OnixS C++ MTS Bond Vision SDP Handler 1.5.1
API documentation
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SMP.Classes.BV_HIST_RFCQ_ORDER.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>
37
38
39#if defined (_MSC_VER)
40#pragma warning (push)
41#pragma warning (disable: 4251)
42#endif
43
44namespace OnixS {
45namespace Mts {
46namespace BondVision {
47namespace SDP {
48
49
50
52class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_ORDER : public Class
53{
54public:
56 orderLeg(3)
57
58 {
59 dealerReferenceId.reserve(32);
60 clientExecID.reserve(50);
61 execTraderName.reserve(12);
62 closeWithDealerCode.reserve(12);
63 closeWithDealerDesc.reserve(36);
64 closeWithDealerShortDesc.reserve(12);
65 }
66
68
70 virtual ClassId::Enum id() const
71 {
73 }
74
77
80
83
86
89
92
95
98
100 std::string dealerReferenceId; // maxSize = 32
101
103 std::string clientExecID; // maxSize = 50
104
106 std::string execTraderName; // maxSize = 12
107
109 static const size_t orderLegSize = 3;
110 std::vector<BV_HIST_RFCQ_ORDER_LEG> orderLeg;
111
114
117
120
123
125 UInt64 acceptanceTimeout; // UTIME presentation
126
128 UInt64 depthUpdateTime; // UTIME presentation
129
132
135
137 std::string closeWithDealerCode; // maxSize = 12
138
140 std::string closeWithDealerDesc; // maxSize = 36
141
143 std::string closeWithDealerShortDesc; // maxSize = 12
144
146 UInt64 updateTime; // UTIME presentation
147
148
150 size_t deserialize(const void* buf, size_t inLen);
151
153 virtual std::string toString () const;
154
156 virtual size_t serializationBufSize() const { return 4828; }
157
159 virtual BV_HIST_RFCQ_ORDER* clone() const;
160
161 virtual BV_HIST_RFCQ_ORDER* clone(void*) const;
162
163private:
164 virtual size_t serialize(void* buf) const;
165
166};
167
168
169}
170}
171}
172}
173
174#if defined (_MSC_VER)
175#pragma warning (pop)
176#endif
std::string closeWithDealerDesc
Description of the owner of the matching quote.
TI_MSG_INFO msgInfo
Message Info (Unique ID) of the RFCQ 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)
BV_ORDER_EVENT::Enum event
Action applied to the RFCQ order.
BV_HIST_MEMBER_INFO aggressor
Member's ID of the Aggressor.
TI_IN_OUT_FLAG::Enum inOutFlag
Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
UInt32 tradingListId
Unique ID of the trading list of bonds.
BV_HIST_MEMBER_INFO provider
Member's ID of the Provider.
TI_FLAG::Enum automatchingFg
If True, the order has been generated by the central system.
virtual BV_HIST_RFCQ_ORDER * clone(void *) const
std::string closeWithDealerCode
ABI/MTS code of the owner of the matching quote.
TI_RFCQ_MATCHING_TYPE::Enum matchingType
Matching type.
TI_FLAG::Enum preTradeFg
If set, starts the Pre-Trade Transparency Time.
TI_RFCQ_ORDER_STATUS::Enum status
Processing status of the order.
std::string clientExecID
Provider reference ID of the order execution.
std::string closeWithDealerShortDesc
Short description of the owner of the matching quote.
std::string dealerReferenceId
Provider reference ID of the quote.
size_t deserialize(const void *buf, size_t inLen)
std::string execTraderName
Name of the execution trader.
virtual std::string toString() const
Provides string presentation.
virtual BV_HIST_RFCQ_ORDER * clone() const
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45