OnixS C++ MTS Bond Vision SDP Handler 1.5.1
API documentation
Loading...
Searching...
No Matches
SMP.Classes.BV_HIST_RFCQ_DEPTH.h
Go to the documentation of this file.
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
37#if defined (_MSC_VER)
38#pragma warning (push)
39#pragma warning (disable: 4251)
40#endif
41
42namespace OnixS {
43namespace Mts {
44namespace BondVision {
45namespace SDP {
46
47
48
50class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_DEPTH : public Class
51{
52public:
54 depthLeg(3)
55 , tradingLevel(20)
56
57 {
58 memberCode.reserve(12);
59 memberShortDesc.reserve(12);
60 traderName.reserve(12);
61 }
62
64
66 virtual ClassId::Enum id() const
67 {
69 }
70
73
76
78 std::string memberCode; // maxSize = 12
79
81 std::string memberShortDesc; // maxSize = 12
82
84 std::string traderName; // maxSize = 12
85
88
91
94
96 static const size_t depthLegSize = 3;
97 std::vector<BV_HIST_RFCQ_DEPTH_LEG> depthLeg;
98
100 static const size_t tradingLevelSize = 20;
101 std::vector<BV_HIST_RFCQ_TRADING_LEVEL> tradingLevel;
102
104 UInt64 bookTimestamp; // UTIME presentation
105
106
108 size_t deserialize(const void* buf, size_t inLen);
109
111 virtual std::string toString () const;
112
114 virtual size_t serializationBufSize() const { return 24436; }
115
117 virtual BV_HIST_RFCQ_DEPTH* clone() const;
118
119 virtual BV_HIST_RFCQ_DEPTH* clone(void*) const;
120
121private:
122 virtual size_t serialize(void* buf) const;
123
124};
125
126
127}
128}
129}
130}
131
132#if defined (_MSC_VER)
133#pragma warning (pop)
134#endif
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