OnixS C++ MTS Bond Vision SDP Handler  1.1.0
API documentation
SMP.Classes.BV_HIST_SELL_SIDE_INVENTORY_ORDER.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4 *
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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>
38 
39 
40 namespace OnixS {
41 namespace Mts {
42 namespace BondVision {
43 namespace SDP {
44 
45 
46 
47 ///
48 class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_SELL_SIDE_INVENTORY_ORDER : public Class
49 {
50 public:
52  {
53  sectionCode.reserve(4);
54  dealerReferenceID.reserve(32);
55  clientExecID.reserve(50);
56  execTraderName.reserve(12);
57  currency.reserve(3);
58  accountCode.reserve(200);
59  accountInfo.reserve(200);
60  settlementInfo.reserve(200);
61  mktAffiliationShortDesc.reserve(12);
62  mktAffiliationDesc.reserve(36);
63  }
64 
66 
67  /// Class id
68  virtual ClassId::Enum id() const
69  {
71  }
72 
73  /// Data identifying the inventory order
75 
76  /// Section Code
77  std::string sectionCode; // maxSize = 4
78 
79  /// ID of the inventory quote to hit/lift
81 
82  /// Provider reference ID of the quote
83  std::string dealerReferenceID; // maxSize = 32
84 
85  /// ID of the execution within the client institution.
86  std::string clientExecID; // maxSize = 50
87 
88  /// Name of the manual execution trader within the client institution (Provider - Sell Side Member)
89  std::string execTraderName; // maxSize = 12
90 
91  /// Time at which the inventory quote was last updated
92  UInt64 quoteUpdateTime; // UTIME presentation
93 
94  /// Member's ID of the Aggressor (Buy Side Member)
96 
97  /// Member's ID of the Provider (Sell Side Member)
99 
100  /// Data regarding the tradable instrument
102 
103  /// Action applied to the order
105 
106  /// Processing status of the order
108 
109  /// Price of the order
110  Double price; // DOUBLE presentation
111 
112  /// Yield of the order
113  Double yield; // DOUBLE presentation
114 
115  /// Quantity of the order
116  Double qty; // DOUBLE presentation
117 
118  /// Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint (Provider)
120 
121  /// Timeout for manual acceptance
122  UInt64 acceptanceTimeout; // UTIME presentation
123 
124  /// Principal amount
125  Double principal; // DOUBLE presentation
126 
127  /// Nominal value
128  Double nominalValue; // DOUBLE presentation
129 
130  /// Accrued interests
131  Double accrued; // DOUBLE presentation
132 
133  /// Currency code
134  std::string currency; // maxSize = 3
135 
136  /// Number of accrual days
138 
139  /// BPV of the tradable instrument at the moment of the RFCQ creation
140  Double bpv; // DOUBLE presentation
141 
142  /// Settlement offset espressed as number of days starting from the trading date.
144 
145  /// Settlement date
147 
148  /// Type of allocation
150 
151  /// Unique ID of the pre-allocation or of the allocation during the trade splitting phase
153 
154  /// Account code
155  std::string accountCode; // maxSize = 200
156 
157  /// Additional account information
158  std::string accountInfo; // maxSize = 200
159 
160  /// Settlement information
161  std::string settlementInfo; // maxSize = 200
162 
163  /// Short description of the Market Affiliation
164  std::string mktAffiliationShortDesc; // maxSize = 12
165 
166  /// Long description of the Market Affiliation
167  std::string mktAffiliationDesc; // maxSize = 36
168 
169  /// Unique ID of the deal
171 
172  /// Pre and Post-Trade Transparency Info
174 
175  /// Date on which the message was written
177 
178  /// Time at which the message was written
179  UInt64 creationTime; // UTIME presentation
180 
181  /// Last update time
182  UInt64 updateTime; // UTIME presentation
183 
184  /// Short Selling indicator
186 
187 
188  ///
189  size_t deserialize(const void* buf, size_t inLen);
190 
191  /// Provides string presentation
192  virtual std::string toString () const;
193 
194  ///
195  virtual size_t serializationBufSize() const { return 1808; }
196 
197  ///
198  virtual BV_HIST_SELL_SIDE_INVENTORY_ORDER* clone() const;
199 
200  virtual BV_HIST_SELL_SIDE_INVENTORY_ORDER* clone(void*) const;
201 
202 private:
203  virtual size_t serialize(void* buf) const;
204 
205 };
206 
207 
208 }
209 }
210 }
211 }
std::string execTraderName
Name of the manual execution trader within the client institution (Provider - Sell Side Member) ...
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
Short Selling indicator.
TI_VERB::Enum verb
Specifies whether it is a buy or sell order and is set from the receiving member&#39;s viewpoint (Provide...
UInt16 settlementOffset
Settlement offset espressed as number of days starting from the trading date.
UInt64 quoteUpdateTime
Time at which the inventory quote was last updated.
BV_HIST_MEMBER_INFO provider
Member&#39;s ID of the Provider (Sell Side Member)
BV_INVENTORY_ORDER_STATUS::Enum status
Processing status of the order.
UInt32 allocationId
Unique ID of the pre-allocation or of the allocation during the trade splitting phase.
std::string clientExecID
ID of the execution within the client institution.
BV_HIST_MEMBER_INFO aggressor
Member&#39;s ID of the Aggressor (Buy Side Member)
Double bpv
BPV of the tradable instrument at the moment of the RFCQ creation.
BV_HIST_INSTRUMENT_INFO_EXT instrument
Data regarding the tradable instrument.
std::string mktAffiliationShortDesc
Short description of the Market Affiliation.
unsigned long long UInt64
Definition: Defines.h:47
unsigned short UInt16
Definition: Defines.h:45