OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h
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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>
40
41
42namespace OnixS {
43namespace Mts {
44namespace BondVision {
45namespace SDP {
46
47
48
50class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_BUY_SIDE_SUMMARY : public Class
51{
52public:
54 legSummary(3)
55 , providerInfo(20)
58 , iOIDepthBid(20)
59 , iOIDepthAsk(20)
60
61 {
62 sellSideTraderName.reserve(12);
63 clientRfcqId.reserve(50);
64 comment.reserve(100);
65 userInfo1.reserve(200);
66 userInfo2.reserve(200);
67 }
68
70
72 virtual ClassId::Enum id() const
73 {
75 }
76
79
82
85
88
91
94
97
100
103
106
108 UInt64 dueInTimeout; // UTIME presentation
109
112
115
118
121
124
127
129 std::string sellSideTraderName; // maxSize = 12
130
133
135 UInt64 closingTime; // UTIME presentation
136
139
142
144 std::string clientRfcqId; // maxSize = 50
145
148
150 UInt64 bookTimestamp; // UTIME presentation
151
153 Double priceCoverValue; // DOUBLE presentation
154
156 Double proceedsCoverValue; // DOUBLE presentation
157
159 Double grossYieldCoverValue; // DOUBLE presentation
160
162 Double durWeightedYieldCoverValue; // DOUBLE presentation
163
165 Double grossYieldSpread; // DOUBLE presentation
166
168 Double proceedsSpread; // DOUBLE presentation
169
171 Double riskWeightedYieldSpread; // DOUBLE presentation
172
175
177 Double limitSpread; // DOUBLE presentation
178
181
183 static const size_t legSummarySize = 3;
184 std::vector<BV_RFCQ_BUY_SIDE_LEG_SUMMARY> legSummary;
185
187 static const size_t providerInfoSize = 20;
188 std::vector<BV_RFCQ_PROVIDER_INFO> providerInfo;
189
191 static const size_t inventoryDepthBidSize = 20;
192 std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthBid;
193
195 static const size_t inventoryDepthAskSize = 20;
196 std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthAsk;
197
199 static const size_t iOIDepthBidSize = 20;
200 std::vector<BV_IOI_TRADING_INFO> iOIDepthBid;
201
203 static const size_t iOIDepthAskSize = 20;
204 std::vector<BV_IOI_TRADING_INFO> iOIDepthAsk;
205
208
210 std::string comment; // maxSize = 100
211
213 std::string userInfo1; // maxSize = 200
214
216 std::string userInfo2; // maxSize = 200
217
220
223
225 UInt64 manualOverrideStartTime; // UTIME presentation
226
228 UInt64 manualOverrideEndTime; // UTIME presentation
229
230
232 size_t deserialize(const void* buf, size_t inLen);
233
235 virtual std::string toString () const;
236
238 virtual size_t serializationBufSize() const { return 53184; }
239
242
243 virtual BV_RFCQ_BUY_SIDE_SUMMARY* clone(void*) const;
244
245private:
246 virtual size_t serialize(void* buf) const;
247
248};
249
250
251}
252}
253}
254}
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)
UInt32 sellSideMemberId
In case of accepted RFCQ, it the ID of the Sell Side Member with whom the deal has been made.
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.
virtual BV_RFCQ_BUY_SIDE_SUMMARY * clone() const
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.
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.
Double proceedsSpread
Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)
TI_FLAG::Enum preAgreedFg
Specifies if the RFCQ is sent to one and only provider.
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.
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, ...)
UInt16 iOIMatchingQuotes
Number of quotes triggering auto-matching when best price matches IOI (for Outright RFCQ or Multileg ...
UInt32 buySideMemberId
Unique ID of the member to whom the RFCQ summary is addressed.
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.
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.
Double grossYieldCoverValue
Gross yield cover value (only for Switchg and Butterfly RFCQs)
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45