190 virtual size_t serialize(
void* buf)
const;
Double lISPostTradeQty
LIS threshold level for post-trade transparency.
UInt16 areaCodeId
Unique ID of the Area Code.
virtual ClassId::Enum id() const
Class id.
Double eCBFxRate
ECB Exchange rate between the Financial Instrument currency and the LIS Currency.
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS3PostTradeDeferral
Value of the Post Trade Deferral Field in case the trade size (X) is: X greater LIS3 (UK),...
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS1PostTradeDeferral
Post-Trade Deferral case the trade size (X) is: LIS1 less X less or equal LIS2 (UK),...
Double lISPreTradeQty
LIS threshold level for pre-trade transparency.
UInt16 eSMAGroupId
ESMA group number.
virtual size_t serializationBufSize() const
TI_POST_TRADE_DEFERRAL::Enum aTBelowLIS1PostTradeDeferral
Post-Trade Deferral in case the trade size (X) is: X less or equal LIS1 (UK), X less LIS1 (EU)
UInt32 financialInstrumentId
Unique ID of the financial instrument in the TI_INSTRUMENT and BV_INSTRUMENT classes (external refere...
TI_POST_TRADE_DEFERRAL::Enum atAboveLISPostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X greater or equal LIS.
virtual BV_LIQUID_INSTRUMENT_THRESHOLDS * clone() const
virtual BV_LIQUID_INSTRUMENT_THRESHOLDS * clone(void *) const
TI_POST_TRADE_DEFERRAL::Enum belowLISPostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X less LIS.
Double sSTIPreTradeQty
SSTI threshold level for pre-trade transparency.
TI_FLAG::Enum mMIFg
MMI flag.
TI_FLAG::Enum liquidFg
Liquid flag.
virtual ~BV_LIQUID_INSTRUMENT_THRESHOLDS()
BV_VALUE lIS10
LIS10 value.
std::string ratingCategory
Rating category.
Double sSTIPostTradeQty
SSTI threshold level for post-trade transparency.
BV_LIQUID_INSTRUMENT_THRESHOLDS()
size_t deserialize(const void *buf, size_t inLen)
virtual std::string toString() const
Provides string presentation.
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS2PostTradeDeferral
Post-Trade Deferral in case the trade size (X) is: LIS2 less X less or equal LIS3 (UK),...
UInt32 instrumentId
Unique ID of the Tradable Instrument.
UInt16 lISCategory
LIS category.
TI_POST_TRADE_DEFERRAL::Enum noLISPostTradeDeferral
Value of the Post Trade Deferral Field in case of No LIS (EU)
std::string lISCurrency
LIS currency.
std::string creditRating
Credit rating.
@ BV_LIQUID_INSTRUMENT_THRESHOLDS