OnixS C++ MTS Bond Vision SDP Handler  1.1.0
API documentation
SMP.Classes.BV_RFCQ_QUOTE.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
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
35 
36 
37 namespace OnixS {
38 namespace Mts {
39 namespace BondVision {
40 namespace SDP {
41 
42 
43 
44 ///
45 class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_QUOTE : public Class
46 {
47 public:
49  quotingLeg(3)
50 
51  {
52  dealerReferenceId.reserve(32);
53  }
54 
55  virtual ~BV_RFCQ_QUOTE() {}
56 
57  /// Class id
58  virtual ClassId::Enum id() const
59  {
61  }
62 
63  /// Unique ID of the RFCQ quote
65 
66  /// Unique ID of the RFCQ request
68 
69  /// RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
71 
72  /// Unique ID of the trading list of bonds
74 
75  /// Unique ID of the trading leg
77 
78  /// Data identifying the member who entered the quote
80 
81  /// Free text
82  std::string dealerReferenceId; // maxSize = 32
83 
84  /// Quoting leg data
85  static const size_t quotingLegSize = 3;
86  std::vector<BV_RFCQ_QUOTING_LEG> quotingLeg;
87 
88  /// Action applied to the quote
90 
91  /// Status of the RFCQ quote
93 
94  /// Automatic matching threshold expressed in seconds.
96 
97  /// Automatic matching validity time
98  UInt64 automaticMatchingValidityTime; // UTIME presentation
99 
100  /// Date on which the message was written
102 
103  /// Time at which the message was written
104  UInt64 creationTime; // UTIME presentation
105 
106  /// Last Update Time
107  UInt64 editTime; // UTIME presentation
108 
109 
110  ///
111  size_t deserialize(const void* buf, size_t inLen);
112 
113  /// Provides string presentation
114  virtual std::string toString () const;
115 
116  ///
117  virtual size_t serializationBufSize() const { return 444; }
118 
119  ///
120  virtual BV_RFCQ_QUOTE* clone() const;
121 
122  virtual BV_RFCQ_QUOTE* clone(void*) const;
123 
124 private:
125  virtual size_t serialize(void* buf) const;
126 
127 };
128 
129 
130 }
131 }
132 }
133 }
TI_RFCQ_QUOTE_STATUS::Enum status
Status of the RFCQ quote.
UInt32 rfcqReqId
Unique ID of the RFCQ request.
BV_MEMBER_INFO provider
Data identifying the member who entered the quote.
virtual ClassId::Enum id() const
Class id.
UInt32 tradingListId
Unique ID of the trading list of bonds.
UInt16 legId
Unique ID of the trading leg.
UInt64 automaticMatchingValidityTime
Automatic matching validity time.
UInt32 rfcqQuoteMsgId
Unique ID of the RFCQ quote.
UInt64 creationTime
Time at which the message was written.
TI_RFCQ_QUOTE_EVENT::Enum event
Action applied to the quote.
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
std::vector< BV_RFCQ_QUOTING_LEG > quotingLeg
unsigned long long UInt64
Definition: Defines.h:47
UInt32 creationDate
Date on which the message was written.
unsigned short UInt16
Definition: Defines.h:45
UInt16 automaticMatchingThreshold
Automatic matching threshold expressed in seconds.