168 virtual size_t serialize(
void* buf)
const;
BV_MEMBER_INFO aggressor
Member's ID of the Aggressor.
static const size_t rFCQDepthSize
RFCQ Quote Book.
virtual ClassId::Enum id() const
Class id.
UInt64 updateTime
Last update time.
virtual size_t serializationBufSize() const
static const size_t orderLegSize
Order leg data.
TI_MSG_INFO msgInfo
Message Info (Unique ID) of the RFCQ order.
TI_RFCQ_ORDER_TYPE::Enum type
Type of Order.
BV_MEMBER_INFO provider
Member's ID of the Provider.
std::vector< BV_RFCQ_ORDER_DEPTH_INFO > rFCQDepth
BV_ORDER_EVENT::Enum event
Action applied to the RFCQ order.
TI_IN_OUT_FLAG::Enum inOutFlag
Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
UInt32 tradingListId
Unique ID of the trading list of bonds.
virtual BV_RFCQ_ORDER * clone(void *) const
TI_FLAG::Enum automatchingFg
If True, the order has been generated by the central system.
UInt64 acceptanceTimeout
Timeout for manual acceptance.
TI_RFCQ_MATCHING_TYPE::Enum matchingType
Matching type.
TI_FLAG::Enum preTradeFg
If set, starts the Pre-Trade Transparency Time.
UInt64 depthUpdateTime
Timestamp of the RFCQ depth.
TI_RFCQ_ORDER_STATUS::Enum status
Processing status of the order.
std::vector< BV_RFCQ_ORDER_LEG > orderLeg
std::string clientExecID
Provider reference ID of the order execution.
UInt32 closeWithDealerId
Unique ID of the dealer owner of the matching quote.
static const size_t inventoryDepthSize
Inventory Market depth on the Ask or Bid side (the side is opposite to the RFCQ Request side).
UInt16 legId
Unique ID of the trading leg.
TI_FLAG::Enum preTradeAutomaticAcceptanceFg
If set, the RFCQ quote can be matched.
UInt32 rfcqQuoteId
ID of the RFCQ quote to hit/lift.
UInt32 rfcqReqId
ID of the RFCQ request.
std::string dealerReferenceId
Provider reference ID of the quote.
size_t deserialize(const void *buf, size_t inLen)
UInt32 execTraderId
Unique ID of the execution trader.
virtual BV_RFCQ_ORDER * clone() const
std::string execTraderName
Name of the execution trader.
std::vector< BV_RFCQ_ORDER_DEPTH_INFO > inventoryDepth
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64