OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Classes.BV_HIST_RFCQ_ORDER.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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14 * of this source code or associated reference material to any other location for further reproduction
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
37 
38 
39 namespace OnixS {
40 namespace Mts {
41 namespace BondVision {
42 namespace SDP {
43 
44 
45 
46 ///
47 class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_ORDER : public Class
48 {
49 public:
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 
62  virtual ~BV_HIST_RFCQ_ORDER() {}
63 
64  /// Class id
65  virtual ClassId::Enum id() const
66  {
68  }
69 
70  /// Message Info (Unique ID) of the RFCQ order
72 
73  /// ID of the RFCQ request
75 
76  /// ID of the RFCQ quote to hit/lift
78 
79  /// Unique ID of the trading list of bonds
81 
82  /// Unique ID of the trading leg
84 
85  /// Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
87 
88  /// Member's ID of the Aggressor
90 
91  /// Member's ID of the Provider
93 
94  /// Provider reference ID of the quote
95  std::string dealerReferenceId; // maxSize = 32
96 
97  /// Provider reference ID of the order execution
98  std::string clientExecID; // maxSize = 50
99 
100  /// Name of the execution trader
101  std::string execTraderName; // maxSize = 12
102 
103  /// Order leg data
104  static const size_t orderLegSize = 3;
105  std::vector<BV_HIST_RFCQ_ORDER_LEG> orderLeg;
106 
107  /// Type of Order: TI_RFCQ_ORDER_TYPE_Normal or TI_RFCQ_ORDER_TYPE_BestPrice (Only for RFCQ Outright)
109 
110  /// Action applied to the RFCQ order
112 
113  /// Processing status of the order
115 
116  /// Matching type
118 
119  /// Timeout for manual acceptance
120  UInt64 acceptanceTimeout; // UTIME presentation
121 
122  /// Timestamp of the RFCQ depth
123  UInt64 depthUpdateTime; // UTIME presentation
124 
125  /// If True, the order has been generated by the central system.
127 
128  /// If set, starts the Pre-Trade Transparency Time
130 
131  /// ABI/MTS code of the owner of the matching quote
132  std::string closeWithDealerCode; // maxSize = 12
133 
134  /// Description of the owner of the matching quote
135  std::string closeWithDealerDesc; // maxSize = 36
136 
137  /// Short description of the owner of the matching quote
138  std::string closeWithDealerShortDesc; // maxSize = 12
139 
140  /// Last update time
141  UInt64 updateTime; // UTIME presentation
142 
143 
144  ///
145  size_t deserialize(const void* buf, size_t inLen);
146 
147  /// Provides string presentation
148  virtual std::string toString () const;
149 
150  ///
151  virtual size_t serializationBufSize() const { return 4348; }
152 
153  ///
154  virtual BV_HIST_RFCQ_ORDER* clone() const;
155 
156  virtual BV_HIST_RFCQ_ORDER* clone(void*) const;
157 
158 private:
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_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.
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.
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 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.
TI_MSG_INFO msgInfo
Message Info (Unique ID) of the RFCQ order.
BV_HIST_MEMBER_INFO aggressor
Member&#39;s ID of the Aggressor.
std::string dealerReferenceId
Provider reference ID of the quote.
BV_HIST_MEMBER_INFO provider
Member&#39;s ID of the Provider.
unsigned long long UInt64
Definition: Defines.h:47
TI_RFCQ_MATCHING_TYPE::Enum matchingType
Matching type.
unsigned short UInt16
Definition: Defines.h:45
TI_FLAG::Enum automatchingFg
If True, the order has been generated by the central system.