeg(3)
50 , tradingLevel(20)
51
52 {
53 memberCode.reserve(12);
54 memberShortDesc.reserve(12);
55 traderName.reserve(12);
56 }
57
59
61 virtual ClassId::Enum id() const
62 {
64 }
65
68
71
73 std::string memberCode; // maxSize = 12
74
76 std::string memberShortDesc; // maxSize = 12
77
79 std::string traderName; // maxSize = 12
80
83
86
89
91 static const size_t depthLegSize = 3;
92 std::vector<BV_HIST_RFCQ_DEPTH_LEG> depthLeg;
93
95 static const size_t tradingLevelSize = 20;
96 std::vector<BV_HIST_RFCQ_TRADING_LEVEL> tradingLevel;
97
99 UInt64 bookTimestamp; // UTIME presentation
100
101
103 size_t deserialize(const void* buf, size_t inLen);
104
106 virtual std::string toString () const;
107
109 virtual size_t serializationBufSize() const { return 23956; }
110
112 virtual BV_HIST_RFCQ_DEPTH* clone() const;
113
114 virtual BV_HIST_RFCQ_DEPTH* clone(void*) const;
115
116private:
117 virtual size_t serialize(void* buf) const;
118
119};
120
121
122}
123}
124}
125}
static const size_t depthLegSize
Data identifying the RFCQ legs (in case of Multileg RFCQ or Double Sided RFCQ only the first leg is s...
std::string memberShortDesc
Short description of the Buy Side Member.
std::vector< BV_HIST_RFCQ_TRADING_LEVEL > tradingLevel
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
virtual BV_HIST_RFCQ_DEPTH * clone() const
size_t deserialize(const void *buf, size_t inLen)
UInt64 bookTimestamp
Time at which the quote was hit/lifted.
virtual std::string toString() const
Provides string presentation.
virtual BV_HIST_RFCQ_DEPTH * clone(void *) const
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45