OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_LAST_DEAL.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>
35
36
37namespace OnixS {
38namespace Mts {
39namespace BondVision {
40namespace SDP {
41
42
43
45class ONIXS_MTS_BONDVISION_SDP_API BV_LAST_DEAL : public Class
46{
47public:
49 {
50 micCode.reserve(12);
51 }
52
53 virtual ~BV_LAST_DEAL() {}
54
56 virtual ClassId::Enum id() const
57 {
59 }
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80 UInt64 dealTime; // UTIME presentation
81
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92 std::string micCode; // maxSize = 12
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108 size_t deserialize(const void* buf, size_t inLen);
109
111 virtual std::string toString () const;
112
114 virtual size_t serializationBufSize() const { return 100; }
115
117 virtual BV_LAST_DEAL* clone() const;
118
119 virtual BV_LAST_DEAL* clone(void*) const;
120
121private:
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.
UInt64 dealTime
Time at which the deal was closed.
TI_TRADE_TYPE::Enum tradeType
Specifies whether the last deal refers to normal trading activity or to a RFQ, RFCQ,...
virtual ClassId::Enum id() const
Class id.
UInt32 transactionId
Unique ID of the RFCQ/Inventory Order.
BV_WAIVER_INDICATOR::Enum waiverIndicator
Waiver Indicator.
TI_EXEC_TREND::Enum trend
Indicator of the trend for the deal, which follows the quotation type (price, yield,...
BV_TRADING_INFO lastTradingInfo
Price, Yield and Quantity of the deal.
BV_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
UInt16 legId
Unique ID of the trading leg.
TI_LAST_DEAL_VERB::Enum verb
Specifies whether it is a bid or ask deal and refers to the Aggressor.
virtual BV_LAST_DEAL * clone() const
UInt16 marketAffiliation
Specifies whether the last deal refers to trading activity on a regulated market or on an MTF.
size_t deserialize(const void *buf, size_t inLen)
virtual BV_LAST_DEAL * clone(void *) const
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45