44 namespace BondVision {
56 , inventoryDepthBid(20)
57 , inventoryDepthAsk(20)
62 sellSideTraderName.reserve(12);
63 clientRfcqId.reserve(50);
65 userInfo1.reserve(200);
66 userInfo2.reserve(200);
177 static const size_t legSummarySize = 3;
181 static const size_t providerInfoSize = 20;
185 static const size_t inventoryDepthBidSize = 20;
189 static const size_t inventoryDepthAskSize = 20;
193 static const size_t iOIDepthBidSize = 20;
197 static const size_t iOIDepthAskSize = 20;
217 size_t deserialize(
const void* buf,
size_t inLen);
220 virtual std::string toString ()
const;
231 virtual size_t serialize(
void* buf)
const;
UInt16 iOIMatchingQuotes
Number of quotes triggering auto-matching when best price matches IOI (for Outright RFCQ or Multileg ...
UInt64 bookTimestamp
In case of accepted RFCQ, it's the timestamp of the RFCQ book that contained the quote hit or lifted...
UInt32 tradingListId
Unique ID of the trading list of bonds.
std::vector< BV_RFCQ_PROVIDER_INFO > providerInfo
UInt32 delay
Delay between the RFCQ creation time and the time at which the first quote was received.
UInt64 closingTime
Closing time of the RFCQ.
UInt32 sellSideMemberId
In case of accepted RFCQ, it the ID 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.
UInt16 participatingSellSideNr
Number of Sell Side Members that took part in the RFCQ.
std::string userInfo2
Client free text.
TI_FLAG::Enum preAgreedFg
Specifies if the RFCQ is sent to one and only provider.
UInt16 areaCodeId
Unique ID of the Buy Side Member Area Code.
TI_RFCQ_REQUEST_STATUS::Enum finalStatus
Specifies the final status of the RFCQ.
std::string userInfo1
Client free text.
UInt16 numOfLegs
Trading List - Number of legs.
std::string comment
Free text.
UInt16 sellSideNr
Number of Sell Side Members to whom the RFCQ was addressed.
std::vector< BV_INVENTORY_TRADING_INFO > inventoryDepthBid
virtual ClassId::Enum id() const
Class id.
std::vector< BV_IOI_TRADING_INFO > iOIDepthBid
Double grossYieldCoverValue
Gross yield cover value (only for Switchg and Butterfly RFCQs)
virtual ~BV_RFCQ_BUY_SIDE_SUMMARY()
UInt16 dueInTime
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
UInt32 buySideMemberId
Unique ID of the member to whom the RFCQ summary is addressed.
UInt64 dueInTimeout
Time at which the MultiLeg RFCQ will start.
Double priceCoverValue
Price cover value (only for Outright, Multileg and Double-sided RFCQs)
std::vector< BV_INVENTORY_TRADING_INFO > inventoryDepthAsk
Double proceedsCoverValue
Proceeds cover value (only for Switch RFCQs) or Proceeds weighted yield cover value (only for Butterf...
TI_FLAG::Enum preTradeFg
Specifies whether the RFCQ will be subject to pre-trade transparency.
TI_FLAG::Enum msgFg
If True, messages have been exchanged during the RFCQ among the Buy Side Member and one or more Sell ...
TI_FLAG::Enum autoExecutionFg
Specifies if the RFCQ is automatically generated.
std::vector< BV_IOI_TRADING_INFO > iOIDepthAsk
UInt32 voiceListId
Unique ID of the Voice Registration.
UInt32 buySideTraderId
Unique ID of the trader of the Buy Side Member.
Double durWeightedYieldCoverValue
Duration weighted yield cover value (only for Butterfly RFCQs)
std::vector< BV_RFCQ_BUY_SIDE_LEG_SUMMARY > legSummary
virtual size_t serializationBufSize() const
std::string clientRfcqId
Client specific information.
BV_RFCQ_BUY_SIDE_SUMMARY()
std::string sellSideTraderName
Unique name of the trader of the Sell Side Member with whom the deal has been made.
Double grossYieldSpread
Only valid for Switch and Butterfly RFCQ.
TI_RFCQ_ORIGIN::Enum rfcqOrigin
RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)
UInt32 originSellSideMemberId
Unique ID of the Sell side member in case of RfcqOrigin equal to 'FromSingleDealerPage' or 'FromInven...
TI_MSG_INFO rfcqReqMsgInfo
Message Info (Unique ID) of the Rfcq Request.
Double proceedsSpread
Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread) ...
unsigned long long UInt64
Double riskWeightedYieldSpread
Only valid for Butterfly RFCQ.
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
UInt16 legId
Unique ID of the trading leg.