41 namespace BondVision {
54 dealerReferenceId.reserve(32);
55 clientExecID.reserve(50);
56 execTraderName.reserve(12);
57 closeWithDealerCode.reserve(12);
58 closeWithDealerDesc.reserve(36);
59 closeWithDealerShortDesc.reserve(12);
104 static const size_t orderLegSize = 3;
145 size_t deserialize(
const void* buf,
size_t inLen);
148 virtual std::string toString ()
const;
159 virtual size_t serialize(
void* buf)
const;
std::string closeWithDealerDesc
Description of the owner of the matching quote.
TI_IN_OUT_FLAG::Enum inOutFlag
Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
virtual size_t serializationBufSize() const
std::vector< BV_HIST_RFCQ_ORDER_LEG > orderLeg
UInt32 tradingListId
Unique ID of the trading list of bonds.
UInt64 acceptanceTimeout
Timeout for manual acceptance.
TI_FLAG::Enum preTradeFg
If set, starts the Pre-Trade Transparency Time.
std::string closeWithDealerShortDesc
Short description of the owner of the matching quote.
std::string clientExecID
Provider reference ID of the order execution.
virtual ClassId::Enum id() const
Class id.
std::string execTraderName
Name of the execution trader.
TI_RFCQ_ORDER_STATUS::Enum status
Processing status of the order.
TI_RFCQ_ORDER_TYPE::Enum type
Type of Order: TI_RFCQ_ORDER_TYPE_Normal or TI_RFCQ_ORDER_TYPE_BestPrice (Only for RFCQ Outright) ...
UInt32 rfcqReqId
ID of the RFCQ request.
UInt64 depthUpdateTime
Timestamp of the RFCQ depth.
UInt32 rfcqQuoteId
ID of the RFCQ quote to hit/lift.
BV_ORDER_EVENT::Enum event
Action applied to the RFCQ order.
std::string closeWithDealerCode
ABI/MTS code of the owner of the matching quote.
UInt64 updateTime
Last update time.
UInt16 legId
Unique ID of the trading leg.
TI_MSG_INFO msgInfo
Message Info (Unique ID) of the RFCQ order.
BV_HIST_MEMBER_INFO aggressor
Member's ID of the Aggressor.
std::string dealerReferenceId
Provider reference ID of the quote.
BV_HIST_MEMBER_INFO provider
Member's ID of the Provider.
unsigned long long UInt64
TI_RFCQ_MATCHING_TYPE::Enum matchingType
Matching type.
TI_FLAG::Enum automatchingFg
If True, the order has been generated by the central system.
virtual ~BV_HIST_RFCQ_ORDER()