OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Classes.BV_RFCQ.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4 *
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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.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
36 
37 
38 namespace OnixS {
39 namespace Mts {
40 namespace BondVision {
41 namespace SDP {
42 
43 
44 
45 ///
46 class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ : public Class
47 {
48 public:
50  rfcqLeg(3)
51 
52  {
53  }
54 
55  virtual ~BV_RFCQ() {}
56 
57  /// Class id
58  virtual ClassId::Enum id() const
59  {
60  return ClassId::BV_RFCQ;
61  }
62 
63  /// Unique ID of the RFCQ.
65 
66  /// Unique ID of the RFCQ request.
68 
69  /// ID of the member sending the RFCQ
71 
72  /// ID of the member receiving the RFCQ
74 
75  /// RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
77 
78  /// RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)
80 
81  /// Specifies if the RFCQ is sent to one and only provider
83 
84  /// Specifies whether the RFCQ will be subject to pre-trade transparency or not
86 
87  /// Type of quantity calculation carried out by the Buy Side member
89 
90  /// Unique ID of the trading list of bonds
92 
93  /// Dealer Selection Type
95 
96  /// RFCQ Leg data (in case of Multileg RFCQ or Double Sided RFCQ the legs are specified in the trading list)
97  static const size_t rfcqLegSize = 3;
98  std::vector<BV_RFCQ_LEG> rfcqLeg;
99 
100  /// Number of competitors for this RFCQ.
102 
103  /// Action applied to the RFCQ
105 
106  /// Status of the RFCQ
108 
109  /// Duration of the RFCQ (expressed in seconds)
111 
112  /// Time of expiration of the RFCQ
113  UInt64 rfcqTimeout; // UTIME presentation
114 
115  /// Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
117 
118  /// Time at which the MultiLeg RFCQ will start
119  UInt64 dueInTimeout; // UTIME presentation
120 
121  /// Date on which the message was created
123 
124  /// Time at which the message was created
125  UInt64 creationTime; // UTIME presentation
126 
127  /// Last update time
128  UInt64 updateTime; // UTIME presentation
129 
130 
131  ///
132  size_t deserialize(const void* buf, size_t inLen);
133 
134  /// Provides string presentation
135  virtual std::string toString () const;
136 
137  ///
138  virtual size_t serializationBufSize() const { return 1316; }
139 
140  ///
141  virtual BV_RFCQ* clone() const;
142 
143  virtual BV_RFCQ* clone(void*) const;
144 
145 private:
146  virtual size_t serialize(void* buf) const;
147 
148 };
149 
150 
151 }
152 }
153 }
154 }
UInt32 tradingListId
Unique ID of the trading list of bonds.
TI_RFCQ_EVENT::Enum event
Action applied to the RFCQ.
TI_RFCQ_ORIGIN::Enum rfcqOrigin
RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)
UInt32 rfcqMsgId
Unique ID of the RFCQ.
BV_MEMBER_INFO provider
ID of the member receiving the RFCQ.
TI_FLAG::Enum preAgreedFg
Specifies if the RFCQ is sent to one and only provider.
UInt16 numOfCompetitors
Number of competitors for this RFCQ.
UInt64 creationTime
Time at which the message was created.
UInt64 dueInTimeout
Time at which the MultiLeg RFCQ will start.
UInt16 dueInTime
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
UInt32 rfcqDuration
Duration of the RFCQ (expressed in seconds)
BV_MEMBER_INFO aggressor
ID of the member sending the RFCQ.
UInt32 rfcqReqId
Unique ID of the RFCQ request.
TI_RFCQ_STATUS::Enum status
Status of the RFCQ.
virtual ClassId::Enum id() const
Class id.
TI_FLAG::Enum preTradeFg
Specifies whether the RFCQ will be subject to pre-trade transparency or not.
UInt64 rfcqTimeout
Time of expiration of the RFCQ.
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation
Type of quantity calculation carried out by the Buy Side member.
BV_RFCQ_DEALER_SELECTION_TYPE::Enum dealerSelectionType
Dealer Selection Type.
UInt32 creationDate
Date on which the message was created.
virtual size_t serializationBufSize() const
unsigned long long UInt64
Definition: Defines.h:47
unsigned short UInt16
Definition: Defines.h:45
std::vector< BV_RFCQ_LEG > rfcqLeg