OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Classes.BV_LAST_DEAL.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
35 
36 
37 namespace OnixS {
38 namespace Mts {
39 namespace BondVision {
40 namespace SDP {
41 
42 
43 
44 ///
45 class ONIXS_MTS_BONDVISION_SDP_API BV_LAST_DEAL : public Class
46 {
47 public:
49  {
50  micCode.reserve(12);
51  }
52 
53  virtual ~BV_LAST_DEAL() {}
54 
55  /// Class id
56  virtual ClassId::Enum id() const
57  {
58  return ClassId::BV_LAST_DEAL;
59  }
60 
61  /// ID of the last deal
63 
64  /// Data regarding the tradable instrument
66 
67  /// Unique ID of the section
69 
70  /// Price, Yield and Quantity of the deal
72 
73  /// Indicator of the trend for the deal, which follows the quotation type (price, yield,...)
75 
76  /// Specifies whether it is a bid or ask deal and refers to the Aggressor.
78 
79  /// Time at which the deal was closed
80  UInt64 dealTime; // UTIME presentation
81 
82  /// Specifies whether the last deal refers to normal trading activity or to a RFQ, RFCQ, etc.
84 
85  /// Specifies whether the last deal refers to trading activity on a regulated market or on an MTF.
87 
88  /// Status of the deal
90 
91  /// MIC Code
92  std::string micCode; // maxSize = 12
93 
94  /// Waiver Indicator
96 
97  /// Unique ID of the RFCQ/Inventory Order
99 
100  /// Unique ID of the trading leg
102 
103  /// RFCQ Type
105 
106 
107  ///
108  size_t deserialize(const void* buf, size_t inLen);
109 
110  /// Provides string presentation
111  virtual std::string toString () const;
112 
113  ///
114  virtual size_t serializationBufSize() const { return 100; }
115 
116  ///
117  virtual BV_LAST_DEAL* clone() const;
118 
119  virtual BV_LAST_DEAL* clone(void*) const;
120 
121 private:
122  virtual size_t serialize(void* buf) const;
123 
124 };
125 
126 
127 }
128 }
129 }
130 }
BV_DEAL_STATUS::Enum status
Status of the deal.
virtual ClassId::Enum id() const
Class id.
BV_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
UInt32 transactionId
Unique ID of the RFCQ/Inventory Order.
TI_TRADE_TYPE::Enum tradeType
Specifies whether the last deal refers to normal trading activity or to a RFQ, RFCQ, etc.
UInt64 dealTime
Time at which the deal was closed.
TI_EXEC_TREND::Enum trend
Indicator of the trend for the deal, which follows the quotation type (price, yield,...)
UInt16 marketAffiliation
Specifies whether the last deal refers to trading activity on a regulated market or on an MTF...
BV_WAIVER_INDICATOR::Enum waiverIndicator
Waiver Indicator.
TI_LAST_DEAL_VERB::Enum verb
Specifies whether it is a bid or ask deal and refers to the Aggressor.
UInt16 legId
Unique ID of the trading leg.
UInt32 sectionId
Unique ID of the section.
unsigned long long UInt64
Definition: Defines.h:47
unsigned short UInt16
Definition: Defines.h:45
BV_TRADING_INFO lastTradingInfo
Price, Yield and Quantity of the deal.