246 virtual size_t serialize(
void* buf)
const;
Double priceCoverValue
Price cover value (only for Outright, Multileg and Double-sided RFCQs)
TI_FLAG::Enum limitSpreadFg
Specifies if the value in the LimitSpread field is meaningful.
Double proceedsCoverValue
Proceeds cover value (only for Switch RFCQs) or Proceeds weighted yield cover value (only for Butterf...
UInt16 dueInTime
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
Double riskWeightedYieldSpread
Only valid for Butterfly RFCQ.
UInt16 areaCodeId
Unique ID of the Buy Side Member Area Code.
virtual ClassId::Enum id() const
Class id.
static const size_t providerInfoSize
Provider information.
UInt32 sellSideMemberId
In case of accepted RFCQ, it the ID of the Sell Side Member with whom the deal has been made.
UInt16 numOfLegs
Trading List - Number of legs.
virtual size_t serializationBufSize() const
std::string clientRfcqId
Client specific information.
UInt32 voiceListId
Unique ID of the Voice Registration.
UInt32 originSellSideMemberId
Unique ID of the Sell side member in case of RfcqOrigin equal to 'FromSingleDealerPage' or 'FromInven...
TI_RFCQ_REQUEST_STATUS::Enum finalStatus
Specifies the final status of the RFCQ.
std::string userInfo1
Client free text.
UInt64 manualOverrideStartTime
Override manual start time.
virtual BV_RFCQ_BUY_SIDE_SUMMARY * clone() const
std::vector< BV_IOI_TRADING_INFO > iOIDepthAsk
UInt64 dueInTimeout
Time at which the MultiLeg RFCQ will start.
UInt16 participatingSellSideNr
Number of Sell Side Members that took part in the RFCQ.
UInt16 sellSideNr
Number of Sell Side Members to whom the RFCQ was addressed.
UInt32 tradingListId
Unique ID of the trading list of bonds.
UInt64 manualOverrideEndTime
Override manual end time.
UInt64 closingTime
Closing time of the RFCQ.
Double limitSpread
Limit value for the spread in case of RFCQ Switch or Butterfly negotiation.
virtual BV_RFCQ_BUY_SIDE_SUMMARY * clone(void *) const
UInt32 buySideTraderId
Unique ID of the trader of the Buy Side Member.
static const size_t iOIDepthBidSize
IOI trading info - bid side.
Double proceedsSpread
Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)
static const size_t legSummarySize
Leg summay information.
TI_FLAG::Enum preAgreedFg
Specifies if the RFCQ is sent to one and only provider.
std::vector< BV_INVENTORY_TRADING_INFO > inventoryDepthAsk
std::vector< BV_INVENTORY_TRADING_INFO > inventoryDepthBid
TI_RFCQ_ORIGIN::Enum rfcqOrigin
RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)
TI_FLAG::Enum preTradeFg
Specifies whether the RFCQ will be subject to pre-trade transparency.
static const size_t inventoryDepthBidSize
Inventory Depth - bid side.
static const size_t inventoryDepthAskSize
Inventory Depth - ask side.
Double durWeightedYieldCoverValue
Duration weighted yield cover value (only for Butterfly RFCQs)
std::string sellSideTraderName
Unique name of the trader of the Sell Side Member with whom the deal has been made.
TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation
Type of quantity calculation carried out by the Buy Side member.
std::vector< BV_RFCQ_BUY_SIDE_LEG_SUMMARY > legSummary
UInt16 legId
Unique ID of the trading leg.
std::vector< BV_RFCQ_PROVIDER_INFO > providerInfo
TI_FLAG::Enum msgFg
If True, messages have been exchanged during the RFCQ among the Buy Side Member and one or more Sell ...
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
BV_RFCQ_BUY_SIDE_SUMMARY()
UInt16 iOIMatchingQuotes
Number of quotes triggering auto-matching when best price matches IOI (for Outright RFCQ or Multileg ...
std::vector< BV_IOI_TRADING_INFO > iOIDepthBid
virtual ~BV_RFCQ_BUY_SIDE_SUMMARY()
UInt32 buySideMemberId
Unique ID of the member to whom the RFCQ summary is addressed.
static const size_t iOIDepthAskSize
IOI trading info - ask side.
std::string userInfo2
Client free text.
size_t deserialize(const void *buf, size_t inLen)
UInt32 delay
Delay between the RFCQ creation time and the time at which the first quote was received.
std::string comment
Free text.
UInt64 bookTimestamp
In case of accepted RFCQ, it's the timestamp of the RFCQ book that contained the quote hit or lifted.
virtual std::string toString() const
Provides string presentation.
TI_FLAG::Enum autoExecutionFg
Specifies if the RFCQ is automatically generated.
TI_MSG_INFO rfcqReqMsgInfo
Message Info (Unique ID) of the Rfcq Request.
UInt32 autoExecutionRuleId
Rule Id of the Autoexecution.
Double grossYieldSpread
Only valid for Switch and Butterfly RFCQ.
Double grossYieldCoverValue
Gross yield cover value (only for Switchg and Butterfly RFCQs)
unsigned long long UInt64
@ BV_RFCQ_BUY_SIDE_SUMMARY