OnixS C++ MTS Bond Vision SDP Handler 1.5.1
API documentation
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SMP.Classes.BV_LAST_DAY_SELL_SIDE_INVENTORY_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>
38
39
40#if defined (_MSC_VER)
41#pragma warning (push)
42#pragma warning (disable: 4251)
43#endif
44
45namespace OnixS {
46namespace Mts {
47namespace BondVision {
48namespace SDP {
49
50
51
53class ONIXS_MTS_BONDVISION_SDP_API BV_LAST_DAY_SELL_SIDE_INVENTORY_ORDER : public Class
54{
55public:
57 {
58 sectionCode.reserve(4);
59 dealerReferenceID.reserve(32);
60 clientExecID.reserve(50);
61 execTraderName.reserve(12);
62 currency.reserve(3);
63 accountCode.reserve(200);
64 accountInfo.reserve(200);
65 settlementInfo.reserve(200);
66 mktAffiliationShortDesc.reserve(12);
67 mktAffiliationDesc.reserve(36);
68 }
69
71
77
80
82 std::string sectionCode; // maxSize = 4
83
86
88 std::string dealerReferenceID; // maxSize = 32
89
91 std::string clientExecID; // maxSize = 50
92
94 std::string execTraderName; // maxSize = 12
95
97 UInt64 quoteUpdateTime; // UTIME presentation
98
101
104
107
110
113
115 Double price; // DOUBLE presentation
116
118 Double yield; // DOUBLE presentation
119
121 Double qty; // DOUBLE presentation
122
125
127 UInt64 acceptanceTimeout; // UTIME presentation
128
130 Double principal; // DOUBLE presentation
131
133 Double nominalValue; // DOUBLE presentation
134
136 Double accrued; // DOUBLE presentation
137
139 std::string currency; // maxSize = 3
140
143
145 Double bpv; // DOUBLE presentation
146
149
152
155
158
160 std::string accountCode; // maxSize = 200
161
163 std::string accountInfo; // maxSize = 200
164
166 std::string settlementInfo; // maxSize = 200
167
169 std::string mktAffiliationShortDesc; // maxSize = 12
170
172 std::string mktAffiliationDesc; // maxSize = 36
173
176
179
182
184 UInt64 creationTime; // UTIME presentation
185
187 UInt64 updateTime; // UTIME presentation
188
191
192
194 size_t deserialize(const void* buf, size_t inLen);
195
197 virtual std::string toString () const;
198
200 virtual size_t serializationBufSize() const { return 1768; }
201
204
206
207private:
208 virtual size_t serialize(void* buf) const;
209
210};
211
212
213}
214}
215}
216}
217
218#if defined (_MSC_VER)
219#pragma warning (pop)
220#endif
virtual BV_LAST_DAY_SELL_SIDE_INVENTORY_ORDER * clone() const
virtual BV_LAST_DAY_SELL_SIDE_INVENTORY_ORDER * clone(void *) const
UInt32 allocationId
Unique ID of the pre-allocation or of the allocation during the trade splitting phase.
UInt16 settlementOffset
Settlement offset espressed as number of days starting from the trading date.
TI_VERB::Enum verb
Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint (Provide...
std::string execTraderName
Name of the manual execution trader within the client institution (Provider - Sell Side Member)
Double bpv
BPV of the tradable instrument at the moment of the RFCQ creation.
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45