OnixS C++ MTS Bond Vision SDP Handler  1.1.0
API documentation
SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.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>
38 
39 
40 namespace OnixS {
41 namespace Mts {
42 namespace BondVision {
43 namespace SDP {
44 
45 
46 
47 ///
48 class ONIXS_MTS_BONDVISION_SDP_API BV_SELL_SIDE_INVENTORY_ORDER : public Class
49 {
50 public:
52  {
53  dealerReferenceID.reserve(32);
54  clientExecID.reserve(32);
55  execTraderName.reserve(12);
56  currency.reserve(3);
57  accountCode.reserve(200);
58  accountInfo.reserve(200);
59  settlementInfo.reserve(200);
60  }
61 
63 
64  /// Class id
65  virtual ClassId::Enum id() const
66  {
68  }
69 
70  /// Data identifying the inventory order
72 
73  /// ID of the inventory quote to hit/lift
75 
76  /// Provider reference ID of the quote
77  std::string dealerReferenceID; // maxSize = 32
78 
79  /// ID of the execution within the client institution.
80  std::string clientExecID; // maxSize = 32
81 
82  /// Time at which the inventory quote was last updated
83  UInt64 quoteUpdateTime; // UTIME presentation
84 
85  /// Member's ID of the Aggressor (Buy Side Member)
87 
88  /// Member's ID of the Provider (Sell Side Member)
90 
91  /// ID of the manual execution trader within the client institution (Provider - Sell Side Member)
93 
94  /// Name of the manual execution trader within the client institution (Provider - Sell Side Member)
95  std::string execTraderName; // maxSize = 12
96 
97  /// Data regarding the tradable instrument
99 
100  /// Action applied to the order
102 
103  /// Processing status of the order
105 
106  /// Price of the order
107  Double price; // DOUBLE presentation
108 
109  /// Yield of the order
110  Double yield; // DOUBLE presentation
111 
112  /// Quantity of the order
113  Double qty; // DOUBLE presentation
114 
115  /// Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint (Provider)
117 
118  /// Timeout for manual acceptance
119  UInt64 acceptanceTimeout; // UTIME presentation
120 
121  /// Principal amount
122  Double principal; // DOUBLE presentation
123 
124  /// Nominal value
125  Double nominalValue; // DOUBLE presentation
126 
127  /// Accrued interests
128  Double accrued; // DOUBLE presentation
129 
130  /// Currency code
131  std::string currency; // maxSize = 3
132 
133  /// Number of accrual days
135 
136  /// BPV of the tradable instrument at the moment of the RFCQ creation
137  Double bpv; // DOUBLE presentation
138 
139  /// Settlement offset espressed as number of days starting from the trading date.
141 
142  /// Settlement date
144 
145  /// Type of allocation
147 
148  /// Unique ID of the pre-allocation or of the allocation during the trade splitting phase
150 
151  /// Account code
152  std::string accountCode; // maxSize = 200
153 
154  /// Additional account information
155  std::string accountInfo; // maxSize = 200
156 
157  /// Settlement information
158  std::string settlementInfo; // maxSize = 200
159 
160  /// Market affiliation
162 
163  /// Unique ID of the deal
165 
166  /// Pre and Post-Trade Transparency Info
168 
169  /// Date on which the message was written
171 
172  /// Time at which the message was written
173  UInt64 creationTime; // UTIME presentation
174 
175  /// Last update time
176  UInt64 updateTime; // UTIME presentation
177 
178  /// Short Selling indicator
180 
181 
182  ///
183  size_t deserialize(const void* buf, size_t inLen);
184 
185  /// Provides string presentation
186  virtual std::string toString () const;
187 
188  ///
189  virtual size_t serializationBufSize() const { return 1392; }
190 
191  ///
192  virtual BV_SELL_SIDE_INVENTORY_ORDER* clone() const;
193 
194  virtual BV_SELL_SIDE_INVENTORY_ORDER* clone(void*) const;
195 
196 private:
197  virtual size_t serialize(void* buf) const;
198 
199 };
200 
201 
202 }
203 }
204 }
205 }
UInt16 settlementOffset
Settlement offset espressed as number of days starting from the trading date.
std::string execTraderName
Name of the manual execution trader within the client institution (Provider - Sell Side Member) ...
UInt64 quoteUpdateTime
Time at which the inventory quote was last updated.
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
Short Selling indicator.
TI_VERB::Enum verb
Specifies whether it is a buy or sell order and is set from the receiving member&#39;s viewpoint (Provide...
UInt32 allocationId
Unique ID of the pre-allocation or of the allocation during the trade splitting phase.
BV_INVENTORY_ORDER_STATUS::Enum status
Processing status of the order.
UInt32 execTraderId
ID of the manual execution trader within the client institution (Provider - Sell Side Member) ...
Double bpv
BPV of the tradable instrument at the moment of the RFCQ creation.
std::string clientExecID
ID of the execution within the client institution.
BV_INVENTORY_ORDER_EVENT::Enum event
Action applied to the order.
BV_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
unsigned long long UInt64
Definition: Defines.h:47
BV_MEMBER_INFO aggressor
Member&#39;s ID of the Aggressor (Buy Side Member)
BV_MEMBER_INFO provider
Member&#39;s ID of the Provider (Sell Side Member)
BV_TRANSPARENCY_INFO transparencyInfo
Pre and Post-Trade Transparency Info.
unsigned short UInt16
Definition: Defines.h:45