OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
Loading...
Searching...
No Matches
SMP.Classes.BV_ORDER_STAGING.h
Go to the documentation of this file.
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>
37
38
39namespace OnixS {
40namespace Mts {
41namespace BondVision {
42namespace SDP {
43
44
45
47class ONIXS_MTS_BONDVISION_SDP_API BV_ORDER_STAGING : public Class
48{
49public:
51 dealerList(50)
52
53 {
54 clientOrderId.reserve(50);
55 clientPreAllocationId.reserve(100);
57 linkId.reserve(50);
58 currency.reserve(3);
59 externalTraderId.reserve(50);
60 userInfo1.reserve(200);
61 userInfo2.reserve(200);
62 micCode.reserve(12);
63 autoDeleteReasonCode.reserve(250);
64 }
65
66 virtual ~BV_ORDER_STAGING() {}
67
69 virtual ClassId::Enum id() const
70 {
72 }
73
76
78 std::string clientOrderId; // maxSize = 50
79
82
84 std::string clientPreAllocationId; // maxSize = 100
85
88
90 std::string clientPreAllocationTraderName; // maxSize = 12
91
94
97
100
102 std::string linkId; // maxSize = 50
103
106
109
112
114 Double qty; // DOUBLE presentation
115
117 Double nominalQty; // DOUBLE presentation
118
120 Double remainingQty; // DOUBLE presentation
121
123 Double remainingNominalQty; // DOUBLE presentation
124
126 Double cumQty; // DOUBLE presentation
127
129 Double cumNominalQty; // DOUBLE presentation
130
132 Double averagePrice; // DOUBLE presentation
133
135 std::string currency; // maxSize = 3
136
139
141 Double clientLimitQuotation; // DOUBLE presentation
142
145
147 Double limitQuotation; // DOUBLE presentation
148
150 UInt64 executionTime; // UTIME presentation
151
154
157
160
163
166
169
172
175
178
181
184
187
190
193
195 std::string externalTraderId; // maxSize = 50
196
199
202
204 static const size_t dealerListSize = 50;
205 std::vector<BV_ORDER_STAGING_DEALER_INFO> dealerList;
206
208 std::string userInfo1; // maxSize = 200
209
211 std::string userInfo2; // maxSize = 200
212
214 UInt64 editTime; // UTIME presentation
215
218
220 std::string micCode; // maxSize = 12
221
223 std::string autoDeleteReasonCode; // maxSize = 250
224
225
227 size_t deserialize(const void* buf, size_t inLen);
228
230 virtual std::string toString () const;
231
233 virtual size_t serializationBufSize() const { return 1660; }
234
236 virtual BV_ORDER_STAGING* clone() const;
237
238 virtual BV_ORDER_STAGING* clone(void*) const;
239
240private:
241 virtual size_t serialize(void* buf) const;
242
243};
244
245
246}
247}
248}
249}
Double remainingQty
Quantity left after fill or partial fill.
BV_ORDER_STAGING_EXEC_TYPE::Enum executionType
If specified defines how this order should be executed in the market.
Double remainingNominalQty
Quantity left after fill or partial fill, specified as Nominal Value.
Double nominalQty
Quantity specified as Nominal Value.
TI_TRADING_TYPE::Enum clientLimitQuotationType
Limit Quotation Type specified by the client.
Double clientLimitQuotation
Limit Price/Yield specified by the client.
UInt32 clientPreAllocationTraderId
Unique ID of the trader who performed the Pre-Allocation.
BV_MEMBER_INFO memberInfo
ID of the member sending trhe order staging request.
TI_FLAG::Enum warningOnLimitPrice
If true, the GUI will signal the user when the limit price is reached.
std::string clientOrderId
Unique ID of the order within the client institution.
UInt32 workingTraderId
Unique ID of the working trader, belonging to the same member.
BV_WAIVER_INDICATOR::Enum waiverIndicator
Waiver Indicator.
UInt32 allocationId
Unique ID of the pre-allocation or of the allocation during the trade splitting phase.
virtual BV_ORDER_STAGING * clone(void *) const
virtual BV_ORDER_STAGING * clone() const
TI_FLAG::Enum settlDateModifyFlag
Flag indicating whether the date can be modified or not.
TI_FLAG::Enum workInProgressFg
Specifies whether there is work in progress on this order.
Double averagePrice
Weighted Average Price, calculated after fill or partial fill.
Double limitQuotation
Limit Price/Yield specified by the central system.
std::string clientPreAllocationTraderName
Name of the trader who performed the Pre-Allocation.
TI_TRADING_TYPE::Enum limitQuotationType
Limit Quotation Type specified by the central system.
static const size_t dealerListSize
List of dealers that must be included or excluded when executing the Stage Order.
TI_FLAG::Enum noPartialFill
Flag stating whether the order must be completely filled. This flag can be set to No (the order can b...
Double cumQty
Total executed quantity after fill or partial fill.
BV_ORDER_STAGING_STATUS::Enum status
Order Status.
BV_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
BV_HANDLING_INSTRUCTION::Enum handlingInstruction
Order execution modality optionally defined by the Trader. None by default.
std::string clientPreAllocationId
Pre-allocation Id for client use.
Double cumNominalQty
Total executed quantity after fill or partial fill, specified as Nominal Value.
BV_ORDER_STAGING_EVENT::Enum event
Action applied to the order.
std::string linkId
User Defined ID of the RFCQ within the client institution.
UInt16 settlementOffset
Settlement offset espressed as number of days starting from the trading date.
UInt16 dealerListNum
Number of dealers in the dealer list.
TI_FLAG::Enum linkedByOriginatorFg
Specifies whether the order has been linked by the originator.
std::string externalTraderId
External Trader ID of the Stage Order Owner.
TI_VERB::Enum verb
Specifies whether it is a buy or sell order. (Referred to the member who receives the information)
std::string userInfo2
Client free text, or short selling indicator code, or a combination of the two.
size_t deserialize(const void *buf, size_t inLen)
UInt32 execTraderId
Unique ID of the trader, belonging to the same member, that must execute the order.
TI_PROTOCOL_SOURCE::Enum orderSource
Specifies the protocol used to send the order.
BV_ORDER_STAGING_TYPE::Enum orderType
Type of order.
TI_FLAG::Enum partiallyExecutedFg
Flag stating whether the order has been partially filled.
std::vector< BV_ORDER_STAGING_DEALER_INFO > dealerList
virtual std::string toString() const
Provides string presentation.
UInt64 executionTime
Order execution time optionally defined by the Trader.
BV_ORDER_STAGING_DEALER_LIST_TYPE::Enum dealerListType
Specifies if the dealer list type.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45