OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_RFCQ_REQUEST.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>
37
38
39namespace OnixS {
40namespace Mts {
41namespace BondVision {
42namespace SDP {
43
44
45
47class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_REQUEST : public Class
48{
49public:
53
54 {
55 clientRfcqId.reserve(50);
56 userInfo1.reserve(200);
57 userInfo2.reserve(200);
58 }
59
60 virtual ~BV_RFCQ_REQUEST() {}
61
63 virtual ClassId::Enum id() const
64 {
66 }
67
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103
105 Double limitSpread; // DOUBLE presentation
106
108 static const size_t rfcqRequestLegSize = 3;
109 std::vector<BV_RFCQ_REQUEST_LEG> rfcqRequestLeg;
110
112 static const size_t sellSideMemberInfoSize = 20;
113 std::vector<BV_RFCQ_SELL_SIDE_MEMBER_INFO> sellSideMemberInfo;
114
117
120
123
126
128 UInt64 rfcqTimeout; // UTIME presentation
129
131 std::string clientRfcqId; // maxSize = 50
132
135
138
140 UInt64 manualOverrideStartTime; // UTIME presentation
141
143 UInt64 manualOverrideEndTime; // UTIME presentation
144
146 std::string userInfo1; // maxSize = 200
147
149 std::string userInfo2; // maxSize = 200
150
153
155 UInt64 dueInTimeout; // UTIME presentation
156
158 UInt64 updateTime; // UTIME presentation
159
160
162 size_t deserialize(const void* buf, size_t inLen);
163
165 virtual std::string toString () const;
166
168 virtual size_t serializationBufSize() const { return 2776; }
169
171 virtual BV_RFCQ_REQUEST* clone() const;
172
173 virtual BV_RFCQ_REQUEST* clone(void*) const;
174
175private:
176 virtual size_t serialize(void* buf) const;
177
178};
179
180
181}
182}
183}
184}
virtual BV_RFCQ_REQUEST * clone(void *) const
TI_FLAG::Enum limitSpreadFg
Specifies if the value in the LimitSpread field is meaningful.
BV_MEMBER_INFO aggressor
Member requesting the RFCQ.
UInt16 dueInTime
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
UInt32 sellSideMemberId
Unique ID of the Sell side member in case of RfcqOrigin equal to 'FromSingleDealerPage' or 'FromInven...
std::string clientRfcqId
Client specific information.
UInt32 voiceListId
Unique ID of the Voice Registration.
static const size_t sellSideMemberInfoSize
Data regarding Sell Side Members.
TI_MSG_INFO msgInfo
Message Info (Unique ID) of the Rfcq Request.
TI_RFCQ_REQUEST_STATUS::Enum status
Specifies the status of the RFCQ request.
UInt64 manualOverrideStartTime
Override manual start time.
virtual BV_RFCQ_REQUEST * clone() const
UInt64 dueInTimeout
Time at which the MultiLeg RFCQ will start.
UInt32 tradingListId
Unique ID of the trading list of bonds.
TI_RFCQ_REQUEST_EVENT::Enum event
Action applied to the RFCQ.
Double limitSpread
Limit value for the spread in case of RFCQ Switch or Butterfly negotiation.
TI_FLAG::Enum preAgreedFg
Specifies if the RFCQ is sent to one and only provider. Meaningful only for RFCQ of type Outright,...
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 or not.
UInt32 rfcqDuration
Duration of the RFCQ (expressed in seconds)
TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation
Type of quantity calculation carried out by the Buy Side member.
static const size_t rfcqRequestLegSize
RFCQ Request leg data (in case of Multileg RFCQ or Double Sided RFCQ the legs are specified in the tr...
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
UInt16 iOIMatchingQuotes
Number of quotes triggering auto-matching when best price matches IOI.
UInt32 previewId
Unique ID of the Dealer list Preview.
size_t deserialize(const void *buf, size_t inLen)
UInt64 rfcqTimeout
Time of expiration of the RFCQ.
std::vector< BV_RFCQ_SELL_SIDE_MEMBER_INFO > sellSideMemberInfo
virtual std::string toString() const
Provides string presentation.
TI_FLAG::Enum autoExecutionFg
Specifies if the RFCQ is automatically generated.
UInt32 autoExecutionRuleId
Rule Id of the Autoexecution.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45