OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Substructures.BV_ALLOCATION_REPORT_INFO.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>
38
39
40namespace OnixS {
41namespace Mts {
42namespace BondVision {
43namespace SDP {
44
45
46
48class ONIXS_MTS_BONDVISION_SDP_API BV_ALLOCATION_REPORT_INFO
49{
50public:
53
54 {
55 clientOrderId.reserve(50);
56 clientAllocationId.reserve(100);
57 currency.reserve(3);
58 micCode.reserve(12);
59 allocationDescription.reserve(50);
60 orderTraderName.reserve(12);
61 }
62
64
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70
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82
85
87 std::string clientOrderId; // maxSize = 50
88
91
93 std::string clientAllocationId; // maxSize = 100
94
97
99 std::string currency; // maxSize = 3
100
102 std::string micCode; // maxSize = 12
103
106
109
112
115
117 Double yTW; // DOUBLE presentation
118
120 Double discountRate; // DOUBLE presentation
121
123 Double discountMargin; // DOUBLE presentation
124
126 Double averagePrice; // DOUBLE presentation
127
129 Double nominalValue; // DOUBLE presentation
130
132 Double accruedInterest; // DOUBLE presentation
133
135 Double grossTradeAmt; // DOUBLE presentation
136
139
141 static const size_t splitTradeListSize = 100;
142 std::vector<BV_SPLIT_TRADE_INFO> splitTradeList;
143
146
148 std::string allocationDescription; // maxSize = 50
149
151 UInt64 preAllocationTime; // UTIME presentation
152
155
157 std::string orderTraderName; // maxSize = 12
158
159
161 size_t deserialize(const void* buf, size_t inLen);
162
164 std::string toString () const;
165
167 size_t serializationBufSize() const { return 25664; }
168
170 size_t serialize(void* buf) const;
171
172};
173
174
175
176
177}
178}
179}
180}
UInt32 transactionId
Unique identifier of the RFCQ Request or Inventory Order.
std::string toString() const
Provides string presentation.
std::string clientOrderId
Identifier of the order within the client institution.
BV_ALLOCATION_REPORT_MEMBER_INFO buySideMember
Information about the Buy Side member.
UInt32 allocationId
Unique identifier o f the pre-allocation or of the allocation during the trade splitting phase.
UInt32 orderTraderId
Id of the trader owner of the Stage Order. This field is zero if the Allocation Report is addressed t...
Double averagePrice
Weighted Average Price, calculated after fill or partial fill.
BV_ALLOCATION_REPORT_INSTRUMENT_INFO instrument
Information about the instrument.
TI_MSG_INFO reportMsgInfo
Report number, date and hour, assigned by the central system.
std::string clientAllocationId
Identifier of the allocation within the client institution.
std::string orderTraderName
Name of the trader owner of the Stage Order. This field is empty if the Allocation Report is addresse...
Double accruedInterest
Countervalue of the interests rate paid by the buyer to the seller, expressed in the trade currency.
size_t deserialize(const void *buf, size_t inLen)
BV_ALLOCATION_REPORT_MEMBER_INFO sellSideMember
Information about the Sell Side member.
Double nominalValue
Total quantity traded specified as Nominal Value.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45