OnixS C++ MTS Bond Vision SDP Handler 1.3.0
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
39namespace OnixS {
40namespace Mts {
41namespace BondVision {
42namespace SDP {
43
44
45
47class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_ORDER : public Class
48{
49public:
51 orderLeg(3)
52
53 {
54 dealerReferenceId.reserve(32);
55 clientExecID.reserve(50);
56 execTraderName.reserve(12);
57 closeWithDealerCode.reserve(12);
58 closeWithDealerDesc.reserve(36);
59 closeWithDealerShortDesc.reserve(12);
60 }
61
63
65 virtual ClassId::Enum id() const
66 {
68 }
69
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93
95 std::string dealerReferenceId; // maxSize = 32
96
98 std::string clientExecID; // maxSize = 50
99
101 std::string execTraderName; // maxSize = 12
102
104 static const size_t orderLegSize = 3;
105 std::vector<BV_HIST_RFCQ_ORDER_LEG> orderLeg;
106
109
112
115
118
120 UInt64 acceptanceTimeout; // UTIME presentation
121
123 UInt64 depthUpdateTime; // UTIME presentation
124
127
130
132 std::string closeWithDealerCode; // maxSize = 12
133
135 std::string closeWithDealerDesc; // maxSize = 36
136
138 std::string closeWithDealerShortDesc; // maxSize = 12
139
141 UInt64 updateTime; // UTIME presentation
142
143
145 size_t deserialize(const void* buf, size_t inLen);
146
148 virtual std::string toString () const;
149
151 virtual size_t serializationBufSize() const { return 4348; }
152
154 virtual BV_HIST_RFCQ_ORDER* clone() const;
155
156 virtual BV_HIST_RFCQ_ORDER* clone(void*) const;
157
158private:
159 virtual size_t serialize(void* buf) const;
160
161};
162
163
164}
165}
166}
167}
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